CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, February 19, 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 : 7,340: 4,835 5,215 0 855 15 680 0 120 1,150 350 300: 240 485
Old : 7,340: 4,835 5,215 0 855 15 680 0 120 1,150 350 300: 240 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 180: 60 270 0 -75 0 90 0 0 105 0 -72: -3 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 71.0 0.0 11.6 0.2 9.3 0.0 1.6 15.7 4.8 4.1: 3.3 6.6
Old : 100.0: 65.9 71.0 0.0 11.6 0.2 9.3 0.0 1.6 15.7 4.8 4.1: 3.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 0 . . . 0 . . . .:
Old : 20: 10 11 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 : 50.1 49.1 72.5 77.0 33.2 39.5 46.1 51.1
Old : 50.1 49.1 72.5 77.0 33.2 39.5 46.1 51.1
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 - Options and Futures Combined, February 19, 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 : 36,677: 13,088 13,214 1,125 1,719 2,142 611 2,510 2,750 7,981 5,582 8,195: 785 565
Old : 36,677: 13,088 13,214 1,125 1,719 2,142 611 2,510 2,750 7,981 5,582 8,195: 785 565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 2,378: 1,472 1,085 360 -55 -135 -110 175 -45 120 337 536: 180 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 36.0 3.1 4.7 5.8 1.7 6.8 7.5 21.8 15.2 22.3: 2.1 1.5
Old : 100.0: 35.7 36.0 3.1 4.7 5.8 1.7 6.8 7.5 21.8 15.2 22.3: 2.1 1.5
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 : 43: 11 11 . . . . . . 8 16 21:
Old : 43: 11 11 . . . . . . 8 16 21:
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 : 45.9 39.6 62.1 58.7 40.8 28.4 48.5 39.7
Old : 45.9 39.6 62.1 58.7 40.8 28.4 48.5 39.7
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, February 19, 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 : 15,182: 5,035 5,665 270 360 250 2,120 365 655 4,378 5,443 1,984: 490 460
Old : 15,182: 5,035 5,665 270 360 250 2,120 365 655 4,378 5,443 1,984: 490 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 1,152: 560 175 -30 -135 70 -155 75 65 483 738 134: 25 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 37.3 1.8 2.4 1.6 14.0 2.4 4.3 28.8 35.9 13.1: 3.2 3.0
Old : 100.0: 33.2 37.3 1.8 2.4 1.6 14.0 2.4 4.3 28.8 35.9 13.1: 3.2 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 : 32: 8 8 . . . . . . 5 13 15:
Old : 32: 8 8 . . . . . . 5 13 15:
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 : 66.9 45.4 80.9 63.6 61.6 37.2 67.9 50.2
Old : 66.9 45.4 80.9 63.6 61.6 37.2 67.9 50.2
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, February 19, 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 : 103,653: 65,011 41,688 382 26,044 23,003 1,035 1,834 7,851 2,130 0 269: 3,972 2,964
Old : 103,653: 65,011 41,688 382 26,044 23,003 1,035 1,834 7,851 2,130 0 269: 3,972 2,964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -532: 289 58 0 -60 -443 -169 -12 -71 -60 0 24: -103 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 40.2 0.4 25.1 22.2 1.0 1.8 7.6 2.1 0.0 0.3: 3.8 2.9
Old : 100.0: 62.7 40.2 0.4 25.1 22.2 1.0 1.8 7.6 2.1 0.0 0.3: 3.8 2.9
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 : 38: 22 23 . 5 6 . . . 4 0 .:
Old : 38: 22 23 . 5 6 . . . 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 : 44.9 50.7 69.8 72.4 28.3 30.5 35.1 37.6
Old : 44.9 50.7 69.8 72.4 28.3 30.5 35.1 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, February 19, 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 : 17,242: 9,233 10,425 380 1,910 2,713 2,398 0 1,120 0 142 100: 1,298 832
Old : 17,242: 9,233 10,425 380 1,910 2,713 2,398 0 1,120 0 142 100: 1,298 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 4: -14 -1 -1 7 -2 21 0 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 60.5 2.2 11.1 15.7 13.9 0.0 6.5 0.0 0.8 0.6: 7.5 4.8
Old : 100.0: 53.5 60.5 2.2 11.1 15.7 13.9 0.0 6.5 0.0 0.8 0.6: 7.5 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 9 . . 4 . 0 . 0 . .:
Old : 21: 13 9 . . 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 : 42.1 60.9 66.3 80.4 34.1 43.7 47.5 50.5
Old : 42.1 60.9 66.3 80.4 34.1 43.7 47.5 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, February 19, 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 : 11,770: 5,734 8,789 2,048 0 868 360 440 340 796 0 658: 966 675
