CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 7,535: 4,560 5,145 0 1,100 25 480 0 225 1,259 310 408: 578 322
Old : 7,535: 4,560 5,145 0 1,100 25 480 0 225 1,259 310 408: 578 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -120: -110 -105 0 0 0 0 0 0 10 40 -50: 30 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 68.3 0.0 14.6 0.3 6.4 0.0 3.0 16.7 4.1 5.4: 7.7 4.3
Old : 100.0: 60.5 68.3 0.0 14.6 0.3 6.4 0.0 3.0 16.7 4.1 5.4: 7.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 0 . . . 0 . 4 . 4:
Old : 21: 11 12 0 . . . 0 . 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 : 56.0 45.1 79.4 74.8 39.5 37.6 52.9 54.3
Old : 56.0 45.1 79.4 74.8 39.5 37.6 52.9 54.3
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, December 31, 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 : 31,415: 9,750 8,320 1,140 1,427 2,683 345 4,514 2,360 9,520 6,464 5,397: 220 250
Old : 31,415: 9,750 8,320 1,140 1,427 2,683 345 4,514 2,360 9,520 6,464 5,397: 220 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -50: 0 -60 0 0 0 0 120 -15 120 0 -120: -35 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 26.5 3.6 4.5 8.5 1.1 14.4 7.5 30.3 20.6 17.2: 0.7 0.8
Old : 100.0: 31.0 26.5 3.6 4.5 8.5 1.1 14.4 7.5 30.3 20.6 17.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 9 10 . . . . . 4 11 10 17:
Old : 39: 9 10 . . . . . 4 11 10 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 44.8 64.4 65.2 42.2 32.9 50.2 46.1
Old : 46.1 44.8 64.4 65.2 42.2 32.9 50.2 46.1
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, December 31, 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 : 12,800: 2,790 4,360 465 705 315 985 305 1,435 4,515 3,155 1,900: 395 625
Old : 12,800: 2,790 4,360 465 705 315 985 305 1,435 4,515 3,155 1,900: 395 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -45: 0 0 0 0 0 0 0 0 0 -195 -45: 0 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 34.1 3.6 5.5 2.5 7.7 2.4 11.2 35.3 24.6 14.8: 3.1 4.9
Old : 100.0: 21.8 34.1 3.6 5.5 2.5 7.7 2.4 11.2 35.3 24.6 14.8: 3.1 4.9
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 : 29: 5 8 . . . . . . 5 10 14:
Old : 29: 5 8 . . . . . . 5 10 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 : 66.3 41.4 82.3 63.5 46.8 30.5 57.2 44.0
Old : 66.3 41.4 82.3 63.5 46.8 30.5 57.2 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 167,105: 84,407 120,119 20,080 9,957 16,288 15,503 1,058 12,309 11,630 676 6,314: 574 384
Old : 167,105: 84,407 120,119 20,080 9,957 16,288 15,503 1,058 12,309 11,630 676 6,314: 574 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -14: 936 310 -1,327 405 47 696 28 -454 818 67 -373: -357 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 71.9 12.0 6.0 9.7 9.3 0.6 7.4 7.0 0.4 3.8: 0.3 0.2
Old : 100.0: 50.5 71.9 12.0 6.0 9.7 9.3 0.6 7.4 7.0 0.4 3.8: 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 : 83: 46 37 4 7 9 6 . 5 12 4 11:
Old : 83: 46 37 4 7 9 6 . 5 12 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 40.5 43.8 60.0 20.7 34.0 32.4 43.0
Old : 26.9 40.5 43.8 60.0 20.7 34.0 32.4 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 62,187: 44,765 52,343 11,352 2,921 4,376 0 935 1,184 308 50 178: 24 200
Old : 62,187: 44,765 52,343 11,352 2,921 4,376 0 935 1,184 308 50 178: 24 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -345: 16 255 -73 -129 26 0 -73 -104 0 -102 102: -312 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 84.2 18.3 4.7 7.0 0.0 1.5 1.9 0.5 0.1 0.3: 0.0 0.3
Old : 100.0: 72.0 84.2 18.3 4.7 7.0 0.0 1.5 1.9 0.5 0.1 0.3: 0.0 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 : 36: 21 23 . . 5 0 . . . . .:
Old : 36: 21 23 . . 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 : 55.5 50.9 76.8 69.6 53.0 46.4 65.1 57.2
Old : 55.5 50.9 76.8 69.6 53.0 46.4 65.1 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 564,875: 472,692 424,603 46,388 85,417 37,301 0 13,659 1,936 3,918 1,383 576: 2,064 0
