PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 177,420: 100,881 124,667 14,645 11,457 15,463 9,734 2,045 18,853 12,009 397 4,281: 1,554 257
Old : 177,420: 100,881 124,667 14,645 11,457 15,463 9,734 2,045 18,853 12,009 397 4,281: 1,554 257
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,042: 2,046 2,136 -301 -1,918 -118 -2,162 -620 1,084 -348 -42 835: 6 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 70.3 8.3 6.5 8.7 5.5 1.2 10.6 6.8 0.2 2.4: 0.9 0.1
Old : 100.0: 56.9 70.3 8.3 6.5 8.7 5.5 1.2 10.6 6.8 0.2 2.4: 0.9 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 : 79: 43 39 7 6 10 7 . 7 8 . 6:
Old : 79: 43 39 7 6 10 7 . 7 8 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 42.2 46.5 61.5 19.9 37.7 32.3 46.9
Old : 29.2 42.2 46.5 61.5 19.9 37.7 32.3 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 69,349: 55,093 45,207 205 10,863 12,519 208 2 50 542 0 684: 48 24
Old : 69,349: 55,093 45,207 205 10,863 12,519 208 2 50 542 0 684: 48 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 360: -687 -448 0 -85 1,099 0 0 0 78 0 -51: -79 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 65.2 0.3 15.7 18.1 0.3 0.0 0.1 0.8 0.0 1.0: 0.1 0.0
Old : 100.0: 79.4 65.2 0.3 15.7 18.1 0.3 0.0 0.1 0.8 0.0 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 27 26 . 5 5 . . . . 0 .:
Old : 39: 27 26 . 5 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 : 47.7 52.4 72.5 69.5 39.2 36.1 50.6 46.1
Old : 47.7 52.4 72.5 69.5 39.2 36.1 50.6 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 710,273: 595,428 485,480 17,125 132,230 88,822 648 608 0 5,397 304 2,829: 24 0
Old : 710,273: 595,428 485,480 17,125 132,230 88,822 648 608 0 5,397 304 2,829: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 10,769: 5,689 313 4,592 8,712 1,176 0 608 0 -344 304 -344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 68.4 2.4 18.6 12.5 0.1 0.1 0.0 0.8 0.0 0.4: 0.0 0.0
Old : 100.0: 83.8 68.4 2.4 18.6 12.5 0.1 0.1 0.0 0.8 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 : 38: 24 22 . . 5 . . 0 . . .:
Old : 38: 24 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 : 48.5 56.3 72.4 72.9 35.0 41.1 46.6 50.3
Old : 48.5 56.3 72.4 72.9 35.0 41.1 46.6 50.3
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 OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,561,368: 1,019,397 1,257,284 195,570 70,184 141,276 99,773 0 80,502 16,462 3,750 8,372: 16 0
Old : 1,561,368: 1,019,397 1,257,284 195,570 70,184 141,276 99,773 0 80,502 16,462 3,750 8,372: 16 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 14,530: 401 45,705 -4,752 -23,400 -3,096 19,384 0 -144 2,592 -4,680 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 80.5 12.5 4.5 9.0 6.4 0.0 5.2 1.1 0.2 0.5: 0.0 0.0
Old : 100.0: 65.3 80.5 12.5 4.5 9.0 6.4 0.0 5.2 1.1 0.2 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 : 63: 35 35 6 . 6 5 0 . 4 . .:
Old : 63: 35 35 6 . 6 5 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 49.9 55.1 65.6 25.3 45.9 38.7 55.6
Old : 36.4 49.9 55.1 65.6 25.3 45.9 38.7 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 91,362: 63,638 69,836 12,219 5,644 14,826 157 0 70 26 536 420: 6 30
Old : 91,362: 63,638 69,836 12,219 5,644 14,826 157 0 70 26 536 420: 6 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -8,042: -3,356 -6,381 -5,358 -2,410 1,387 -324 -475 -26 4 232 -259: -110 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 76.4 13.4 6.2 16.2 0.2 0.0 0.1 0.0 0.6 0.5: 0.0 0.0
Old : 100.0: 69.7 76.4 13.4 6.2 16.2 0.2 0.0 0.1 0.0 0.6 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 : 49: 27 28 5 4 5 4 0 . . . .:
Old : 49: 27 28 5 4 5 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 : 46.1 38.0 66.1 59.3 33.0 28.9 41.4 37.6
Old : 46.1 38.0 66.1 59.3 33.0 28.9 41.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 626,464: 457,213 473,604 141,084 135,516 12,415 656 3,280 0 13,775 328 1,321: 0 0
