COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 7,223: 1,445 695 267 340 190 15 495 385 3,351 3,444 1,067: 503 607
Old : 7,223: 1,445 695 267 340 190 15 495 385 3,351 3,444 1,067: 503 607
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 9.6 3.7 4.7 2.6 0.2 6.9 5.3 46.4 47.7 14.8: 7.0 8.4
Old : 100.0: 20.0 9.6 3.7 4.7 2.6 0.2 6.9 5.3 46.4 47.7 14.8: 7.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: . . . . . . . . 4 8 10:
Old : 20: . . . . . . . . 4 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 : 66.6 42.0 78.7 65.4 62.7 35.7 66.8 52.7
Old : 66.6 42.0 78.7 65.4 62.7 35.7 66.8 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 181,967: 93,339 79,380 224 24,957 51,894 9,736 0 22,970 636 0 954: 2,214 1,813
Old : 181,967: 93,339 79,380 224 24,957 51,894 9,736 0 22,970 636 0 954: 2,214 1,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -16,004: -6,383 -10,362 -228 2,424 -6,363 -1,440 -140 -996 26 0 -565: -53 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 43.6 0.1 13.7 28.5 5.4 0.0 12.6 0.3 0.0 0.5: 1.2 1.0
Old : 100.0: 51.3 43.6 0.1 13.7 28.5 5.4 0.0 12.6 0.3 0.0 0.5: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 27 . 6 7 . 0 . . 0 .:
Old : 40: 27 27 . 6 7 . 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 : 34.3 40.4 62.9 68.7 12.6 14.3 15.8 17.5
Old : 34.3 40.4 62.9 68.7 12.6 14.3 15.8 17.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 29,627: 14,553 15,386 551 2,153 6,610 2,855 0 3,558 0 1,054 172: 1,328 694
Old : 29,627: 14,553 15,386 551 2,153 6,610 2,855 0 3,558 0 1,054 172: 1,328 694
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,268: -727 -656 -117 20 -258 62 0 -248 0 70 -44: 64 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.1 51.9 1.9 7.3 22.3 9.6 0.0 12.0 0.0 3.6 0.6: 4.5 2.3
Old : 100.0: 49.1 51.9 1.9 7.3 22.3 9.6 0.0 12.0 0.0 3.6 0.6: 4.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . 4 . 0 . 0 . .:
Old : 26: 16 13 . . 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 : 48.4 53.4 70.5 74.6 29.3 26.9 35.2 35.6
Old : 48.4 53.4 70.5 74.6 29.3 26.9 35.2 35.6
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 - Options and Futures Combined, July 3, 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 : 13,289: 4,823 9,745 1,070 114 1,636 0 785 734 4,012 0 0: 1,015 276
Old : 13,289: 4,823 9,745 1,070 114 1,636 0 785 734 4,012 0 0: 1,015 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -236: -241 -49 -63 -162 64 0 -178 172 -118 0 0: -49 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 73.3 8.1 0.9 12.3 0.0 5.9 5.5 30.2 0.0 0.0: 7.6 2.1
Old : 100.0: 36.3 73.3 8.1 0.9 12.3 0.0 5.9 5.5 30.2 0.0 0.0: 7.6 2.1
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: 10 14 4 . 5 0 . . . 0 0:
Old : 25: 10 14 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 : 55.1 34.6 73.1 59.2 50.2 29.8 54.8 45.8
Old : 55.1 34.6 73.1 59.2 50.2 29.8 54.8 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 23,434: 17,432 12,212 804 4,958 2,358 408 2,480 400 290 0 18: 1,724 1,008
Old : 23,434: 17,432 12,212 804 4,958 2,358 408 2,480 400 290 0 18: 1,724 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,515: -1,197 -552 -242 -854 0 -30 -200 0 -10 0 4: -40 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 52.1 3.4 21.2 10.1 1.7 10.6 1.7 1.2 0.0 0.1: 7.4 4.3
Old : 100.0: 74.4 52.1 3.4 21.2 10.1 1.7 10.6 1.7 1.2 0.0 0.1: 7.4 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 : 31: 20 18 . 4 6 . . . . 0 .:
Old : 31: 20 18 . 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 41.8 55.1 65.3 23.2 37.3 36.7 48.7
