CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, March 5, 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 : 7,565: 5,080 5,835 0 690 0 710 0 120 1,195 390 210: 250 320
Old : 7,565: 5,080 5,835 0 690 0 710 0 120 1,195 390 210: 250 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -185: -70 95 0 -210 0 -60 0 0 45 0 -35: -65 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 77.1 0.0 9.1 0.0 9.4 0.0 1.6 15.8 5.2 2.8: 3.3 4.2
Old : 100.0: 67.2 77.1 0.0 9.1 0.0 9.4 0.0 1.6 15.8 5.2 2.8: 3.3 4.2
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: 11 12 0 . 0 . 0 . . . .:
Old : 20: 11 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 : 49.8 49.0 71.4 77.1 28.8 35.8 42.6 46.1
Old : 49.8 49.0 71.4 77.1 28.8 35.8 42.6 46.1
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, March 5, 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 : 40,980: 14,946 14,225 1,505 1,057 2,821 466 3,475 2,660 9,543 7,713 8,499: 540 530
Old : 40,980: 14,946 14,225 1,505 1,057 2,821 466 3,475 2,660 9,543 7,713 8,499: 540 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 4,218: 1,990 1,920 300 115 245 0 -85 315 1,728 1,578 -200: -160 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 34.7 3.7 2.6 6.9 1.1 8.5 6.5 23.3 18.8 20.7: 1.3 1.3
Old : 100.0: 36.5 34.7 3.7 2.6 6.9 1.1 8.5 6.5 23.3 18.8 20.7: 1.3 1.3
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 : 46: 12 12 . . . . . 4 11 14 22:
Old : 46: 12 12 . . . . . 4 11 14 22:
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 : 44.0 39.2 60.2 57.2 39.9 26.2 48.6 40.6
Old : 44.0 39.2 60.2 57.2 39.9 26.2 48.6 40.6
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, March 5, 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 : 15,697: 5,735 5,270 185 745 265 2,325 555 285 4,160 5,665 2,297: 445 615
Old : 15,697: 5,735 5,270 185 745 265 2,325 555 285 4,160 5,665 2,297: 445 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 1,525: 1,400 545 10 440 40 -10 425 -85 45 -100 270: -145 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 33.6 1.2 4.7 1.7 14.8 3.5 1.8 26.5 36.1 14.6: 2.8 3.9
Old : 100.0: 36.5 33.6 1.2 4.7 1.7 14.8 3.5 1.8 26.5 36.1 14.6: 2.8 3.9
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 : 35: 9 7 . . . . . . 4 16 17:
Old : 35: 9 7 . . . . . . 4 16 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 : 63.4 44.8 79.5 61.1 61.5 36.4 69.8 47.5
Old : 63.4 44.8 79.5 61.1 61.5 36.4 69.8 47.5
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, March 5, 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 : 165,121: 79,601 120,299 21,925 8,456 14,678 17,070 1,454 11,233 11,774 590 7,395: 1,445 1,016
Old : 165,121: 79,601 120,299 21,925 8,456 14,678 17,070 1,454 11,233 11,774 590 7,395: 1,445 1,016
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 2,272: 862 1,200 629 -118 -230 -151 -125 213 -702 -353 1,160: 491 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 72.9 13.3 5.1 8.9 10.3 0.9 6.8 7.1 0.4 4.5: 0.9 0.6
Old : 100.0: 48.2 72.9 13.3 5.1 8.9 10.3 0.9 6.8 7.1 0.4 4.5: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 43 41 5 4 8 4 . 5 6 6 11:
Old : 77: 43 41 5 4 8 4 . 5 6 6 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 39.4 46.3 58.5 22.5 31.7 36.9 42.8
Old : 28.8 39.4 46.3 58.5 22.5 31.7 36.9 42.8
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, March 5, 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 : 62,474: 40,069 55,030 16,433 3,221 3,222 1,649 0 742 100 0 259: 0 0
Old : 62,474: 40,069 55,030 16,433 3,221 3,222 1,649 0 742 100 0 259: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -2,930: -2,729 -2,589 100 -298 -152 -305 0 153 95 0 -44: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 88.1 26.3 5.2 5.2 2.6 0.0 1.2 0.2 0.0 0.4: 0.0 0.0
