CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,145: 3,265 4,375 0 1,060 260 1,085 0 175 1,565 495 525: 270 255
Old : 7,145: 3,265 4,375 0 1,060 260 1,085 0 175 1,565 495 525: 270 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 310: 40 225 0 140 -5 -45 0 45 110 -235 210: -45 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 61.2 0.0 14.8 3.6 15.2 0.0 2.4 21.9 6.9 7.3: 3.8 3.6
Old : 100.0: 45.7 61.2 0.0 14.8 3.6 15.2 0.0 2.4 21.9 6.9 7.3: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 0 . . . 0 . . . .:
Old : 22: 11 12 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 : 52.3 44.6 74.9 72.8 40.6 41.1 54.0 57.7
Old : 52.3 44.6 74.9 72.8 40.6 41.1 54.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 14,192: 9,490 10,713 443 0 525 0 30 1,770 1,632 854 180: 152 120
Old : 14,192: 9,490 10,713 443 0 525 0 30 1,770 1,632 854 180: 152 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,109: 859 744 105 0 -15 0 0 -15 35 170 135: 5 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 75.5 3.1 0.0 3.7 0.0 0.2 12.5 11.5 6.0 1.3: 1.1 0.8
Old : 100.0: 66.9 75.5 3.1 0.0 3.7 0.0 0.2 12.5 11.5 6.0 1.3: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 15 . 0 . 0 . . . . .:
Old : 21: 13 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 53.3 87.0 73.5 26.5 18.0 30.9 26.5
Old : 58.5 53.3 87.0 73.5 26.5 18.0 30.9 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 61,018: 18,372 19,456 3,082 2,074 3,696 0 7,924 5,420 16,371 8,736 13,065: 1,012 647
Old : 61,018: 18,372 19,456 3,082 2,074 3,696 0 7,924 5,420 16,371 8,736 13,065: 1,012 647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 3,882: -700 -130 -170 60 235 0 125 1,010 1,574 847 1,562: 371 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 31.9 5.1 3.4 6.1 0.0 13.0 8.9 26.8 14.3 21.4: 1.7 1.1
Old : 100.0: 30.1 31.9 5.1 3.4 6.1 0.0 13.0 8.9 26.8 14.3 21.4: 1.7 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 : 49: 13 11 . . 4 0 5 4 15 12 24:
Old : 49: 13 11 . . 4 0 5 4 15 12 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 35.3 59.6 57.9 32.6 22.6 44.2 36.8
Old : 37.4 35.3 59.6 57.9 32.6 22.6 44.2 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 18,931: 7,295 5,450 145 912 570 1,655 1,410 525 4,807 6,135 3,484: 450 445
Old : 18,931: 7,295 5,450 145 912 570 1,655 1,410 525 4,807 6,135 3,484: 450 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -295: -465 220 0 -830 20 270 435 -650 125 295 220: 185 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 28.8 0.8 4.8 3.0 8.7 7.4 2.8 25.4 32.4 18.4: 2.4 2.4
Old : 100.0: 38.5 28.8 0.8 4.8 3.0 8.7 7.4 2.8 25.4 32.4 18.4: 2.4 2.4
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 : 37: 7 7 . . . . . . 5 16 18:
Old : 37: 7 7 . . . . . . 5 16 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 38.0 76.4 56.8 51.3 33.1 64.3 47.9
Old : 57.5 38.0 76.4 56.8 51.3 33.1 64.3 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 172,932: 90,544 123,446 18,304 10,352 12,946 17,492 4,211 12,618 13,368 1,462 6,856: 804 1,041
Old : 172,932: 90,544 123,446 18,304 10,352 12,946 17,492 4,211 12,618 13,368 1,462 6,856: 804 1,041
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,231: -2,708 -3,666 -25 -563 -550 -585 843 -1,005 -380 -266 129: -107 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 71.4 10.6 6.0 7.5 10.1 2.4 7.3 7.7 0.8 4.0: 0.5 0.6
Old : 100.0: 52.4 71.4 10.6 6.0 7.5 10.1 2.4 7.3 7.7 0.8 4.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 42 40 . 6 8 7 . 7 9 4 11:
Old : 80: 42 40 . 6 8 7 . 7 9 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.3 37.1 43.6 55.1 21.0 31.6 34.9 42.0
Old : 27.3 37.1 43.6 55.1 21.0 31.6 34.9 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 53,157: 34,649 43,579 10,991 3,064 4,766 1,314 1 1,362 0 310 75: 0 0
Old : 53,157: 34,649 43,579 10,991 3,064 4,766 1,314 1 1,362 0 310 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -93: 1,295 -802 -2,374 -176 809 75 0 102 0 -26 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 82.0 20.7 5.8 9.0 2.5 0.0 2.6 0.0 0.6 0.1: 0.0 0.0
