Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 30,474 : : Positions : : 9,692 8,205 1,420 2,183 1,637 0 4,509 1,990 9,285 5,341 6,172 : : : : Changes from: January 8, 2013 : : -75 -95 215 175 -400 -120 625 -220 -61 -581 1,053 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 26.9 4.7 7.2 5.4 0.0 14.8 6.5 30.5 17.5 20.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 10 . . . 0 . . 12 10 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 11,990 : : Positions : : 2,330 4,095 150 745 225 1,675 205 695 4,385 3,515 1,860 : : : : Changes from: January 8, 2013 : : -15 -55 -90 -30 35 180 -50 15 65 320 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.4 34.2 1.3 6.2 1.9 14.0 1.7 5.8 36.6 29.3 15.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 4 7 . . . . . . 5 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 109,432 : : Positions : : 67,498 43,093 396 26,909 26,822 1,054 2,008 8,593 2,378 0 429 : : : : Changes from: January 8, 2013 : : 58 -857 -31 235 -1,083 -297 -32 -393 -70 0 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 39.4 0.4 24.6 24.5 1.0 1.8 7.9 2.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . 5 7 . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 18,264 : : Positions : : 9,923 10,980 405 2,040 2,973 2,622 0 1,200 0 158 120 : : : : Changes from: January 8, 2013 : : 33 -67 -14 -237 -29 -363 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 60.1 2.2 11.2 16.3 14.4 0.0 6.6 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,755 : : Positions : : 5,992 8,733 1,794 0 936 466 480 374 1,292 0 400 : : : : Changes from: January 8, 2013 : : 0 120 120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 74.3 15.3 0.0 8.0 4.0 4.1 3.2 11.0 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 17,110 : : Positions : : 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0 : : : : Changes from: January 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 51,617 : : Positions : : 46,223 43,230 3,163 6,346 2,021 0 0 0 210 0 0 : : : : Changes from: January 8, 2013 : : 106 151 0 63 0 0 0 0 128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 83.8 6.1 12.3 3.9 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 823,629 : : Positions : : 727,326 700,934 52,278 78,670 44,025 0 0 0 0 0 0 : : : : Changes from: January 8, 2013 : : 1,182 23,768 11,720 -10,866 7,361 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 85.1 6.3 9.6 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 61,601 : : Positions : : 37,435 60,517 22,216 302 675 0 0 0 1,020 0 0 : : : : Changes from: January 8, 2013 : : 151 151 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 98.2 36.1 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 23 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 793,108 : : Positions : : 587,967 759,061 174,271 3,177 30,870 0 0 0 0 0 0 : : : : Changes from: January 8, 2013 : : 5,534 5,534 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 95.7 22.0 0.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 18 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 53,562 : : Positions : : 33,349 35,672 8,207 12,463 3,986 7,015 845 215 535 381 0 : : : : Changes from: January 8, 2013 : : 0 0 0 1,275 0 1,275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 66.6 15.3 23.3 7.4 13.1 1.6 0.4 1.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 13 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,080,862 : : Positions : : 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781 : : : : Changes from: January 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 17 . 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 35,295 : : Positions : : 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0 : : : : Changes from: January 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 34,375 : : Positions : : 22,967 26,557 11,240 1,275 168 0 6,375 0 0 0 0 : : : : Changes from: January 8, 2013 : : 1,275 0 0 0 0 0 1,275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 77.3 32.7 3.7 0.5 0.0 18.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 22,626 : : Positions : : 18,371 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0 : : : : Changes from: January 8, 2013 : : 766 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 531,915 : : Positions : : 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0 : : : : Changes from: January 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 862,714 : : Positions : : 633,554 590,610 154,216 93,600 51,624 0 103,560 23,320 0 0 0 : : : : Changes from: January 8, 2013 : : 19,432 7,672 0 0 0 0 11,760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 68.5 17.9 10.8 6.0 0.0 12.0 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 470,840 : : Positions : : 172,183 349,344 121,736 0 59,136 87,805 0 0 2,254 34,634 27,726 : : : : Changes from: January 8, 2013 : : 931 12,691 0 0 0 11,760 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 74.2 25.9 0.0 12.6 18.6 0.0 0.0 0.5 7.4 5.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 5 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 228,600 : : Positions : : 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0 : : : : Changes from: January 8, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 15, 2013 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 4,482 : : Positions : : 1,311 3,713 2,356 0 677 95 0 34 0 49 9 : : : : Changes from: January 8, 2013 : : 108 59 -33 0 29 -10 0 3 0 6 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 82.8 52.6 0.0 15.1 2.1 0.0 0.8 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 6 0 6 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 18, 2013