CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 7,690: 4,175 4,440 0 970 470 775 0 170 1,200 555 685: 215 400
Old : 7,690: 4,175 4,440 0 970 470 775 0 170 1,200 555 685: 215 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -85: 0 -75 0 0 0 5 0 -5 -45 60 0: -40 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 57.7 0.0 12.6 6.1 10.1 0.0 2.2 15.6 7.2 8.9: 2.8 5.2
Old : 100.0: 54.3 57.7 0.0 12.6 6.1 10.1 0.0 2.2 15.6 7.2 8.9: 2.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 12 0 . . . 0 . . . .:
Old : 23: 10 12 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 44.9 81.1 69.9 41.3 33.9 49.5 44.7
Old : 57.5 44.9 81.1 69.9 41.3 33.9 49.5 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 TONS) :
: : Positions :
All : 13,129: 9,412 9,626 737 0 495 0 615 1,230 588 549 431: 236 183
Old : 13,129: 9,412 9,626 737 0 495 0 615 1,230 588 549 431: 236 183
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -820: -239 -799 89 0 0 0 435 -390 -264 -109 15: -31 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 73.3 5.6 0.0 3.8 0.0 4.7 9.4 4.5 4.2 3.3: 1.8 1.4
Old : 100.0: 71.7 73.3 5.6 0.0 3.8 0.0 4.7 9.4 4.5 4.2 3.3: 1.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 15 . 0 . 0 . . . . .:
Old : 20: 15 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 : 55.9 54.9 78.7 76.7 18.4 16.5 23.7 25.1
Old : 55.9 54.9 78.7 76.7 18.4 16.5 23.7 25.1
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, July 2, 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 : 67,458: 19,167 22,324 4,325 2,051 3,228 15 7,624 7,095 17,784 9,693 14,722: 1,122 721
Old : 67,458: 19,167 22,324 4,325 2,051 3,228 15 7,624 7,095 17,784 9,693 14,722: 1,122 721
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 56: 130 2,103 683 -238 -563 10 765 -114 150 -1,448 -194: -46 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 33.1 6.4 3.0 4.8 0.0 11.3 10.5 26.4 14.4 21.8: 1.7 1.1
Old : 100.0: 28.4 33.1 6.4 3.0 4.8 0.0 11.3 10.5 26.4 14.4 21.8: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 10 11 . . 4 . 4 4 15 12 26:
Old : 48: 10 11 . . 4 . 4 4 15 12 26:
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 : 36.1 35.6 55.8 56.9 29.1 21.8 40.9 37.5
Old : 36.1 35.6 55.8 56.9 29.1 21.8 40.9 37.5
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, July 2, 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 : 19,162: 6,775 3,815 533 1,000 843 225 1,355 1,740 5,267 6,946 3,124: 655 339
Old : 19,162: 6,775 3,815 533 1,000 843 225 1,355 1,740 5,267 6,946 3,124: 655 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -2,238: -1,700 -2,585 -30 310 47 -315 -100 325 -5 415 -520: -40 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 19.9 2.8 5.2 4.4 1.2 7.1 9.1 27.5 36.2 16.3: 3.4 1.8
Old : 100.0: 35.4 19.9 2.8 5.2 4.4 1.2 7.1 9.1 27.5 36.2 16.3: 3.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 7 7 . . . . . . 10 13 21:
Old : 38: 7 7 . . . . . . 10 13 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 : 51.9 33.0 71.2 57.2 46.1 27.0 56.2 43.5
Old : 51.9 33.0 71.2 57.2 46.1 27.0 56.2 43.5
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 - Options and Futures Combined, July 2, 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 : 190,118: 108,978 130,281 15,684 9,652 19,064 16,457 6,284 12,769 10,654 5,505 5,468: 1,043 1,095
Old : 190,118: 108,978 130,281 15,684 9,652 19,064 16,457 6,284 12,769 10,654 5,505 5,468: 1,043 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -3,965: 2,291 -4,387 -4,369 -374 -767 -1,418 749 -58 147 974 -308: 517 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 68.5 8.2 5.1 10.0 8.7 3.3 6.7 5.6 2.9 2.9: 0.5 0.6
Old : 100.0: 57.3 68.5 8.2 5.1 10.0 8.7 3.3 6.7 5.6 2.9 2.9: 0.5 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 : 84: 43 41 . 6 8 8 . 8 10 5 10:
Old : 84: 43 41 . 6 8 8 . 8 10 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 32.9 43.4 52.0 18.5 27.8 29.6 38.8
Old : 26.9 32.9 43.4 52.0 18.5 27.8 29.6 38.8
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 - Options and Futures Combined, July 2, 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 : 52,813: 33,545 43,747 11,464 3,078 4,259 2,179 1 1,366 0 362 0: 0 0
Old : 52,813: 33,545 43,747 11,464 3,078 4,259 2,179 1 1,366 0 362 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,160: -2,273 -785 1,293 19 -292 160 0 2 0 -54 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 82.8 21.7 5.8 8.1 4.1 0.0 2.6 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 63.5 82.8 21.7 5.8 8.1 4.1 0.0 2.6 0.0 0.7 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 : 37: 23 25 . . 4 . . . 0 . 0:
Old : 37: 23 25 . . 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 : 52.7 46.1 79.6 67.7 45.9 34.1 58.3 49.9
Old : 52.7 46.1 79.6 67.7 45.9 34.1 58.3 49.9
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 - Options and Futures Combined, July 2, 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 : 496,336: 383,272 406,623 61,018 59,178 29,599 20,503 0 936 1,008 0 0: 0 0
Old : 496,336: 383,272 406,623 61,018 59,178 29,599 20,503 0 936 1,008 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -60,306: -59,463 -43,073 16,046 -3,200 -13,377 -312 0 0 -2,544 0 -656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 81.9 12.3 11.9 6.0 4.1 0.0 0.2 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 77.2 81.9 12.3 11.9 6.0 4.1 0.0 0.2 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 23 . . . . 0 . . 0 0:
Old : 37: 25 23 . . . . 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 : 49.1 56.2 74.4 79.6 41.8 55.3 61.3 70.2
Old : 49.1 56.2 74.4 79.6 41.8 55.3 61.3 70.2
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 - Options and Futures Combined, July 2, 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 : 1,724,298: 1,176,062 1,400,641 127,062 95,165 131,970 243,309 23,585 15,944 401 27,443 29,550: 0 0
Old : 1,724,298: 1,176,062 1,400,641 127,062 95,165 131,970 243,309 23,585 15,944 401 27,443 29,550: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 24,175: 30,837 -1,569 -18,131 11,741 15,283 -9,134 432 1,816 0 -7,032 3,504: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 81.2 7.4 5.5 7.7 14.1 1.4 0.9 0.0 1.6 1.7: 0.0 0.0
Old : 100.0: 68.2 81.2 7.4 5.5 7.7 14.1 1.4 0.9 0.0 1.6 1.7: 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 : 64: 37 37 4 4 5 4 . . . 4 4:
Old : 64: 37 37 4 4 5 4 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 41.0 60.6 58.4 39.0 34.4 51.2 46.0
Old : 43.6 41.0 60.6 58.4 39.0 34.4 51.2 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 67,352: 56,945 37,147 306 13,099 5,729 81 5,074 3,878 27 2,039 387: -0 0
Old : 67,352: 56,945 37,147 306 13,099 5,729 81 5,074 3,878 27 2,039 387: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -707: -376 -90 0 -411 -610 -24 125 303 27 3 -27: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 55.2 0.5 19.4 8.5 0.1 7.5 5.8 0.0 3.0 0.6: -0.0 0.0
Old : 100.0: 84.5 55.2 0.5 19.4 8.5 0.1 7.5 5.8 0.0 3.0 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 : 43: 28 26 . . . . . . . . .:
Old : 43: 28 26 . . . . . . . . .:
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 : 45.4 43.2 67.3 69.7 29.7 30.6 43.4 49.4