Old : 100.0: 65.2 82.0 20.7 5.8 9.0 2.5 0.0 2.6 0.0 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 24 . . 4 . . . 0 . .:
Old : 37: 22 24 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 48.0 80.6 68.7 47.2 36.0 57.6 49.4
Old : 54.2 48.0 80.6 68.7 47.2 36.0 57.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 548,548: 437,358 441,938 47,192 62,378 41,360 15,886 0 2,544 3,880 0 328: 0 0
Old : 548,548: 437,358 441,938 47,192 62,378 41,360 15,886 0 2,544 3,880 0 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 12,676: 23,720 12,121 -11,285 0 1,195 -312 0 312 -2 0 -952: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 80.6 8.6 11.4 7.5 2.9 0.0 0.5 0.7 0.0 0.1: 0.0 0.0
Old : 100.0: 79.7 80.6 8.6 11.4 7.5 2.9 0.0 0.5 0.7 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 24 25 . . . . 0 . . 0 .:
Old : 37: 24 25 . . . . 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 54.7 70.6 80.6 38.8 44.9 57.2 65.0
Old : 46.5 54.7 70.6 80.6 38.8 44.9 57.2 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,663,645: 1,116,417 1,366,401 136,089 75,279 122,990 224,990 14,991 22,327 401 21,578 40,079: 352 0
Old : 1,663,645: 1,116,417 1,366,401 136,089 75,279 122,990 224,990 14,991 22,327 401 21,578 40,079: 352 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -33,003: -16,170 -24,983 -9,344 -15,336 -2,401 -335 -1,522 -2,753 -8,404 7,940 6,052: 352 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 82.1 8.2 4.5 7.4 13.5 0.9 1.3 0.0 1.3 2.4: 0.0 0.0
Old : 100.0: 67.1 82.1 8.2 4.5 7.4 13.5 0.9 1.3 0.0 1.3 2.4: 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 : 64: 36 38 4 4 5 4 . . . 4 4:
Old : 64: 36 38 4 4 5 4 . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 40.1 59.4 58.9 37.5 32.6 49.0 46.8
Old : 42.3 40.1 59.4 58.9 37.5 32.6 49.0 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 59,781: 49,951 32,583 306 12,324 5,851 53 3,111 3,230 26 2,318 364: 0 0
Old : 59,781: 49,951 32,583 306 12,324 5,851 53 3,111 3,230 26 2,318 364: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -4,403: -164 -6,861 -78 4,622 -3,673 0 2,233 -410 26 -210 -104: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 54.5 0.5 20.6 9.8 0.1 5.2 5.4 0.0 3.9 0.6: 0.0 0.0
Old : 100.0: 83.6 54.5 0.5 20.6 9.8 0.1 5.2 5.4 0.0 3.9 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 23 . . . . . . . . .:
Old : 40: 27 23 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 41.7 67.0 70.7 33.9 31.4 46.1 50.5
Old : 44.6 41.7 67.0 70.7 33.9 31.4 46.1 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 390,264: 222,734 313,611 145,840 44,816 12,664 0 9,528 8,370 0 619 656: 0 0
Old : 390,264: 222,734 313,611 145,840 44,816 12,664 0 9,528 8,370 0 619 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -22,348: 8,922 -29,180 -35,814 -2,296 8,808 0 3,928 -3,608 -37 619 -619: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 80.4 37.4 11.5 3.2 0.0 2.4 2.1 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 57.1 80.4 37.4 11.5 3.2 0.0 2.4 2.1 0.0 0.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 15 . . . 0 . . 0 . .:
Old : 28: 17 15 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 60.8 84.8 80.4 54.0 54.6 70.5 70.0
Old : 65.6 60.8 84.8 80.4 54.0 54.6 70.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 591,984: 425,968 264,082 65,316 112,468 45,356 34,748 9,360 8,810 10,601 150,723 1,185: 0 0
Old : 591,984: 425,968 264,082 65,316 112,468 45,356 34,748 9,360 8,810 10,601 150,723 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -16,790: -12,902 -16,392 -1,568 -4,728 0 -6,330 0 3,618 392 712 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 44.6 11.0 19.0 7.7 5.9 1.6 1.5 1.8 25.5 0.2: 0.0 0.0
Old : 100.0: 72.0 44.6 11.0 19.0 7.7 5.9 1.6 1.5 1.8 25.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 19 . 4 . . . . . . .:
Old : 39: 21 19 . 4 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 54.2 71.2 72.1 42.1 48.3 62.7 61.7
Old : 46.3 54.2 71.2 72.1 42.1 48.3 62.7 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 48,352: 22,698 23,535 15,440 1,465 702 2,000 0 3,130 4,170 18,925 0: 212 595