Old : 564,875: 472,692 424,603 46,388 85,417 37,301 0 13,659 1,936 3,918 1,383 576: 2,064 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -163: -3,839 8,085 8,132 39 -7,174 0 -576 0 1,518 327 -864: 2,064 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 75.2 8.2 15.1 6.6 0.0 2.4 0.3 0.7 0.2 0.1: 0.4 0.0
Old : 100.0: 83.7 75.2 8.2 15.1 6.6 0.0 2.4 0.3 0.7 0.2 0.1: 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: 22 24 . . 4 0 . . . . .:
Old : 35: 22 24 . . 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 : 54.0 58.5 80.9 75.2 45.8 57.6 63.1 66.3
Old : 54.0 58.5 80.9 75.2 45.8 57.6 63.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 1,674,564: 1,093,674 1,326,223 145,147 150,294 96,450 219,421 49,156 18,864 81,006 13,575 20,002: 0 0
Old : 1,674,564: 1,093,674 1,326,223 145,147 150,294 96,450 219,421 49,156 18,864 81,006 13,575 20,002: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 8,574: 8,999 7,400 -9,352 -4,720 1,927 0 448 0 8,960 5,479 -1,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 79.2 8.7 9.0 5.8 13.1 2.9 1.1 4.8 0.8 1.2: 0.0 0.0
Old : 100.0: 65.3 79.2 8.7 9.0 5.8 13.1 2.9 1.1 4.8 0.8 1.2: 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 : 63: 35 39 5 4 4 . . . 4 . 5:
Old : 63: 35 39 5 4 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 : 43.6 54.4 61.6 68.8 40.3 50.1 57.0 62.1
Old : 43.6 54.4 61.6 68.8 40.3 50.1 57.0 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 65,619: 45,958 50,032 5,812 2,014 9,891 544 0 3,220 90 334 104: 0 24
Old : 65,619: 45,958 50,032 5,812 2,014 9,891 544 0 3,220 90 334 104: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -242: 45 -422 -107 -24 233 -360 0 153 -50 0 26: -182 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 76.2 8.9 3.1 15.1 0.8 0.0 4.9 0.1 0.5 0.2: 0.0 0.0
Old : 100.0: 70.0 76.2 8.9 3.1 15.1 0.8 0.0 4.9 0.1 0.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 25 4 4 5 . 0 . . . .:
Old : 44: 29 25 4 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 : 37.3 44.7 61.1 67.1 27.8 32.6 38.0 40.7
Old : 37.3 44.7 61.1 67.1 27.8 32.6 38.0 40.7
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 FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 427,239: 262,010 357,354 142,709 61,401 5,920 11,707 0 1,933 2,329 0 631: 0 0
Old : 427,239: 262,010 357,354 142,709 61,401 5,920 11,707 0 1,933 2,329 0 631: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 657: 5,448 657 -4,791 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 83.6 33.4 14.4 1.4 2.7 0.0 0.5 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 61.3 83.6 33.4 14.4 1.4 2.7 0.0 0.5 0.5 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 : 28: 17 15 . . . . 0 . . 0 .:
Old : 28: 17 15 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 68.5 80.6 88.0 53.8 62.8 72.7 77.9
Old : 59.0 68.5 80.6 88.0 53.8 62.8 72.7 77.9
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, December 31, 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 : 55,451: 47,154 18,811 508 30,456 1,319 1,280 1,762 1,684 2,040 145 140: 1,326 1,134
Old : 55,451: 47,154 18,811 508 30,456 1,319 1,280 1,762 1,684 2,040 145 140: 1,326 1,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -7,681: -2,077 -3,852 8 1,540 -516 -579 1,762 -1,714 42 -674 8: -2,853 -4,235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 33.9 0.9 54.9 2.4 2.3 3.2 3.0 3.7 0.3 0.3: 2.4 2.0
Old : 100.0: 85.0 33.9 0.9 54.9 2.4 2.3 3.2 3.0 3.7 0.3 0.3: 2.4 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 : 37: 19 21 . 5 6 . . . . . .:
Old : 37: 19 21 . 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 : 59.4 65.7 76.3 79.6 57.6 64.8 72.6 76.9
Old : 59.4 65.7 76.3 79.6 57.6 64.8 72.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Disaggregated Commitments of Traders - Futures Only, December 31, 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 0F 400 MEGAWATT HOURS) :
: : Positions :
All : 6,140: 4,450 4,921 1,141 564 64 0 0 0 84 0 0: 401 591
Old : 6,140: 4,450 4,921 1,141 564 64 0 0 0 84 0 0: 401 591
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 72.5 80.1 18.6 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 6.5 9.6
Old : 100.0: 72.5 80.1 18.6 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 6.5 9.6
