CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 7,080: 4,860 4,710 0 1,020 390 1,005 0 0 0 165 60: 765 735
Old : 7,080: 4,860 4,710 0 1,020 390 1,005 0 0 0 165 60: 765 735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -4: 130 151 -44 135 -60 -15 0 0 0 45 -15: -0 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 66.5 0.0 14.4 5.5 14.2 0.0 0.0 0.0 2.3 0.8: 10.8 10.4
Old : 100.0: 68.6 66.5 0.0 14.4 5.5 14.2 0.0 0.0 0.0 2.3 0.8: 10.8 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 0 . . . 0 0 0 . .:
Old : 21: 11 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 : 59.7 47.5 75.8 66.9 57.3 47.4 61.6 58.7
Old : 59.7 47.5 75.8 66.9 57.3 47.4 61.6 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 14,375: 4,125 1,806 707 452 563 0 1,230 1,840 4,798 6,143 1,632: 710 709
Old : 14,375: 4,125 1,806 707 452 563 0 1,230 1,840 4,798 6,143 1,632: 710 709
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 479: 1,093 101 10 5 210 0 15 -105 70 510 -249: -550 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 12.6 4.9 3.1 3.9 0.0 8.6 12.8 33.4 42.7 11.4: 4.9 4.9
Old : 100.0: 28.7 12.6 4.9 3.1 3.9 0.0 8.6 12.8 33.4 42.7 11.4: 4.9 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 : 28: 4 4 . . . 0 4 4 5 12 13:
Old : 28: 4 4 . . . 0 4 4 5 12 13:
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 : 56.1 38.6 73.3 62.8 42.6 31.0 56.1 43.4
Old : 56.1 38.6 73.3 62.8 42.6 31.0 56.1 43.4
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 - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 6,360: 1,395 2,020 0 35 160 255 505 360 2,735 1,730 1,080: 375 470
Old : 6,360: 1,395 2,020 0 35 160 255 505 360 2,735 1,730 1,080: 375 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 235: 95 110 0 -10 10 0 130 70 110 -15 0: -50 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 31.8 0.0 0.6 2.5 4.0 7.9 5.7 43.0 27.2 17.0: 5.9 7.4
Old : 100.0: 21.9 31.8 0.0 0.6 2.5 4.0 7.9 5.7 43.0 27.2 17.0: 5.9 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 4 4 0 . . . . . 4 9 11:
Old : 21: 4 4 0 . . . . . 4 9 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 : 60.5 43.6 78.1 64.9 46.1 23.0 47.0 36.2
Old : 60.5 43.6 78.1 64.9 46.1 23.0 47.0 36.2
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, August 28, 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 : 168,989: 85,491 71,237 132 21,820 50,309 5,759 0 23,361 1,570 79 588: 1,779 1,596
Old : 168,989: 85,491 71,237 132 21,820 50,309 5,759 0 23,361 1,570 79 588: 1,779 1,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,708: 165 1,388 0 -208 1,407 218 0 325 719 7 -249: 123 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 42.2 0.1 12.9 29.8 3.4 0.0 13.8 0.9 0.0 0.3: 1.1 0.9
Old : 100.0: 50.6 42.2 0.1 12.9 29.8 3.4 0.0 13.8 0.9 0.0 0.3: 1.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 27 . 5 6 . 0 . . . .:
Old : 42: 30 27 . 5 6 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 41.4 63.6 68.6 10.3 13.9 14.3 17.6
Old : 36.4 41.4 63.6 68.6 10.3 13.9 14.3 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 28,533: 13,542 15,030 625 2,600 6,333 3,395 0 3,141 0 672 184: 1,313 573
Old : 28,533: 13,542 15,030 625 2,600 6,333 3,395 0 3,141 0 672 184: 1,313 573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,553: -10 576 -69 79 710 790 0 70 0 54 -8: 71 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 52.7 2.2 9.1 22.2 11.9 0.0 11.0 0.0 2.4 0.6: 4.6 2.0
Old : 100.0: 47.5 52.7 2.2 9.1 22.2 11.9 0.0 11.0 0.0 2.4 0.6: 4.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . 4 . 0 . 0 . .:
Old : 25: 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 : 49.3 55.7 71.2 76.6 31.1 30.3 38.0 37.9
Old : 49.3 55.7 71.2 76.6 31.1 30.3 38.0 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 8,611: 6,451 3,785 0 1,884 237 0 1,300 28 264 0 8: 1,623 1,369
Old : 8,611: 6,451 3,785 0 1,884 237 0 1,300 28 264 0 8: 1,623 1,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 94: -26 -26 0 -120 120 0 120 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 44.0 0.0 21.9 2.8 0.0 15.1 0.3 3.1 0.0 0.1: 18.8 15.9
Old : 100.0: 74.9 44.0 0.0 21.9 2.8 0.0 15.1 0.3 3.1 0.0 0.1: 18.8 15.9
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: 14 12 0 . . 0 . . . 0 .:
Old : 21: 14 12 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 46.5 61.8 69.2 31.5 35.7 45.3 48.9
Old : 42.5 46.5 61.8 69.2 31.5 35.7 45.3 48.9
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, August 28, 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 : 13,472: 5,614 10,484 1,024 64 1,600 314 242 815 3,294 0 0: 811 267