Old : 100.0: 64.1 88.1 26.3 5.2 5.2 2.6 0.0 1.2 0.2 0.0 0.4: 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: 21 24 . 4 4 . 0 . . 0 .:
Old : 38: 21 24 . 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 : 60.9 50.4 81.6 71.9 58.3 46.8 73.2 63.1
Old : 60.9 50.4 81.6 71.9 58.3 46.8 73.2 63.1
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, March 5, 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 : 563,373: 466,892 427,662 28,902 81,867 44,019 8,928 0 7,650 4,807 0 2,175: 0 0
Old : 563,373: 466,892 427,662 28,902 81,867 44,019 8,928 0 7,650 4,807 0 2,175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -33,982: -22,038 -24,939 -17,147 -4,444 2,152 8,928 -1,696 -5,990 -822 0 935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 75.9 5.1 14.5 7.8 1.6 0.0 1.4 0.9 0.0 0.4: 0.0 0.0
Old : 100.0: 82.9 75.9 5.1 14.5 7.8 1.6 0.0 1.4 0.9 0.0 0.4: 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 : 35: 20 24 . 4 . . 0 . . 0 .:
Old : 35: 20 24 . 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 : 53.5 48.7 75.3 67.4 43.8 46.5 60.4 59.0
Old : 53.5 48.7 75.3 67.4 43.8 46.5 60.4 59.0
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, March 5, 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 : 1,628,843: 1,090,462 1,268,898 130,654 179,058 82,665 160,358 42,056 18,000 118,214 11,788 26,378: 2,112 0
Old : 1,628,843: 1,090,462 1,268,898 130,654 179,058 82,665 160,358 42,056 18,000 118,214 11,788 26,378: 2,112 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 27,483: 5,723 15,378 -1,125 4,305 3,871 1,224 1,576 -1,176 15,262 1,937 1,592: 2,112 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 77.9 8.0 11.0 5.1 9.8 2.6 1.1 7.3 0.7 1.6: 0.1 0.0
Old : 100.0: 66.9 77.9 8.0 11.0 5.1 9.8 2.6 1.1 7.3 0.7 1.6: 0.1 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 : 64: 32 41 4 4 5 . . . 5 . 5:
Old : 64: 32 41 4 4 5 . . . 5 . 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 : 37.4 48.4 59.0 67.3 33.8 38.4 53.9 53.9
Old : 37.4 48.4 59.0 67.3 33.8 38.4 53.9 53.9
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, March 5, 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 : 64,528: 46,041 49,028 3,642 1,937 9,280 940 0 3,555 674 308 396: 0 24
Old : 64,528: 46,041 49,028 3,642 1,937 9,280 940 0 3,555 674 308 396: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 1,646: 506 2,247 1,284 94 -416 256 0 -102 295 0 -177: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 76.0 5.6 3.0 14.4 1.5 0.0 5.5 1.0 0.5 0.6: 0.0 0.0
Old : 100.0: 71.4 76.0 5.6 3.0 14.4 1.5 0.0 5.5 1.0 0.5 0.6: 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 : 37: 23 23 4 . 4 . 0 . . . .:
Old : 37: 23 23 4 . 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 : 38.8 41.2 63.6 66.5 26.7 35.5 39.4 42.1
Old : 38.8 41.2 63.6 66.5 26.7 35.5 39.4 42.1
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, March 5, 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 : 412,818: 240,408 342,169 138,646 53,545 8,737 9,521 0 6,144 7,139 0 2,223: 0 0
Old : 412,818: 240,408 342,169 138,646 53,545 8,737 9,521 0 6,144 7,139 0 2,223: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 5,381: 3,733 3,124 350 0 976 -1,192 0 0 233 0 1,281: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 82.9 33.6 13.0 2.1 2.3 0.0 1.5 1.7 0.0 0.5: 0.0 0.0
Old : 100.0: 58.2 82.9 33.6 13.0 2.1 2.3 0.0 1.5 1.7 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 : 29: 17 16 . . . . 0 . . 0 .:
Old : 29: 17 16 . . . . 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 : 55.1 72.1 79.5 88.6 50.4 67.5 69.5 76.7
Old : 55.1 72.1 79.5 88.6 50.4 67.5 69.5 76.7