Old : 626,464: 457,213 473,604 141,084 135,516 12,415 656 3,280 0 13,775 328 1,321: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -48,354: -57,696 -36,200 18,616 -6,080 -5,458 0 -960 0 -3,840 320 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 75.6 22.5 21.6 2.0 0.1 0.5 0.0 2.2 0.1 0.2: 0.0 0.0
Old : 100.0: 73.0 75.6 22.5 21.6 2.0 0.1 0.5 0.0 2.2 0.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 19 . . . . . 0 . . .:
Old : 37: 23 19 . . . . . 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 : 53.1 56.6 75.3 79.9 45.7 46.2 62.2 66.4
Old : 53.1 56.6 75.3 79.9 45.7 46.2 62.2 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 69,448: 42,464 31,442 480 26,849 5,968 15,058 0 2,958 90 344 181: 2,249 1,706
Old : 69,448: 42,464 31,442 480 26,849 5,968 15,058 0 2,958 90 344 181: 2,249 1,706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 359: 1,034 306 0 214 -596 -452 0 320 0 162 -47: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 45.3 0.7 38.7 8.6 21.7 0.0 4.3 0.1 0.5 0.3: 3.2 2.5
Old : 100.0: 61.1 45.3 0.7 38.7 8.6 21.7 0.0 4.3 0.1 0.5 0.3: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 22 . 6 7 . 0 . . . .:
Old : 37: 22 22 . 6 7 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 55.0 69.4 77.1 40.9 40.7 50.6 55.3
Old : 47.9 55.0 69.4 77.1 40.9 40.7 50.6 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 17,181: 10,784 12,184 1,260 86 1,563 282 0 1,668 0 764 302: 1,322 614
Old : 17,181: 10,784 12,184 1,260 86 1,563 282 0 1,668 0 764 302: 1,322 614
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 72: 72 -68 20 0 0 -20 0 0 0 20 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 70.9 7.3 0.5 9.1 1.6 0.0 9.7 0.0 4.4 1.8: 7.7 3.6
Old : 100.0: 62.8 70.9 7.3 0.5 9.1 1.6 0.0 9.7 0.0 4.4 1.8: 7.7 3.6
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 : 26: 17 14 . . 4 . 0 . 0 . .:
Old : 26: 17 14 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 42.9 70.2 64.9 44.7 36.0 52.9 51.4
Old : 47.8 42.9 70.2 64.9 44.7 36.0 52.9 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 8,943: 6,281 4,464 0 2,120 136 0 870 190 348 0 8: 1,980 1,155
Old : 8,943: 6,281 4,464 0 2,120 136 0 870 190 348 0 8: 1,980 1,155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 110: 110 34 0 0 0 0 48 0 0 0 0: 0 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 49.9 0.0 23.7 1.5 0.0 9.7 2.1 3.9 0.0 0.1: 22.1 12.9
Old : 100.0: 70.2 49.9 0.0 23.7 1.5 0.0 9.7 2.1 3.9 0.0 0.1: 22.1 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 10 0 . . 0 . . . 0 .:
Old : 20: 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 : 43.2 51.2 62.5 72.3 27.7 33.8 41.6 49.4
Old : 43.2 51.2 62.5 72.3 27.7 33.8 41.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,368: 5,176 9,328 1,176 668 1,572 0 1,248 280 4,284 0 0: 880 272
Old : 13,368: 5,176 9,328 1,176 668 1,572 0 1,248 280 4,284 0 0: 880 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 698: -68 760 0 0 0 0 32 -6 820 0 0: -48 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 69.8 8.8 5.0 11.8 0.0 9.3 2.1 32.0 0.0 0.0: 6.6 2.0
Old : 100.0: 38.7 69.8 8.8 5.0 11.8 0.0 9.3 2.1 32.0 0.0 0.0: 6.6 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 : 24: 10 14 . . 4 0 . . . 0 0:
Old : 24: 10 14 . . 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 37.2 77.1 61.7 53.9 29.6 58.5 45.4
Old : 59.1 37.2 77.1 61.7 53.9 29.6 58.5 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 26,405: 19,425 12,760 1,288 6,706 2,424 468 2,840 400 158 0 148: 2,094 1,127
Old : 26,405: 19,425 12,760 1,288 6,706 2,424 468 2,840 400 158 0 148: 2,094 1,127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 267: 1 193 0 -208 226 0 0 0 -48 0 48: 40 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 48.3 4.9 25.4 9.2 1.8 10.8 1.5 0.6 0.0 0.6: 7.9 4.3
Old : 100.0: 73.6 48.3 4.9 25.4 9.2 1.8 10.8 1.5 0.6 0.0 0.6: 7.9 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 : 29: 19 17 . 4 6 . . . . 0 .:
Old : 29: 19 17 . 4 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 46.0 57.3 70.1 24.2 40.0 38.8 50.5
Old : 37.2 46.0 57.3 70.1 24.2 40.0 38.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 9,457: 4,860 5,973 548 0 1,188 1,104 0 276 0 0 0: 1,481 2,020