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: 13 14 . . . 0 0 0 . 0 0:
Old : 22: 13 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 : 54.4 63.4 82.0 82.7 54.1 53.9 73.9 70.8
Old : 54.4 63.4 82.0 82.7 54.1 53.9 73.9 70.8
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, December 31, 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 : 13,890: 7,475 9,212 843 610 1,682 1,250 0 1,456 0 294 120: 1,064 516
Old : 13,890: 7,475 9,212 843 610 1,682 1,250 0 1,456 0 294 120: 1,064 516
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 136: 200 60 -230 -80 156 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 66.3 6.1 4.4 12.1 9.0 0.0 10.5 0.0 2.1 0.9: 7.7 3.7
Old : 100.0: 53.8 66.3 6.1 4.4 12.1 9.0 0.0 10.5 0.0 2.1 0.9: 7.7 3.7
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 : 27: 17 14 . . 4 . 0 . 0 . .:
Old : 27: 17 14 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 53.3 73.2 77.4 41.5 47.4 54.8 58.6
Old : 47.9 53.3 73.2 77.4 41.5 47.4 54.8 58.6
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, December 31, 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 : 11,622: 5,992 8,721 1,674 0 936 466 480 374 1,292 0 400: 488 711
Old : 11,622: 5,992 8,721 1,674 0 936 466 480 374 1,292 0 400: 488 711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -574: -367 -671 60 0 -158 -30 40 -40 -30 0 0: -9 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 75.0 14.4 0.0 8.1 4.0 4.1 3.2 11.1 0.0 3.4: 4.2 6.1
Old : 100.0: 51.6 75.0 14.4 0.0 8.1 4.0 4.1 3.2 11.1 0.0 3.4: 4.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . 0 . . . . . 0 .:
Old : 25: 13 15 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 38.8 67.2 63.6 35.2 36.3 54.6 55.1
Old : 42.2 38.8 67.2 63.6 35.2 36.3 54.6 55.1
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, December 31, 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 : 18,588: 12,041 13,172 1,338 604 2,404 66 1,080 580 512 0 18: 1,629 730
Old : 18,588: 12,041 13,172 1,338 604 2,404 66 1,080 580 512 0 18: 1,629 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 0: 0 0 -48 -48 48 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 70.9 7.2 3.2 12.9 0.4 5.8 3.1 2.8 0.0 0.1: 8.8 3.9
Old : 100.0: 64.8 70.9 7.2 3.2 12.9 0.4 5.8 3.1 2.8 0.0 0.1: 8.8 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 : 34: 22 19 4 . 6 . . . . 0 .:
Old : 34: 22 19 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 : 35.9 38.3 55.6 61.9 30.8 34.3 45.8 46.3
Old : 35.9 38.3 55.6 61.9 30.8 34.3 45.8 46.3
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, December 31, 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 : 7,882: 3,894 4,428 371 729 656 938 0 192 0 0 0: 1,831 1,877
Old : 7,882: 3,894 4,428 371 729 656 938 0 192 0 0 0: 1,831 1,877
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 49.4 56.2 4.7 9.2 8.3 11.9 0.0 2.4 0.0 0.0 0.0: 23.2 23.8
Old : 100.0: 49.4 56.2 4.7 9.2 8.3 11.9 0.0 2.4 0.0 0.0 0.0: 23.2 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 12 . . . . 0 . 0 0 0:
Old : 21: 15 12 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 39.5 53.5 59.5 27.0 33.0 45.1 49.4
Old : 33.7 39.5 53.5 59.5 27.0 33.0 45.1 49.4
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, December 31, 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 : 10,865: 4,272 5,031 1,240 86 1,518 0 1,506 124 490 0 1,516: 1,705 1,084
Old : 10,865: 4,272 5,031 1,240 86 1,518 0 1,506 124 490 0 1,516: 1,705 1,084
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 12: 16 12 0 0 0 0 0 0 0 0 0: -4 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 46.3 11.4 0.8 14.0 0.0 13.9 1.1 4.5 0.0 14.0: 15.7 10.0
Old : 100.0: 39.3 46.3 11.4 0.8 14.0 0.0 13.9 1.1 4.5 0.0 14.0: 15.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 13 . . . 0 . . . 0 .:
Old : 22: 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 : 53.3 44.4 72.4 68.7 27.7 30.4 37.7 40.9
Old : 53.3 44.4 72.4 68.7 27.7 30.4 37.7 40.9