Old : 45.4 43.2 67.3 69.7 29.7 30.6 43.4 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 399,442: 241,487 314,972 133,657 44,816 15,272 0 14,081 8,370 0 1,275 656: 0 0
Old : 399,442: 241,487 314,972 133,657 44,816 15,272 0 14,081 8,370 0 1,275 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,255: 6,441 -1,255 -7,696 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 78.9 33.5 11.2 3.8 0.0 3.5 2.1 0.0 0.3 0.2: 0.0 0.0
Old : 100.0: 60.5 78.9 33.5 11.2 3.8 0.0 3.5 2.1 0.0 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.8 60.2 81.5 80.0 51.0 53.7 67.7 68.4
Old : 62.8 60.2 81.5 80.0 51.0 53.7 67.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 639,071: 452,078 298,015 67,980 96,074 50,797 48,818 9,360 8,004 10,209 175,636 1,185: 0 0
Old : 639,071: 452,078 298,015 67,980 96,074 50,797 48,818 9,360 8,004 10,209 175,636 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 24,512: 15,560 16,294 0 -14,024 4,664 9,360 0 0 -5,072 17,578 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 46.6 10.6 15.0 7.9 7.6 1.5 1.3 1.6 27.5 0.2: 0.0 0.0
Old : 100.0: 70.7 46.6 10.6 15.0 7.9 7.6 1.5 1.3 1.6 27.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 19 . 4 . . . . . . .:
Old : 39: 21 19 . 4 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 53.1 73.8 71.5 43.7 50.4 65.6 63.6
Old : 47.6 53.1 73.8 71.5 43.7 50.4 65.6 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,558: 26,653 25,507 14,904 1,465 383 2,562 507 2,584 4,173 20,561 0: 299 551
Old : 51,558: 26,653 25,507 14,904 1,465 383 2,562 507 2,584 4,173 20,561 0: 299 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 2,098: 3,209 690 -1,131 44 0 -46 256 -232 255 1,340 0: 43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 49.5 28.9 2.8 0.7 5.0 1.0 5.0 8.1 39.9 0.0: 0.6 1.1
Old : 100.0: 51.7 49.5 28.9 2.8 0.7 5.0 1.0 5.0 8.1 39.9 0.0: 0.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 24 5 . . . . . . . 0:
Old : 37: 19 24 5 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 58.3 72.7 75.0 50.3 55.6 66.7 68.6
Old : 51.3 58.3 72.7 75.0 50.3 55.6 66.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 mwh :
: : Positions :
All : 1,974,275: 1,773,835 734,030 192,520 0 0 0 0 0 7,920 1,240,245 0: 0 0
Old : 1,974,275: 1,773,835 734,030 192,520 0 0 0 0 0 7,920 1,240,245 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 47,280: 51,200 35,520 -7,840 0 0 0 0 0 3,920 11,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 37.2 9.8 0.0 0.0 0.0 0.0 0.0 0.4 62.8 0.0: 0.0 0.0
Old : 100.0: 89.8 37.2 9.8 0.0 0.0 0.0 0.0 0.0 0.4 62.8 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 10 . 0 0 0 0 0 . . 0:
Old : 22: 12 10 . 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 : 67.5 91.8 90.2 98.6 65.9 91.8 88.0 95.0
Old : 67.5 91.8 90.2 98.6 65.9 91.8 88.0 95.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 640,300: 536,450 232,430 103,850 0 0 0 0 0 0 407,870 0: 0 0
Old : 640,300: 536,450 232,430 103,850 0 0 0 0 0 0 407,870 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 7,700: 7,700 6,930 0 0 0 0 0 0 0 770 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 36.3 16.2 0.0 0.0 0.0 0.0 0.0 0.0 63.7 0.0: 0.0 0.0
Old : 100.0: 83.8 36.3 16.2 0.0 0.0 0.0 0.0 0.0 0.0 63.7 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: 14 12 . 0 0 0 0 0 0 . 0:
Old : 23: 14 12 . 0 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 : 63.1 86.5 88.6 95.7 63.1 86.5 87.2 91.7
Old : 63.1 86.5 88.6 95.7 63.1 86.5 87.2 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 1,145,680: 898,560 949,520 243,120 196,160 0 0 0 0 4,000 0 0: 0 0
Old : 1,145,680: 898,560 949,520 243,120 196,160 0 0 0 0 4,000 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,920: 3,920 3,920 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 82.9 21.2 17.1 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 78.4 82.9 21.2 17.1 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . 0 0 0 0 . 0 0:
Old : 23: 13 9 . . 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 : 66.6 84.8 88.1 98.6 62.5 84.3 84.0 93.7
Old : 66.6 84.8 88.1 98.6 62.5 84.3 84.0 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 309,216: 240,784 260,984 44,176 37,928 3,184 17,936 2,768 1,584 0 1,216 1,552: 0 0
Old : 309,216: 240,784 260,984 44,176 37,928 3,184 17,936 2,768 1,584 0 1,216 1,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 5,448: 5,056 4,664 0 392 392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 84.4 14.3 12.3 1.0 5.8 0.9 0.5 0.0 0.4 0.5: 0.0 0.0
Old : 100.0: 77.9 84.4 14.3 12.3 1.0 5.8 0.9 0.5 0.0 0.4 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 : 36: 22 16 . . . . . . 0 . .:
Old : 36: 22 16 . . . . . . 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 50.3 62.1 74.2 35.8 48.6 55.5 63.3
Old : 40.2 50.3 62.1 74.2 35.8 48.6 55.5 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 11,713: 7,439 7,679 903 1,688 828 1,101 238 595 80 496 0: 767 189
Old : 11,713: 7,439 7,679 903 1,688 828 1,101 238 595 80 496 0: 767 189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 219: -234 19 107 -44 47 0 110 0 0 88 0: 300 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 65.6 7.7 14.4 7.1 9.4 2.0 5.1 0.7 4.2 0.0: 6.5 1.6
Old : 100.0: 63.5 65.6 7.7 14.4 7.1 9.4 2.0 5.1 0.7 4.2 0.0: 6.5 1.6
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 : 32: 18 16 . . 4 . . . . . 0:
Old : 32: 18 16 . . 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 : 45.3 45.4 65.6 66.5 39.9 40.7 53.8 57.5
Old : 45.3 45.4 65.6 66.5 39.9 40.7 53.8 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5MWh :
: : Positions :
All : 1,024,025: 828,075 708,025 117,610 163,920 46,640 0 73,740 31,700 0 0 0: 0 0
Old : 1,024,025: 828,075 708,025 117,610 163,920 46,640 0 73,740 31,700 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 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: 80.9 69.1 11.5 16.0 4.6 0.0 7.2 3.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.9 69.1 11.5 16.0 4.6 0.0 7.2 3.1 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 : 21: 10 9 . . . 0 . . 0 0 0:
Old : 21: 10 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 : 65.7 61.3 86.5 91.6 61.2 56.8 79.5 78.8
Old : 65.7 61.3 86.5 91.6 61.2 56.8 79.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 430,625: 361,140 346,925 68,485 83,700 0 1,000 0 0 0 0 0: 0 0
Old : 430,625: 361,140 346,925 68,485 83,700 0 1,000 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: June 25, 2013 :
: 0: 6,600 0 -4,400 0 0 0 0 0 -2,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 80.6 15.9 19.4 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.9 80.6 15.9 19.4 0.0 0.2 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 11 . . 0 . 0 0 0 0 0:
Old : 27: 17 11 . . 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 : 57.6 82.0 87.8 95.3 57.6 82.0 85.3 93.9
Old : 57.6 82.0 87.8 95.3 57.6 82.0 85.3 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWH PER LOT :
: : Positions :
All : 221,530: 180,040 156,370 1,710 24,830 38,180 0 550 1,600 0 0 0: 0 0
