CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, September 18, 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 : 6,713: 4,895 4,550 45 1,078 317 585 0 0 0 0 0: 871 767 Old : 6,713: 4,895 4,550 45 1,078 317 585 0 0 0 0 0: 871 767 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 77: 75 90 0 -1 2 15 0 0 0 0 0: -15 -13 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 67.8 0.7 16.1 4.7 8.7 0.0 0.0 0.0 0.0 0.0: 13.0 11.4 Old : 100.0: 72.9 67.8 0.7 16.1 4.7 8.7 0.0 0.0 0.0 0.0 0.0: 13.0 11.4 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 14 . . . . 0 0 0 0 0: Old : 20: 11 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 : 62.7 49.6 77.9 69.9 56.2 49.6 62.5 61.6 Old : 62.7 49.6 77.9 69.9 56.2 49.6 62.5 61.6 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 18, 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 : 15,767: 4,936 2,811 740 680 685 0 1,960 1,245 5,467 5,558 2,309: 385 519 Old : 15,767: 4,936 2,811 740 680 685 0 1,960 1,245 5,467 5,558 2,309: 385 519 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 622: 302 967 123 213 -208 0 110 -40 435 -530 620: -610 -510 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 17.8 4.7 4.3 4.3 0.0 12.4 7.9 34.7 35.3 14.6: 2.4 3.3 Old : 100.0: 31.3 17.8 4.7 4.3 4.3 0.0 12.4 7.9 34.7 35.3 14.6: 2.4 3.3 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 : 33: 6 7 . . . 0 4 4 7 12 16: Old : 33: 6 7 . . . 0 4 4 7 12 16: 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 32.5 69.3 50.8 42.8 24.0 55.4 37.0 Old : 50.6 32.5 69.3 50.8 42.8 24.0 55.4 37.0 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 18, 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 : 8,430: 3,025 1,895 0 135 145 255 1,665 180 3,080 2,545 1,425: 320 440 Old : 8,430: 3,025 1,895 0 135 145 255 1,665 180 3,080 2,545 1,425: 320 440 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 1,720: 1,080 -160 0 30 -10 0 480 30 75 800 560: -15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 22.5 0.0 1.6 1.7 3.0 19.8 2.1 36.5 30.2 16.9: 3.8 5.2 Old : 100.0: 35.9 22.5 0.0 1.6 1.7 3.0 19.8 2.1 36.5 30.2 16.9: 3.8 5.2 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 : 26: 7 7 0 . . . . . 4 11 14: Old : 26: 7 7 0 . . . . . 4 11 14: 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 : 65.9 49.9 79.7 67.5 47.2 36.6 55.4 45.3 Old : 65.9 49.9 79.7 67.5 47.2 36.6 55.4 45.3 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 - Options and Futures Combined, September 18, 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 : 155,223: 82,075 63,016 440 22,352 45,788 1,985 1,197 20,472 1,773 248 526: 2,165 1,625 Old : 155,223: 82,075 63,016 440 22,352 45,788 1,985 1,197 20,472 1,773 248 526: 2,165 1,625 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 1,662: 656 871 0 426 352 405 -29 106 222 47 -28: -52 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 40.6 0.3 14.4 29.5 1.3 0.8 13.2 1.1 0.2 0.3: 1.4 1.0 Old : 100.0: 52.9 40.6 0.3 14.4 29.5 1.3 0.8 13.2 1.1 0.2 0.3: 1.4 1.0 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: 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 : 37.7 43.1 64.5 69.2 11.5 13.0 15.6 17.5 Old : 37.7 43.1 64.5 69.2 11.5 13.0 15.6 17.5 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 18, 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 : 26,126: 12,426 14,667 728 2,516 5,713 3,280 0 2,486 64 0 300: 1,129 444 Old : 26,126: 12,426 14,667 728 2,516 5,713 3,280 0 2,486 64 0 300: 1,129 444 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 860: 126 757 84 -5 274 260 0 32 64 -222 116: -96 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.6 56.1 2.8 9.6 21.9 12.6 0.0 9.5 0.2 0.0 1.1: 4.3 1.7 Old : 100.0: 47.6 56.1 2.8 9.6 21.9 12.6 0.0 9.5 0.2 0.0 1.1: 4.3 1.7 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 : 27: 17 14 . . 4 . 0 . . 0 .: Old : 27: 17 14 . . 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 : 47.9 55.2 69.7 76.3 31.7 32.2 40.0 39.5 Old : 47.9 55.2 69.7 76.3 31.7 32.2 40.0 39.5 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 18, 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 : 8,114: 5,903 3,477 0 1,590 352 0 1,278 18 0 0 0: 1,841 1,399 Old : 8,114: 5,903 3,477 0 1,590 352 0 1,278 18 0 0 0: 1,841 1,399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -14: -2 2 0 -16 0 0 0 0 0 0 0: -12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 42.9 0.0 19.6 4.3 0.0 15.8 0.2 0.0 0.0 0.0: 22.7 17.2 Old : 100.0: 72.8 42.9 0.0 19.6 4.3 0.0 15.8 0.2 0.0 0.0 0.0: 22.7 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 : 40.9 45.8 59.7 68.8 30.4 34.6 43.4 47.1 Old : 40.9 45.8 59.7 68.8 30.4 34.6 43.4 47.1 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 18, 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 : 12,731: 5,609 10,225 1,026 52 1,354 580 322 429 2,912 0 0: 821 349 Old : 12,731: 5,609 10,225 1,026 52 1,354 580 322 429 2,912 0 0: 821 349 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 10: 100 130 0 0 0 120 -1 0 -170 0 0: -40 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 80.3 8.1 0.4 10.6 4.6 2.5 3.4 22.9 0.0 0.0: 6.4 2.7 Old : 100.0: 44.1 80.3 8.1 0.4 10.6 4.6 2.5 3.4 22.9 0.0 0.0: 6.4 2.7 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 17 4 . 