Old : 13,472: 5,614 10,484 1,024 64 1,600 314 242 815 3,294 0 0: 811 267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 222: -0 30 -48 0 72 30 -1 120 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 77.8 7.6 0.5 11.9 2.3 1.8 6.1 24.5 0.0 0.0: 6.0 2.0
Old : 100.0: 41.7 77.8 7.6 0.5 11.9 2.3 1.8 6.1 24.5 0.0 0.0: 6.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 16 5 . 5 . . . . 0 0:
Old : 27: 12 16 5 . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 38.4 69.9 59.4 47.6 34.6 56.6 48.2
Old : 49.6 38.4 69.9 59.4 47.6 34.6 56.6 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 23,016: 16,038 13,248 662 3,400 2,930 148 1,880 640 284 0 18: 2,296 900
Old : 23,016: 16,038 13,248 662 3,400 2,930 148 1,880 640 284 0 18: 2,296 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -48: -24 -168 0 48 -48 -120 0 120 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 57.6 2.9 14.8 12.7 0.6 8.2 2.8 1.2 0.0 0.1: 10.0 3.9
Old : 100.0: 69.7 57.6 2.9 14.8 12.7 0.6 8.2 2.8 1.2 0.0 0.1: 10.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 19 . 5 6 . . . . 0 .:
Old : 32: 21 19 . 5 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 38.2 52.5 64.7 23.4 32.9 35.8 48.1
Old : 33.7 38.2 52.5 64.7 23.4 32.9 35.8 48.1
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, August 28, 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 : 8,999: 4,517 5,722 424 424 1,138 1,314 0 116 0 0 0: 1,490 1,599
Old : 8,999: 4,517 5,722 424 424 1,138 1,314 0 116 0 0 0: 1,490 1,599
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 240: 0 120 120 424 0 120 0 0 0 0 0: 0 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 63.6 4.7 4.7 12.6 14.6 0.0 1.3 0.0 0.0 0.0: 16.6 17.8
Old : 100.0: 50.2 63.6 4.7 4.7 12.6 14.6 0.0 1.3 0.0 0.0 0.0: 16.6 17.8
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 : 22: 14 14 . . . . 0 . 0 0 0:
Old : 22: 14 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 37.2 61.5 58.3 32.1 31.9 44.4 47.0
Old : 41.5 37.2 61.5 58.3 32.1 31.9 44.4 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 12,139: 5,833 6,107 50 1,090 1,472 0 2,526 130 3,230 0 24: 1,400 790
Old : 12,139: 5,833 6,107 50 1,090 1,472 0 2,526 130 3,230 0 24: 1,400 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 120: 72 0 0 0 0 0 120 0 0 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 50.3 0.4 9.0 12.1 0.0 20.8 1.1 26.6 0.0 0.2: 11.5 6.5
Old : 100.0: 48.1 50.3 0.4 9.0 12.1 0.0 20.8 1.1 26.6 0.0 0.2: 11.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . . . 0 . . . 0 .:
Old : 21: 13 13 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 49.6 73.1 71.3 49.0 36.5 52.4 50.1
Old : 53.8 49.6 73.1 71.3 49.0 36.5 52.4 50.1
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, August 28, 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 : 12,576: 8,377 6,768 1,267 1,149 905 298 874 840 0 1,752 0: 889 288
Old : 12,576: 8,377 6,768 1,267 1,149 905 298 874 840 0 1,752 0: 889 288
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -10: 38 0 0 -96 48 0 0 0 0 38 0: -96 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 53.8 10.1 9.1 7.2 2.4 6.9 6.7 0.0 13.9 0.0: 7.1 2.3
Old : 100.0: 66.6 53.8 10.1 9.1 7.2 2.4 6.9 6.7 0.0 13.9 0.0: 7.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . 4 . . . 0 . 0:
Old : 23: 14 12 . . 4 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 51.0 69.6 75.5 42.1 43.3 54.7 62.6
Old : 46.5 51.0 69.6 75.5 42.1 43.3 54.7 62.6
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 - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 56,821: 50,912 46,147 3,046 7,811 2,863 0 0 0 0 0 0: 0 0
Old : 56,821: 50,912 46,147 3,046 7,811 2,863 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 502: 170 482 332 20 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 81.2 5.4 13.7 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.6 81.2 5.4 13.7 5.0 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 : 29: 17 13 . . . 0 0 0 0 0 0:
Old : 29: 17 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 : 69.4 83.6 84.8 95.2 69.4 77.3 82.5 87.4
Old : 69.4 83.6 84.8 95.2 69.4 77.3 82.5 87.4
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, August 28, 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 : 935,546: 833,221 772,983 52,517 112,755 49,808 0 0 0 0 0 0: 0 0