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, December 31, 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 : 10,745: 6,228 5,319 1,491 1,355 773 0 1,280 770 0 736 20: 1,463 492
Old : 10,745: 6,228 5,319 1,491 1,355 773 0 1,280 770 0 736 20: 1,463 492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 11: 11 11 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 49.5 13.9 12.6 7.2 0.0 11.9 7.2 0.0 6.8 0.2: 13.6 4.6
Old : 100.0: 58.0 49.5 13.9 12.6 7.2 0.0 11.9 7.2 0.0 6.8 0.2: 13.6 4.6
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 : 23: 14 9 . . 4 0 . . 0 . .:
Old : 23: 14 9 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 54.3 65.2 82.2 41.9 48.3 54.1 65.6
Old : 43.9 54.3 65.2 82.2 41.9 48.3 54.1 65.6
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, December 31, 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 : 55,775: 50,351 46,997 3,323 6,677 2,101 0 0 0 0 0 0: 0 0
Old : 55,775: 50,351 46,997 3,323 6,677 2,101 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: December 24, 2012 :
: 462: 462 462 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 84.3 6.0 12.0 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 84.3 6.0 12.0 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 : 33: 21 16 5 . . 0 0 0 0 0 0:
Old : 33: 21 16 5 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 75.0 85.5 93.0 67.7 69.2 83.5 86.8
Old : 68.1 75.0 85.5 93.0 67.7 69.2 83.5 86.8
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, December 31, 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 : 856,918: 776,728 719,990 43,526 100,264 36,664 0 0 0 0 0 0: 0 0
Old : 856,918: 776,728 719,990 43,526 100,264 36,664 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 5,096: 5,096 5,096 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 84.0 5.1 11.7 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.6 84.0 5.1 11.7 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 16 . . . 0 0 0 0 0 0:
Old : 28: 18 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 80.7 84.5 91.1 58.6 74.2 82.1 84.5
Old : 61.0 80.7 84.5 91.1 58.6 74.2 82.1 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 456,710: 334,145 74,299 72,371 4,664 5,538 0 0 0 44,656 372,209 0: 0 0
Old : 456,710: 334,145 74,299 72,371 4,664 5,538 0 0 0 44,656 372,209 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 6,504: 3,528 6,504 0 0 0 0 0 0 2,976 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 16.3 15.8 1.0 1.2 0.0 0.0 0.0 9.8 81.5 0.0: 0.0 0.0
Old : 100.0: 73.2 16.3 15.8 1.0 1.2 0.0 0.0 0.0 9.8 81.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 10 . . . 0 0 0 . . 0:
Old : 21: 9 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 88.3 96.9 94.9 70.3 88.3 93.5 94.7
Old : 71.3 88.3 96.9 94.9 70.3 88.3 93.5 94.7
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, December 31, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 67,788: 40,797 66,464 25,256 522 675 0 0 0 805 0 0: 255 127
Old : 67,788: 40,797 66,464 25,256 522 675 0 0 0 805 0 0: 255 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 66: 66 66 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 0.2
Old : 100.0: 60.2 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 13 24 4 . . 0 0 0 . 0 0:
Old : 38: 13 24 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 : 75.6 44.1 89.2 72.1 74.9 44.1 86.1 69.1
Old : 75.6 44.1 89.2 72.1 74.9 44.1 86.1 69.1
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, December 31, 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 : 901,206: 639,249 865,463 228,630 3,264 32,479 0 0 0 848 0 0: 0 0
Old : 901,206: 639,249 865,463 228,630 3,264 32,479 0 0 0 848 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 70.9 96.0 25.4 0.4 3.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 70.9 96.0 25.4 0.4 3.6 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: 16 21 4 . . 0 0 0 . 0 0:
Old : 36: 16 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 : 68.8 45.6 85.8 67.6 66.5 45.6 77.2 63.2
Old : 68.8 45.6 85.8 67.6 66.5 45.6 77.2 63.2
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, December 31, 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 : 55,647: 35,289 37,432 8,027 11,288 4,286 4,895 0 2,260 635 381 0: 255 0