4 . . . . 0 0: Old : 26: 12 17 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 : 50.3 39.5 71.4 60.6 47.2 35.3 58.2 49.0 Old : 50.3 39.5 71.4 60.6 47.2 35.3 58.2 49.0 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 18, 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 : 21,733: 14,454 12,923 790 2,426 2,944 128 1,680 640 278 0 18: 2,481 1,102 Old : 21,733: 14,454 12,923 790 2,426 2,944 128 1,680 640 278 0 18: 2,481 1,102 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : -120: -434 -24 34 -206 86 0 0 0 0 0 0: 194 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 59.5 3.6 11.2 13.5 0.6 7.7 2.9 1.3 0.0 0.1: 11.4 5.1 Old : 100.0: 66.5 59.5 3.6 11.2 13.5 0.6 7.7 2.9 1.3 0.0 0.1: 11.4 5.1 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 : 30: 19 18 . . 6 . . . . 0 .: Old : 30: 19 18 . . 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 : 33.7 39.4 51.6 64.5 25.2 32.7 37.2 49.0 Old : 33.7 39.4 51.6 64.5 25.2 32.7 37.2 49.0 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 18, 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 : 8,849: 4,562 5,619 114 534 1,138 1,244 0 186 0 0 0: 1,605 1,372 Old : 8,849: 4,562 5,619 114 534 1,138 1,244 0 186 0 0 0: 1,605 1,372 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 284: 524 182 -360 120 0 -120 0 120 0 0 0: 120 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 63.5 1.3 6.0 12.9 14.1 0.0 2.1 0.0 0.0 0.0: 18.1 15.5 Old : 100.0: 51.6 63.5 1.3 6.0 12.9 14.1 0.0 2.1 0.0 0.0 0.0: 18.1 15.5 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: 16 15 . . . . 0 . 0 0 0: Old : 23: 16 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 : 35.7 37.7 54.6 56.9 27.7 31.1 39.2 48.1 Old : 35.7 37.7 54.6 56.9 27.7 31.1 39.2 48.1 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 18, 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 : 11,537: 5,689 5,771 16 812 1,522 0 2,182 154 2,698 0 96: 1,362 1,000 Old : 11,537: 5,689 5,771 16 812 1,522 0 2,182 154 2,698 0 96: 1,362 1,000 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 100: 72 -120 0 0 50 0 -120 50 -192 0 0: 120 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 50.0 0.1 7.0 13.2 0.0 18.9 1.3 23.4 0.0 0.8: 11.8 8.7 Old : 100.0: 49.3 50.0 0.1 7.0 13.2 0.0 18.9 1.3 23.4 0.0 0.8: 11.8 8.7 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: 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 : 51.7 47.8 71.6 69.4 44.6 33.4 48.7 47.4 Old : 51.7 47.8 71.6 69.4 44.6 33.4 48.7 47.4 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 18, 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 : 12,272: 7,230 6,260 1,404 1,466 820 218 922 840 0 1,598 0: 1,760 366 Old : 12,272: 7,230 6,260 1,404 1,466 820 218 922 840 0 1,598 0: 1,760 366 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 209: -319 -103 58 0 -6 0 0 0 0 318 0: 476 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 51.0 11.4 11.9 6.7 1.8 7.5 6.8 0.0 13.0 0.0: 14.3 3.0 Old : 100.0: 58.9 51.0 11.4 11.9 6.7 1.8 7.5 6.8 0.0 13.0 0.0: 14.3 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 : 46.0 52.5 68.5 77.0 40.4 44.8 52.9 64.4 Old : 46.0 52.5 68.5 77.0 40.4 44.8 52.9 64.4 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 18, 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 : 53,364: 47,434 43,190 2,954 7,536 2,638 0 0 0 0 0 0: 338 0 Old : 53,364: 47,434 43,190 2,954 7,536 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 11, 2012 : : 63: 63 0 0 63 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.9 80.9 5.5 14.