Old : 35.9 41.8 55.1 65.3 23.2 37.3 36.7 48.7
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 - Options and Futures Combined, July 3, 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 : 8,635: 4,332 5,593 538 0 1,030 1,128 0 176 0 0 0: 1,431 1,836
Old : 8,635: 4,332 5,593 538 0 1,030 1,128 0 176 0 0 0: 1,431 1,836
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -469: -255 -247 -10 0 -79 -22 0 -50 0 0 0: -53 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 64.8 6.2 0.0 11.9 13.1 0.0 2.0 0.0 0.0 0.0: 16.6 21.3
Old : 100.0: 50.2 64.8 6.2 0.0 11.9 13.1 0.0 2.0 0.0 0.0 0.0: 16.6 21.3
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: 15 14 . 0 . . 0 . 0 0 0:
Old : 21: 15 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 : 40.5 35.7 62.8 56.9 31.3 30.5 45.3 42.7
Old : 40.5 35.7 62.8 56.9 31.3 30.5 45.3 42.7
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 - Options and Futures Combined, July 3, 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 : 12,620: 5,796 6,300 84 1,368 1,432 0 2,624 156 4,138 0 0: 1,014 740
Old : 12,620: 5,796 6,300 84 1,368 1,432 0 2,624 156 4,138 0 0: 1,014 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -414: -420 -158 -34 -278 0 0 68 20 58 0 0: -38 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 49.9 0.7 10.8 11.3 0.0 20.8 1.2 32.8 0.0 0.0: 8.0 5.9
Old : 100.0: 45.9 49.9 0.7 10.8 11.3 0.0 20.8 1.2 32.8 0.0 0.0: 8.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 . . . 0 0:
Old : 21: 13 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 : 57.1 50.8 76.9 70.5 54.1 38.7 57.8 52.3
Old : 57.1 50.8 76.9 70.5 54.1 38.7 57.8 52.3
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 - Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 13,156: 8,738 6,632 1,178 1,528 946 378 918 836 0 1,414 48: 1,032 834
Old : 13,156: 8,738 6,632 1,178 1,528 946 378 918 836 0 1,414 48: 1,032 834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -738: -873 -392 59 -53 -59 100 6 -106 0 -114 0: 141 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 50.4 9.0 11.6 7.2 2.9 7.0 6.4 0.0 10.7 0.4: 7.8 6.3
Old : 100.0: 66.4 50.4 9.0 11.6 7.2 2.9 7.0 6.4 0.0 10.7 0.4: 7.8 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . . 4 . . . 0 . .:
Old : 23: 14 13 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 44.8 69.3 69.9 41.5 35.7 52.9 55.5
Old : 46.7 44.8 69.3 69.9 41.5 35.7 52.9 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 58,624: 53,210 47,528 2,570 8,252 2,844 0 0 0 0 0 0: 0 0
Old : 58,624: 53,210 47,528 2,570 8,252 2,844 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,211: -3,169 -2,602 -42 -609 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 81.1 4.4 14.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.8 81.1 4.4 14.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 . . . 0 0 0 0 0 0:
Old : 25: 16 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 84.8 85.1 97.1 69.9 78.7 82.9 89.8
Old : 69.9 84.8 85.1 97.1 69.9 78.7 82.9 89.8
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 - Options and Futures Combined, July 3, 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 : 966,448: 868,456 796,475 46,031 118,012 51,961 0 0 0 0 0 0: 0 0
Old : 966,448: 868,456 796,475 46,031 118,012 51,961 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -37,217: -36,449 -27,625 -776 -9,600 8 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 82.4 4.8 12.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.9 82.4 4.8 12.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 13 . . . 0 0 0 0 0 0:
Old : 24: 13 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 85.2 89.2 94.6 69.3 78.5 85.3 87.0
Old : 70.3 85.2 89.2 94.6 69.3 78.5 85.3 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 27,041: 26,831 12,269 210 14,772 0 0 0 0 0 0 0: 0 0
Old : 27,041: 26,831 12,269 210 14,772 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -1,113: -1,113 -483 0 -630 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 45.4 0.8 54.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 45.4 0.8 54.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 . . 0 0 0 0 0 0 0:
Old : 20: 12 7 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6
Old : 67.8 92.0 92.8 99.2 67.8 92.0 92.5 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 101,190: 59,026 98,515 41,402 1,976 465 0 0 0 42 0 0: 255 234
Old : 101,190: 59,026 98,515 41,402 1,976 465 0 0 0 42 0 0: 255 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -6,783: -3,528 -6,552 -3,297 -210 0 0 0 0 42 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 97.4 40.9 2.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 58.3 97.4 40.9 2.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 13 25 4 . . 0 0 0 . 0 0:
Old : 38: 13 25 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 : 71.3 41.0 89.1 65.0 70.9 41.0 85.3 63.7
Old : 71.3 41.0 89.1 65.0 70.9 41.0 85.3 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 1,396,074: 833,201 1,358,171 538,234 17,184 20,719 0 0 0 3,920 0 0: 0 0
Old : 1,396,074: 833,201 1,358,171 538,234 17,184 20,719 0 0 0 3,920 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -100,144: -47,616 -98,608 -56,448 -1,536 0 0 0 0 3,920 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 97.3 38.6 1.2 1.5 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 59.7 97.3 38.6 1.2 1.5 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 13 21 4 . . 0 0 0 . 0 0:
Old : 35: 13 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 : 68.9 44.5 91.1 66.1 67.4 44.5 83.7 64.4
Old : 68.9 44.5 91.1 66.1 67.4 44.5 83.7 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 64,136: 39,279 40,417 6,424 7,998 5,256 3,820 2,665 7,800 1,557 0 0: 0 0
Old : 64,136: 39,279 40,417 6,424 7,998 5,256 3,820 2,665 7,800 1,557 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -2,310: -1,869 -1,785 84 -105 -210 -210 -210 0 -105 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 63.0 10.0 12.5 8.2 6.0 4.2 12.2 2.4 0.0 0.0: 0.0 0.0
Old : 100.0: 61.2 63.0 10.0 12.5 8.2 6.0 4.2 12.2 2.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 15 4 . 5 . . . . 0 0:
Old : 35: 21 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 : 36.2 48.1 55.5 73.7 26.2 38.3 40.7 55.3
Old : 36.2 48.1 55.5 73.7 26.2 38.3 40.7 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 1,138,181: 905,358 577,464 47,195 331,464 97,493 0 94,050 23,400 50,425 0 14,310: 0 0
Old : 1,138,181: 905,358 577,464 47,195 331,464 97,493 0 94,050 23,400 50,425 0 14,310: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -54,528: -42,544 -29,568 -1,152 -17,664 -1,152 0 -3,840 0 -7,376 0 -2,304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 50.7 4.1 29.1 8.6 0.0 8.3 2.1 4.4 0.0 1.3: 0.0 0.0
Old : 100.0: 79.5 50.7 4.1 29.1 8.6 0.0 8.3 2.1 4.4 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 16 . 5 6 0 . . . 0 .:
Old : 39: 23 16 . 5 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 43.0 58.1 69.7 33.5 38.6 50.9 60.3