Old : 9,457: 4,860 5,973 548 0 1,188 1,104 0 276 0 0 0: 1,481 2,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 24: 0 24 0 0 0 0 0 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 63.2 5.8 0.0 12.6 11.7 0.0 2.9 0.0 0.0 0.0: 15.7 21.4
Old : 100.0: 51.4 63.2 5.8 0.0 12.6 11.7 0.0 2.9 0.0 0.0 0.0: 15.7 21.4
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 : 22: 16 14 . 0 . . 0 . 0 0 0:
Old : 22: 16 14 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 34.9 63.3 56.3 31.0 29.8 45.4 42.2
Old : 41.5 34.9 63.3 56.3 31.0 29.8 45.4 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 13,337: 6,723 6,153 152 2,072 1,352 0 2,862 116 4,072 0 6: 916 776
Old : 13,337: 6,723 6,153 152 2,072 1,352 0 2,862 116 4,072 0 6: 916 776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 500: 122 482 0 0 0 0 32 -2 460 0 0: -80 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 46.1 1.1 15.5 10.1 0.0 21.5 0.9 30.5 0.0 0.0: 6.9 5.8
Old : 100.0: 50.4 46.1 1.1 15.5 10.1 0.0 21.5 0.9 30.5 0.0 0.0: 6.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 14 . . . 0 . . . 0 .:
Old : 21: 13 14 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 51.4 77.4 75.2 53.9 42.1 61.2 56.5
Old : 57.8 51.4 77.4 75.2 53.9 42.1 61.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 13,676: 9,224 6,998 940 1,436 1,112 0 922 892 0 1,540 60: 1,448 716
Old : 13,676: 9,224 6,998 940 1,436 1,112 0 922 892 0 1,540 60: 1,448 716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 76: -80 40 0 -60 0 0 0 0 0 96 0: 156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 51.2 6.9 10.5 8.1 0.0 6.7 6.5 0.0 11.3 0.4: 10.6 5.2
Old : 100.0: 67.4 51.2 6.9 10.5 8.1 0.0 6.7 6.5 0.0 11.3 0.4: 10.6 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 : 24: 15 12 . . 4 0 . . 0 . .:
Old : 24: 15 12 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 42.9 67.6 68.0 41.1 31.0 49.2 50.7
Old : 49.1 42.9 67.6 68.0 41.1 31.0 49.2 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 63,563: 58,261 52,775 2,564 8,050 2,738 0 0 0 0 0 0: 0 0
Old : 63,563: 58,261 52,775 2,564 8,050 2,738 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: May 8, 2012 :
: 191: 191 170 0 21 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 83.0 4.0 12.7 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.7 83.0 4.0 12.7 4.3 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 : 26: 14 13 . . . 0 0 0 0 0 0:
Old : 26: 14 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 : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 91.7
Old : 71.3 83.7 85.9 96.7 71.3 79.7 84.5 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,025,393: 925,849 857,468 46,880 115,261 52,664 0 0 0 0 0 0: 0 0
Old : 1,025,393: 925,849 857,468 46,880 115,261 52,664 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 424: 424 0 0 424 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 83.6 4.6 11.2 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 83.6 4.6 11.2 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 14 . . . 0 0 0 0 0 0:
Old : 26: 14 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 83.8 90.5 93.8 70.9 79.2 86.7 87.6
Old : 72.0 83.8 90.5 93.8 70.9 79.2 86.7 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 28,252: 25,952 11,882 2,300 16,370 0 0 0 0 0 0 0: 0 0
Old : 28,252: 25,952 11,882 2,300 16,370 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: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 42.1 8.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.9 42.1 8.1 57.9 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 : 25: 12 12 . . 0 0 0 0 0 0 0:
Old : 25: 12 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 : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
Old : 65.1 89.6 88.1 96.7 62.7 88.9 82.5 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 497,889: 460,649 197,009 37,240 300,880 0 0 0 0 0 0 0: 0 0