Old : 221,530: 180,040 156,370 1,710 24,830 38,180 0 550 1,600 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -4,650: -5,200 -4,650 550 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 70.6 0.8 11.2 17.2 0.0 0.2 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.3 70.6 0.8 11.2 17.2 0.0 0.2 0.7 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: 16 19 . . . 0 . . 0 0 0:
Old : 26: 16 19 . . . 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 : 52.1 46.9 76.7 76.2 44.4 29.6 52.7 42.4
Old : 52.1 46.9 76.7 76.2 44.4 29.6 52.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 27,635: 20,603 15,391 1,718 6,402 2,468 785 190 251 0 1,232 20: 1,790 1,681
Old : 27,635: 20,603 15,391 1,718 6,402 2,468 785 190 251 0 1,232 20: 1,790 1,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -62: 301 -200 -118 233 -136 -128 66 -3 0 -22 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 55.7 6.2 23.2 8.9 2.8 0.7 0.9 0.0 4.5 0.1: 6.5 6.1
Old : 100.0: 74.6 55.7 6.2 23.2 8.9 2.8 0.7 0.9 0.0 4.5 0.1: 6.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 18 . . . . . . 0 . .:
Old : 30: 20 18 . . . . . . 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 : 39.9 44.1 65.0 70.0 26.2 41.8 45.4 59.4
Old : 39.9 44.1 65.0 70.0 26.2 41.8 45.4 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 5 MWh :
: : Positions :
All : 1,801,328: 1,459,900 1,275,852 76,173 171,937 54,365 46,763 96,915 158,127 0 38,132 6,000: 0 0
Old : 1,801,328: 1,459,900 1,275,852 76,173 171,937 54,365 46,763 96,915 158,127 0 38,132 6,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 101,829: 119,741 22,464 -11,845 83,432 -6,067 0 0 0 0 2,000 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.8 4.2 9.5 3.0 2.6 5.4 8.8 0.0 2.1 0.3: 0.0 0.0
Old : 100.0: 81.0 70.8 4.2 9.5 3.0 2.6 5.4 8.8 0.0 2.1 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 23 . . . . . . 0 . .:
Old : 40: 25 23 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 47.1 71.0 71.1 38.1 41.8 55.1 58.9
Old : 48.2 47.1 71.0 71.1 38.1 41.8 55.1 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 16 MWh :
: : Positions :
All : 638,320: 486,995 442,820 90,950 32,385 42,160 0 60,880 18,215 0 41,860 0: 0 0
Old : 638,320: 486,995 442,820 90,950 32,385 42,160 0 60,880 18,215 0 41,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 31,690: 40,540 9,680 1,875 24,940 -6,475 0 7,650 -4,250 0 145 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 69.4 14.2 5.1 6.6 0.0 9.5 2.9 0.0 6.6 0.0: 0.0 0.0
Old : 100.0: 76.3 69.4 14.2 5.1 6.6 0.0 9.5 2.9 0.0 6.6 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 : 42: 26 23 . . 4 0 . . 0 . 0:
Old : 42: 26 23 . . 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 : 42.3 41.0 66.5 69.0 41.2 35.0 60.1 53.7
Old : 42.3 41.0 66.5 69.0 41.2 35.0 60.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWH :
: : Positions :
All : 1,208,734: 960,844 1,161,934 201,090 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,208,734: 960,844 1,161,934 201,090 0 46,800 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,920: 3,920 3,920 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 96.1 16.6 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 96.1 16.6 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . 0 . 0 0 0 0 0 0:
Old : 23: 15 11 . 0 . 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 : 48.0 84.2 75.2 96.9 41.6 63.5 59.3 72.4
Old : 48.0 84.2 75.2 96.9 41.6 63.5 59.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 401,445: 304,995 371,515 62,650 3,530 26,400 7,400 0 0 0 0 0: 0 0
Old : 401,445: 304,995 371,515 62,650 3,530 26,400 7,400 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: June 25, 2013 :
: 3,300: 3,300 3,300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 92.5 15.6 0.9 6.6 1.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.0 92.5 15.6 0.9 6.6 1.8 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 : 30: 20 15 . . . . 0 0 0 0 0:
Old : 30: 20 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 : 38.1 73.4 59.5 94.1 30.7 62.8 48.3 70.3
Old : 38.1 73.4 59.5 94.1 30.7 62.8 48.3 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 630,221: 409,516 535,991 59,081 9,967 33,125 101,938 9,404 23,817 0 15,173 2,744: 0 0
Old : 630,221: 409,516 535,991 59,081 9,967 33,125 101,938 9,404 23,817 0 15,173 2,744: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 2,392: 416 4,344 6,248 1,976 -4,680 800 0 0 0 1,144 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 85.0 9.4 1.6 5.3 16.2 1.5 3.8 0.0 2.4 0.4: 0.0 0.0
Old : 100.0: 65.0 85.0 9.4 1.6 5.3 16.2 1.5 3.8 0.0 2.4 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 : 43: 26 26 4 . 4 . . . 0 . .:
Old : 43: 26 26 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 : 56.2 56.8 74.3 71.9 50.2 53.5 62.7 63.7
Old : 56.2 56.8 74.3 71.9 50.2 53.5 62.7 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 44,552: 31,502 32,290 4,301 4,118 1,532 5,441 3,507 1,284 0 1,504 193: 299 124
Old : 44,552: 31,502 32,290 4,301 4,118 1,532 5,441 3,507 1,284 0 1,504 193: 299 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 130: -153 -50 400 -3 -118 -22 0 22 0 256 22: -22 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 72.5 9.7 9.2 3.4 12.2 7.9 2.9 0.0 3.4 0.4: 0.7 0.3
Old : 100.0: 70.7 72.5 9.7 9.2 3.4 12.2 7.9 2.9 0.0 3.4 0.4: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 30 29 . . 4 . . . 0 . .:
Old : 45: 30 29 . . 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 : 50.9 50.3 75.8 73.4 46.0 49.0 65.8 70.5
Old : 50.9 50.3 75.8 73.4 46.0 49.0 65.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 25,557: 12,760 25,092 9,201 0 362 2,675 0 0 457 1 102: 0 0
Old : 25,557: 12,760 25,092 9,201 0 362 2,675 0 0 457 1 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 589: 159 947 699 0 -384 220 0 0 -130 1 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 98.2 36.0 0.0 1.4 10.5 0.0 0.0 1.8 0.0 0.4: 0.0 0.0
Old : 100.0: 49.9 98.2 36.0 0.0 1.4 10.5 0.0 0.0 1.8 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: 24 15 . 0 . . 0 0 . . .:
Old : 35: 24 15 . 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 : 50.5 81.3 76.1 92.1 46.5 79.7 70.0 85.0
Old : 50.5 81.3 76.1 92.1 46.5 79.7 70.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 199,645: 100,987 192,541 75,020 0 4,816 15,268 0 1,952 1,602 336 0: 0 0
Old : 199,645: 100,987 192,541 75,020 0 4,816 15,268 0 1,952 1,602 336 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 8,656: 2,544 8,320 7,696 0 0 0 0 0 -1,584 336 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 96.4 37.6 0.0 2.4 7.6 0.0 1.0 0.8 0.2 0.0: 0.0 0.0
Old : 100.0: 50.6 96.4 37.6 0.0 2.4 7.6 0.0 1.0 0.8 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . 0 . . 0 . . . 0:
Old : 26: 14 10 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 78.0 81.4 94.5 54.1 68.8 71.1 79.8
Old : 58.2 78.0 81.4 94.5 54.1 68.8 71.1 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 589,745: 361,385 495,518 164,323 29,038 10,543 11,834 12,986 41,660 0 0 0: 0 0
Old : 589,745: 361,385 495,518 164,323 29,038 10,543 11,834 12,986 41,660 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 18,720: 28,080 8,576 -9,360 784 0 0 9,360 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 84.0 27.9 4.9 1.8 2.0 2.2 7.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.3 84.0 27.9 4.9 1.8 2.0 2.2 7.1 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 : 36: 20 18 . . . . . . 0 0 0:
Old : 36: 20 18 . . . . . . 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 71.0 68.0 86.9 44.7 60.9 58.6 67.1
Old : 46.4 71.0 68.0 86.9 44.7 60.9 58.6 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 33,046: 24,664 24,802 0 3,634 3,166 3,561 0 1,296 0 0 0: 359 148
Old : 33,046: 24,664 24,802 0 3,634 3,166 3,561 0 1,296 0 0 0: 359 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 68: -2,062 1,580 0 -2,893 1,700 494 0 -64 0 0 0: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 75.1 0.0 11.0 9.6 10.8 0.0 3.9 0.0 0.0 0.0: 1.1 0.4
Old : 100.0: 74.6 75.1 0.0 11.0 9.6 10.8 0.0 3.9 0.0 0.0 0.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 0 6 4 . 0 . 0 0 0:
Old : 36: 22 22 0 6 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 : 44.4 72.3 68.5 82.8 35.8 53.8 49.7 59.0
Old : 44.4 72.3 68.5 82.8 35.8 53.8 49.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 97,388: 63,342 71,707 14,230 0 19,816 0 0 0 0 5,865 0: 0 0
Old : 97,388: 63,342 71,707 14,230 0 19,816 0 0 0 0 5,865 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 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: 65.0 73.6 14.6 0.0 20.3 0.0 0.0 0.0 0.0 6.0 0.0: 0.0 0.0
Old : 100.0: 65.0 73.6 14.6 0.0 20.3 0.0 0.0 0.0 0.0 6.0 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 : 21: 9 11 5 0 . 0 0 0 0 . 0:
Old : 21: 9 11 5 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 71.4 92.8 92.4 45.7 54.9 58.2 62.2
Old : 72.3 71.4 92.8 92.4 45.7 54.9 58.2 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,684: 12,774 22,459 6,549 0 1,239 489 608 0 3,063 40 126: 444 212
Old : 24,684: 12,774 22,459 6,549 0 1,239 489 608 0 3,063 40 126: 444 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -393: 105 -333 -285 0 132 361 0 0 -387 0 0: -319 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 91.0 26.5 0.0 5.0 2.0 2.5 0.0 12.4 0.2 0.5: 1.8 0.9
Old : 100.0: 51.8 91.0 26.5 0.0 5.0 2.0 2.5 0.0 12.4 0.2 0.5: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 4 0 4 . . 0 . . .:
Old : 31: 18 17 4 0 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 50.6 66.9 72.1 47.2 41.4 59.0 60.3
Old : 50.8 50.6 66.9 72.1 47.2 41.4 59.0 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 348,947: 147,175 329,451 134,039 7,048 10,888 4,704 0 0 50,581 0 1,560: 0 0
Old : 348,947: 147,175 329,451 134,039 7,048 10,888 4,704 0 0 50,581 0 1,560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 3,652: 3,236 3,260 24 0 392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 94.4 38.4 2.0 3.1 1.3 0.0 0.0 14.5 0.0 0.4: 0.0 0.0
Old : 100.0: 42.2 94.4 38.4 2.0 3.1 1.3 0.0 0.0 14.5 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 : 29: 17 17 4 . . . 0 0 . 0 .:
Old : 29: 17 17 4 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 61.5 80.1 82.4 57.5 49.5 70.5 68.5
Old : 59.1 61.5 80.1 82.4 57.5 49.5 70.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 19,419: 10,833 12,487 5,618 5,409 1,291 214 4 82 1,086 0 40: 255 106
Old : 19,419: 10,833 12,487 5,618 5,409 1,291 214 4 82 1,086 0 40: 255 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 259: 239 365 -60 -250 186 214 0 42 0 0 0: -362 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 64.3 28.9 27.9 6.6 1.1 0.0 0.4 5.6 0.0 0.2: 1.3 0.5
Old : 100.0: 55.8 64.3 28.9 27.9 6.6 1.1 0.0 0.4 5.6 0.0 0.2: 1.3 0.5
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 : 35: 20 22 . . 5 . . . . 0 .:
Old : 35: 20 22 . . 5 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 50.7 69.2 68.1 41.6 44.4 54.7 54.6
Old : 46.5 50.7 69.2 68.1 41.6 44.4 54.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 253,550: 112,036 155,579 131,600 90,082 3,209 0 4,680 0 6,705 0 0: 0 0
Old : 253,550: 112,036 155,579 131,600 90,082 3,209 0 4,680 0 6,705 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 1,528: 1,528 784 0 744 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 61.4 51.9 35.5 1.3 0.0 1.8 0.0 2.6 0.0 0.0: 0.0 0.0
Old : 100.0: 44.2 61.4 51.9 35.5 1.3 0.0 1.8 0.0 2.6 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 14 5 . . 0 . 0 . 0 0:
Old : 30: 16 14 5 . . 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 : 67.3 66.8 83.7 90.9 60.9 66.8 72.1 79.2
Old : 67.3 66.8 83.7 90.9 60.9 66.8 72.1 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 30,340: 20,825 25,354 5,221 77 1,370 0 615 2,924 0 0 0: 0 0
Old : 30,340: 20,825 25,354 5,221 77 1,370 0 615 2,924 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,837: -1,216 -1,940 -493 0 25 0 205 -127 -26 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 83.6 17.2 0.3 4.5 0.0 2.0 9.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.6 83.6 17.2 0.3 4.5 0.0 2.0 9.6 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 : 30: 19 20 . . . 0 . . 0 0 0:
Old : 30: 19 20 . . . 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 : 53.2 49.7 75.3 73.9 45.1 38.9 55.2 53.8
Old : 53.2 49.7 75.3 73.9 45.1 38.9 55.2 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 221,854: 189,629 126,166 1,937 67,026 28,334 1,626 0 328 0 0 0: 0 0
Old : 221,854: 189,629 126,166 1,937 67,026 28,334 1,626 0 328 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -3,128: -4,440 2,320 -320 -7,080 1,632 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 56.9 0.9 30.2 12.8 0.7 0.0 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.5 56.9 0.9 30.2 12.8 0.7 0.0 0.1 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: 14 16 . . . . 0 . 0 0 0:
Old : 27: 14 16 . . . . 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 : 55.3 65.9 79.7 83.8 44.6 52.7 60.8 62.9
Old : 55.3 65.9 79.7 83.8 44.6 52.7 60.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 832,180: 740,025 668,353 50,960 24,712 41,195 0 97,920 0 0 0 0: 0 0
Old : 832,180: 740,025 668,353 50,960 24,712 41,195 0 97,920 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: June 25, 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: 88.9 80.3 6.1 3.0 5.0 0.0 11.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.9 80.3 6.1 3.0 5.0 0.0 11.8 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 : 25: 14 9 . . . 0 . 0 0 0 0:
Old : 25: 14 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 74.1 84.8 94.4 66.6 74.1 79.0 84.0
Old : 66.6 74.1 84.8 94.4 66.6 74.1 79.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 254,965: 222,585 216,990 20,200 10,520 12,180 0 15,275 0 0 0 0: 0 0
Old : 254,965: 222,585 216,990 20,200 10,520 12,180 0 15,275 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: June 25, 2013 :
: 4,995: 795 5,020 4,200 1,000 0 0 -1,025 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 85.1 7.9 4.1 4.8 0.0 6.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.3 85.1 7.9 4.1 4.8 0.0 6.0 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 : 28: 17 12 . . . 0 . 0 0 0 0:
Old : 28: 17 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 : 58.6 66.3 76.4 88.5 58.2 64.3 74.1 78.2
Old : 58.6 66.3 76.4 88.5 58.2 64.3 74.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 2,499: 886 1,384 576 600 194 0 4 43 510 3 270: 19 -0
