CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, October 9, 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 : 7,110: 5,000 4,790 0 1,195 245 795 0 0 455 0 105: 510 775
Old : 7,110: 5,000 4,790 0 1,195 245 795 0 0 455 0 105: 510 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 215: 150 125 0 90 -30 -15 0 0 410 0 15: -315 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 67.4 0.0 16.8 3.4 11.2 0.0 0.0 6.4 0.0 1.5: 7.2 10.9
Old : 100.0: 70.3 67.4 0.0 16.8 3.4 11.2 0.0 0.0 6.4 0.0 1.5: 7.2 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 14 0 . . . 0 0 . 0 .:
Old : 21: 12 14 0 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 48.2 77.6 71.4 51.1 48.2 65.9 61.0
Old : 59.7 48.2 77.6 71.4 51.1 48.2 65.9 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Futures Only, October 9, 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 TONS) :
: : Positions :
All : 8,185: 6,938 6,867 126 0 285 555 0 125 0 680 15: 141 213
Old : 8,185: 6,938 6,867 126 0 285 555 0 125 0 680 15: 141 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 261: -54 246 126 -79 -26 145 0 70 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 83.9 1.5 0.0 3.5 6.8 0.0 1.5 0.0 8.3 0.2: 1.7 2.6
Old : 100.0: 84.8 83.9 1.5 0.0 3.5 6.8 0.0 1.5 0.0 8.3 0.2: 1.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 13 . 0 . . 0 . 0 . .:
Old : 20: 14 13 . 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 65.9 87.0 86.8 61.1 58.0 75.7 76.1
Old : 65.1 65.9 87.0 86.8 61.1 58.0 75.7 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 9, 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 : 20,044: 7,205 2,939 867 1,487 768 0 4,559 1,005 6,651 5,613 3,173: 375 500
Old : 20,044: 7,205 2,939 867 1,487 768 0 4,559 1,005 6,651 5,613 3,173: 375 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 2,333: 1,278 978 -180 295 -125 0 385 205 570 429 665: -80 -499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 14.7 4.3 7.4 3.8 0.0 22.7 5.0 33.2 28.0 15.8: 1.9 2.5
Old : 100.0: 35.9 14.7 4.3 7.4 3.8 0.0 22.7 5.0 33.2 28.0 15.8: 1.9 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: 7 9 . . . 0 4 4 7 14 18:
Old : 37: 7 9 . . . 0 4 4 7 14 18:
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 : 48.3 43.6 64.9 60.7 44.8 36.5 59.8 47.0
Old : 48.3 43.6 64.9 60.7 44.8 36.5 59.8 47.0
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, October 9, 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 : 9,450: 2,410 2,610 495 0 180 255 1,335 485 3,615 2,400 1,685: 325 755
Old : 9,450: 2,410 2,610 495 0 180 255 1,335 485 3,615 2,400 1,685: 325 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 280: -545 -100 110 -30 -30 0 -5 35 315 -105 395: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 27.6 5.2 0.0 1.9 2.7 14.1 5.1 38.3 25.4 17.8: 3.4 8.0
Old : 100.0: 25.5 27.6 5.2 0.0 1.9 2.7 14.1 5.1 38.3 25.4 17.8: 3.4 8.0
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: 5 6 . 0 . . . . 6 8 10:
Old : 25: 5 6 . 0 . . . . 6 8 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 50.5 78.7 69.3 47.8 40.7 55.7 49.2
Old : 61.0 50.5 78.7 69.3 47.8 40.7 55.7 49.2
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, October 9, 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 : 169,735: 90,447 120,334 9,459 8,489 16,386 18,844 193 16,843 9,831 888 6,129: 1,796 473
Old : 169,735: 90,447 120,334 9,459 8,489 16,386 18,844 193 16,843 9,831 888 6,129: 1,796 473
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -3,797: -6,329 -4,192 -511 -803 585 1,696 -133 299 -552 442 236: 779 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 70.9 5.6 5.0 9.7 11.1 0.1 9.9 5.8 0.5 3.6: 1.1 0.3
Old : 100.0: 53.3 70.9 5.6 5.0 9.7 11.1 0.1 9.9 5.8 0.5 3.6: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 45 40 5 7 7 8 . 5 9 . 7:
Old : 79: 45 40 5 7 7 8 . 5 9 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 40.4 43.0 61.0 18.3 37.1 32.4 47.5