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 88.9 80.9 5.5 14.1 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 : 70.0 83.8 86.0 95.1 70.0 77.3 83.5 86.7 Old : 70.0 83.8 86.0 95.1 70.0 77.3 83.5 86.7 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 18, 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 : 896,897: 798,332 742,950 51,765 107,147 46,800 0 0 0 0 0 0: 0 0 Old : 896,897: 798,332 742,950 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 11, 2012 : : 384: 384 384 0 0 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 11.9 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 11.9 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 77.2 84.7 86.9 Old : 69.0 84.4 89.0 94.8 67.9 77.2 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 18, 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 11, 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 18, 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 11, 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 18, 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 11, 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: 62.1 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 18, 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 : 1,227,966: 1,033,790 616,988 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387: 0 0 Old : 1,227,966: 1,033,790 616,988 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 11, 2012 : : 752: 752 752 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 7.7 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 7.7 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 41.2 59.0 68.7 36.7 39.6 51.3 57.6 Old : 40.2 41.2 59.0 68.7 36.7 39.6 51.3 57.6 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 - Options and Futures Combined, September 18, 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 : 48,604: 36,533 37,959 9,485 4,020 2,503 0 2,245 0 0 1,367 0: 83 510 Old : 48,604: 36,533 37,959 9,485 4,020 2,503 0 2,245 0 0 1,367 0: 83 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 602: 602 510 0 0 0 0 0 0 0 92 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 78.1 19.5 8.3 5.1 0.0 4.6 0.0 0.0 2.8 0.0: 0.2 1.0 Old : 100.0: 75.2 78.1 19.5 8.3 5.1 0.0 4.6 0.0 0.0 2.8 0.0: 0.2 1.0 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 : 27: 15 10 . . 4 0 . 0 0 . 0: Old : 27: 15 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 : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9 Old : 60.5 72.8 82.0 88.1 58.3 61.9 72.2 75.9 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 18, 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 11, 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: 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 18, 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 11, 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: 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 18, 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 : 15,076: 10,565 9,083 1,868 2,564 1,504 0 0 0 249 1,740 19: 871 166 Old : 15,076: 10,565 9,083 1,868 2,564 1,504 0 0 0 249 1,740 19: 871 166 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 255: 255 92 0 0 -0 0 0 0 0 163 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 60.2 12.4 17.0 10.0 0.0 0.0 0.0 1.7 11.5 0.1: 5.8 1.1 Old : 100.0: 70.1 60.2 12.4 17.0 10.0 0.0 0.0 0.0 1.7 11.5 0.1: 5.8 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: 14 10 . . . 0 0 0 . . .: Old : 24: 14 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 : 49.9 64.1 76.7 90.4 46.5 56.6 68.3 75.8 Old : 49.9 64.1 76.7 90.4 46.5 56.6 68.3 75.8 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 18, 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 11, 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 18, 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 11, 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: 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 18, 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: 130,889 268,396 117,615 75,849 71,957 68,330 0 7,715 27,411 0 79,856: 0 0 Old : 503,773: 130,889 268,396 117,615 75,849 71,957 68,330 0 7,715 27,411 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 11, 2012 : : 0: 5,925 0 0 0 0 0 0 0 -5,925 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 53.3 23.3 15.1 14.3 13.6 0.0 1.5 5.4 0.0 15.9: 0.0 0.0 Old : 100.0: 26.0 53.3 23.3 15.1 14.3 13.6 0.0 1.5 5.4 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 : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 55.8 Old : 60.9 61.6 81.2 89.0 35.5 43.3 48.6 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 18, 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 : 9,661: 4,082 6,310 2,053 32 2,962 314 0 202 0 126 28: 20 2 Old : 9,661: 4,082 6,310 2,053 32 2,962 314 0 202 0 126 28: 20 2 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2012 : : 181: 29 207 205 11 -49 -0 0 -2 0 15 -0: 0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 65.3 21.3 0.3 30.7 3.3 0.0 2.1 0.0 1.3 0.3: 0.2 0.0 Old : 100.0: 42.3 65.3 21.3 0.3 30.7 3.3 0.0 2.1 0.0 1.3 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 : 45.0 48.9 76.8 70.7 21.3 22.9 27.6 27.7 Old : 45.0 48.9 76.8 70.7 21.3 22.9 27.6 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012