Old : 497,889: 460,649 197,009 37,240 300,880 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: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 39.6 7.5 60.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.5 39.6 7.5 60.4 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 : 22: 11 9 . . 0 0 0 0 0 0 0:
Old : 22: 11 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 : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Old : 68.0 93.3 91.2 98.7 65.5 92.4 85.4 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 109,326: 59,617 104,057 48,703 4,518 751 0 0 0 0 0 0: 255 0
Old : 109,326: 59,617 104,057 48,703 4,518 751 0 0 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 95.2 44.5 4.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 54.5 95.2 44.5 4.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 14 24 4 4 . 0 0 0 0 0 0:
Old : 39: 14 24 4 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 : 68.8 37.6 86.8 61.2 68.4 37.2 82.8 60.0
Old : 68.8 37.6 86.8 61.2 68.4 37.2 82.8 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,538,163: 846,322 1,451,684 664,458 59,096 25,423 0 0 0 1,960 1,960 0: 0 0
Old : 1,538,163: 846,322 1,451,684 664,458 59,096 25,423 0 0 0 1,960 1,960 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 94.4 43.2 3.8 1.7 0.0 0.0 0.0 0.1 0.1 0.0: 0.0 0.0
Old : 100.0: 55.0 94.4 43.2 3.8 1.7 0.0 0.0 0.0 0.1 0.1 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 : 38: 13 21 4 4 . 0 0 0 . . 0:
Old : 38: 13 21 4 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 : 65.9 41.8 88.0 62.5 64.6 41.8 81.2 61.7
Old : 65.9 41.8 88.0 62.5 64.6 41.8 81.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 67,337: 41,709 43,132 7,124 8,298 4,902 4,140 3,095 7,800 1,552 0 110: 0 0
Old : 67,337: 41,709 43,132 7,124 8,298 4,902 4,140 3,095 7,800 1,552 0 110: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 64.1 10.6 12.3 7.3 6.1 4.6 11.6 2.3 0.0 0.2: 0.0 0.0
Old : 100.0: 61.9 64.1 10.6 12.3 7.3 6.1 4.6 11.6 2.3 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 14 5 . 5 . . . . 0 .:
Old : 35: 20 14 5 . 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 : 35.1 45.6 56.6 73.7 26.5 38.6 44.4 54.7
Old : 35.1 45.6 56.6 73.7 26.5 38.6 44.4 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,177,644: 929,334 514,896 48,347 416,424 100,188 0 99,850 23,400 53,489 0 22,886: 0 0
Old : 1,177,644: 929,334 514,896 48,347 416,424 100,188 0 99,850 23,400 53,489 0 22,886: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 43.7 4.1 35.4 8.5 0.0 8.5 2.0 4.5 0.0 1.9: 0.0 0.0
Old : 100.0: 78.9 43.7 4.1 35.4 8.5 0.0 8.5 2.0 4.5 0.0 1.9: 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 : 39: 23 16 . 5 6 0 . . . 0 .:
Old : 39: 23 16 . 5 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 : 33.2 47.9 55.6 72.7 29.5 42.6 48.0 63.9
Old : 33.2 47.9 55.6 72.7 29.5 42.6 48.0 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,034: 45,784 38,833 3,485 8,290 1,485 0 1,566 0 0 198 110: 170 552
Old : 51,034: 45,784 38,833 3,485 8,290 1,485 0 1,566 0 0 198 110: 170 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 255: 255 0 0 0 0 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 76.1 6.8 16.2 2.9 0.0 3.1 0.0 0.0 0.4 0.2: 0.3 1.1
Old : 100.0: 89.7 76.1 6.8 16.2 2.9 0.0 3.1 0.0 0.0 0.4 0.2: 0.3 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 : 26: 14 9 . . . 0 . 0 0 . .:
Old : 26: 14 9 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 76.2 80.8 89.5 57.8 67.0 72.2 80.1
Old : 64.0 76.2 80.8 89.5 57.8 67.0 72.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,152: 29,263 37,338 16,320 4,105 1,275 1,700 5,840 0 0 0 0: 594 594
Old : 49,152: 29,263 37,338 16,320 4,105 1,275 1,700 5,840 0 0 0 0: 594 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 76.0 33.2 8.4 2.6 3.5 11.9 0.0 0.0 0.0 0.0: 1.2 1.2
Old : 100.0: 59.5 76.0 33.2 8.4 2.6 3.5 11.9 0.0 0.0 0.0 0.0: 1.2 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 : 26: 10 12 . . . . . 0 0 0 0:
Old : 26: 10 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
Old : 74.2 58.0 89.7 78.9 52.0 40.3 62.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 15,605: 9,803 10,999 2,713 2,565 1,445 0 0 0 510 80 176: 958 340
