CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,170: 4,435 4,855 0 1,135 5 480 0 75 1,299 310 363: 513 427
Old : 7,170: 4,435 4,855 0 1,135 5 480 0 75 1,299 310 363: 513 427
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -365: -125 -290 0 35 -20 0 0 -150 40 0 -45: -65 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 67.7 0.0 15.8 0.1 6.7 0.0 1.0 18.1 4.3 5.1: 7.2 6.0
Old : 100.0: 61.9 67.7 0.0 15.8 0.1 6.7 0.0 1.0 18.1 4.3 5.1: 7.2 6.0
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 : 20: 8 10 0 . . . 0 . 4 . .:
Old : 20: 8 10 0 . . . 0 . 4 . .:
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 : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5
Old : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 30,034: 9,767 8,300 1,205 2,008 2,037 120 3,884 2,210 9,346 5,922 5,119: 230 554
Old : 30,034: 9,767 8,300 1,205 2,008 2,037 120 3,884 2,210 9,346 5,922 5,119: 230 554
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,381: 17 -20 65 581 -646 -225 -630 -150 -174 -542 -278: 10 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 27.6 4.0 6.7 6.8 0.4 12.9 7.4 31.1 19.7 17.0: 0.8 1.8
Old : 100.0: 32.5 27.6 4.0 6.7 6.8 0.4 12.9 7.4 31.1 19.7 17.0: 0.8 1.8
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 : 38: 8 10 . . . . . . 12 9 17:
Old : 38: 8 10 . . . . . . 12 9 17:
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 : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9
Old : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,665: 2,345 4,150 240 775 190 1,495 255 680 4,320 3,195 1,750: 645 670
Old : 11,665: 2,345 4,150 240 775 190 1,495 255 680 4,320 3,195 1,750: 645 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,135: -445 -210 -225 70 -125 510 -50 -755 -195 40 -150: 250 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 35.6 2.1 6.6 1.6 12.8 2.2 5.8 37.0 27.4 15.0: 5.5 5.7
Old : 100.0: 20.1 35.6 2.1 6.6 1.6 12.8 2.2 5.8 37.0 27.4 15.0: 5.5 5.7
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: 4 7 . . . . . . 5 9 10:
Old : 26: 4 7 . . . . . . 5 9 10:
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 : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6
Old : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 800 MWh) :
: : Positions :
All : 161,436: 78,730 118,119 23,643 9,355 14,730 14,859 1,394 10,619 11,662 615 6,073: 1,120 531
Old : 161,436: 78,730 118,119 23,643 9,355 14,730 14,859 1,394 10,619 11,662 615 6,073: 1,120 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -5,669: -5,677 -2,000 3,563 -602 -1,558 -644 336 -1,690 32 -61 -241: 546 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 73.2 14.6 5.8 9.1 9.2 0.9 6.6 7.2 0.4 3.8: 0.7 0.3
Old : 100.0: 48.8 73.2 14.6 5.8 9.1 9.2 0.9 6.6 7.2 0.4 3.8: 0.7 0.3
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 : 82: 44 38 5 5 9 4 4 5 11 5 10:
Old : 82: 44 38 5 5 9 4 4 5 11 5 10:
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 : 29.9 39.9 45.8 59.7 23.2 35.0 35.6 45.1
Old : 29.9 39.9 45.8 59.7 23.2 35.0 35.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 MWh) :
: : Positions :
All : 59,778: 42,501 50,614 11,314 3,118 4,160 0 597 1,289 490 0 0: 24 0
Old : 59,778: 42,501 50,614 11,314 3,118 4,160 0 597 1,289 490 0 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -2,409: -2,264 -1,729 -38 197 -216 0 -338 105 182 -50 -178: 0 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 84.7 18.9 5.2 7.0 0.0 1.0 2.2 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 71.1 84.7 18.9 5.2 7.0 0.0 1.0 2.2 0.8 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 : 34: 19 21 . . 5 0 . . . 0 0:
Old : 34: 19 21 . . 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 : 57.8 49.6 78.0 69.6 56.3 47.0 66.7 57.2
Old : 57.8 49.6 78.0 69.6 56.3 47.0 66.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 MWh) :
: : Positions :
All : 551,127: 466,965 398,252 25,452 86,449 49,623 0 12,661 2,590 5,554 609 943: 0 0
Old : 551,127: 466,965 398,252 25,452 86,449 49,623 0 12,661 2,590 5,554 609 943: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -13,748: -5,727 -26,351 -20,936 1,032 12,322 0 -998 654 1,636 -774 367: -2,064 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 72.3 4.6 15.7 9.0 0.0 2.3 0.5 1.0 0.1 0.2: 0.0 0.0
Old : 100.0: 84.7 72.3 4.6 15.7 9.0 0.0 2.3 0.5 1.0 0.1 0.2: 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 : 34: 19 23 . . . 0 . . . . .:
Old : 34: 19 23 . . . 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 : 54.8 59.8 81.7 74.3 49.7 58.4 64.8 67.7
Old : 54.8 59.8 81.7 74.3 49.7 58.4 64.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 50 Megawatt Hours) :