Old : 935,546: 833,221 772,983 52,517 112,755 49,808 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,983: 1,983 392 0 1,591 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 82.6 5.6 12.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.1 82.6 5.6 12.1 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . 0 0 0 0 0 0:
Old : 26: 13 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 84.3 89.0 94.6 68.6 77.4 85.1 86.9
Old : 69.6 84.3 89.0 94.6 68.6 77.4 85.1 86.9
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 25,151: 24,941 11,072 210 14,079 0 0 0 0 0 0 0: 0 0
Old : 25,151: 24,941 11,072 210 14,079 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 44.0 0.8 56.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 44.0 0.8 56.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 . . 0 0 0 0 0 0 0:
Old : 20: 12 7 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
Old : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213
Old : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 13 24 4 . . 0 0 0 0 0 0:
Old : 36: 13 24 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
Old : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0
Old : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 14 21 4 . . 0 0 0 . 0 0:
Old : 36: 14 21 4 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
Old : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 66,043: 40,815 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0: 0 0
Old : 66,043: 40,815 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 63.0 11.8 15.0 7.6 2.6 0.2 14.1 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.8 63.0 11.8 15.0 7.6 2.6 0.2 14.1 2.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 16 4 . 5 . . . . 0 0:
Old : 36: 22 16 4 . 5 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2
Old : 35.8 44.4 55.5 69.9 27.6 34.6 41.1 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 1,289,630: 1,089,438 656,092 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643: 0 0
Old : 1,289,630: 1,089,438 656,092 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 46,800: 46,800 46,800 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 50.9 3.6 31.7 7.5 0.0 8.6 0.0 3.1 0.0 1.4: 0.0 0.0
Old : 100.0: 84.5 50.9 3.6 31.7 7.5 0.0 8.6 0.0 3.1 0.0 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 19 . 5 6 0 . 0 4 0 .:
Old : 39: 22 19 . 5 6 0 . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 40.6 58.5 66.9 35.6 38.0 50.7 57.1
Old : 39.3 40.6 58.5 66.9 35.6 38.0 50.7 57.1
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 - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,460: 40,232 39,734 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510
Old : 51,460: 40,232 39,734 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 1,275: 1,275 1,275 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 77.2 15.7 8.3 5.9 0.0 4.4 0.0 0.0 3.2 0.0: 0.2 1.0
Old : 100.0: 78.2 77.2 15.7 8.3 5.9 0.0 4.4 0.0 0.0 3.2 0.0: 0.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . 4 0 . 0 0 . 0:
Old : 26: 14 10 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 70.9 80.9 87.1 56.9 59.6 71.1 74.7
Old : 59.0 70.9 80.9 87.1 56.9 59.6 71.1 74.7
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 23,332: 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0: 106 0
Old : 23,332: 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 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: 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 . 0 0 0 0:
Old : 20: 10 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6
Old : 80.3 63.3 93.9 86.9 75.8 55.1 83.9 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 41,283: 27,302 32,298 10,354 1,340 2,015 1,060 5,630 0 0 0 0: 552 0
Old : 41,283: 27,302 32,298 10,354 1,340 2,015 1,060 5,630 0 0 0 0: 552 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 510: 510 510 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 78.2 25.1 3.2 4.9 2.6 13.6 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 66.1 78.2 25.1 3.2 4.9 2.6 13.6 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 13 16 . . . . . 0 0 0 0:
Old : 30: 13 16 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 60.6 84.7 81.5 43.1 40.2 56.2 54.8
Old : 62.0 60.6 84.7 81.5 43.1 40.2 56.2 54.8
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 - Options and Futures Combined, August 28, 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 : 29,298: 8,031 17,669 4,681 8,352 2,747 5,415 0 0 7,894 0 530: 0 0