Old : 48,352: 22,698 23,535 15,440 1,465 702 2,000 0 3,130 4,170 18,925 0: 212 595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,067: -729 -717 -890 -22 0 -8 -621 26 600 311 0: -66 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 48.7 31.9 3.0 1.5 4.1 0.0 6.5 8.6 39.1 0.0: 0.4 1.2
Old : 100.0: 46.9 48.7 31.9 3.0 1.5 4.1 0.0 6.5 8.6 39.1 0.0: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 22 5 . . . 0 . . . 0:
Old : 36: 19 22 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 : 46.7 58.9 65.8 74.8 45.3 55.7 60.2 67.3
Old : 46.7 58.9 65.8 74.8 45.3 55.7 60.2 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 mwh :
: : Positions :
All : 1,738,045: 1,533,685 544,840 200,360 0 0 0 0 0 4,000 1,193,205 0: 0 0
Old : 1,738,045: 1,533,685 544,840 200,360 0 0 0 0 0 4,000 1,193,205 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -158,760: -147,000 -78,400 -11,760 -3,920 0 0 0 0 0 -76,440 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 31.3 11.5 0.0 0.0 0.0 0.0 0.0 0.2 68.7 0.0: 0.0 0.0
Old : 100.0: 88.2 31.3 11.5 0.0 0.0 0.0 0.0 0.0 0.2 68.7 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: 9 9 . 0 0 0 0 0 . . 0:
Old : 20: 9 9 . 0 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 94.5 93.4 99.3 74.7 93.4 92.5 97.0
Old : 74.7 94.5 93.4 99.3 74.7 93.4 92.5 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 600,000: 495,050 196,200 104,950 0 0 0 0 0 0 403,800 0: 0 0
Old : 600,000: 495,050 196,200 104,950 0 0 0 0 0 0 403,800 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -51,150: -43,450 -23,100 -7,700 -2,200 0 0 0 0 0 -25,850 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 32.7 17.5 0.0 0.0 0.0 0.0 0.0 0.0 67.3 0.0: 0.0 0.0
Old : 100.0: 82.5 32.7 17.5 0.0 0.0 0.0 0.0 0.0 0.0 67.3 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 : 21: 11 10 . 0 0 0 0 0 0 . 0:
Old : 21: 11 10 . 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 : 67.0 87.8 91.4 97.2 67.0 87.8 90.2 93.7
Old : 67.0 87.8 91.4 97.2 67.0 87.8 90.2 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 1,067,280: 820,160 878,960 243,120 188,320 0 0 0 0 4,000 0 0: 0 0
Old : 1,067,280: 820,160 878,960 243,120 188,320 0 0 0 0 4,000 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -101,920: -94,080 -94,080 -7,840 -7,840 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 82.4 22.8 17.6 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 76.8 82.4 22.8 17.6 0.0 0.0 0.0 0.0 0.4 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 : 22: 12 9 . . 0 0 0 0 . 0 0:
Old : 22: 12 9 . . 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 : 71.5 83.3 90.9 98.9 67.1 82.7 86.5 94.7
Old : 71.5 83.3 90.9 98.9 67.1 82.7 86.5 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 287,808: 232,968 239,968 30,184 38,320 2,400 19,120 2,768 1,584 0 1,216 1,552: 0 0
Old : 287,808: 232,968 239,968 30,184 38,320 2,400 19,120 2,768 1,584 0 1,216 1,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -15,680: -12,936 -12,936 -1,960 -3,528 -392 -392 -392 0 -352 1,216 352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 83.4 10.5 13.3 0.8 6.6 1.0 0.6 0.0 0.4 0.5: 0.0 0.0
Old : 100.0: 80.9 83.4 10.5 13.3 0.8 6.6 1.0 0.6 0.0 0.4 0.5: 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 15 . . . . . . 0 . .:
Old : 36: 22 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 47.3 63.0 72.7 35.6 45.9 55.3 62.1
Old : 39.9 47.3 63.0 72.7 35.6 45.9 55.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 10,177: 6,385 6,499 577 1,864 673 1,211 0 507 80 166 0: 744 468
Old : 10,177: 6,385 6,499 577 1,864 673 1,211 0 507 80 166 0: 744 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -616: -11 -530 0 -43 21 -286 0 0 0 0 0: -340 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 63.9 5.7 18.3 6.6 11.9 0.0 5.0 0.8 1.6 0.0: 7.3 4.6
Old : 100.0: 62.7 63.9 5.7 18.3 6.6 11.9 0.0 5.0 0.8 1.6 0.0: 7.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 14 . . . . 0 . . . 0:
Old : 27: 14 14 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 50.6 68.2 73.2 42.5 46.2 55.4 57.6
Old : 48.6 50.6 68.2 73.2 42.5 46.2 55.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5MWh :
: : Positions :
All : 1,020,105: 824,155 704,105 117,610 163,920 46,640 0 73,740 31,700 0 0 0: 0 0
Old : 1,020,105: 824,155 704,105 117,610 163,920 46,640 0 73,740 31,700 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 4, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 69.0 11.5 16.1 4.6 0.0 7.2 3.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.8 69.0 11.5 16.1 4.6 0.0 7.2 3.1 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: 10 8 . . . 0 . . 0 0 0:
Old : 20: 10 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 : 66.0 62.0 86.5 92.3 61.4 57.0 79.5 79.5
Old : 66.0 62.0 86.5 92.3 61.4 57.0 79.5 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 424,025: 347,940 340,325 72,885 83,700 0 1,000 0 0 2,200 0 0: 0 0
Old : 424,025: 347,940 340,325 72,885 83,700 0 1,000 0 0 2,200 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -37,950: -33,550 -32,450 -2,200 -3,300 -2,200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 80.3 17.2 19.7 0.0 0.2 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 82.1 80.3 17.2 19.7 0.0 0.2 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 9 . . 0 . 0 0 . 0 0:
Old : 28: 17 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 : 57.2 84.6 88.1 97.8 57.2 84.6 87.4 96.6
Old : 57.2 84.6 88.1 97.8 57.2 84.6 87.4 96.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWH PER LOT :
: : Positions :
All : 222,600: 181,660 158,515 2,235 24,830 37,105 0 550 1,600 0 0 0: 0 0
Old : 222,600: 181,660 158,515 2,235 24,830 37,105 0 550 1,600 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 4, 2013 :
: -12,385: -9,790 -11,875 -1,320 765 -1,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 71.2 1.0 11.2 16.7 0.0 0.2 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.6 71.2 1.0 11.2 16.7 0.0 0.2 0.7 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 17 . . . 0 . . 0 0 0:
Old : 25: 16 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 49.6 75.4 78.4 46.1 33.1 57.5 48.5
Old : 51.3 49.6 75.4 78.4 46.1 33.1 57.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 27,559: 20,046 15,808 2,155 6,016 2,412 919 168 244 0 1,166 20: 1,763 1,725
Old : 27,559: 20,046 15,808 2,155 6,016 2,412 919 168 244 0 1,166 20: 1,763 1,725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,364: -1,079 -725 132 22 -154 -64 22 -45 -4 -312 -62: -88 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 57.4 7.8 21.8 8.8 3.3 0.6 0.9 0.0 4.2 0.1: 6.4 6.3
Old : 100.0: 72.7 57.4 7.8 21.8 8.8 3.3 0.6 0.9 0.0 4.2 0.1: 6.4 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 : 29: 18 18 . . . . . . 0 . .:
Old : 29: 18 18 . . . . . . 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 : 41.0 44.2 65.4 68.8 27.1 42.6 45.2 58.7
Old : 41.0 44.2 65.4 68.8 27.1 42.6 45.2 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 5 MWh :
: : Positions :
All : 1,615,873: 1,268,008 1,245,641 99,863 59,180 60,432 56,203 96,915 125,367 0 22,338 6,000: 0 0
Old : 1,615,873: 1,268,008 1,245,641 99,863 59,180 60,432 56,203 96,915 125,367 0 22,338 6,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -95,708: -92,964 -74,932 -1,960 -3,920 -784 -2,352 -13,720 2,352 0 -4,704 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 77.1 6.2 3.7 3.7 3.5 6.0 7.8 0.0 1.4 0.4: 0.0 0.0
Old : 100.0: 78.5 77.1 6.2 3.7 3.7 3.5 6.0 7.8 0.0 1.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 20 . . . . . . 0 . .:
Old : 38: 22 20 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 51.6 72.9 73.7 40.7 49.7 56.9 65.4
Old : 50.5 51.6 72.9 73.7 40.7 49.7 56.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 16 MWh :
: : Positions :
All : 570,670: 416,845 408,605 81,750 5,020 49,610 0 49,345 22,465 0 35,625 0: 0 0