: : Positions :
All : 1,588,593: 1,043,345 1,246,295 141,448 171,841 71,044 209,269 49,948 17,592 85,869 11,847 20,026: 0 0
Old : 1,588,593: 1,043,345 1,246,295 141,448 171,841 71,044 209,269 49,948 17,592 85,869 11,847 20,026: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -85,971: -50,329 -79,928 -3,699 21,547 -25,406 -10,152 792 -1,272 4,863 -1,728 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 78.5 8.9 10.8 4.5 13.2 3.1 1.1 5.4 0.7 1.3: 0.0 0.0
Old : 100.0: 65.7 78.5 8.9 10.8 4.5 13.2 3.1 1.1 5.4 0.7 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 : 62: 33 36 . 5 4 . . . 4 . 5:
Old : 62: 33 36 . 5 4 . . . 4 . 5:
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 : 43.2 54.9 61.5 71.2 41.2 51.1 58.8 64.7
Old : 43.2 54.9 61.5 71.2 41.2 51.1 58.8 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 Megawatt Hours) :
: : Positions :
All : 67,391: 48,381 51,111 3,997 1,886 10,891 624 0 3,067 331 312 100: 0 24
Old : 67,391: 48,381 51,111 3,997 1,886 10,891 624 0 3,067 331 312 100: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 1,772: 2,423 1,079 -1,815 -128 1,000 80 0 -153 241 -22 -4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 75.8 5.9 2.8 16.2 0.9 0.0 4.6 0.5 0.5 0.1: 0.0 0.0
Old : 100.0: 71.8 75.8 5.9 2.8 16.2 0.9 0.0 4.6 0.5 0.5 0.1: 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 : 43: 29 24 4 4 5 . 0 . . . .:
Old : 43: 29 24 4 4 5 . 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 : 36.2 44.6 59.5 65.2 25.1 32.6 37.5 40.0
Old : 36.2 44.6 59.5 65.2 25.1 32.6 37.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 Megawatt Hours) :
: : Positions :
All : 429,863: 264,043 359,985 143,316 61,721 5,920 12,345 0 1,279 2,002 0 958: 0 0
Old : 429,863: 264,043 359,985 143,316 61,721 5,920 12,345 0 1,279 2,002 0 958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 2,624: 2,033 2,631 607 320 0 638 0 -654 -327 0 327: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 83.7 33.3 14.4 1.4 2.9 0.0 0.3 0.5 0.0 0.2: 0.0 0.0
Old : 100.0: 61.4 83.7 33.3 14.4 1.4 2.9 0.0 0.3 0.5 0.0 0.2: 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 : 28: 17 17 . . . . 0 . . 0 .:
Old : 28: 17 17 . . . . 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 : 59.1 65.0 81.0 87.6 53.0 59.3 72.3 77.3
Old : 59.1 65.0 81.0 87.6 53.0 59.3 72.3 77.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 55,702: 47,052 18,755 508 30,606 1,319 1,280 1,882 1,684 2,040 145 140: 1,679 1,171
Old : 55,702: 47,052 18,755 508 30,606 1,319 1,280 1,882 1,684 2,040 145 140: 1,679 1,171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 251: -102 -56 0 150 0 0 120 0 0 0 0: 353 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 33.7 0.9 54.9 2.4 2.3 3.4 3.0 3.7 0.3 0.3: 3.0 2.1
Old : 100.0: 84.5 33.7 0.9 54.9 2.4 2.3 3.4 3.0 3.7 0.3 0.3: 3.0 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 : 36: 18 21 . 5 6 . . . . . .:
Old : 36: 18 21 . 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 : 59.5 64.7 76.3 79.3 57.7 63.9 72.7 76.6
Old : 59.5 64.7 76.3 79.3 57.7 63.9 72.7 76.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,973: 6,839 8,543 788 620 1,498 1,506 0 1,200 0 208 120: 1,022 784
Old : 12,973: 6,839 8,543 788 620 1,498 1,506 0 1,200 0 208 120: 1,022 784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -917: -636 -669 -55 10 -184 256 0 -256 0 -86 0: -42 268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 65.9 6.1 4.8 11.5 11.6 0.0 9.2 0.0 1.6 0.9: 7.9 6.0
Old : 100.0: 52.7 65.9 6.1 4.8 11.5 11.6 0.0 9.2 0.0 1.6 0.9: 7.9 6.0
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 10 . . 4 . 0 . 0 . .:
Old : 22: 13 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 : 49.5 56.0 74.1 80.3 43.1 50.2 57.2 61.5
Old : 49.5 56.0 74.1 80.3 43.1 50.2 57.2 61.5
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,630: 5,992 8,613 1,674 0 936 466 480 374 1,292 0 400: 496 827
Old : 11,630: 5,992 8,613 1,674 0 936 466 480 374 1,292 0 400: 496 827
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 8: 0 -108 0 0 0 0 0 0 0 0 0: 8 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 74.1 14.4 0.0 8.0 4.0 4.1 3.2 11.1 0.0 3.4: 4.3 7.1
Old : 100.0: 51.5 74.1 14.4 0.0 8.0 4.0 4.1 3.2 11.1 0.0 3.4: 4.3 7.1
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 : 25: 13 14 . 0 . . . . . 0 .:
Old : 25: 13 14 . 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 : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1
Old : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 17,110: 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0: 1,671 744