Old : 11,770: 5,734 8,789 2,048 0 868 360 440 340 796 0 658: 966 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 120: -20 120 0 0 0 0 0 0 0 0 0: 140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 74.7 17.4 0.0 7.4 3.1 3.7 2.9 6.8 0.0 5.6: 8.2 5.7
Old : 100.0: 48.7 74.7 17.4 0.0 7.4 3.1 3.7 2.9 6.8 0.0 5.6: 8.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 0 . . . . . 0 .:
Old : 25: 13 15 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 38.2 64.4 61.6 29.2 35.1 47.7 53.6
Old : 41.2 38.2 64.4 61.6 29.2 35.1 47.7 53.6
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, February 19, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 17,034: 10,964 12,367 1,466 550 1,766 72 540 790 330 0 0: 1,646 1,021
Old : 17,034: 10,964 12,367 1,466 550 1,766 72 540 790 330 0 0: 1,646 1,021
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 0: 120 120 -58 -58 -62 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 72.6 8.6 3.2 10.4 0.4 3.2 4.6 1.9 0.0 0.0: 9.7 6.0
Old : 100.0: 64.4 72.6 8.6 3.2 10.4 0.4 3.2 4.6 1.9 0.0 0.0: 9.7 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: 21 19 4 . 4 . . . . 0 0:
Old : 31: 21 19 4 . 4 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 39.0 55.7 59.9 32.2 34.4 46.7 48.0
Old : 36.4 39.0 55.7 59.9 32.2 34.4 46.7 48.0
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, February 19, 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 : 48,472: 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0: 0 20
Old : 48,472: 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 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: 89.2 84.5 6.3 11.3 4.1 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 89.2 84.5 6.3 11.3 4.1 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 : 30: 16 15 . . . 0 0 0 . 0 0:
Old : 30: 16 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 : 65.7 77.4 84.9 92.4 65.3 71.4 82.3 85.2
Old : 65.7 77.4 84.9 92.4 65.3 71.4 82.3 85.2
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, February 19, 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 : 808,358: 711,241 698,951 53,836 66,126 43,281 0 0 0 0 0 0: 0 0
Old : 808,358: 711,241 698,951 53,836 66,126 43,281 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 12, 2013 :
: 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: 88.0 86.5 6.7 8.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.0 86.5 6.7 8.2 5.4 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 : 27: 17 14 . . . 0 0 0 0 0 0:
Old : 27: 17 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 : 54.8 79.4 79.0 93.3 52.3 72.8 76.5 85.0
Old : 54.8 79.4 79.0 93.3 52.3 72.8 76.5 85.0
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, February 19, 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 : 60,595: 39,786 57,965 17,225 170 2,375 0 0 0 954 0 0: 255 85
Old : 60,595: 39,786 57,965 17,225 170 2,375 0 0 0 954 0 0: 255 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 128: 128 128 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 95.7 28.4 0.3 3.9 0.0 0.0 0.0 1.6 0.0 0.0: 0.4 0.1
Old : 100.0: 65.7 95.7 28.4 0.3 3.9 0.0 0.0 0.0 1.6 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 : 34: 13 23 4 . . 0 0 0 . 0 0:
Old : 34: 13 23 4 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 44.3 88.6 73.6 66.9 44.0 83.0 72.1
Old : 70.6 44.3 88.6 73.6 66.9 44.0 83.0 72.1
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, February 19, 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 : 815,812: 623,607 724,773 177,015 75,849 15,190 0 0 0 0 0 0: 0 0
Old : 815,812: 623,607 724,773 177,015 75,849 15,190 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 12, 2013 :
: 2,370: 2,370 2,370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 88.8 21.7 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.4 88.8 21.7 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 19 . . . 0 0 0 0 0 0:
Old : 32: 14 19 . . . 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 : 70.9 50.8 85.9 76.4 70.7 49.0 82.1 69.3
Old : 70.9 50.8 85.9 76.4 70.7 49.0 82.1 69.3
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, February 19, 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 : 55,584: 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0: 255 0
