CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Futures Only, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,070: 4,730 4,545 30 885 450 1,020 0 0 0 120 75: 765 995 Old : 7,070: 4,730 4,545 30 885 450 1,020 0 0 0 120 75: 765 995 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 45: -480 -250 -45 -60 75 120 0 0 0 45 0: 375 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 64.3 0.4 12.5 6.4 14.4 0.0 0.0 0.0 1.7 1.1: 10.8 14.1 Old : 100.0: 66.9 64.3 0.4 12.5 6.4 14.4 0.0 0.0 0.0 1.7 1.1: 10.8 14.1 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 : 20: 11 12 . . . . 0 0 0 . .: Old : 20: 11 12 . . . . 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.1 46.3 75.4 65.1 54.8 46.1 58.2 54.7 Old : 57.1 46.3 75.4 65.1 54.8 46.1 58.2 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 13,896: 3,032 1,705 697 447 353 0 1,215 1,945 4,728 5,633 1,881: 1,260 717 Old : 13,896: 3,032 1,705 697 447 353 0 1,215 1,945 4,728 5,633 1,881: 1,260 717 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 654: -198 214 110 30 -95 0 -100 425 -118 202 -370: 900 348 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 12.3 5.0 3.2 2.5 0.0 8.7 14.0 34.0 40.5 13.5: 9.1 5.2 Old : 100.0: 21.8 12.3 5.0 3.2 2.5 0.0 8.7 14.0 34.0 40.5 13.5: 9.1 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 : 27: . . . . . 0 4 4 5 13 14: Old : 27: . . . . . 0 4 4 5 13 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 38.5 71.1 62.1 41.7 29.1 51.4 41.2 Old : 55.8 38.5 71.1 62.1 41.7 29.1 51.4 41.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 6,125: 1,300 1,910 0 45 150 255 375 290 2,625 1,745 1,080: 425 530 Old : 6,125: 1,300 1,910 0 45 150 255 375 290 2,625 1,745 1,080: 425 530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 120: 205 35 0 -135 30 -40 330 -105 10 55 -35: 55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 31.2 0.0 0.7 2.4 4.2 6.1 4.7 42.9 28.5 17.6: 6.9 8.7 Old : 100.0: 21.2 31.2 0.0 0.7 2.4 4.2 6.1 4.7 42.9 28.5 17.6: 6.9 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 4 4 0 . . . . . . 9 10: Old : 20: 4 4 0 . . . . . . 9 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 : 61.0 42.2 77.1 64.7 47.0 23.4 47.8 38.4 Old : 61.0 42.2 77.1 64.7 47.0 23.4 47.8 38.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 176,355: 98,685 122,392 7,819 6,163 20,365 11,865 513 19,725 10,389 508 6,048: 1,459 641 Old : 176,355: 98,685 122,392 7,819 6,163 20,365 11,865 513 19,725 10,389 508 6,048: 1,459 641 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 4,442: 1,944 2,747 -3,274 612 1,434 6,646 -57 -939 -1,660 164 466: -175 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.0 69.4 4.4 3.5 11.5 6.7 0.3 11.2 5.9 0.3 3.4: 0.8 0.4 Old : 100.0: 56.0 69.4 4.4 3.5 11.5 6.7 0.3 11.2 5.9 0.3 3.4: 0.8 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 : 84: 47 43 6 6 8 7 . 6 6 5 9: Old : 84: 47 43 6 6 8 7 . 6 6 5 9: 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 : 27.2 39.3 44.9 59.4 17.9 34.8 29.8 45.2 Old : 27.2 39.3 44.9 59.4 17.9 34.8 29.8 45.2 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, August 21, 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 : 62,612: 47,285 44,832 4,603 7,708 9,250 617 0 635 50 43 144: 28 0 Old : 62,612: 47,285 44,832 4,603 7,708 9,250 617 0 635 50 43 144: 28 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 794: 730 1,051 -176 -30 -155 543 -172 67 -229 43 -10: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.5 71.6 7.4 12.3 14.8 1.0 0.0 1.0 0.1 0.1 0.2: 0.0 0.0 Old : 100.0: 75.5 71.6 7.4 12.3 14.8 1.0 0.0 1.0 0.1 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: 24 22 . 4 5 . 0 . . . .: Old : 37: 24 22 . 4 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 : 57.2 44.1 77.8 67.9 47.1 37.4 60.7 54.6 Old : 57.2 44.1 77.8 67.9 47.1 37.4 60.7 54.6 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, August 21, 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 : 547,258: 449,628 376,139 28,773 104,455 61,150 0 657 3,216 3,171 321 1,320: 0 0 Old : 547,258: 449,628 376,139 28,773 104,455 61,150 0 657 3,216 3,171 321 1,320: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 4,045: 5,332 -822 -1,608 977 0 -2,240 657 2,240 -351 321 672: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 68.7 5.3 19.1 11.2 0.0 0.1 0.6 0.6 0.1 0.2: 0.0 0.0 Old : 100.0: 82.2 68.7 5.3 19.1 11.2 0.0 0.1 0.6 0.6 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 : 35: 23 25 . . 5 0 . . . . .: Old : 35: 23 25 . . 