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, March 5, 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 : 51,891: 41,551 18,135 316 27,572 1,451 880 1,722 1,490 5,034 72 144: 1,025 1,305
Old : 51,891: 41,551 18,135 316 27,572 1,451 880 1,722 1,490 5,034 72 144: 1,025 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -2,605: -1,220 -1,255 -257 -1,227 -100 -310 -20 -62 -390 72 -72: -194 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 34.9 0.6 53.1 2.8 1.7 3.3 2.9 9.7 0.1 0.3: 2.0 2.5
Old : 100.0: 80.1 34.9 0.6 53.1 2.8 1.7 3.3 2.9 9.7 0.1 0.3: 2.0 2.5
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 : 38: 20 23 . 5 5 . . . . . .:
Old : 38: 20 23 . 5 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 : 59.1 63.3 74.7 79.4 57.5 62.5 71.8 76.9
Old : 59.1 63.3 74.7 79.4 57.5 62.5 71.8 76.9
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, March 5, 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 : 11,730: 5,672 7,030 522 446 1,444 1,452 0 1,088 104 610 326: 1,122 786
Old : 11,730: 5,672 7,030 522 446 1,444 1,452 0 1,088 104 610 326: 1,122 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -662: -349 -162 -93 -112 -36 -56 0 -32 104 -250 -14: -186 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 59.9 4.5 3.8 12.3 12.4 0.0 9.3 0.9 5.2 2.8: 9.6 6.7
Old : 100.0: 48.4 59.9 4.5 3.8 12.3 12.4 0.0 9.3 0.9 5.2 2.8: 9.6 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . . 4 . 0 . . . .:
Old : 21: 11 8 . . 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 : 47.3 57.3 71.0 81.9 39.3 52.3 54.3 60.3
Old : 47.3 57.3 71.0 81.9 39.3 52.3 54.3 60.3
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, March 5, 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 : 11,442: 5,724 7,764 1,774 0 1,040 614 400 306 638 562 658: 688 712
Old : 11,442: 5,724 7,764 1,774 0 1,040 614 400 306 638 562 658: 688 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -648: -486 -428 -34 0 -68 134 -40 -34 -158 -45 0: -2 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 67.9 15.5 0.0 9.1 5.4 3.5 2.7 5.6 4.9 5.8: 6.0 6.2
Old : 100.0: 50.0 67.9 15.5 0.0 9.1 5.4 3.5 2.7 5.6 4.9 5.8: 6.0 6.2
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: 14 14 . 0 . . . . . . .:
Old : 26: 14 14 . 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 : 39.7 37.3 64.8 60.4 25.6 34.3 45.1 52.5
Old : 39.7 37.3 64.8 60.4 25.6 34.3 45.1 52.5
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, March 5, 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 : 16,230: 10,257 10,201 1,508 500 1,508 48 440 790 300 1,812 0: 1,819 979
Old : 16,230: 10,257 10,201 1,508 500 1,508 48 440 790 300 1,812 0: 1,819 979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -704: -607 -247 -78 -50 -138 -24 -100 0 -30 -127 0: 173 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 62.9 9.3 3.1 9.3 0.3 2.7 4.9 1.8 11.2 0.0: 11.2 6.0
Old : 100.0: 63.2 62.9 9.3 3.1 9.3 0.3 2.7 4.9 1.8 11.2 0.0: 11.2 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 : 31: 19 18 4 . 4 . . . . . 0:
Old : 31: 19 18 4 . 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 : 35.6 41.2 54.9 60.4 31.7 36.5 45.9 49.4
Old : 35.6 41.2 54.9 60.4 31.7 36.5 45.9 49.4
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 - Futures Only, March 5, 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 : 44,476: 39,396 37,705 2,911 4,752 1,999 0 0 0 170 0 0: 0 20
Old : 44,476: 39,396 37,705 2,911 4,752 1,999 0 0 0 170 0 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -4,080: -3,920 -3,340 -120 -740 0 0 0 0 -40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 84.8 6.5 10.7 4.5 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 88.6 84.8 6.5 10.7 4.5 0.0 0.0 0.0 0.4 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 : 28: 15 15 . . . 0 0 0 . 0 0:
Old : 28: 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 : 64.3 77.5 84.5 92.4 63.9 71.2 81.6 85.4
Old : 64.3 77.5 84.5 92.4 63.9 71.2 81.6 85.4
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, March 5, 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 : 759,430: 662,313 661,639 54,188 54,862 42,929 0 0 0 0 0 0: 0 0
Old : 759,430: 662,313 661,639 54,188 54,862 42,929 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: February 26, 2013 :
: -48,928: -48,928 -37,312 352 -11,264 -352 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 87.1 7.1 7.2 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.2 87.1 7.1 7.2 5.7 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 : 53.3 79.7 78.9 93.8 50.7 72.8 76.0 84.7
Old : 53.3 79.7 78.9 93.8 50.7 72.8 76.0 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A38
Disaggregated Commitments of Traders - Futures Only, March 5, 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 : 24,156: 19,514 4,071 1,746 596 256 0 0 0 2,427 18,764 0: 213 469
Old : 24,156: 19,514 4,071 1,746 596 256 0 0 0 2,427 18,764 0: 213 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 16.9 7.2 2.5 1.1 0.0 0.0 0.0 10.0 77.7 0.0: 0.9 1.9
Old : 100.0: 80.8 16.9 7.2 2.5 1.1 0.0 0.0 0.0 10.0 77.7 0.0: 0.9 1.9
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 : 21: 9 8 . . . 0 0 0 . . 0:
Old : 21: 9 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 : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
Old : 75.0 90.1 92.9 96.7 74.0 89.0 91.8 95.5
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, March 5, 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 : 57,413: 36,554 54,943 16,675 130 2,275 0 0 0 1,654 0 0: 255 65
Old : 57,413: 36,554 54,943 16,675 130 2,275 0 0 0 1,654 0 0: 255 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -3,820: -2,340 -3,660 -1,060 -40 -100 0 0 0 -320 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 95.7 29.0 0.2 4.0 0.0 0.0 0.0 2.9 0.0 0.0: 0.4 0.1
Old : 100.0: 63.7 95.7 29.0 0.2 4.0 0.0 0.0 0.0 2.9 0.0 0.0: 0.4 0.1
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 : 32: 9 22 4 . . 0 0 0 . 0 0:
Old : 32: 9 22 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 : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
Old : 71.6 45.0 89.8 75.0 67.6 44.3 84.2 74.0
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, March 5, 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 : 767,350: 566,917 676,311 165,399 70,009 21,030 0 0 0 14,004 0 0: 0 0
Old : 767,350: 566,917 676,311 165,399 70,009 21,030 0 0 0 14,004 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -60,192: -40,480 -60,192 -11,616 3,520 -3,520 0 0 0 -4,576 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 88.1 21.6 9.1 2.7 0.0 0.0 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 73.9 88.1 21.6 9.1 2.7 0.0 0.0 0.0 1.8 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 : 31: 13 18 . . . 0 0 0 . 0 0:
Old : 31: 13 18 . . . 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 : 72.3 52.0 85.8 77.8 72.3 49.3 81.7 70.4
Old : 72.3 52.0 85.8 77.8 72.3 49.3 81.7 70.4
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, March 5, 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 : 52,723: 34,022 36,114 8,543 12,085 3,188 6,070 635 320 325 381 0: 255 0
Old : 52,723: 34,022 36,114 8,543 12,085 3,188 6,070 635 320 325 381 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -2,540: -1,820 -1,880 160 -180 -380 -400 -100 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 68.5 16.2 22.9 6.0 11.5 1.2 0.6 0.6 0.7 0.0: 0.5 0.0