Old : 55,584: 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 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: 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 0.7 0.0: 0.5 0.0
Old : 100.0: 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 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: 18 13 4 . . . . . . . 0:
Old : 33: 18 13 4 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 55.2 65.9 78.5 38.1 50.1 62.3 71.3
Old : 41.7 55.2 65.9 78.5 38.1 50.1 62.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, February 19, 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 : 1,220,115: 1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781: 0 0
Old : 1,220,115: 1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 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: 82.8 59.0 9.9 22.9 4.8 0.0 12.8 0.0 2.1 0.0 0.5: 0.0 0.0
Old : 100.0: 82.8 59.0 9.9 22.9 4.8 0.0 12.8 0.0 2.1 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 18 16 . 4 . 0 . 0 . 0 .:
Old : 38: 18 16 . 4 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 44.8 72.7 73.7 51.7 44.3 70.2 71.7
Old : 52.1 44.8 72.7 73.7 51.7 44.3 70.2 71.7
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, February 19, 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 : 32,787: 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0: 233 233
Old : 32,787: 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0: 233 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 3.7 0.0: 0.7 0.7
Old : 100.0: 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 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 : 21: 12 8 . . 0 0 . 0 0 . 0:
Old : 21: 12 8 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 81.7
Old : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 81.7
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, February 19, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 33,080: 21,847 25,680 11,153 1,165 80 0 6,155 0 0 0 0: 0 0
Old : 33,080: 21,847 25,680 11,153 1,165 80 0 6,155 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 12, 2013 :
: 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: 66.0 77.6 33.7 3.5 0.2 0.0 18.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 66.0 77.6 33.7 3.5 0.2 0.0 18.6 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:
Old : 22: 11 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 : 68.1 70.9 87.7 90.1 57.3 53.0 72.4 72.1
Old : 68.1 70.9 87.7 90.1 57.3 53.0 72.4 72.1
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, February 19, 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 : 20,352: 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 0 2,065: 0 0
Old : 20,352: 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 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 12, 2013 :
: 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: 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1: 0.0 0.0
Old : 100.0: 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1: 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 : 20: 8 10 0 . . . 0 . . 0 .:
Old : 20: 8 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 : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1
Old : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, February 19, 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 : 14,965: 11,111 11,581 923 366 1,232 60 0 0 0 0 0: 1,639 1,786
Old : 14,965: 11,111 11,581 923 366 1,232 60 0 0 0 0 0: 1,639 1,786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 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: 74.2 77.4 6.2 2.4 8.2 0.4 0.0 0.0 0.0 0.0 0.0: 11.0 11.9
Old : 100.0: 74.2 77.4 6.2 2.4 8.2 0.4 0.0 0.0 0.0 0.0 0.0: 11.0 11.9
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 : 22: 14 12 . . . . 0 0 0 0 0:
Old : 22: 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 : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0
Old : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0
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, February 19, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 22,991: 19,265 16,239 1,708 3,440 1,785 0 60 0 0 1,467 0: 233 0