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 : 52.3 59.2 76.5 73.4 37.3 48.0 52.2 54.7 Old : 52.3 59.2 76.5 73.4 37.3 48.0 52.2 54.7 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, August 21, 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 : 1,599,610: 1,083,426 1,259,865 228,015 192,144 72,872 128,200 156 52,492 24,471 11,947 10,134: 0 0 Old : 1,599,610: 1,083,426 1,259,865 228,015 192,144 72,872 128,200 156 52,492 24,471 11,947 10,134: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 33,161: 13,305 42,081 28,264 14,840 -20,542 14,434 0 -4,330 542 -376 1,488: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 78.8 14.3 12.0 4.6 8.0 0.0 3.3 1.5 0.7 0.6: 0.0 0.0 Old : 100.0: 67.7 78.8 14.3 12.0 4.6 8.0 0.0 3.3 1.5 0.7 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 : 57: 33 34 6 4 5 . . 4 4 . 4: Old : 57: 33 34 6 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 : 38.1 55.4 58.1 71.0 31.8 48.8 49.2 58.5 Old : 38.1 55.4 58.1 71.0 31.8 48.8 49.2 58.5 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, August 21, 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 : 75,838: 51,760 52,629 8,102 6,256 12,681 0 675 2,998 75 371 196: 26 32 Old : 75,838: 51,760 52,629 8,102 6,256 12,681 0 675 2,998 75 371 196: 26 32 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -730: -727 -1,908 -186 -47 -47 -445 584 698 -2 13 -45: 24 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.3 69.4 10.7 8.2 16.7 0.0 0.9 4.0 0.1 0.5 0.3: 0.0 0.0 Old : 100.0: 68.3 69.4 10.7 8.2 16.7 0.0 0.9 4.0 0.1 0.5 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 : 45: 25 25 4 5 5 0 . . . . .: Old : 45: 25 25 4 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 : 40.7 40.6 65.0 62.3 29.0 32.1 41.5 41.5 Old : 40.7 40.6 65.0 62.3 29.0 32.1 41.5 41.5 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, August 21, 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 : 506,738: 323,633 396,263 171,176 93,773 6,544 0 5,715 1,929 1,566 624 1,890: 0 0 Old : 506,738: 323,633 396,263 171,176 93,773 6,544 0 5,715 1,929 1,566 624 1,890: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 8,153: -1,167 7,235 6,016 -1,680 2,352 0 -18 952 688 0 -688: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 78.2 33.8 18.5 1.3 0.0 1.1 0.4 0.3 0.1 0.4: 0.0 0.0 Old : 100.0: 63.9 78.2 33.8 18.5 1.3 0.0 1.1 0.4 0.3 0.1 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: 21 19 . 4 . 0 . . . . .: Old : 35: 21 19 . 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 : 56.8 66.4 79.6 87.2 51.5 57.5 68.6 73.4 Old : 56.8 66.4 79.6 87.2 51.5 57.5 68.6 73.4 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, August 21, 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 : 65,940: 44,989 26,284 132 28,176 4,934 8,371 0 4,822 850 229 435: 1,407 1,060 Old : 65,940: 44,989 26,284 132 28,176 4,934 8,371 0 4,822 850 229 435: 1,407 1,060 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 1,202: 892 468 0 634 240 210 0 -140 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 39.9 0.2 42.7 7.5 12.7 0.0 7.3 1.3 0.3 0.7: 2.1 1.6 Old : 100.0: 68.2 39.9 0.2 42.7 7.5 12.7 0.0 7.3 1.3 0.3 0.7: 2.1 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 : 43: 28 24 . 6 7 . 0 . . . .: Old : 43: 28 24 . 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 : 45.8 51.5 68.2 75.0 31.6 39.3 41.1 47.9 Old : 45.8 51.5 68.2 75.0 31.6 39.3 41.1 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 16,468: 9,032 11,131 1,871 366 1,411 568 94 2,158 0 618 192: 1,236 498 Old : 16,468: 9,032 11,131 1,871 366 1,411 568 94 2,158 0 618 192: 1,236 498 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -22: 40 -170 22 120 0 0 0 0 0 108 -80: -4 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.8 67.6 11.4 2.2 8.6 3.4 0.6 13.1 0.0 3.8 1.2: 7.5 3.0 Old : 100.0: 54.8 67.6 11.4 2.2 8.6 3.4 0.6 13.1 0.0 3.8 1.2: 7.5 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 13 . . 4 . . . 0 . .: Old : 25: 16 13 . . 4 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.5 48.2 75.2 70.5 42.0 41.3 55.8 54.1 Old : 48.5 48.2 75.2 70.5 42.0 41.3 55.8 54.1 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, August 21, 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 : 8,500: 6,460 3,794 0 2,004 117 0 1,180 28 264 0 8: 1,623 1,369 Old : 8,500: 6,460 3,794 0 2,004 117 0 1,180 28 264 0 8: 1,623 1,369 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 46: 70 -14 0 0 0 0 60 0 0 0 0: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 44.6 0.0 23.6 1.4 0.0 13.9 0.3 3.1 0.0 0.1: 19.1 16.1 Old : 100.0: 76.0 44.6 0.0 23.6 1.4 0.0 13.9 0.3 3.1 0.0 0.1: 19.1 16.1 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 : 21: 14 12 0 . . 0 . . . 