Old : 2,499: 886 1,384 576 600 194 0 4 43 510 3 270: 19 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 102: 23 54 -3 -3 34 0 -2 7 34 0 16: -8 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 55.4 23.0 24.0 7.8 0.0 0.2 1.7 20.4 0.1 10.8: 0.8 -0.0
Old : 100.0: 35.5 55.4 23.0 24.0 7.8 0.0 0.2 1.7 20.4 0.1 10.8: 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 : 21: 12 12 . . 5 0 . . . . .:
Old : 21: 12 12 . . 5 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 76.1 90.3 90.1 59.4 59.0 62.6 62.4
Old : 79.3 76.1 90.3 90.1 59.4 59.0 62.6 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 135,065: 96,515 127,325 30,810 0 7,740 0 0 0 0 0 0: 0 0
Old : 135,065: 96,515 127,325 30,810 0 7,740 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: June 25, 2013 :
: -3,300: -3,300 -3,300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 94.3 22.8 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.5 94.3 22.8 0.0 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 : 20: 12 9 . 0 . 0 0 0 0 0 0:
Old : 20: 12 9 . 0 . 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 : 61.3 80.0 86.3 93.5 56.4 71.3 72.4 77.9
Old : 61.3 80.0 86.3 93.5 56.4 71.3 72.4 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 Mwh :
: : Positions :
All : 241,105: 198,505 99,155 37,100 136,450 5,500 0 0 0 0 0 0: 0 0
Old : 241,105: 198,505 99,155 37,100 136,450 5,500 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: June 25, 2013 :
: 3,080: 3,080 -220 -3,300 0 3,300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 41.1 15.4 56.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 41.1 15.4 56.6 2.3 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 : 23: 14 10 4 . . 0 0 0 0 0 0:
Old : 23: 14 10 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 88.5 91.8 97.5 64.6 87.6 88.8 93.8
Old : 65.2 88.5 91.8 97.5 64.6 87.6 88.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 Mwh :
: : Positions :
All : 841,187: 670,701 309,507 154,646 515,840 15,840 0 0 0 0 0 0: 0 0
Old : 841,187: 670,701 309,507 154,646 515,840 15,840 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: June 25, 2013 :
: 2,352: 2,352 -1,568 -3,920 0 3,920 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 36.8 18.4 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 36.8 18.4 61.3 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 : 22: 12 7 4 . . 0 0 0 0 0 0:
Old : 22: 12 7 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 92.8 90.8 99.3 67.2 92.5 89.0 97.4
Old : 67.2 92.8 90.8 99.3 67.2 92.5 89.0 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 161,635: 130,445 133,375 9,190 6,700 21,560 0 0 0 440 0 0: 0 0
Old : 161,635: 130,445 133,375 9,190 6,700 21,560 0 0 0 440 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 6,600: 6,600 6,600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 82.5 5.7 4.1 13.3 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 80.7 82.5 5.7 4.1 13.3 0.0 0.0 0.0 0.3 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: 15 13 . . . 0 0 0 . 0 0:
Old : 24: 15 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 62.6 74.6 84.7 35.0 55.4 54.2 64.3
Old : 45.6 62.6 74.6 84.7 35.0 55.4 54.2 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 212,025: 180,450 172,800 3,880 15,610 22,615 0 1,000 0 5,080 0 0: 0 0
Old : 212,025: 180,450 172,800 3,880 15,610 22,615 0 1,000 0 5,080 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -5,080: -5,080 -5,080 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 81.5 1.8 7.4 10.7 0.0 0.5 0.0 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 85.1 81.5 1.8 7.4 10.7 0.0 0.5 0.0 2.4 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: 20 11 . . . 0 . 0 . 0 0:
Old : 30: 20 11 . . . 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 : 46.6 65.6 70.0 85.4 43.6 58.7 64.5 71.4
Old : 46.6 65.6 70.0 85.4 43.6 58.7 64.5 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 600,460: 515,146 501,130 28,304 42,320 57,010 0 0 0 0 0 0: 0 0
Old : 600,460: 515,146 501,130 28,304 42,320 57,010 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: June 25, 2013 :
: -18,784: -18,784 -18,784 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 83.5 4.7 7.0 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.8 83.5 4.7 7.0 9.5 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 : 21: 14 8 . . . 0 0 0 0 0 0:
Old : 21: 14 8 . . . 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 : 52.1 70.0 76.5 93.0 52.1 60.6 71.7 77.9
Old : 52.1 70.0 76.5 93.0 52.1 60.6 71.7 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 992,179: 911,215 982,787 80,964 9,392 0 0 0 0 0 0 0: 0 0
Old : 992,179: 911,215 982,787 80,964 9,392 0 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: June 25, 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: 91.8 99.1 8.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.8 99.1 8.2 0.9 0.0 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 : 21: 13 6 . . 0 0 0 0 0 0 0:
Old : 21: 13 6 . . 0 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 : 64.8 97.4 89.0 100.0 64.8 97.4 87.8 98.8
Old : 64.8 97.4 89.0 100.0 64.8 97.4 87.8 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 297,450: 280,070 293,020 12,950 0 4,430 0 0 0 0 0 0: 0 0
Old : 297,450: 280,070 293,020 12,950 0 4,430 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: June 25, 2013 :
: 1,100: 1,100 0 -1,100 0 1,100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 98.5 4.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.2 98.5 4.4 0.0 1.5 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: 23 9 . 0 . 0 0 0 0 0 0:
Old : 32: 23 9 . 0 . 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 : 58.2 90.8 77.9 98.8 58.2 90.5 76.4 96.6
Old : 58.2 90.8 77.9 98.8 58.2 90.5 76.4 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 6,737,016: 5,041,935 6,339,528 1,145,309 162,032 231,456 171,848 0 0 142,468 0 4,000: 0 0
Old : 6,737,016: 5,041,935 6,339,528 1,145,309 162,032 231,456 171,848 0 0 142,468 0 4,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 14,034: 2,154 23,714 0 -11,680 2,000 2,040 0 0 3,840 -4,000 4,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 94.1 17.0 2.4 3.4 2.6 0.0 0.0 2.1 0.0 0.1: 0.0 0.0
Old : 100.0: 74.8 94.1 17.0 2.4 3.4 2.6 0.0 0.0 2.1 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 31 30 4 . 4 . 0 0 . 0 .:
Old : 48: 31 30 4 . 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 : 39.9 58.8 60.3 75.8 36.5 52.3 52.1 65.5
Old : 39.9 58.8 60.3 75.8 36.5 52.3 52.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,286,255: 1,829,370 2,163,810 300,265 35,135 80,910 39,930 0 0 35,780 6,400 0: 0 0
Old : 2,286,255: 1,829,370 2,163,810 300,265 35,135 80,910 39,930 0 0 35,780 6,400 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 11,805: 7,020 9,495 5,700 0 110 -1,025 0 0 0 2,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 94.6 13.1 1.5 3.5 1.7 0.0 0.0 1.6 0.3 0.0: 0.0 0.0
Old : 100.0: 80.0 94.6 13.1 1.5 3.5 1.7 0.0 0.0 1.6 0.3 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 : 53: 34 32 5 . 4 . 0 0 . . 0:
Old : 53: 34 32 5 . 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 : 36.5 56.1 59.1 76.1 34.6 51.5 51.1 64.7
Old : 36.5 56.1 59.1 76.1 34.6 51.5 51.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,522,016: 1,573,208 1,309,718 110,219 334,846 204,521 1,000 192,221 38,220 532,381 380,821 61,669: 798 -0
Old : 2,522,016: 1,573,208 1,309,718 110,219 334,846 204,521 1,000 192,221 38,220 532,381 380,821 61,669: 798 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 45,291: 7,254 18,387 22,488 24,257 -18,958 0 -4,925 -1,475 31,825 22,871 5,134: -978 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 51.9 4.4 13.3 8.1 0.0 7.6 1.5 21.1 15.1 2.4: 0.0 -0.0
Old : 100.0: 62.4 51.9 4.4 13.3 8.1 0.0 7.6 1.5 21.1 15.1 2.4: 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 : 65: 36 31 5 5 9 . 4 . 5 5 5:
Old : 65: 36 31 5 5 9 . 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 : 47.9 43.9 61.0 60.6 47.8 40.2 59.4 55.3
Old : 47.9 43.9 61.0 60.6 47.8 40.2 59.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MWh (Megawatt Hours) :
: : Positions :
All : 5,009,007: 4,244,711 3,609,117 222,660 607,473 276,330 63,655 41,535 93,479 40,544 313,445 67,628: 0 0
Old : 5,009,007: 4,244,711 3,609,117 222,660 607,473 276,330 63,655 41,535 93,479 40,544 313,445 67,628: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 78,241: 72,450 64,953 -1,185 -3,032 10,513 0 0 0 0 9,344 -3,537: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 72.1 4.4 12.1 5.5 1.3 0.8 1.9 0.8 6.3 1.4: 0.0 0.0
Old : 100.0: 84.7 72.1 4.4 12.1 5.5 1.3 0.8 1.9 0.8 6.3 1.4: 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 : 51: 31 24 4 4 5 . . . . 4 4:
Old : 51: 31 24 4 4 5 . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 61.8 60.2 78.7 41.6 56.9 58.6 71.1
Old : 41.7 61.8 60.2 78.7 41.6 56.9 58.6 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 648,370: 537,375 524,165 99,625 111,455 10,710 0 1,380 660 0 0 0: 0 0
Old : 648,370: 537,375 524,165 99,625 111,455 10,710 0 1,380 660 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 15,300: 8,800 6,500 6,500 8,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 80.8 15.4 17.2 1.7 0.0 0.2 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.9 80.8 15.4 17.2 1.7 0.0 0.2 0.1 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 : 35: 24 11 4 . . 0 . . 0 0 0:
Old : 35: 24 11 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 70.8 70.8 91.9 44.3 70.8 67.6 85.4
Old : 44.6 70.8 70.8 91.9 44.3 70.8 67.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 2,004,466: 1,740,941 1,575,126 203,803 350,200 59,722 0 19,418 0 0 0 0: 0 0
Old : 2,004,466: 1,740,941 1,575,126 203,803 350,200 59,722 0 19,418 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: June 25, 2013 :
: 5,640: 5,640 -4,160 -7,760 0 7,760 0 2,040 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 78.6 10.2 17.5 3.0 0.0 1.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 78.6 10.2 17.5 3.0 0.0 1.0 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 : 31: 21 10 . . . 0 . 0 0 0 0:
Old : 31: 21 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 : 53.5 65.2 77.9 88.3 53.5 64.9 74.4 83.6
Old : 53.5 65.2 77.9 88.3 53.5 64.9 74.4 83.6
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, July 2, 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 : 78,346: 52,222 30,770 280 22,124 16,999 11 1,144 5,086 1,630 8 481: 1,637 1,734
Old : 78,346: 52,222 30,770 280 22,124 16,999 11 1,144 5,086 1,630 8 481: 1,637 1,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -4,527: -2,840 -2,636 52 -163 -1,007 -110 -133 -82 -95 2 100: -544 -608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 39.3 0.4 28.2 21.7 0.0 1.5 6.5 2.1 0.0 0.6: 2.1 2.2
Old : 100.0: 66.7 39.3 0.4 28.2 21.7 0.0 1.5 6.5 2.1 0.0 0.6: 2.1 2.2
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 : 39: 22 24 . 5 7 . . . . . .:
Old : 39: 22 24 . 5 7 . . . . . .:
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 : 44.7 51.2 67.8 71.0 30.1 30.7 37.7 39.6
Old : 44.7 51.2 67.8 71.0 30.1 30.7 37.7 39.6
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, July 2, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 12,086: 5,775 7,717 416 1,146 1,949 2,131 0 728 190 0 0: 896 546
Old : 12,086: 5,775 7,717 416 1,146 1,949 2,131 0 728 190 0 0: 896 546
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -866: -850 -766 -26 -73 -6 52 0 -80 12 0 -12: 44 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 63.9 3.4 9.5 16.1 17.6 0.0 6.0 1.6 0.0 0.0: 7.4 4.5
Old : 100.0: 47.8 63.9 3.4 9.5 16.1 17.6 0.0 6.0 1.6 0.0 0.0: 7.4 4.5
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 : 20: 13 8 . . 4 . 0 . . 0 0:
Old : 20: 13 8 . . 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 : 41.7 63.8 64.3 82.2 35.3 51.9 47.2 55.6
Old : 41.7 63.8 64.3 82.2 35.3 51.9 47.2 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 5,227: 4,608 2,192 0 1,300 11 0 952 0 0 0 0: 608 772
Old : 5,227: 4,608 2,192 0 1,300 11 0 952 0 0 0 0: 608 772
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -391: -336 -251 0 -27 -1 0 -84 0 0 0 0: -54 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 41.9 0.0 24.9 0.2 0.0 18.2 0.0 0.0 0.0 0.0: 11.6 14.8
Old : 100.0: 88.2 41.9 0.0 24.9 0.2 0.0 18.2 0.0 0.0 0.0 0.0: 11.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 10 0 . . 0 . 0 0 0 0:
Old : 20: 16 10 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 : 54.1 47.9 76.2 67.9 42.6 43.1 56.6 54.9
Old : 54.1 47.9 76.2 67.9 42.6 43.1 56.6 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 9,522: 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736: 664 414
Old : 9,522: 4,276 6,552 1,518 0 768 1,390 240 170 0 642 736: 664 414
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -671: -449 -497 -34 0 -68 14 -40 -34 0 96 -96: -4 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7: 7.0 4.3
Old : 100.0: 44.9 68.8 15.9 0.0 8.1 14.6 2.5 1.8 0.0 6.7 7.7: 7.0 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . 0 . . . . 0 . .:
Old : 26: 15 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 : 46.0 41.8 68.0 68.9 36.1 32.2 52.4 56.8
Old : 46.0 41.8 68.0 68.9 36.1 32.2 52.4 56.8
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, July 2, 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 : 15,070: 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0: 1,668 896
Old : 15,070: 9,016 10,370 1,200 240 1,674 0 558 1,332 180 0 0: 1,668 896
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -719: -284 -653 -214 -20 -16 0 34 -34 -30 0 0: -141 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0: 11.1 5.9
Old : 100.0: 59.8 68.8 8.0 1.6 11.1 0.0 3.7 8.8 1.2 0.0 0.0: 11.1 5.9
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 : 30: 18 17 4 . 4 0 . . . 0 0:
Old : 30: 18 17 4 . 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 : 32.2 48.1 52.1 68.5 22.7 41.6 33.2 48.4
Old : 32.2 48.1 52.1 68.5 22.7 41.6 33.2 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 33,110: 29,237 28,798 2,681 3,120 1,192 0 0 0 0 0 0: 0 0
Old : 33,110: 29,237 28,798 2,681 3,120 1,192 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: June 25, 2013 :