Old : 26.3 40.4 43.0 61.0 18.3 37.1 32.4 47.5
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, October 9, 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 : 60,254: 44,099 42,730 6,582 8,185 7,319 0 127 1,664 487 102 103: 0 24
Old : 60,254: 44,099 42,730 6,582 8,185 7,319 0 127 1,664 487 102 103: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -286: -766 68 25 -736 356 0 2 -51 124 25 26: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 70.9 10.9 13.6 12.1 0.0 0.2 2.8 0.8 0.2 0.2: 0.0 0.0
Old : 100.0: 73.2 70.9 10.9 13.6 12.1 0.0 0.2 2.8 0.8 0.2 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 : 38: 21 24 . 4 4 0 . . . . .:
Old : 38: 21 24 . 4 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 46.4 76.3 68.6 47.4 42.5 61.7 55.1
Old : 56.8 46.4 76.3 68.6 47.4 42.5 61.7 55.1
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, October 9, 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 : 507,729: 420,097 342,036 18,917 91,705 61,765 0 4,233 2,207 3,780 4,820 963: 0 0
Old : 507,729: 420,097 342,036 18,917 91,705 61,765 0 4,233 2,207 3,780 4,820 963: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 12,572: 11,053 12,245 -1,607 75 919 0 -3,840 1,886 321 1,287 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 67.4 3.7 18.1 12.2 0.0 0.8 0.4 0.7 0.9 0.2: 0.0 0.0
Old : 100.0: 82.7 67.4 3.7 18.1 12.2 0.0 0.8 0.4 0.7 0.9 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 22 . 4 4 0 . . . . .:
Old : 37: 23 22 . 4 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 58.3 77.2 74.8 42.3 49.4 57.6 56.6
Old : 54.7 58.3 77.2 74.8 42.3 49.4 57.6 56.6
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, October 9, 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 : 1,743,195: 1,141,421 1,410,957 206,864 192,604 68,673 235,156 16,105 30,139 43,113 6,903 17,814: 15 0
Old : 1,743,195: 1,141,421 1,410,957 206,864 192,604 68,673 235,156 16,105 30,139 43,113 6,903 17,814: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -65,869: -46,044 -54,348 -14,468 2,336 -10,684 5,796 1,076 -3,807 11,352 -3,062 3,052: -11,066 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 80.9 11.9 11.0 3.9 13.5 0.9 1.7 2.5 0.4 1.0: 0.0 0.0
Old : 100.0: 65.5 80.9 11.9 11.0 3.9 13.5 0.9 1.7 2.5 0.4 1.0: 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 : 57: 31 34 . 5 6 4 . . . . .:
Old : 57: 31 34 . 5 6 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 : 44.1 58.3 63.9 70.6 40.8 54.0 56.2 64.7
Old : 44.1 58.3 63.9 70.6 40.8 54.0 56.2 64.7
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, October 9, 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 : 77,941: 54,101 56,320 8,180 5,726 11,798 3 261 3,411 266 220 182: 0 23
Old : 77,941: 54,101 56,320 8,180 5,726 11,798 3 261 3,411 266 220 182: 0 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,862: 1,323 1,807 206 -481 357 0 228 -75 75 48 -24: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 72.3 10.5 7.3 15.1 0.0 0.3 4.4 0.3 0.3 0.2: 0.0 0.0
Old : 100.0: 69.4 72.3 10.5 7.3 15.1 0.0 0.3 4.4 0.3 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 26 29 4 4 5 . . . . . .:
Old : 47: 26 29 4 4 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 37.2 61.4 58.1 24.0 26.6 35.3 36.6
Old : 39.5 37.2 61.4 58.1 24.0 26.6 35.3 36.6
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, October 9, 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 : 500,824: 311,374 407,505 169,629 81,125 6,224 3,358 0 5,658 4,269 0 312: 0 0
Old : 500,824: 311,374 407,505 169,629 81,125 6,224 3,358 0 5,658 4,269 0 312: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 2,585: 3,547 2,619 -976 0 0 -918 0 -34 966 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 81.4 33.9 16.2 1.2 0.7 0.0 1.1 0.9 0.0 0.1: 0.0 0.0
Old : 100.0: 62.2 81.4 33.9 16.2 1.2 0.7 0.0 1.1 0.9 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 19 4 . . . 0 . . 0 .:
Old : 36: 21 19 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 : 55.9 63.5 78.2 86.5 50.7 55.0 66.8 73.1
Old : 55.9 63.5 78.2 86.5 50.7 55.0 66.8 73.1
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, October 9, 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 : 58,975: 44,782 17,541 412 29,606 4,332 733 32 5,353 2,038 715 91: 1,234 1,305
Old : 58,975: 44,782 17,541 412 29,606 4,332 733 32 5,353 2,038 715 91: 1,234 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 104: 336 40 0 536 -472 0 0 0 240 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 29.7 0.7 50.2 7.3 1.2 0.1 9.1 3.5 1.2 0.2: 2.1 2.2
Old : 100.0: 75.9 29.7 0.7 50.2 7.3 1.2 0.1 9.1 3.5 1.2 0.2: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 24 . 5 6 . . . . . .:
Old : 40: 26 24 . 5 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 : 46.2 52.5 69.0 74.5 36.6 45.2 47.3 56.6
Old : 46.2 52.5 69.0 74.5 36.6 45.2 47.3 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Futures Only, October 9, 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 : 15,726: 8,259 10,434 1,553 630 1,644 1,194 0 1,692 0 276 192: 1,192 858
Old : 15,726: 8,259 10,434 1,553 630 1,644 1,194 0 1,692 0 276 192: 1,192 858
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 40: 98 -344 28 0 0 0 0 0 0 220 -96: 10 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 66.3 9.9 4.0 10.5 7.6 0.0 10.8 0.0 1.8 1.2: 7.6 5.5
Old : 100.0: 52.5 66.3 9.9 4.0 10.5 7.6 0.0 10.8 0.0 1.8 1.2: 7.6 5.5
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 : 25: 15 12 . . 4 . 0 . 0 . .:
Old : 25: 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 : 47.8 48.0 75.0 72.2 39.3 42.3 54.6 55.7
Old : 47.8 48.0 75.0 72.2 39.3 42.3 54.6 55.7
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, October 9, 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 : 8,289: 6,444 3,702 0 1,308 352 0 1,506 128 0 0 0: 1,365 1,293
Old : 8,289: 6,444 3,702 0 1,308 352 0 1,506 128 0 0 0: 1,365 1,293
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 77.7 44.7 0.0 15.8 4.2 0.0 18.2 1.5 0.0 0.0 0.0: 16.5 15.6
Old : 100.0: 77.7 44.7 0.0 15.8 4.2 0.0 18.2 1.5 0.0 0.0 0.0: 16.5 15.6
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 : 22: 16 12 0 . . 0 . . 0 0 0:
Old : 22: 16 12 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.1 59.6 67.8 26.2 33.9 40.5 45.3
Old : 39.7 46.1 59.6 67.8 26.2 33.9 40.5 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, October 9, 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 : 11,902: 5,467 9,549 1,088 30 1,218 556 440 294 2,514 0 16: 749 355
Old : 11,902: 5,467 9,549 1,088 30 1,218 556 440 294 2,514 0 16: 749 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -205: 80 -192 0 0 0 0 0 0 -320 0 0: 35 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 80.2 9.1 0.3 10.2 4.7 3.7 2.5 21.1 0.0 0.1: 6.3 3.0
Old : 100.0: 45.9 80.2 9.1 0.3 10.2 4.7 3.7 2.5 21.1 0.0 0.1: 6.3 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 : 26: 11 16 4 . 4 . . . . 0 .:
Old : 26: 11 16 4 . 4 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 38.2 72.1 60.7 46.8 34.5 60.2 50.2
Old : 49.5 38.2 72.1 60.7 46.8 34.5 60.2 50.2
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, October 9, 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 : 20,469: 13,552 12,959 858 1,378 2,914 78 1,480 640 252 0 18: 2,157 1,080
Old : 20,469: 13,552 12,959 858 1,378 2,914 78 1,480 640 252 0 18: 2,157 1,080
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 8: 120 128 8 -112 -8 0 0 0 0 0 0: -112 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 63.3 4.2 6.7 14.2 0.4 7.2 3.1 1.2 0.0 0.1: 10.5 5.3
Old : 100.0: 66.2 63.3 4.2 6.7 14.2 0.4 7.2 3.1 1.2 0.0 0.1: 10.5 5.3
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 : 30: 18 17 4 . 6 . . . . 0 .:
Old : 30: 18 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 : 34.1 39.5 53.3 63.5 27.3 34.4 38.7 47.7
Old : 34.1 39.5 53.3 63.5 27.3 34.4 38.7 47.7
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, October 9, 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 : 8,544: 4,312 5,450 193 569 1,014 1,290 0 120 0 0 0: 1,615 1,391
Old : 8,544: 4,312 5,450 193 569 1,014 1,290 0 120 0 0 0: 1,615 1,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -10: -130 -10 0 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 63.8 2.3 6.7 11.9 15.1 0.0 1.4 0.0 0.0 0.0: 18.9 16.3
Old : 100.0: 50.5 63.8 2.3 6.7 11.9 15.1 0.0 1.4 0.0 0.0 0.0: 18.9 16.3
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: 17 13 . . . . 0 . 0 0 0:
Old : 23: 17 13 . . . . 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 : 36.0 37.2 54.1 56.7 29.0 30.9 42.9 46.6
Old : 36.0 37.2 54.1 56.7 29.0 30.9 42.9 46.6
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, October 9, 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 : 12,212: 5,135 5,663 634 18 1,996 0 1,904 144 986 0 1,546: 1,771 941
Old : 12,212: 5,135 5,663 634 18 1,996 0 1,904 144 986 0 1,546: 1,771 941
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: -216: 80 24 -120 0 0 0 -240 0 -200 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 46.4 5.2 0.1 16.3 0.0 15.6 1.2 8.1 0.0 12.7: 14.5 7.7
Old : 100.0: 42.0 46.4 5.2 0.1 16.3 0.0 15.6 1.2 8.1 0.0 12.7: 14.5 7.7
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: 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 : 54.9 46.0 71.2 69.6 28.5 29.2 34.2 39.3
Old : 54.9 46.0 71.2 69.6 28.5 29.2 34.2 39.3
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, October 9, 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 : 11,912: 6,903 6,064 1,453 1,425 771 248 936 796 0 1,454 0: 1,741 466
Old : 11,912: 6,903 6,064 1,453 1,425 771 248 936 796 0 1,454 0: 1,741 466
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 16: 16 -104 0 0 0 0 0 0 0 120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 50.9 12.2 12.0 6.5 2.1 7.9 6.7 0.0 12.2 0.0: 14.6 3.9
Old : 100.0: 57.9 50.9 12.2 12.0 6.5 2.1 7.9 6.7 0.0 12.2 0.0: 14.6 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 : 22: 14 11 . . 4 . . . 0 . 0:
Old : 22: 14 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 : 46.2 53.7 67.4 78.4 40.9 47.8 54.2 66.1
Old : 46.2 53.7 67.4 78.4 40.9 47.8 54.2 66.1
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, October 9, 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 : 55,312: 50,439 45,704 2,745 7,480 2,128 0 0 0 0 0 0: 0 0
Old : 55,312: 50,439 45,704 2,745 7,480 2,128 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: October 2, 2012 :
: 62: 62 20 0 42 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 82.6 5.0 13.5 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.2 82.6 5.0 13.5 3.8 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 : 28: 15 12 . . . 0 0 0 0 0 0:
Old : 28: 15 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 : 72.9 76.9 87.3 94.6 72.9 71.5 85.7 88.3
Old : 72.9 76.9 87.3 94.6 72.9 71.5 85.7 88.3
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, October 9, 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 : 908,489: 822,196 764,230 48,853 106,819 37,440 0 0 0 0 0 0: 0 0
Old : 908,489: 822,196 764,230 48,853 106,819 37,440 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: October 2, 2012 :
: 2,376: 2,376 0 0 2,376 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 84.1 5.4 11.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.5 84.1 5.4 11.8 4.1 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: 14 17 . . . 0 0 0 0 0 0:
Old : 27: 14 17 . . . 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 : 70.1 80.0 88.5 93.5 69.0 73.8 86.3 87.3
Old : 70.1 80.0 88.5 93.5 69.0 73.8 86.3 87.3
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, October 9, 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 : 79,250: 46,486 77,608 32,044 1,006 465 0 0 0 0 0 0: 255 171