Old : 17,110: 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0: 1,671 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -1,478: -1,108 -550 448 -4 -690 30 -200 -30 -152 0 -18: 42 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0: 9.8 4.3
Old : 100.0: 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0: 9.8 4.3
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 . 4 . . . . 0 0:
Old : 31: 20 19 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 : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7
Old : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,383: 46,117 43,079 3,163 6,283 2,021 0 0 0 82 0 0: 0 0
Old : 51,383: 46,117 43,079 3,163 6,283 2,021 0 0 0 82 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -4,392: -4,234 -3,918 -160 -394 -80 0 0 0 82 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 83.8 6.2 12.2 3.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 83.8 6.2 12.2 3.9 0.0 0.0 0.0 0.2 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 : 30: 15 15 . . . 0 0 0 . 0 0:
Old : 30: 15 15 . . . 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 : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6
Old : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 803,366: 726,144 677,166 40,558 89,536 36,664 0 0 0 0 0 0: 0 0
Old : 803,366: 726,144 677,166 40,558 89,536 36,664 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: December 31, 2012 :
: -53,552: -50,584 -42,824 -2,968 -10,728 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 84.3 5.0 11.1 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.4 84.3 5.0 11.1 4.6 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: 15 14 . . . 0 0 0 0 0 0:
Old : 26: 15 14 . . . 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 : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6
Old : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 61,450: 37,284 60,366 22,216 302 675 0 0 0 1,020 0 0: 255 107
Old : 61,450: 37,284 60,366 22,216 302 675 0 0 0 1,020 0 0: 255 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -6,338: -3,513 -6,098 -3,040 -220 0 0 0 0 215 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 98.2 36.2 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0: 0.4 0.2
Old : 100.0: 60.7 98.2 36.2 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0: 0.4 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 : 35: 12 23 4 . . 0 0 0 . 0 0:
Old : 35: 12 23 4 . . 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 : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3
Old : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 787,574: 582,433 753,527 174,271 3,177 30,870 0 0 0 0 0 0: 0 0
Old : 787,574: 582,433 753,527 174,271 3,177 30,870 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: December 31, 2012 :
: -113,632: -56,816 -111,936 -54,359 -87 -1,609 0 0 0 -848 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 95.7 22.1 0.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.0 95.7 22.1 0.4 3.9 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: 14 18 . . . 0 0 0 0 0 0:
Old : 33: 14 18 . . . 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 : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0
Old : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,287: 33,349 35,672 8,207 11,188 3,986 5,740 845 215 535 381 0: 255 0
Old : 52,287: 33,349 35,672 8,207 11,188 3,986 5,740 845 215 535 381 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,360: -1,940 -1,760 180 -100 -300 845 845 -2,045 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 68.2 15.7 21.4 7.6 11.0 1.6 0.4 1.0 0.7 0.0: 0.5 0.0
Old : 100.0: 63.8 68.2 15.7 21.4 7.6 11.0 1.6 0.4 1.0 0.7 0.0: 0.5 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: 17 13 4 . . . . . . . 0:
Old : 33: 17 13 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 : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3
Old : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,080,862: 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781: 0 0
Old : 1,080,862: 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -33,840: -24,936 -14,760 22,896 -10,176 -25,440 0 19,080 0 -3,816 0 -2,544: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 0.0 0.5: 0.0 0.0
Old : 100.0: 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 0.0 0.5: 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 : 38: 19 17 . 4 . 0 . 0 . 0 .:
Old : 38: 19 17 . 4 . 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 : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6
Old : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 35,295: 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0: 255 255