Old : 29,298: 8,031 17,669 4,681 8,352 2,747 5,415 0 0 7,894 0 530: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 2,550: 1,275 1,275 0 1,275 0 1,275 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 60.3 16.0 28.5 9.4 18.5 0.0 0.0 26.9 0.0 1.8: 0.0 0.0
Old : 100.0: 27.4 60.3 16.0 28.5 9.4 18.5 0.0 0.0 26.9 0.0 1.8: 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: 6 13 . . . . 0 0 . 0 .:
Old : 21: 6 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 : 72.2 65.9 92.5 85.7 63.9 57.2 78.2 73.2
Old : 72.2 65.9 92.5 85.7 63.9 57.2 78.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 16,041: 10,885 9,682 2,121 2,633 1,803 0 0 0 318 1,692 19: 894 212
Old : 16,041: 10,885 9,682 2,121 2,633 1,803 0 0 0 318 1,692 19: 894 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 170: 171 -340 0 0 -0 0 0 0 0 510 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 60.4 13.2 16.4 11.2 0.0 0.0 0.0 2.0 10.5 0.1: 5.6 1.3
Old : 100.0: 67.9 60.4 13.2 16.4 11.2 0.0 0.0 0.0 2.0 10.5 0.1: 5.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 12 . . . 0 0 0 . . .:
Old : 26: 14 12 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.4 76.6 88.7 44.0 55.0 66.2 74.6
Old : 49.6 60.4 76.6 88.7 44.0 55.0 66.2 74.6
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 13,097: 9,508 8,919 2,407 2,352 906 0 0 0 170 665 0: 106 255
Old : 13,097: 9,508 8,919 2,407 2,352 906 0 0 0 170 665 0: 106 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 339: 339 594 0 0 0 0 0 0 0 -255 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 68.1 18.4 18.0 6.9 0.0 0.0 0.0 1.3 5.1 0.0: 0.8 1.9
Old : 100.0: 72.6 68.1 18.4 18.0 6.9 0.0 0.0 0.0 1.3 5.1 0.0: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 7 . . . 0 0 0 . . 0:
Old : 22: 12 7 . . . 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 : 49.9 69.6 81.4 92.0 49.4 62.5 73.3 78.8
Old : 49.9 69.6 81.4 92.0 49.4 62.5 73.3 78.8
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, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 841,900: 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0: 0 0
Old : 841,900: 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 72.3 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 0.0: 0.0 0.0
Old : 100.0: 82.1 72.3 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 11 . . . 0 . . 0 . 0:
Old : 27: 18 11 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5
Old : 55.3 74.5 80.4 91.0 45.5 58.0 62.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 978,868: 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0: 0 0
Old : 978,868: 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 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: 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . . . . 0 0 0:
Old : 25: 13 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2
Old : 62.3 75.3 86.5 88.7 47.7 56.3 66.9 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 548,181: 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856: 0 0
Old : 548,181: 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 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: 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6: 0.0 0.0
Old : 100.0: 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 4 . . . 0 . . 0 .:
Old : 22: 11 11 4 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3
Old : 63.0 61.8 82.4 88.6 39.6 45.9 53.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 137,456: 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0: 0 0
Old : 137,456: 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 0.0: 0.0 0.0
Old : 100.0: 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 6 8 . . . 0 . 0 0 . 0:
Old : 20: 6 8 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5
Old : 69.6 64.9 96.6 87.5 62.3 60.2 83.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 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 : 9,623: 4,155 6,230 1,935 0 3,034 233 0 210 0 112 37: 20 1
Old : 9,623: 4,155 6,230 1,935 0 3,034 233 0 210 0 112 37: 20 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: 318: 164 213 129 0 69 -20 0 25 0 61 -51: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 64.7 20.1 0.0 31.5 2.4 0.0 2.2 0.0 1.2 0.4: 0.2 0.0
Old : 100.0: 43.2 64.7 20.1 0.0 31.5 2.4 0.0 2.2 0.0 1.2 0.4: 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 : 22: 11 14 5 0 5 . 0 . 0 . .:
Old : 22: 11 14 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 : 45.5 48.5 76.6 71.7 19.7 19.6 24.1 24.4
Old : 45.5 48.5 76.6 71.7 19.7 19.6 24.1 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012