Old : 15,605: 9,803 10,999 2,713 2,565 1,445 0 0 0 510 80 176: 958 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 1,785: 1,785 1,785 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 70.5 17.4 16.4 9.3 0.0 0.0 0.0 3.3 0.5 1.1: 6.1 2.2
Old : 100.0: 62.8 70.5 17.4 16.4 9.3 0.0 0.0 0.0 3.3 0.5 1.1: 6.1 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 : 24: 11 11 . . . 0 0 0 . . .:
Old : 24: 11 11 . . . 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 : 54.5 60.0 75.2 80.4 41.8 56.7 59.2 72.0
Old : 54.5 60.0 75.2 80.4 41.8 56.7 59.2 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 13,422: 9,618 8,690 2,112 1,993 1,224 0 0 0 298 1,196 0: 170 319
Old : 13,422: 9,618 8,690 2,112 1,993 1,224 0 0 0 298 1,196 0: 170 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 64.7 15.7 14.8 9.1 0.0 0.0 0.0 2.2 8.9 0.0: 1.3 2.4
Old : 100.0: 71.7 64.7 15.7 14.8 9.1 0.0 0.0 0.0 2.2 8.9 0.0: 1.3 2.4
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 : 21: 12 6 . . 4 0 0 0 . . 0:
Old : 21: 12 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 : 53.6 66.0 74.5 88.9 52.7 59.7 67.7 74.5
Old : 53.6 66.0 74.5 88.9 52.7 59.7 67.7 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 902,530: 830,135 620,292 24,919 185,208 24,076 0 80 23,400 0 49,474 0: 0 0
Old : 902,530: 830,135 620,292 24,919 185,208 24,076 0 80 23,400 0 49,474 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 6,933: 6,933 -4,622 0 0 0 0 0 0 0 11,555 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 68.7 2.8 20.5 2.7 0.0 0.0 2.6 0.0 5.5 0.0: 0.0 0.0
Old : 100.0: 92.0 68.7 2.8 20.5 2.7 0.0 0.0 2.6 0.0 5.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 12 . . . 0 . . 0 . 0:
Old : 26: 17 12 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 76.2 78.1 92.7 46.4 59.7 60.0 69.9
Old : 58.5 76.2 78.1 92.7 46.4 59.7 60.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 879,912: 473,563 625,255 296,299 131,532 58,680 31,610 44,685 19,760 0 0 0: 0 0
Old : 879,912: 473,563 625,255 296,299 131,532 58,680 31,610 44,685 19,760 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 5,538: 5,538 5,538 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 71.1 33.7 14.9 6.7 3.6 5.1 2.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.8 71.1 33.7 14.9 6.7 3.6 5.1 2.2 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . . . . . . 0 0 0:
Old : 22: 11 11 . . . . . . 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 : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Old : 73.8 71.5 91.9 89.4 54.5 49.1 62.2 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 576,337: 93,920 260,472 152,775 196,105 49,325 58,810 0 9,515 151,072 0 60,920: 0 0
Old : 576,337: 93,920 260,472 152,775 196,105 49,325 58,810 0 9,515 151,072 0 60,920: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: 0: 0 46,800 0 0 0 0 0 0 46,800 0 -46,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 45.2 26.5 34.0 8.6 10.2 0.0 1.7 26.2 0.0 10.6: 0.0 0.0
Old : 100.0: 16.3 45.2 26.5 34.0 8.6 10.2 0.0 1.7 26.2 0.0 10.6: 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 : 20: 7 10 4 . . . 0 . . 0 .:
Old : 20: 7 10 4 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 67.9 91.3 89.8 55.0 61.0 69.8 71.4
Old : 74.2 67.9 91.3 89.8 55.0 61.0 69.8 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, May 15, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 153,904: 89,486 71,557 40,209 55,010 24,209 0 1,560 0 0 1,568 0: 0 0
Old : 153,904: 89,486 71,557 40,209 55,010 24,209 0 1,560 0 0 1,568 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 46.5 26.1 35.7 15.7 0.0 1.0 0.0 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 58.1 46.5 26.1 35.7 15.7 0.0 1.0 0.0 0.0 1.0 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: 5 8 . . . 0 . 0 0 . 0:
Old : 20: 5 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 : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
Old : 71.5 61.1 100.0 88.2 66.5 50.9 84.3 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012