0 .: Old : 21: 14 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 : 43.3 46.5 62.8 68.7 31.3 34.7 45.4 48.6 Old : 43.3 46.5 62.8 68.7 31.3 34.7 45.4 48.6 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, August 21, 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 : 13,090: 5,613 10,295 1,072 64 1,528 284 400 536 3,294 0 0: 763 267 Old : 13,090: 5,613 10,295 1,072 64 1,528 284 400 536 3,294 0 0: 763 267 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -270: 0 -240 0 0 0 30 0 -30 -270 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 78.6 8.2 0.5 11.7 2.2 3.1 4.1 25.2 0.0 0.0: 5.8 2.0 Old : 100.0: 42.9 78.6 8.2 0.5 11.7 2.2 3.1 4.1 25.2 0.0 0.0: 5.8 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 : 27: 12 16 5 . 5 . . . . 0 0: Old : 27: 12 16 5 . 5 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 39.4 71.2 60.9 49.0 35.5 58.0 49.6 Old : 50.6 39.4 71.2 60.9 49.0 35.5 58.0 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 23,064: 16,062 13,416 662 3,352 2,978 268 1,880 520 284 0 18: 2,272 900 Old : 23,064: 16,062 13,416 662 3,352 2,978 268 1,880 520 284 0 18: 2,272 900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 69.6 58.2 2.9 14.5 12.9 1.2 8.2 2.3 1.2 0.0 0.1: 9.9 3.9 Old : 100.0: 69.6 58.2 2.9 14.5 12.9 1.2 8.2 2.3 1.2 0.0 0.1: 9.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 21 19 . 5 6 . . . . 0 .: Old : 32: 21 19 . 5 6 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3 Old : 33.6 38.7 52.6 65.0 23.4 33.4 35.7 48.3 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, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 8,759: 4,517 5,602 304 0 1,138 1,194 0 116 0 0 0: 1,490 1,903 Old : 8,759: 4,517 5,602 304 0 1,138 1,194 0 116 0 0 0: 1,490 1,903 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : -52: -52 52 0 0 0 0 0 0 0 0 0: 0 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 64.0 3.5 0.0 13.0 13.6 0.0 1.3 0.0 0.0 0.0: 17.0 21.7 Old : 100.0: 51.6 64.0 3.5 0.0 13.0 13.6 0.0 1.3 0.0 0.0 0.0: 17.0 21.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 14 . 0 . . 0 . 0 0 0: Old : 21: 14 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 : 39.9 36.9 60.4 58.5 31.6 31.4 42.9 43.0 Old : 39.9 36.9 60.4 58.5 31.6 31.4 42.9 43.0 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, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 12,019: 5,761 6,107 50 1,090 1,472 0 2,406 130 3,230 0 24: 1,352 790 Old : 12,019: 5,761 6,107 50 1,090 1,472 0 2,406 130 3,230 0 24: 1,352 790 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 120: 0 0 0 0 0 0 0 0 -240 0 0: 360 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.9 50.8 0.4 9.1 12.2 0.0 20.0 1.1 26.9 0.0 0.2: 11.2 6.6 Old : 100.0: 47.9 50.8 0.4 9.1 12.2 0.0 20.0 1.1 26.9 0.0 0.2: 11.2 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 13 . . . 0 . . . 0 .: Old : 21: 13 13 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 49.1 73.8 71.0 49.5 35.9 52.9 49.6 Old : 54.4 49.1 73.8 71.0 49.5 35.9 52.9 49.6 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, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 12,586: 8,339 6,768 1,267 1,245 857 298 874 840 0 1,714 0: 985 288 Old : 12,586: 8,339 6,768 1,267 1,245 857 298 874 840 0 1,714 0: 985 288 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 102: 98 24 0 0 0 0 0 0 0 198 0: 4 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 53.8 10.1 9.9 6.8 2.4 6.9 6.7 0.0 13.6 0.0: 7.8 2.3 Old : 100.0: 66.3 53.8 10.1 9.9 6.8 2.4 6.9 6.7 0.0 13.6 0.0: 7.8 2.3 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 : 23: 14 12 . . 4 . . . 0 . 0: Old : 23: 14 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 : 46.2 50.7 69.3 75.5 41.8 43.0 54.3 62.3 Old : 46.2 50.7 69.3 75.5 41.8 43.0 54.3 62.3 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, August 21, 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 : 56,319: 50,742 45,665 2,714 7,791 2,863 0 0 0 0 0 0: 0 0 Old : 56,319: 50,742 45,665 2,714 7,791 2,863 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: August 14, 2012 : : 128: 128 108 0 20 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.1 81.1 4.8 13.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 90.1 81.1 4.8 13.8 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 : 27: 17 12 . . . 0 0 0 0 0 0: Old : 27: 17 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 : 69.7 84.0 85.2 95.8 69.7 77.8 83.0 87.9 Old : 69.7 84.0 85.2 95.8 69.7 77.8 83.0 87.9 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, August 21, 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 : 933,563: 831,238 772,591 52,517 111,164 49,808 0 0 0 0 0 0: 0 0 Old : 933,563: 831,238 772,591 52,517 111,164 49,808 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: August 14, 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: 89.0 82.8 5.6 11.9 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.0 82.8 5.6 11.9 5.3 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: 13 14 . . . 