Old : 100.0: 64.5 68.5 16.2 22.9 6.0 11.5 1.2 0.6 0.6 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 : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
Old : 43.2 55.8 67.2 79.4 39.8 51.3 63.8 73.8
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, March 5, 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 : 1,172,347: 923,952 598,547 146,743 264,120 55,579 0 149,080 0 21,636 80,584 24,437: 0 0
Old : 1,172,347: 923,952 598,547 146,743 264,120 55,579 0 149,080 0 21,636 80,584 24,437: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -47,768: -67,648 -20,312 26,474 -15,582 -3,074 0 -7,040 0 -3,520 -1,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 51.1 12.5 22.5 4.7 0.0 12.7 0.0 1.8 6.9 2.1: 0.0 0.0
Old : 100.0: 78.8 51.1 12.5 22.5 4.7 0.0 12.7 0.0 1.8 6.9 2.1: 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 : 38: 16 16 4 . . 0 . 0 . . .:
Old : 38: 16 16 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 : 53.9 45.3 73.4 74.0 52.0 44.9 70.7 72.0
Old : 53.9 45.3 73.4 74.0 52.0 44.9 70.7 72.0
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, March 5, 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 : 30,515: 19,873 23,607 9,364 3,405 0 0 2,162 0 1,065 1,128 0: 213 213
Old : 30,515: 19,873 23,607 9,364 3,405 0 0 2,162 0 1,065 1,128 0: 213 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -2,380: -1,800 -2,060 -460 -200 0 0 0 0 -100 -100 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 77.4 30.7 11.2 0.0 0.0 7.1 0.0 3.5 3.7 0.0: 0.7 0.7
Old : 100.0: 65.1 77.4 30.7 11.2 0.0 0.0 7.1 0.0 3.5 3.7 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 : 20: 10 7 . . 0 0 . 0 . . 0:
Old : 20: 10 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 : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
Old : 62.2 81.6 86.6 97.5 60.1 71.1 75.6 82.2
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, March 5, 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 : 32,140: 21,007 25,120 11,133 1,065 0 0 5,955 0 0 0 0: 0 0
Old : 32,140: 21,007 25,120 11,133 1,065 0 0 5,955 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: February 26, 2013 :
: -940: -840 -560 -20 -100 -80 0 -200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 78.2 34.6 3.3 0.0 0.0 18.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.4 78.2 34.6 3.3 0.0 0.0 18.5 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: 11 12 . . 0 0 . 0 0 0 0:
Old : 22: 11 12 . . 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 : 68.3 71.2 88.4 90.7 57.5 53.6 72.6 72.4
Old : 68.3 71.2 88.4 90.7 57.5 53.6 72.6 72.4
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 - Futures Only, March 5, 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 : 20,152: 12,592 11,934 0 3,488 1,280 1,270 0 1,385 1,560 0 2,065: 0 0
Old : 20,152: 12,592 11,934 0 3,488 1,280 1,270 0 1,385 1,560 0 2,065: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -520: -120 -380 0 -140 0 0 0 0 -400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 59.2 0.0 17.3 6.4 6.3 0.0 6.9 7.7 0.0 10.2: 0.0 0.0
Old : 100.0: 62.5 59.2 0.0 17.3 6.4 6.3 0.0 6.9 7.7 0.0 10.2: 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 : 21: 9 11 0 4 . . 0 . . 0 .:
Old : 21: 9 11 0 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 : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
Old : 64.9 53.5 93.7 81.4 47.8 37.9 54.8 50.1
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 - Futures Only, March 5, 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 : 25,924: 20,037 17,794 1,330 4,890 2,133 0 0 0 2,211 1,107 0: 213 0