Old : 35,295: 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -3,960: -3,755 -3,300 560 360 -1,000 0 -20 0 0 0 0: 235 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0: 0.7 0.7
Old : 100.0: 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0: 0.7 0.7
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 : 21: 12 8 . . 0 0 . 0 0 . 0:
Old : 21: 12 8 . . 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 : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6
Old : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 33,100: 21,692 26,557 11,240 1,275 168 0 5,100 0 0 0 0: 0 0
Old : 33,100: 21,692 26,557 11,240 1,275 168 0 5,100 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: December 31, 2012 :
: -3,120: -2,840 -2,400 320 -220 -400 -200 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 80.2 34.0 3.9 0.5 0.0 15.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.5 80.2 34.0 3.9 0.5 0.0 15.4 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 : 22: 10 13 . . . 0 . 0 0 0 0:
Old : 22: 10 13 . . . 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 : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9
Old : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 22,626: 17,605 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0: 1,043 0
Old : 22,626: 17,605 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0: 1,043 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -617: -217 43 -260 0 -60 0 -400 0 -60 -180 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0: 4.6 0.0
Old : 100.0: 77.8 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0: 4.6 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 : 25: 12 7 . . . 0 . 0 0 . 0:
Old : 25: 12 7 . . . 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 : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3
Old : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 531,915: 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0: 0 0
Old : 531,915: 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -74,984: -75,048 -47,424 10,600 -5,936 -12,296 1,680 -80 80 0 -9,328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 0.0: 0.0 0.0
Old : 100.0: 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 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 : 20: 11 8 . . 0 . 0 . 0 . 0:
Old : 20: 11 8 . . 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 : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6
Old : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 843,282: 614,122 582,938 154,216 93,600 51,624 0 91,800 23,320 0 0 0: 0 0
Old : 843,282: 614,122 582,938 154,216 93,600 51,624 0 91,800 23,320 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -34,344: -30,104 -25,016 -23,320 -5,088 0 -4,240 -27,560 23,320 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 69.1 18.3 11.1 6.1 0.0 10.9 2.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.8 69.1 18.3 11.1 6.1 0.0 10.9 2.8 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 : 23: 12 15 . . . 0 . . 0 0 0:
Old : 23: 12 15 . . . 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 : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2
Old : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2
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 - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 458,149: 171,252 336,653 121,736 0 59,136 76,045 0 0 2,254 34,634 27,726: 0 0
Old : 458,149: 171,252 336,653 121,736 0 59,136 76,045 0 0 2,254 34,634 27,726: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -49,050: -11,872 -18,098 21,200 0 -29,680 -848 0 -1,272 1,830 28,408 -28,408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 73.5 26.6 0.0 12.9 16.6 0.0 0.0 0.5 7.6 6.1: 0.0 0.0
Old : 100.0: 37.4 73.5 26.6 0.0 12.9 16.6 0.0 0.0 0.5 7.6 6.1: 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 : 23: 9 12 5 0 . . 0 0 . . .:
Old : 23: 9 12 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 : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6
Old : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, January 8, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 228,600: 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0: 0 0
Old : 228,600: 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: -8,416: -4,176 -5,512 4,240 3,816 -8,480 0 1,760 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 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 : 24: 12 9 . . 0 0 . 0 0 . 0:
Old : 24: 12 9 . . 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 : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3
Old : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013