Old : 55,647: 35,289 37,432 8,027 11,288 4,286 4,895 0 2,260 635 381 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 447: 447 66 0 0 0 0 0 0 0 381 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 67.3 14.4 20.3 7.7 8.8 0.0 4.1 1.1 0.7 0.0: 0.5 0.0
Old : 100.0: 63.4 67.3 14.4 20.3 7.7 8.8 0.0 4.1 1.1 0.7 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 15 4 . 5 . 0 . . . 0:
Old : 36: 22 15 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 : 39.8 49.3 61.0 72.4 35.1 42.9 55.4 61.4
Old : 39.8 49.3 61.0 72.4 35.1 42.9 55.4 61.4
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, December 31, 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 : 1,114,702: 938,819 613,790 47,829 307,910 86,837 0 97,840 0 32,892 0 8,325: 0 0
Old : 1,114,702: 938,819 613,790 47,829 307,910 86,837 0 97,840 0 32,892 0 8,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: -1,568: -1,568 -1,568 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 55.1 4.3 27.6 7.8 0.0 8.8 0.0 3.0 0.0 0.7: 0.0 0.0
Old : 100.0: 84.2 55.1 4.3 27.6 7.8 0.0 8.8 0.0 3.0 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 20 . 4 5 0 . 0 4 0 .:
Old : 41: 23 20 . 4 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 : 44.7 43.7 63.6 68.5 43.1 42.2 59.0 63.1
Old : 44.7 43.7 63.6 68.5 43.1 42.2 59.0 63.1
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, December 31, 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 : 39,255: 28,465 31,015 9,770 3,465 1,000 0 2,182 0 0 1,338 0: 20 255
Old : 39,255: 28,465 31,015 9,770 3,465 1,000 0 2,182 0 0 1,338 0: 20 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 63: 63 0 0 0 0 0 0 0 0 63 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 79.0 24.9 8.8 2.5 0.0 5.6 0.0 0.0 3.4 0.0: 0.1 0.6
Old : 100.0: 72.5 79.0 24.9 8.8 2.5 0.0 5.6 0.0 0.0 3.4 0.0: 0.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 12 . . . 0 . 0 0 . 0:
Old : 28: 16 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 78.7 84.0 93.1 57.7 68.6 74.1 79.0
Old : 60.4 78.7 84.0 93.1 57.7 68.6 74.1 79.0
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, December 31, 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 : 36,220: 24,532 28,957 10,920 1,495 568 200 5,200 0 0 0 0: 0 0
Old : 36,220: 24,532 28,957 10,920 1,495 568 200 5,200 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: December 24, 2012 :
: 330: 330 330 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 79.9 30.1 4.1 1.6 0.6 14.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.7 79.9 30.1 4.1 1.6 0.6 14.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 19 . . . . . 0 0 0 0:
Old : 30: 13 19 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 64.2 87.4 81.9 53.2 46.6 67.6 64.3
Old : 66.3 64.2 87.4 81.9 53.2 46.6 67.6 64.3
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, December 31, 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 : 23,957: 12,787 14,885 500 3,827 1,940 1,355 0 1,495 4,070 0 1,810: 0 0
Old : 23,957: 12,787 14,885 500 3,827 1,940 1,355 0 1,495 4,070 0 1,810: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 53.4 62.1 2.1 16.0 8.1 5.7 0.0 6.2 17.0 0.0 7.6: 0.0 0.0
Old : 100.0: 53.4 62.1 2.1 16.0 8.1 5.7 0.0 6.2 17.0 0.0 7.6: 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 : 23: 8 14 . . . . 0 . . 0 .:
Old : 23: 8 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 : 68.4 52.3 91.5 79.6 51.4 41.4 60.7 57.2
Old : 68.4 52.3 91.5 79.6 51.4 41.4 60.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 8,824: 8,211 6,358 168 1,042 0 126 0 0 0 0 0: 319 1,424
Old : 8,824: 8,211 6,358 168 1,042 0 126 0 0 0 0 0: 319 1,424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 93.1 72.1 1.9 11.8 0.0 1.4 0.0 0.0 0.0 0.0 0.0: 3.6 16.1
Old : 100.0: 93.1 72.1 1.9 11.8 0.0 1.4 0.0 0.0 0.0 0.0 0.0: 3.6 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 : 22: 14 13 . . 0 . 0 0 0 0 0:
Old : 22: 14 13 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 53.0 82.2 74.5 54.0 50.3 74.5 65.4