: -3,573: -3,433 -3,140 -100 -433 0 0 0 0 -40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.3 87.0 8.1 9.4 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 13 . . . 0 0 0 0 0 0:
Old : 29: 16 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 74.9 78.8 91.0 54.7 70.1 78.8 86.1
Old : 54.7 74.9 78.8 91.0 54.7 70.1 78.8 86.1
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, July 2, 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 : 640,210: 563,994 586,306 51,431 29,119 24,785 0 0 0 0 0 0: 0 0
Old : 640,210: 563,994 586,306 51,431 29,119 24,785 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: June 25, 2013 :
: -38,063: -37,263 -28,863 800 -7,600 -1,600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.1 91.6 8.0 4.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 . . . 0 0 0 0 0 0:
Old : 25: 16 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 : 48.9 85.8 75.0 96.5 48.2 82.5 74.3 91.5
Old : 48.9 85.8 75.0 96.5 48.2 82.5 74.3 91.5
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 - Options and Futures Combined, July 2, 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 : 21,151: 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0: 128 384
Old : 21,151: 17,410 5,720 1,233 1,426 322 0 0 0 2,058 13,299 0: 128 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0: 0.6 1.8
Old : 100.0: 82.3 27.0 5.8 6.7 1.5 0.0 0.0 0.0 9.7 62.9 0.0: 0.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 6 . . . 0 0 0 . . 0:
Old : 20: 9 6 . . . 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 : 65.3 87.8 88.6 97.9 64.1 86.6 87.1 95.5
Old : 65.3 87.8 88.6 97.9 64.1 86.6 87.1 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 - Options and Futures Combined, July 2, 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 : 44,452: 29,377 42,177 12,290 0 2,275 0 0 0 0 0 0: 510 0
Old : 44,452: 29,377 42,177 12,290 0 2,275 0 0 0 0 0 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -2,960: -1,880 -2,960 -1,080 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 94.9 27.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 66.1 94.9 27.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 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 : 22: 10 15 . 0 . 0 0 0 0 0 0:
Old : 22: 10 15 . 0 . 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 : 75.7 48.1 92.8 77.0 70.6 48.1 82.4 74.1
Old : 75.7 48.1 92.8 77.0 70.6 48.1 82.4 74.1
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, July 2, 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 : 649,932: 522,884 582,773 117,688 57,799 9,360 0 0 0 0 0 0: 0 0
Old : 649,932: 522,884 582,773 117,688 57,799 9,360 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: June 25, 2013 :
: -51,200: -42,000 -50,800 -9,200 -400 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 89.7 18.1 8.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.5 89.7 18.1 8.9 1.4 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 : 24: 13 13 . . . 0 0 0 0 0 0:
Old : 24: 13 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.8 51.8 91.5 82.3 77.2 45.8 83.6 71.8
Old : 77.8 51.8 91.5 82.3 77.2 45.8 83.6 71.8
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, July 2, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 61,901: 33,790 39,326 10,398 16,974 2,853 5,650 640 1,275 7,680 705 0: 255 128
Old : 61,901: 33,790 39,326 10,398 16,974 2,853 5,650 640 1,275 7,680 705 0: 255 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,025: -900 -1,408 60 -1,455 535 -1,775 -100 1,275 -220 0 0: 0 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 63.5 16.8 27.4 4.6 9.1 1.0 2.1 12.4 1.1 0.0: 0.4 0.2
Old : 100.0: 54.6 63.5 16.8 27.4 4.6 9.1 1.0 2.1 12.4 1.1 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 14 4 . . . . . . . 0:
Old : 34: 17 14 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 : 44.3 49.7 70.5 74.2 41.2 46.2 61.9 69.2
Old : 44.3 49.7 70.5 74.2 41.2 46.2 61.9 69.2
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, July 2, 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 : 1,420,196: 936,714 719,988 202,687 251,349 83,768 0 309,340 0 191,246 49,970 5,781: 0 0
Old : 1,420,196: 936,714 719,988 202,687 251,349 83,768 0 309,340 0 191,246 49,970 5,781: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -58,400: -56,000 -31,600 -17,000 -11,600 -7,200 0 -8,000 0 21,800 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 50.7 14.3 17.7 5.9 0.0 21.8 0.0 13.5 3.5 0.4: 0.0 0.0
Old : 100.0: 66.0 50.7 14.3 17.7 5.9 0.0 21.8 0.0 13.5 3.5 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 : 39: 20 18 . 4 4 0 . 0 . . .:
Old : 39: 20 18 . 4 4 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 47.8 77.6 69.8 46.8 47.5 69.2 66.3
Old : 50.7 47.8 77.6 69.8 46.8 47.5 69.2 66.3
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, July 2, 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 : 22,498: 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0: 128 447
Old : 22,498: 14,961 16,510 7,409 2,355 0 0 2,162 0 0 1,024 0: 128 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -2,200: -1,948 -1,860 -360 -200 0 0 0 0 0 -100 0: 108 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0: 0.6 2.0
Old : 100.0: 66.5 73.4 32.9 10.5 0.0 0.0 9.6 0.0 0.0 4.6 0.0: 0.6 2.0
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: 10 9 . . 0 0 . 0 0 . 0:
Old : 20: 10 9 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 76.9 90.5 92.8 59.3 66.1 78.1 81.5
Old : 63.2 76.9 90.5 92.8 59.3 66.1 78.1 81.5
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, July 2, 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 : 37,345: 24,613 28,010 11,667 0 684 0 8,651 0 126 0 0: 255 0
Old : 37,345: 24,613 28,010 11,667 0 684 0 8,651 0 126 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,099: -879 -699 -120 -100 -100 0 -200 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 75.0 31.2 0.0 1.8 0.0 23.2 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 65.9 75.0 31.2 0.0 1.8 0.0 23.2 0.0 0.3 0.0 0.0: 0.7 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: 11 12 4 0 . 0 . 0 . 0 0:
Old : 24: 11 12 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 : 60.6 73.2 87.0 91.9 54.5 55.2 69.4 69.9
Old : 60.6 73.2 87.0 91.9 54.5 55.2 69.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 41,359: 24,203 20,534 1,443 3,392 6,337 4,355 0 1,820 697 6,772 2,504: 0 0
Old : 41,359: 24,203 20,534 1,443 3,392 6,337 4,355 0 1,820 697 6,772 2,504: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -1,733: -1,528 -1,343 40 110 -40 300 0 -400 315 360 -420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 49.6 3.5 8.2 15.3 10.5 0.0 4.4 1.7 16.4 6.1: 0.0 0.0
Old : 100.0: 58.5 49.6 3.5 8.2 15.3 10.5 0.0 4.4 1.7 16.4 6.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 11 . 4 . . 0 . . . .:
Old : 29: 15 11 . 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 : 50.1 68.6 74.6 89.0 32.1 53.4 53.9 61.7
Old : 50.1 68.6 74.6 89.0 32.1 53.4 53.9 61.7
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, July 2, 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 : 24,815: 21,431 20,056 653 1,518 1,410 0 0 0 0 1,020 512: 809 299