0 0 0 0 0 0: Old : 26: 13 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 : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1 Old : 69.7 84.5 89.0 94.8 68.8 77.5 85.0 87.1 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, August 21, 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 : 25,151: 24,941 11,072 210 14,079 0 0 0 0 0 0 0: 0 0 Old : 25,151: 24,941 11,072 210 14,079 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: August 14, 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: 99.2 44.0 0.8 56.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 99.2 44.0 0.8 56.0 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 : 20: 12 7 . . 0 0 0 0 0 0 0: Old : 20: 12 7 . . 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 : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1 Old : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1 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, August 21, 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 : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213 Old : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2 Old : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 13 24 4 . . 0 0 0 0 0 0: Old : 36: 13 24 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1 Old : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1 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 - Futures Only, August 21, 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 : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0 Old : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 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: 14 21 4 . . 0 0 0 . 0 0: Old : 36: 14 21 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 : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5 Old : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 66,043: 40,815 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0: 0 0 Old : 66,043: 40,815 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 61.8 63.0 11.8 15.0 7.6 2.6 0.2 14.1 2.1 0.0 0.0: 0.0 0.0 Old : 100.0: 61.8 63.0 11.8 15.0 7.6 2.6 0.2 14.1 2.1 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: 22 16 4 . 5 . . . . 0 0: Old : 36: 22 16 4 . 5 . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2 Old : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2 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 - Futures Only, August 21, 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 : 1,242,830: 1,042,638 609,292 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643: 0 0 Old : 1,242,830: 1,042,638 609,292 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 83.9 49.0 3.7 32.9 7.7 0.0 9.0 0.0 3.2 0.0 1.4: 0.0 0.0 Old : 100.0: 83.9 49.0 3.7 32.9 7.7 0.0 9.0 0.0 3.2 0.0 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 : 39: 22 18 . 5 6 0 . 0 4 0 .: Old : 39: 22 18 . 5 6 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2 Old : 40.8 42.2 60.7 69.4 36.9 39.4 54.9 59.2 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, August 21, 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 : 50,185: 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510 Old : 50,185: 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0: 0.2 1.0 Old : 100.0: 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0: 0.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 14 10 . . 4 0 . 0 0 . 0: Old : 26: 14 10 . . 4 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0 Old : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61 Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 23,332: 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0: 106 0 Old : 23,332: 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0: 106 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 980: 1,180 1,180 200 0 -200 0 200 -200 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0: 0.5 0.0 Old : 100.0: 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6 Old : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6 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, August 21, 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 : 40,773: 26,792 31,788 10,354 1,340 2,015 1,060 5,630 0 0 0 0: 552 0 Old : 40,773: 26,792 31,788 10,354 1,340 2,015 1,060 5,630 0 0 0 0: 552 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 724: 724 724 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 78.0 25.4 3.3 4.9 2.6 13.8 0.0 0.0 0.0 0.0: 1.4 0.0 Old : 100.0: 65.7 78.0 25.4 3.3 4.9 2.6 13.8 0.0 0.0 0.0 0.0: 1.4 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: 13 15 . . . . . 0 0 0 0: Old : 29: 13 15 . . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 61.3 84.5 82.5 42.4 40.7 55.6 55.5 Old : 61.5 61.3 84.5 82.5 42.4 40.7 55.6 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, August 21, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 26,748: 6,756 16,394 4,681 7,077 2,747 4,140 0 0 7,894 0 530: 0 0 Old : 26,748: 6,756 16,394 4,681 7,077 2,747 4,140 0 0 7,894 0 530: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 25.3 61.3 17.5 26.5 10.3 15.5 0.0 0.0 29.5 0.0 2.0: 0.0 0.0 Old : 100.0: 25.3 61.3 17.5 26.5 10.3 15.5 0.0 0.0 29.5 0.0 2.0: 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: 6 12 . . . . 0 0 . 0 .: Old : 20: 6 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 : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1 Old : 69.6 67.5 91.8 85.8 60.5 57.9 76.1 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, August 21, 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 : 15,865: 10,712 10,016 2,121 2,635 1,801 0 0 0 318 1,182 19: 894 212 Old : 15,865: 10,712 10,016 2,121 2,635 1,801 0 0 0 318 1,182 19: 894 212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 63.1 13.4 16.6 11.4 0.0 0.0 0.0 2.0 7.5 0.1: 5.6 1.3 Old : 100.0: 67.5 63.1 13.4 16.6 11.4 0.0 0.0 0.0 2.0 7.5 0.1: 5.6 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 12 . . . 0 0 0 . . .: Old : 26: 12 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 : 50.7 62.7 78.0 88.6 45.0 56.7 67.5 76.0 Old : 50.7 62.7 78.0 88.6 45.0 56.7 67.5 76.0 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, August 21, 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 : 12,758: 9,169 8,325 2,407 2,352 906 0 0 0 170 920 0: 106 255 Old : 12,758: 9,169 8,325 2,407 2,352 906 0 0 0 170 920 0: 106 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 71.9 65.3 18.9 18.4 7.1 0.0 0.0 0.0 1.3 7.2 0.0: 0.8 2.0 Old : 100.0: 71.9 65.3 18.9 18.4 7.1 0.0 0.0 0.0 1.3 7.2 0.0: 0.8 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 : 21: 12 6 . . . 0 0 0 . . 0: Old : 21: 12 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 : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6 Old : 51.2 67.4 81.5 92.5 50.7 60.2 73.2 79.6 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 - Futures Only, August 21, 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 : 841,900: 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0: 0 0 Old : 841,900: 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 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: 82.1 72.3 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 0.0: 0.0 0.0 Old : 100.0: 82.1 72.3 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 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 : 27: 18 11 . . . 0 . . 0 . 0: Old : 27: 18 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 : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5 Old : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5 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 - Futures Only, August 21, 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 : 978,868: 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0: 0 0 Old : 978,868: 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 9,360: 9,360 9,360 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 12 . . . . . . 0 0 0: Old : 25: 13 12 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2 Old : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2 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, August 21, 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 : 548,181: 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856: 0 0 Old : 548,181: 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 23,400: 23,400 0 0 0 0 0 0 0 -23,400 0 23,400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6: 0.0 0.0 Old : 100.0: 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6: 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 : 22: 11 11 4 . . . 0 . . 0 .: Old : 22: 11 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 : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3 Old : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3 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, August 21, 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 : 137,456: 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0: 0 0 Old : 137,456: 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 14, 2012 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 0.0: 0.0 0.0 Old : 100.0: 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 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: 6 8 . . . 0 . 0 0 . 0: Old : 20: 6 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 : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5 Old : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012