Old : 59.3 53.0 82.2 74.5 54.0 50.3 74.5 65.4
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, December 31, 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 : 23,243: 17,822 15,106 2,733 3,386 1,565 0 526 0 60 2,640 0: 1,063 20
Old : 23,243: 17,822 15,106 2,733 3,386 1,565 0 526 0 60 2,640 0: 1,063 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 76.7 65.0 11.8 14.6 6.7 0.0 2.3 0.0 0.3 11.4 0.0: 4.6 0.1
Old : 100.0: 76.7 65.0 11.8 14.6 6.7 0.0 2.3 0.0 0.3 11.4 0.0: 4.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 10 . . . 0 . 0 . . 0:
Old : 30: 16 10 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 78.1 68.3 91.0 45.4 70.4 63.6 83.2
Old : 46.7 78.1 68.3 91.0 45.4 70.4 63.6 83.2
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, December 31, 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 : 12,820: 9,925 9,678 2,048 2,423 510 0 0 0 0 60 0: 337 149
Old : 12,820: 9,925 9,678 2,048 2,423 510 0 0 0 0 60 0: 337 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 77.4 75.5 16.0 18.9 4.0 0.0 0.0 0.0 0.0 0.5 0.0: 2.6 1.2
Old : 100.0: 77.4 75.5 16.0 18.9 4.0 0.0 0.0 0.0 0.0 0.5 0.0: 2.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 0 0 0 . 0:
Old : 21: 13 10 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 66.0 86.7 91.7 53.2 61.2 78.9 76.0
Old : 55.3 66.0 86.7 91.7 53.2 61.2 78.9 76.0
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, December 31, 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 : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0
Old : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 10 . . . 0 . . 0 . 0:
Old : 26: 17 10 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 77.5 81.6 91.5 51.2 56.8 64.2 67.5
Old : 57.9 77.5 81.6 91.5 51.2 56.8 64.2 67.5
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, December 31, 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 : 877,626: 644,226 607,954 177,536 98,688 51,624 4,240 119,360 0 0 0 0: 0 0
Old : 877,626: 644,226 607,954 177,536 98,688 51,624 4,240 119,360 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: December 24, 2012 :
: 5,096: 5,096 5,096 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 69.3 20.2 11.2 5.9 0.5 13.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.4 69.3 20.2 11.2 5.9 0.5 13.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 18 . . . . . 0 0 0 0:
Old : 29: 16 18 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 70.0 88.4 83.9 42.7 50.3 61.6 59.9
Old : 58.9 70.0 88.4 83.9 42.7 50.3 61.6 59.9
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, December 31, 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 : 507,199: 183,124 354,751 100,536 0 88,816 76,893 0 1,272 424 6,226 56,134: 0 0
Old : 507,199: 183,124 354,751 100,536 0 88,816 76,893 0 1,272 424 6,226 56,134: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2012 :
: 1,568: 1,568 1,568 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 69.9 19.8 0.0 17.5 15.2 0.0 0.3 0.1 1.2 11.1: 0.0 0.0
Old : 100.0: 36.1 69.9 19.8 0.0 17.5 15.2 0.0 0.3 0.1 1.2 11.1: 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 : 25: 10 14 5 0 . . 0 . . . .:
Old : 25: 10 14 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 : 53.8 49.6 78.2 78.5 37.7 34.9 48.6 46.8
Old : 53.8 49.6 78.2 78.5 37.7 34.9 48.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, December 31, 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 : 237,016: 176,616 140,321 51,920 80,424 8,480 0 0 0 0 7,791 0: 0 0
Old : 237,016: 176,616 140,321 51,920 80,424 8,480 0 0 0 0 7,791 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 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: 74.5 59.2 21.9 33.9 3.6 0.0 0.0 0.0 0.0 3.3 0.0: 0.0 0.0
Old : 100.0: 74.5 59.2 21.9 33.9 3.6 0.0 0.0 0.0 0.0 3.3 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 : 24: 13 10 . . . 0 0 0 0 . 0:
Old : 24: 13 10 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 57.6 77.0 84.8 41.6 49.4 68.0 70.3
Old : 45.4 57.6 77.0 84.8 41.6 49.4 68.0 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2013