CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,550 TONS) :
: : Positions :
All : 6,636: 4,820 4,460 45 1,080 315 570 0 0 0 0 0: 885 781
Old : 6,636: 4,820 4,460 45 1,080 315 570 0 0 0 0 0: 885 781
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 165: 45 375 45 105 -120 75 0 0 0 0 0: 120 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 67.2 0.7 16.3 4.8 8.6 0.0 0.0 0.0 0.0 0.0: 13.3 11.8
Old : 100.0: 72.6 67.2 0.7 16.3 4.8 8.6 0.0 0.0 0.0 0.0 0.0: 13.3 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . . 0 0 0 0 0:
Old : 20: 13 14 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 48.6 76.0 69.6 54.6 48.4 61.4 60.4
Old : 60.5 48.6 76.0 69.6 54.6 48.4 61.4 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 15,145: 4,634 1,844 617 467 893 0 1,850 1,285 5,032 6,088 1,689: 995 1,029
Old : 15,145: 4,634 1,844 617 467 893 0 1,850 1,285 5,032 6,088 1,689: 995 1,029
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 261: 264 118 -35 -120 85 0 265 -315 34 115 -112: 340 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.2 4.1 3.1 5.9 0.0 12.2 8.5 33.2 40.2 11.2: 6.6 6.8
Old : 100.0: 30.6 12.2 4.1 3.1 5.9 0.0 12.2 8.5 33.2 40.2 11.2: 6.6 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 6 6 . . . 0 4 4 5 13 13:
Old : 31: 6 6 . . . 0 4 4 5 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 35.4 71.4 54.8 45.9 26.6 59.5 39.3
Old : 52.1 35.4 71.4 54.8 45.9 26.6 59.5 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,710: 1,945 2,055 0 105 155 255 1,185 150 3,005 1,745 865: 335 450
Old : 6,710: 1,945 2,055 0 105 155 255 1,185 150 3,005 1,745 865: 335 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 125: 500 -70 0 90 -25 0 800 -375 270 75 -205: -40 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 30.6 0.0 1.6 2.3 3.8 17.7 2.2 44.8 26.0 12.9: 5.0 6.7
Old : 100.0: 29.0 30.6 0.0 1.6 2.3 3.8 17.7 2.2 44.8 26.0 12.9: 5.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 6 5 0 . . . . . 5 8 11:
Old : 23: 6 5 0 . . . . . 5 8 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 49.4 79.5 66.4 45.7 30.1 52.5 40.9
Old : 63.1 49.4 79.5 66.4 45.7 30.1 52.5 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 153,562: 81,419 62,145 440 21,926 45,436 1,580 1,226 20,366 1,550 201 554: 2,217 1,709
Old : 153,562: 81,419 62,145 440 21,926 45,436 1,580 1,226 20,366 1,550 201 554: 2,217 1,709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 3,807: 1,804 1,446 0 151 518 -212 492 988 0 8 91: 619 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 40.5 0.3 14.3 29.6 1.0 0.8 13.3 1.0 0.1 0.4: 1.4 1.1
Old : 100.0: 53.0 40.5 0.3 14.3 29.6 1.0 0.8 13.3 1.0 0.1 0.4: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 25 . 5 6 . . . . . .:
Old : 39: 27 25 . 5 6 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 43.4 64.3 69.5 11.6 12.9 15.3 17.4
Old : 37.8 43.4 64.3 69.5 11.6 12.9 15.3 17.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 25,266: 12,301 13,910 644 2,520 5,439 3,020 0 2,454 0 222 184: 1,224 536
Old : 25,266: 12,301 13,910 644 2,520 5,439 3,020 0 2,454 0 222 184: 1,224 536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -271: 74 -138 22 -74 -82 -310 0 23 0 0 0: 3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 55.1 2.5 10.0 21.5 12.0 0.0 9.7 0.0 0.9 0.7: 4.8 2.1
Old : 100.0: 48.7 55.1 2.5 10.0 21.5 12.0 0.0 9.7 0.0 0.9 0.7: 4.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . 4 . 0 . 0 . .:
Old : 26: 16 13 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 55.4 69.7 76.8 31.8 32.9 40.0 39.7
Old : 47.4 55.4 69.7 76.8 31.8 32.9 40.0 39.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 8,128: 5,905 3,475 0 1,606 352 0 1,278 18 0 0 0: 1,853 1,399
Old : 8,128: 5,905 3,475 0 1,606 352 0 1,278 18 0 0 0: 1,853 1,399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 120: 0 0 0 0 0 0 0 0 0 0 0: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 42.8 0.0 19.8 4.3 0.0 15.7 0.2 0.0 0.0 0.0: 22.8 17.2
Old : 100.0: 72.6 42.8 0.0 19.8 4.3 0.0 15.7 0.2 0.0 0.0 0.0: 22.8 17.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 12 0 . . 0 . . 0 0 0:
Old : 20: 14 12 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 45.9 59.6 68.8 30.0 34.8 43.0 47.2
Old : 40.8 45.9 59.6 68.8 30.0 34.8 43.0 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 12,721: 5,509 10,095 1,026 52 1,354 460 322 429 3,082 0 0: 861 469
Old : 12,721: 5,509 10,095 1,026 52 1,354 460 322 429 3,082 0 0: 861 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -120: 110 -0 0 0 0 0 0 -120 -110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 79.4 8.1 0.4 10.6 3.6 2.5 3.4 24.2 0.0 0.0: 6.8 3.7
Old : 100.0: 43.3 79.4 8.1 0.4 10.6 3.6 2.5 3.4 24.2 0.0 0.0: 6.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 4 . 4 . . . . 0 0:
Old : 26: 12 16 4 . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 39.5 71.2 60.5 48.9 35.3 58.8 48.9
Old : 50.6 39.5 71.2 60.5 48.9 35.3 58.8 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 21,853: 14,888 12,947 756 2,632 2,858 128 1,680 640 278 0 18: 2,287 1,078
Old : 21,853: 14,888 12,947 756 2,632 2,858 128 1,680 640 278 0 18: 2,287 1,078
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 288: 18 120 236 -28 28 0 0 0 0 0 0: 6 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 59.2 3.5 12.0 13.1 0.6 7.7 2.9 1.3 0.0 0.1: 10.5 4.9
Old : 100.0: 68.1 59.2 3.5 12.0 13.1 0.6 7.7 2.9 1.3 0.0 0.1: 10.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 19 . 4 6 . . . . 0 .:
Old : 31: 20 19 . 4 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 39.2 51.5 64.2 25.6 33.1 37.6 49.3
Old : 33.6 39.2 51.5 64.2 25.6 33.1 37.6 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 8,565: 4,038 5,437 474 414 1,138 1,364 0 66 0 0 0: 1,485 1,510
Old : 8,565: 4,038 5,437 474 414 1,138 1,364 0 66 0 0 0: 1,485 1,510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 22: 52 28 0 0 0 0 0 0 0 0 0: -30 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 63.5 5.5 4.8 13.3 15.9 0.0 0.8 0.0 0.0 0.0: 17.3 17.6
Old : 100.0: 47.1 63.5 5.5 4.8 13.3 15.9 0.0 0.8 0.0 0.0 0.0: 17.3 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 14 . . . . 0 . 0 0 0:
Old : 22: 15 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 37.5 59.9 59.0 30.0 32.3 42.7 47.7
Old : 41.1 37.5 59.9 59.0 30.0 32.3 42.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 11,437: 5,617 5,891 16 812 1,472 0 2,302 104 2,890 0 96: 1,242 760
Old : 11,437: 5,617 5,891 16 812 1,472 0 2,302 104 2,890 0 96: 1,242 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2: 160 10 0 0 0 0 -120 0 -230 0 72: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 51.5 0.1 7.1 12.9 0.0 20.1 0.9 25.3 0.0 0.8: 10.9 6.6
Old : 100.0: 49.1 51.5 0.1 7.1 12.9 0.0 20.1 0.9 25.3 0.0 0.8: 10.9 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 . . . 0 .:
Old : 21: 13 13 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.4 73.4 70.6 47.7 34.7 51.8 49.9
Old : 54.4 48.4 73.4 70.6 47.7 34.7 51.8 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,063: 7,549 6,363 1,346 1,466 826 218 922 840 0 1,280 0: 1,284 366
Old : 12,063: 7,549 6,363 1,346 1,466 826 218 922 840 0 1,280 0: 1,284 366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 57: 57 -111 0 120 0 0 48 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 52.7 11.2 12.2 6.8 1.8 7.6 7.0 0.0 10.6 0.0: 10.6 3.0
Old : 100.0: 62.6 52.7 11.2 12.2 6.8 1.8 7.6 7.0 0.0 10.6 0.0: 10.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 . . 4 . . . 0 . 0:
Old : 22: 13 11 . . 4 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 51.7 68.4 76.5 42.0 45.2 55.8 65.2
Old : 46.4 51.7 68.4 76.5 42.0 45.2 55.8 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 53,301: 47,371 43,190 2,954 7,473 2,638 0 0 0 0 0 0: 338 0
Old : 53,301: 47,371 43,190 2,954 7,473 2,638 0 0 0 0 0 0: 338 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 63: 104 63 0 41 -41 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 81.0 5.5 14.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 88.9 81.0 5.5 14.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 13 . . . 0 0 0 0 0 0:
Old : 28: 15 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 83.9 85.9 95.2 69.9 77.3 83.5 86.8