Old : 79,250: 46,486 77,608 32,044 1,006 465 0 0 0 0 0 0: 255 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 58.7 97.9 40.4 1.3 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 58.7 97.9 40.4 1.3 0.6 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: 12 24 4 . . 0 0 0 0 0 0:
Old : 36: 12 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 : 74.8 43.2 91.0 68.3 74.2 43.2 87.3 64.8
Old : 74.8 43.2 91.0 68.3 74.2 43.2 87.3 64.8
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, October 9, 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 : 1,058,226: 692,745 1,031,199 344,762 6,308 20,719 0 0 0 0 0 0: 0 0
Old : 1,058,226: 692,745 1,031,199 344,762 6,308 20,719 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: October 2, 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: 65.5 97.4 32.6 0.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.5 97.4 32.6 0.6 2.0 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 : 34: 14 20 4 . . 0 0 0 0 0 0:
Old : 34: 14 20 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 : 69.5 44.1 89.6 66.7 67.5 44.1 81.0 63.7
Old : 69.5 44.1 89.6 66.7 67.5 44.1 81.0 63.7
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, October 9, 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 : 60,444: 37,192 39,410 7,951 11,508 4,626 4,665 0 4,900 855 0 0: 255 0
Old : 60,444: 37,192 39,410 7,951 11,508 4,626 4,665 0 4,900 855 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 147: 147 147 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 65.2 13.2 19.0 7.7 7.7 0.0 8.1 1.4 0.0 0.0: 0.4 0.0
Old : 100.0: 61.5 65.2 13.2 19.0 7.7 7.7 0.0 8.1 1.4 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 16 4 . 5 . 0 . . 0 0:
Old : 35: 21 16 4 . 5 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 45.7 57.6 71.2 30.7 38.8 46.5 57.2
Old : 37.3 45.7 57.6 71.2 30.7 38.8 46.5 57.2
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, October 9, 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 : 1,161,406: 969,622 603,764 45,675 345,824 93,477 0 105,450 0 39,741 0 12,891: 0 0
Old : 1,161,406: 969,622 603,764 45,675 345,824 93,477 0 105,450 0 39,741 0 12,891: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 83.5 52.0 3.9 29.8 8.0 0.0 9.1 0.0 3.4 0.0 1.1: 0.0 0.0
Old : 100.0: 83.5 52.0 3.9 29.8 8.0 0.0 9.1 0.0 3.4 0.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 22 19 . 5 5 0 . 0 4 0 .:
Old : 40: 22 19 . 5 5 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 : 40.9 43.0 59.7 68.7 38.0 41.5 52.4 59.6
Old : 40.9 43.0 59.7 68.7 38.0 41.5 52.4 59.6
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, October 9, 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 : 45,474: 33,764 35,391 9,580 3,830 2,066 0 2,226 0 0 1,451 0: 64 510
Old : 45,474: 33,764 35,391 9,580 3,830 2,066 0 2,226 0 0 1,451 0: 64 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 84: 84 0 0 0 0 0 0 0 0 84 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 77.8 21.1 8.4 4.5 0.0 4.9 0.0 0.0 3.2 0.0: 0.1 1.1
Old : 100.0: 74.2 77.8 21.1 8.4 4.5 0.0 4.9 0.0 0.0 3.2 0.0: 0.1 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 : 27: 15 10 . . 4 0 . 0 0 . 0:
Old : 27: 15 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 : 61.1 73.4 83.2 87.9 58.8 62.6 73.2 75.8
Old : 61.1 73.4 83.2 87.9 58.8 62.6 73.2 75.8
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, October 9, 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 : 39,841: 26,475 32,437 10,936 704 1,280 640 5,420 0 0 0 0: 510 0
Old : 39,841: 26,475 32,437 10,936 704 1,280 640 5,420 0 0 0 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 1,295: 20 1,295 1,275 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 81.4 27.4 1.8 3.2 1.6 13.6 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 66.5 81.4 27.4 1.8 3.2 1.6 13.6 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 16 . . . . . 0 0 0 0:
Old : 30: 12 16 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 62.1 88.1 81.1 50.0 44.2 62.1 58.7
Old : 65.0 62.1 88.1 81.1 50.0 44.2 62.1 58.7
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, October 9, 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 : 24,319: 10,418 14,019 2,245 5,748 2,747 2,235 0 1,275 4,869 0 530: 0 0
Old : 24,319: 10,418 14,019 2,245 5,748 2,747 2,235 0 1,275 4,869 0 530: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 42.8 57.6 9.2 23.6 11.3 9.2 0.0 5.2 20.0 0.0 2.2: 0.0 0.0
Old : 100.0: 42.8 57.6 9.2 23.6 11.3 9.2 0.0 5.2 20.0 0.0 2.2: 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 : 22: 7 14 . . . . 0 . . 0 .:
Old : 22: 7 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 : 68.1 58.4 92.5 82.2 48.9 49.9 62.0 61.2
Old : 68.1 58.4 92.5 82.2 48.9 49.9 62.0 61.2
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, October 9, 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 : 14,464: 10,126 8,707 1,849 2,509 1,445 0 0 0 192 1,675 0: 852 128
Old : 14,464: 10,126 8,707 1,849 2,509 1,445 0 0 0 192 1,675 0: 852 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 0: 0 84 0 0 0 0 0 0 0 -84 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 60.2 12.8 17.3 10.0 0.0 0.0 0.0 1.3 11.6 0.0: 5.9 0.9
Old : 100.0: 70.0 60.2 12.8 17.3 10.0 0.0 0.0 0.0 1.3 11.6 0.0: 5.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . . 0 0 0 . . 0:
Old : 24: 13 9 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 66.4 77.8 91.8 48.4 58.4 69.5 77.0
Old : 51.7 66.4 77.8 91.8 48.4 58.4 69.5 77.0
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, October 9, 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 : 722,049: 548,218 539,485 129,140 100,240 21,291 0 80 23,400 0 37,553 0: 0 0
Old : 722,049: 548,218 539,485 129,140 100,240 21,291 0 80 23,400 0 37,553 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 75.9 74.7 17.9 13.9 2.9 0.0 0.0 3.2 0.0 5.2 0.0: 0.0 0.0
Old : 100.0: 75.9 74.7 17.9 13.9 2.9 0.0 0.0 3.2 0.0 5.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 9 . . . 0 . . 0 . 0:
Old : 26: 17 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 : 56.6 74.5 82.4 90.1 50.2 56.8 62.3 65.6
Old : 56.6 74.5 82.4 90.1 50.2 56.8 62.3 65.6
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, October 9, 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 : 913,873: 616,968 627,459 233,431 107,820 51,624 11,850 126,970 0 0 0 0: 0 0
Old : 913,873: 616,968 627,459 233,431 107,820 51,624 11,850 126,970 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: October 2, 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 68.7 25.5 11.8 5.6 1.3 13.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.5 68.7 25.5 11.8 5.6 1.3 13.9 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: 14 13 . . . . . 0 0 0 0:
Old : 27: 14 13 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 74.9 88.8 89.0 47.4 55.5 66.7 67.3
Old : 63.8 74.9 88.8 89.0 47.4 55.5 66.7 67.3
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, October 9, 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 : 455,101: 118,409 253,004 111,375 48,809 69,877 72,490 0 3,555 0 461 79,395: 0 0
Old : 455,101: 118,409 253,004 111,375 48,809 69,877 72,490 0 3,555 0 461 79,395: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 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: 26.0 55.6 24.5 10.7 15.4 15.9 0.0 0.8 0.0 0.1 17.4: 0.0 0.0
Old : 100.0: 26.0 55.6 24.5 10.7 15.4 15.9 0.0 0.8 0.0 0.1 17.4: 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 : 21: 9 10 4 . . . 0 . 0 . .:
Old : 21: 9 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 : 60.4 61.4 81.9 90.3 37.5 41.1 49.9 52.9
Old : 60.4 61.4 81.9 90.3 37.5 41.1 49.9 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012