Old : 38.3 43.0 58.1 69.7 33.5 38.6 50.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,848: 42,465 37,534 3,700 4,460 3,556 0 2,289 0 0 1,478 0: 127 531
Old : 49,848: 42,465 37,534 3,700 4,460 3,556 0 2,289 0 0 1,478 0: 127 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,045: -3,024 -2,268 105 -630 -105 0 -21 0 0 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 75.3 7.4 8.9 7.1 0.0 4.6 0.0 0.0 3.0 0.0: 0.3 1.1
Old : 100.0: 85.2 75.3 7.4 8.9 7.1 0.0 4.6 0.0 0.0 3.0 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 11 . . 4 0 . 0 0 . 0:
Old : 27: 14 11 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 68.6 78.1 86.8 54.8 56.9 67.7 73.0
Old : 58.9 68.6 78.1 86.8 54.8 56.9 67.7 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 24,651: 17,314 11,599 5,335 5,012 1,675 0 6,165 200 0 0 0: 127 0
Old : 24,651: 17,314 11,599 5,335 5,012 1,675 0 6,165 200 0 0 0: 127 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 47.1 21.6 20.3 6.8 0.0 25.0 0.8 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 70.2 47.1 21.6 20.3 6.8 0.0 25.0 0.8 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 . . 0 0 0:
Old : 20: 11 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 : 81.6 65.8 92.9 87.6 71.7 56.7 78.9 74.2
Old : 81.6 65.8 92.9 87.6 71.7 56.7 78.9 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 43,420: 27,579 33,616 12,088 2,794 1,275 1,270 5,735 0 635 0 0: 573 0
Old : 43,420: 27,579 33,616 12,088 2,794 1,275 1,270 5,735 0 635 0 0: 573 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -3,171: -2,016 -2,415 -1,454 -651 0 -210 0 -105 635 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 77.4 27.8 6.4 2.9 2.9 13.2 0.0 1.5 0.0 0.0: 1.3 0.0
Old : 100.0: 63.5 77.4 27.8 6.4 2.9 2.9 13.2 0.0 1.5 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 : 28: 11 13 . . . . . 0 . 0 0:
Old : 28: 11 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 : 67.9 59.8 86.1 81.5 40.2 40.8 52.2 54.6
Old : 67.9 59.8 86.1 81.5 40.2 40.8 52.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 15,268: 9,801 10,109 2,581 2,341 1,414 0 0 0 381 974 176: 915 254
Old : 15,268: 9,801 10,109 2,581 2,341 1,414 0 0 0 381 974 176: 915 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -841: -672 -673 -62 -104 -23 0 0 0 -63 0 0: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 66.2 16.9 15.3 9.3 0.0 0.0 0.0 2.5 6.4 1.2: 6.0 1.7
Old : 100.0: 64.2 66.2 16.9 15.3 9.3 0.0 0.0 0.0 2.5 6.4 1.2: 6.0 1.7
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 : 25: 13 11 . . . 0 0 0 . . .:
Old : 25: 13 11 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 61.4 77.8 84.8 45.3 57.9 63.9 74.3
Old : 54.4 61.4 77.8 84.8 45.3 57.9 63.9 74.3
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 - Options and Futures Combined, July 3, 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 : 12,261: 8,887 7,959 1,897 1,821 1,138 0 0 0 212 1,067 0: 127 276
Old : 12,261: 8,887 7,959 1,897 1,821 1,138 0 0 0 212 1,067 0: 127 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -714: -504 -504 -105 -84 -42 0 0 0 -42 -63 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 64.9 15.5 14.9 9.3 0.0 0.0 0.0 1.7 8.7 0.0: 1.0 2.3
Old : 100.0: 72.5 64.9 15.5 14.9 9.3 0.0 0.0 0.0 1.7 8.7 0.0: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 6 . . 4 0 0 0 . . 0:
Old : 21: 12 6 . . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 65.2 77.2 90.3 53.8 59.0 69.6 75.3
Old : 54.9 65.2 77.2 90.3 53.8 59.0 69.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 840,312: 767,917 581,587 25,695 151,840 23,300 0 80 23,400 0 60,105 0: 0 0