Old : 69.9 83.9 85.9 95.2 69.9 77.3 83.5 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 896,513: 797,948 742,566 51,765 107,147 46,800 0 0 0 0 0 0: 0 0
Old : 896,513: 797,948 742,566 51,765 107,147 46,800 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 3,032: 3,032 2,664 0 368 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 82.8 5.8 12.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.0 82.8 5.8 12.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . 0 0 0 0 0 0:
Old : 26: 14 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 84.4 89.0 94.8 67.9 77.1 84.7 86.9
Old : 69.0 84.4 89.0 94.8 67.9 77.1 84.7 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 85,368: 49,811 83,517 34,837 1,196 465 0 0 0 0 0 0: 255 190
Old : 85,368: 49,811 83,517 34,837 1,196 465 0 0 0 0 0 0: 255 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 97.8 40.8 1.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 58.3 97.8 40.8 1.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 12 24 4 . . 0 0 0 0 0 0:
Old : 36: 12 24 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
Old : 74.0 42.6 90.8 66.9 73.4 42.6 86.9 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,173,458: 731,345 1,144,767 421,394 7,972 20,719 0 0 0 0 0 0: 0 0
Old : 1,173,458: 731,345 1,144,767 421,394 7,972 20,719 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 97.6 35.9 0.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.3 97.6 35.9 0.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 13 20 4 . . 0 0 0 0 0 0:
Old : 33: 13 20 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5
Old : 70.1 43.7 91.1 65.9 68.3 43.7 82.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 62,984: 39,103 39,575 7,875 11,603 4,816 2,995 0 6,990 950 0 0: 255 0
Old : 62,984: 39,103 39,575 7,875 11,603 4,816 2,995 0 6,990 950 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,275: 0 765 0 1,785 0 1,970 -580 -695 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 62.8 12.5 18.4 7.6 4.8 0.0 11.1 1.5 0.0 0.0: 0.4 0.0
Old : 100.0: 62.1 62.8 12.5 18.4 7.6 4.8 0.0 11.1 1.5 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 15 4 . 5 . 0 . . 0 0:
Old : 34: 21 15 4 . 5 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5
Old : 35.9 44.9 56.0 70.9 29.0 38.2 43.1 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,227,214: 1,033,038 616,236 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387: 0 0
Old : 1,227,214: 1,033,038 616,236 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 50.2 3.7 32.0 7.8 0.0 8.8 0.0 3.2 0.0 1.3: 0.0 0.0
Old : 100.0: 84.2 50.2 3.7 32.0 7.8 0.0 8.8 0.0 3.2 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 19 . 5 6 0 . 0 4 0 .:
Old : 39: 22 19 . 5 6 0 . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 41.1 59.0 68.7 36.7 39.5 51.3 57.5
Old : 40.2 41.1 59.0 68.7 36.7 39.5 51.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 48,002: 35,931 37,449 9,485 4,020 2,503 0 2,245 0 0 1,275 0: 83 510
Old : 48,002: 35,931 37,449 9,485 4,020 2,503 0 2,245 0 0 1,275 0: 83 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -230: -230 0 0 0 0 0 0 0 0 -230 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 78.0 19.8 8.4 5.2 0.0 4.7 0.0 0.0 2.7 0.0: 0.2 1.1
Old : 100.0: 74.9 78.0 19.8 8.4 5.2 0.0 4.7 0.0 0.0 2.7 0.0: 0.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . 4 0 . 0 0 . 0:
Old : 26: 14 10 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 72.7 82.0 87.9 57.9 61.6 72.0 75.6
Old : 60.2 72.7 82.0 87.9 57.9 61.6 72.0 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 39,478: 26,532 31,390 9,927 913 1,660 830 5,515 0 0 0 0: 529 0
Old : 39,478: 26,532 31,390 9,927 913 1,660 830 5,515 0 0 0 0: 529 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 510: 510 510 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 79.5 25.1 2.3 4.2 2.1 14.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 67.2 79.5 25.1 2.3 4.2 2.1 14.0 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 17 . . . . . 0 0 0 0:
Old : 31: 13 17 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 61.7 86.9 81.1 46.7 42.4 58.1 55.9
Old : 64.2 61.7 86.9 81.1 46.7 42.4 58.1 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 26,916: 10,374 15,183 3,347 6,926 2,747 2,520 0 1,275 6,123 0 530: 0 255
Old : 26,916: 10,374 15,183 3,347 6,926 2,747 2,520 0 1,275 6,123 0 530: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 1,275: 2,550 0 0 0 0 -2,550 0 1,275 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 56.4 12.4 25.7 10.2 9.4 0.0 4.7 22.7 0.0 2.0: 0.0 0.9
Old : 100.0: 38.5 56.4 12.4 25.7 10.2 9.4 0.0 4.7 22.7 0.0 2.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 12 . . . . 0 . . 0 .:
Old : 20: 6 12 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 61.3 93.1 82.9 50.9 50.9 62.9 62.1
Old : 67.2 61.3 93.1 82.9 50.9 50.9 62.9 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 14,822: 10,310 8,992 1,868 2,564 1,504 0 0 0 249 1,577 19: 871 166
Old : 14,822: 10,310 8,992 1,868 2,564 1,504 0 0 0 249 1,577 19: 871 166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: -0: -0 -0 0 0 -0 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 60.7 12.6 17.3 10.1 0.0 0.0 0.0 1.7 10.6 0.1: 5.9 1.1
Old : 100.0: 69.6 60.7 12.6 17.3 10.1 0.0 0.0 0.0 1.7 10.6 0.1: 5.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . . 0 0 0 . . .:
Old : 24: 13 10 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 64.1 78.1 90.9 47.3 56.5 69.5 76.0
Old : 50.7 64.1 78.1 90.9 47.3 56.5 69.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 791,220: 617,389 581,200 128,724 118,128 21,707 0 80 23,400 0 46,705 0: 0 0
Old : 791,220: 617,389 581,200 128,724 118,128 21,707 0 80 23,400 0 46,705 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 73.5 16.3 14.9 2.7 0.0 0.0 3.0 0.0 5.9 0.0: 0.0 0.0
Old : 100.0: 78.0 73.5 16.3 14.9 2.7 0.0 0.0 3.0 0.0 5.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 9 . . . 0 . . 0 . 0:
Old : 26: 18 9 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
Old : 56.1 75.2 81.4 90.9 48.8 58.6 63.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 945,180: 618,323 653,774 255,063 112,812 51,624 16,010 122,810 4,160 0 0 0: 0 0
Old : 945,180: 618,323 653,774 255,063 112,812 51,624 16,010 122,810 4,160 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 9,360: 9,360 9,360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 69.2 27.0 11.9 5.5 1.7 13.0 0.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.4 69.2 27.0 11.9 5.5 1.7 13.0 0.4 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . . . . 0 0 0:
Old : 25: 13 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 74.6 87.8 89.1 47.9 55.1 67.2 67.9
Old : 63.5 74.6 87.8 89.1 47.9 55.1 67.2 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 503,773: 124,964 268,396 117,615 75,849 71,957 68,330 0 7,715 33,336 0 79,856: 0 0
Old : 503,773: 124,964 268,396 117,615 75,849 71,957 68,330 0 7,715 33,336 0 79,856: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 2,968: 2,968 2,968 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 53.3 23.3 15.1 14.3 13.6 0.0 1.5 6.6 0.0 15.9: 0.0 0.0
Old : 100.0: 24.8 53.3 23.3 15.1 14.3 13.6 0.0 1.5 6.6 0.0 15.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 4 . . . 0 . . 0 .:
Old : 22: 11 10 4 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 61.6 82.4 89.0 36.6 43.3 49.8 55.8
Old : 62.1 61.6 82.4 89.0 36.6 43.3 49.8 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 9,479: 4,053 6,102 1,848 21 3,011 315 0 204 0 111 28: 20 2
Old : 9,479: 4,053 6,102 1,848 21 3,011 315 0 204 0 111 28: 20 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 69: -25 -20 -15 21 42 41 0 30 0 -1 -3: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 64.4 19.5 0.2 31.8 3.3 0.0 2.2 0.0 1.2 0.3: 0.2 0.0
Old : 100.0: 42.8 64.4 19.5 0.2 31.8 3.3 0.0 2.2 0.0 1.2 0.3: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 14 4 . 5 . 0 . 0 . .:
Old : 22: 12 14 4 . 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 50.0 76.3 71.9 19.5 21.1 26.1 25.9
Old : 45.7 50.0 76.3 71.9 19.5 21.1 26.1 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012