Old : 25,924: 20,037 17,794 1,330 4,890 2,133 0 0 0 2,211 1,107 0: 213 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -894: -844 26 354 -116 -384 0 -60 0 0 -360 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 68.6 5.1 18.9 8.2 0.0 0.0 0.0 8.5 4.3 0.0: 0.8 0.0
Old : 100.0: 77.3 68.6 5.1 18.9 8.2 0.0 0.0 0.0 8.5 4.3 0.0: 0.8 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: 13 9 . 4 . 0 0 0 . . 0:
Old : 26: 13 9 . 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 : 42.7 74.8 68.3 92.4 42.7 68.7 66.4 80.5
Old : 42.7 74.8 68.3 92.4 42.7 68.7 66.4 80.5
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, March 5, 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 : 483,619: 320,032 379,224 142,419 59,040 0 0 2,312 21,168 0 21,875 0: 0 0
Old : 483,619: 320,032 379,224 142,419 59,040 0 0 2,312 21,168 0 21,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -34,848: -25,344 -27,808 -6,688 -5,280 0 -504 2,312 -2,312 0 -1,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 78.4 29.4 12.2 0.0 0.0 0.5 4.4 0.0 4.5 0.0: 0.0 0.0
Old : 100.0: 66.2 78.4 29.4 12.2 0.0 0.0 0.5 4.4 0.0 4.5 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 8 . . 0 0 . . 0 . 0:
Old : 23: 12 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 : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
Old : 58.4 77.7 81.4 93.9 49.1 59.5 67.1 72.8
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, March 5, 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 : 915,396: 729,158 593,826 77,708 93,600 85,210 0 96,120 23,320 0 23,320 0: 0 0
Old : 915,396: 729,158 593,826 77,708 93,600 85,210 0 96,120 23,320 0 23,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -18,263: 7,046 -38,143 -48,709 0 23,400 0 -3,520 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 64.9 8.5 10.2 9.3 0.0 10.5 2.5 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 79.7 64.9 8.5 10.2 9.3 0.0 10.5 2.5 0.0 2.5 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 16 . . . 0 . . 0 . 0:
Old : 26: 14 16 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 61.5 77.7 78.5 32.1 40.1 50.5 51.5
Old : 50.9 61.5 77.7 78.5 32.1 40.1 50.5 51.5
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, March 5, 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 : 549,774: 229,333 361,558 109,088 0 55,416 134,845 0 0 1,550 113,258 19,542: 0 0
Old : 549,774: 229,333 361,558 109,088 0 55,416 134,845 0 0 1,550 113,258 19,542: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -11,924: 396 -10,164 -5,984 0 -1,760 0 0 0 -704 3,872 -3,872: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 65.8 19.8 0.0 10.1 24.5 0.0 0.0 0.3 20.6 3.6: 0.0 0.0
Old : 100.0: 41.7 65.8 19.8 0.0 10.1 24.5 0.0 0.0 0.3 20.6 3.6: 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: 10 12 5 0 . . 0 0 . . .:
Old : 23: 10 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 : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
Old : 59.6 55.7 81.3 81.2 50.0 48.5 64.6 65.8
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, March 5, 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 : 244,065: 183,397 134,278 49,267 68,944 3,529 0 0 0 7,872 37,314 0: 0 0
Old : 244,065: 183,397 134,278 49,267 68,944 3,529 0 0 0 7,872 37,314 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: -10,285: -5,357 -5,280 -4,224 -4,928 0 0 -1,760 0 -704 1,683 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 55.0 20.2 28.2 1.4 0.0 0.0 0.0 3.2 15.3 0.0: 0.0 0.0
Old : 100.0: 75.1 55.0 20.2 28.2 1.4 0.0 0.0 0.0 3.2 15.3 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: 14 9 . . . 0 0 0 . . 0:
Old : 25: 14 9 . . . 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 : 44.6 54.7 72.8 88.9 43.0 48.6 67.1 74.6
Old : 44.6 54.7 72.8 88.9 43.0 48.6 67.1 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013