Old : 840,312: 767,917 581,587 25,695 151,840 23,300 0 80 23,400 0 60,105 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -53,760: -53,760 -29,952 384 -16,512 -384 0 0 0 0 -6,912 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 69.2 3.1 18.1 2.8 0.0 0.0 2.8 0.0 7.2 0.0: 0.0 0.0
Old : 100.0: 91.4 69.2 3.1 18.1 2.8 0.0 0.0 2.8 0.0 7.2 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 : 27: 18 11 . . . 0 . . 0 . 0:
Old : 27: 18 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 73.1 78.4 91.5 45.7 56.2 59.1 67.9
Old : 58.9 73.1 78.4 91.5 45.7 56.2 59.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 963,233: 571,388 659,238 297,315 122,220 58,680 23,850 111,095 12,000 0 0 0: 0 0
Old : 963,233: 571,388 659,238 297,315 122,220 58,680 23,850 111,095 12,000 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -43,008: -12,672 -38,400 -22,656 -4,608 0 -3,840 3,840 -3,840 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 68.4 30.9 12.7 6.1 2.5 11.5 1.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.3 68.4 30.9 12.7 6.1 2.5 11.5 1.2 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 10 . . . . . . 0 0 0:
Old : 22: 12 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 : 66.2 79.1 90.0 93.0 51.3 59.4 67.2 69.4
Old : 66.2 79.1 90.0 93.0 51.3 59.4 67.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 515,402: 87,852 262,692 141,135 145,665 50,125 62,690 0 5,635 116,680 0 51,285: 0 0
Old : 515,402: 87,852 262,692 141,135 145,665 50,125 62,690 0 5,635 116,680 0 51,285: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -30,888: 6,360 -2,088 -5,760 -24,960 -1,920 1,920 0 -1,920 -29,568 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 51.0 27.4 28.3 9.7 12.2 0.0 1.1 22.6 0.0 10.0: 0.0 0.0
Old : 100.0: 17.0 51.0 27.4 28.3 9.7 12.2 0.0 1.1 22.6 0.0 10.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 4 . . . 0 . . 0 .:
Old : 20: 9 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 : 72.9 65.5 88.1 90.9 53.9 60.3 69.1 72.5
Old : 72.9 65.5 88.1 90.9 53.9 60.3 69.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 140,744: 87,190 62,253 31,280 49,185 22,274 0 784 0 0 6,248 0: 0 0
Old : 140,744: 87,190 62,253 31,280 49,185 22,274 0 784 0 0 6,248 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: -11,136: -5,760 -6,912 -3,441 -1,905 -1,935 0 -384 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 44.2 22.2 34.9 15.8 0.0 0.6 0.0 0.0 4.4 0.0: 0.0 0.0
Old : 100.0: 61.9 44.2 22.2 34.9 15.8 0.0 0.6 0.0 0.0 4.4 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 : 20: 6 8 . . . 0 . 0 0 . 0:
Old : 20: 6 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2
Old : 67.1 60.2 96.7 86.0 60.6 53.3 80.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, July 3, 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 : 9,271: 3,917 5,952 1,882 0 2,953 174 0 224 0 41 102: 20 -0
Old : 9,271: 3,917 5,952 1,882 0 2,953 174 0 224 0 41 102: 20 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 214: 15 148 145 0 53 -10 0 9 0 1 4: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 64.2 20.3 0.0 31.8 1.9 0.0 2.4 0.0 0.4 1.1: 0.2 -0.0
Old : 100.0: 42.2 64.2 20.3 0.0 31.8 1.9 0.0 2.4 0.0 0.4 1.1: 0.2 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 13 5 0 5 . 0 . 0 . .:
Old : 21: 11 13 5 0 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 : 47.1 46.3 77.3 71.9 18.3 18.2 23.6 22.9
Old : 47.1 46.3 77.3 71.9 18.3 18.2 23.6 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012