Old : 22,991: 19,265 16,239 1,708 3,440 1,785 0 60 0 0 1,467 0: 233 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 42: 42 0 0 0 0 0 0 0 0 42 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 70.6 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.4 0.0: 1.0 0.0
Old : 100.0: 83.8 70.6 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.4 0.0: 1.0 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 : 27: 14 10 . 4 . 0 . 0 0 . 0:
Old : 27: 14 10 . 4 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 81.1 68.8 91.6 42.1 73.8 65.0 84.2
Old : 44.6 81.1 68.8 91.6 42.1 73.8 65.0 84.2
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, February 19, 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 : 518,467: 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0: 0 0
Old : 518,467: 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 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: 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 0.0: 0.0 0.0
Old : 100.0: 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 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 : 22: 12 9 . . 0 . 0 . 0 . 0:
Old : 22: 12 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 : 58.7 78.1 81.7 94.2 49.9 60.2 67.7 73.5
Old : 58.7 78.1 81.7 94.2 49.9 60.2 67.7 73.5
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, February 19, 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 : 919,236: 647,675 651,052 196,617 93,600 51,624 0 99,640 23,320 0 0 0: 0 0
Old : 919,236: 647,675 651,052 196,617 93,600 51,624 0 99,640 23,320 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 13,432: 5,920 13,432 7,512 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 70.8 21.4 10.2 5.6 0.0 10.8 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.5 70.8 21.4 10.2 5.6 0.0 10.8 2.5 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 : 24: 13 17 . . . 0 . . 0 0 0:
Old : 24: 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 : 61.3 64.1 87.5 78.0 42.7 42.8 58.5 53.6
Old : 61.3 64.1 87.5 78.0 42.7 42.8 58.5 53.6
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, February 19, 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 : 558,849: 226,088 368,873 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414: 0 0
Old : 558,849: 226,088 368,873 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 16,513: 16,513 16,513 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 66.0 20.6 0.0 10.2 24.1 0.0 0.0 0.4 19.6 4.2: 0.0 0.0
Old : 100.0: 40.5 66.0 20.6 0.0 10.2 24.1 0.0 0.0 0.4 19.6 4.2: 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 : 24: 9 12 5 0 . . 0 0 . . .:
Old : 24: 9 12 5 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 55.8 81.8 82.2 51.7 49.5 66.4 65.8
Old : 59.8 55.8 81.8 82.2 51.7 49.5 66.4 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 - Options and Futures Combined, February 19, 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 : 218,061: 164,570 130,150 53,491 78,752 0 0 1,760 0 0 7,399 0: 0 0
Old : 218,061: 164,570 130,150 53,491 78,752 0 0 1,760 0 0 7,399 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: 814: 814 814 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 59.7 24.5 36.1 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 75.5 59.7 24.5 36.1 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . . 0 0 . 0 0 . 0:
Old : 26: 13 10 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 60.5 78.6 87.4 43.7 52.4 70.7 74.6
Old : 46.4 60.5 78.6 87.4 43.7 52.4 70.7 74.6
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, February 19, 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 : 4,494: 1,401 3,685 2,224 0 711 93 0 30 0 46 19: 15 2
Old : 4,494: 1,401 3,685 2,224 0 711 93 0 30 0 46 19: 15 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -24: 14 -53 -76 0 25 -3 0 0 0 2 -1: 15 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 82.0 49.5 0.0 15.8 2.1 0.0 0.7 0.0 1.0 0.4: 0.3 0.0
Old : 100.0: 31.2 82.0 49.5 0.0 15.8 2.1 0.0 0.7 0.0 1.0 0.4: 0.3 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 : 21: 12 13 5 0 5 . 0 . 0 . .:
Old : 21: 12 13 5 0 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 : 61.8 50.1 85.3 76.2 45.6 44.7 57.3 57.3
Old : 61.8 50.1 85.3 76.2 45.6 44.7 57.3 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2013