Old : 24,815: 21,431 20,056 653 1,518 1,410 0 0 0 0 1,020 512: 809 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -950: -770 -760 -100 -190 0 0 0 0 0 80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 80.8 2.6 6.1 5.7 0.0 0.0 0.0 0.0 4.1 2.1: 3.3 1.2
Old : 100.0: 86.4 80.8 2.6 6.1 5.7 0.0 0.0 0.0 0.0 4.1 2.1: 3.3 1.2
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 : 23: 14 14 . . . 0 0 0 0 . .:
Old : 23: 14 14 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 56.5 78.3 82.0 38.4 50.8 60.9 67.1
Old : 46.7 56.5 78.3 82.0 38.4 50.8 60.9 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 32,374: 29,442 23,709 1,226 6,027 1,578 0 0 0 0 1,060 0: 128 0
Old : 32,374: 29,442 23,709 1,226 6,027 1,578 0 0 0 0 1,060 0: 128 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -712: -128 -728 -420 140 -144 0 0 0 0 20 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 73.2 3.8 18.6 4.9 0.0 0.0 0.0 0.0 3.3 0.0: 0.4 0.0
Old : 100.0: 90.9 73.2 3.8 18.6 4.9 0.0 0.0 0.0 0.0 3.3 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . . 4 0 0 0 0 . 0:
Old : 29: 16 15 . . 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 : 50.2 55.2 77.1 76.9 42.8 47.8 63.1 63.6
Old : 50.2 55.2 77.1 76.9 42.8 47.8 63.1 63.6
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, July 2, 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 : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0
Old : 403,085: 233,982 340,518 112,646 35,535 0 16,387 0 23,480 13,038 0 3,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -37,600: -28,800 -29,600 -7,600 -6,000 0 -1,200 0 0 2,000 0 -2,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0
Old : 100.0: 58.0 84.5 27.9 8.8 0.0 4.1 0.0 5.8 3.2 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . 0 . 0 . . 0 .:
Old : 26: 13 14 . . 0 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5
Old : 60.0 63.6 79.6 84.7 41.8 48.3 55.0 60.5
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, July 2, 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 : 901,625: 709,705 621,438 69,086 93,600 99,514 0 63,753 23,320 0 0 0: 0 0
Old : 901,625: 709,705 621,438 69,086 93,600 99,514 0 63,753 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: June 25, 2013 :
: -40,816: -31,216 -34,816 -9,600 0 0 0 -6,000 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.7 68.9 7.7 10.4 11.0 0.0 7.1 2.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 18 . . . 0 . . 0 0 0:
Old : 26: 14 18 . . . 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 : 54.6 52.0 77.6 75.5 30.0 26.4 41.8 39.6
Old : 54.6 52.0 77.6 75.5 30.0 26.4 41.8 39.6
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, July 2, 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 : 1,069,714: 542,657 547,177 122,068 51,141 82,596 263,005 0 0 54,258 383,670 5,130: 0 0
Old : 1,069,714: 542,657 547,177 122,068 51,141 82,596 263,005 0 0 54,258 383,670 5,130: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -29,965: -32,680 -35,216 -8,000 -20,200 6,035 0 0 0 4,288 19,024 392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 51.2 11.4 4.8 7.7 24.6 0.0 0.0 5.1 35.9 0.5: 0.0 0.0
Old : 100.0: 50.7 51.2 11.4 4.8 7.7 24.6 0.0 0.0 5.1 35.9 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 : 28: 12 11 . . 4 . 0 0 . . .:
Old : 28: 12 11 . . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 67.5 82.3 89.4 58.0 65.4 77.3 80.4
Old : 58.0 67.5 82.3 89.4 58.0 65.4 77.3 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 282,582: 195,785 274,657 39,881 7,925 0 0 0 0 46,916 0 0: 0 0
Old : 282,582: 195,785 274,657 39,881 7,925 0 0 0 0 46,916 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -12,000: -10,000 -10,000 -400 -2,000 0 0 0 0 -1,600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 97.2 14.1 2.8 0.0 0.0 0.0 0.0 16.6 0.0 0.0: 0.0 0.0
Old : 100.0: 69.3 97.2 14.1 2.8 0.0 0.0 0.0 0.0 16.6 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: 13 13 . . 0 0 0 0 . 0 0:
Old : 22: 13 13 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 69.0 78.0 91.1 46.7 64.0 70.6 74.2
Old : 46.7 69.0 78.0 91.1 46.7 64.0 70.6 74.2
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, July 2, 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 : 422,140: 303,378 237,982 34,588 59,769 84,174 0 0 0 0 40,215 0: 0 0
Old : 422,140: 303,378 237,982 34,588 59,769 84,174 0 0 0 0 40,215 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -36,008: -20,008 -24,808 -13,600 -400 -2,400 0 0 0 0 -8,400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 56.4 8.2 14.2 19.9 0.0 0.0 0.0 0.0 9.5 0.0: 0.0 0.0
Old : 100.0: 71.9 56.4 8.2 14.2 19.9 0.0 0.0 0.0 0.0 9.5 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 : 29: 13 14 . 4 . 0 0 0 0 . 0:
Old : 29: 13 14 . 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 : 56.1 55.6 80.4 78.8 30.6 29.7 46.1 45.0
Old : 56.1 55.6 80.4 78.8 30.6 29.7 46.1 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 : 248,770: 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0: 0 0
Old : 248,770: 206,646 144,062 9,476 60,699 32,648 0 2,703 0 0 8,658 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: -22,448: -20,848 -20,448 -1,600 -1,200 0 0 0 0 0 -800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 57.9 3.8 24.4 13.1 0.0 1.1 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 83.1 57.9 3.8 24.4 13.1 0.0 1.1 0.0 0.0 3.5 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 : 21: 12 8 . . . 0 . 0 0 . 0:
Old : 21: 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 : 68.3 87.1 92.1 95.9 39.5 36.3 45.5 43.6
Old : 68.3 87.1 92.1 95.9 39.5 36.3 45.5 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
Disaggregated Commitments of Traders - Options and Futures Combined, July 2, 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 Megawatts Per Hour) :
: : Positions :
All : 383,944: 190,512 273,536 114,432 17,568 79,000 0 13,840 0 0 0 0: 0 0
Old : 383,944: 190,512 273,536 114,432 17,568 79,000 0 13,840 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: June 25, 2013 :
: -18,776: -16,776 -17,576 -2,000 -1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.6 71.2 29.8 4.6 20.6 0.0 3.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 49.6 71.2 29.8 4.6 20.6 0.0 3.6 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: 13 10 . . . 0 . 0 0 0 0:
Old : 22: 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 : 69.2 66.6 89.3 87.2 45.4 51.1 64.1 65.0
Old : 69.2 66.6 89.3 87.2 45.4 51.1 64.1 65.0
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, July 2, 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 : 4,940: 1,549 4,026 2,204 0 747 171 0 21 95 0 141: 13 7
Old : 4,940: 1,549 4,026 2,204 0 747 171 0 21 95 0 141: 13 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 261: 25 126 60 0 89 23 0 -0 15 0 47: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 81.5 44.6 0.0 15.1 3.5 0.0 0.4 1.9 0.0 2.9: 0.3 0.1
Old : 100.0: 31.4 81.5 44.6 0.0 15.1 3.5 0.0 0.4 1.9 0.0 2.9: 0.3 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 : 23: 12 13 6 0 6 . 0 . . 0 .:
Old : 23: 12 13 6 0 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 54.1 77.6 76.0 41.8 48.1 53.4 56.4
Old : 56.2 54.1 77.6 76.0 41.8 48.1 53.4 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013