Old : 570,670: 416,845 408,605 81,750 5,020 49,610 0 49,345 22,465 0 35,625 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -6,320: -4,385 11,825 -5,165 -4,940 3,230 0 -3,850 0 0 -12,585 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 71.6 14.3 0.9 8.7 0.0 8.6 3.9 0.0 6.2 0.0: 0.0 0.0
Old : 100.0: 73.0 71.6 14.3 0.9 8.7 0.0 8.6 3.9 0.0 6.2 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 : 41: 25 22 . . 4 0 . . 0 . 0:
Old : 41: 25 22 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 43.4 66.1 69.1 43.2 38.2 60.0 56.0
Old : 45.0 43.4 66.1 69.1 43.2 38.2 60.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWH :
: : Positions :
All : 1,189,134: 941,244 1,142,334 201,090 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,189,134: 941,244 1,142,334 201,090 0 46,800 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 4, 2013 :
: -93,296: -69,776 -93,296 -23,520 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 96.1 16.9 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.2 96.1 16.9 0.0 3.9 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 : 23: 15 10 . 0 . 0 0 0 0 0 0:
Old : 23: 15 10 . 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 : 48.8 83.3 76.4 96.5 42.3 65.2 60.3 72.4
Old : 48.8 83.3 76.4 96.5 42.3 65.2 60.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 370,520: 274,070 340,590 62,650 3,530 26,400 7,400 0 0 0 0 0: 0 0
Old : 370,520: 274,070 340,590 62,650 3,530 26,400 7,400 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 4, 2013 :
: -33,000: -25,300 -33,000 -4,170 3,530 -3,530 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 91.9 16.9 1.0 7.1 2.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.0 91.9 16.9 1.0 7.1 2.0 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: 20 13 . . . . 0 0 0 0 0:
Old : 29: 20 13 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 73.3 63.0 94.9 31.8 68.1 49.6 73.6
Old : 39.8 73.3 63.0 94.9 31.8 68.1 49.6 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 628,930: 402,777 529,752 50,417 7,991 39,421 102,707 9,404 28,512 0 8,754 5,096: 0 0
Old : 628,930: 402,777 529,752 50,417 7,991 39,421 102,707 9,404 28,512 0 8,754 5,096: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -32,042: -26,257 -18,759 -3,913 392 785 -5,409 392 8 0 -17,604 2,744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 84.2 8.0 1.3 6.3 16.3 1.5 4.5 0.0 1.4 0.8: 0.0 0.0
Old : 100.0: 64.0 84.2 8.0 1.3 6.3 16.3 1.5 4.5 0.0 1.4 0.8: 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 : 43: 24 26 4 . 4 . . . 0 . .:
Old : 43: 24 26 4 . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 57.4 75.1 73.6 50.2 54.0 62.4 64.1
Old : 57.3 57.4 75.1 73.6 50.2 54.0 62.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,001: 30,291 31,733 3,966 3,948 1,338 5,548 3,401 1,283 0 898 276: 299 124
Old : 43,001: 30,291 31,733 3,966 3,948 1,338 5,548 3,401 1,283 0 898 276: 299 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,558: -308 -1,343 -460 648 -816 280 -618 -86 0 721 -168: 0 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 73.8 9.2 9.2 3.1 12.9 7.9 3.0 0.0 2.1 0.6: 0.7 0.3
Old : 100.0: 70.4 73.8 9.2 9.2 3.1 12.9 7.9 3.0 0.0 2.1 0.6: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 27 . . 4 . . . 0 . .:
Old : 43: 28 27 . . 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 : 53.1 51.3 76.7 74.0 47.3 50.9 66.6 71.8
Old : 53.1 51.3 76.7 74.0 47.3 50.9 66.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,025: 12,246 23,126 8,156 0 821 1,751 0 0 973 0 78: 0 0
Old : 24,025: 12,246 23,126 8,156 0 821 1,751 0 0 973 0 78: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,661: -1,039 -1,109 88 0 -552 104 0 0 -80 0 0: -182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 96.3 33.9 0.0 3.4 7.3 0.0 0.0 4.0 0.0 0.3: 0.0 0.0
Old : 100.0: 51.0 96.3 33.9 0.0 3.4 7.3 0.0 0.0 4.0 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 15 . 0 . . 0 0 . 0 .:
Old : 32: 22 15 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 82.2 75.9 93.4 46.0 80.6 67.5 83.3
Old : 52.7 82.2 75.9 93.4 46.0 80.6 67.5 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 190,005: 95,507 183,237 71,188 0 4,816 15,268 0 1,952 1,274 0 0: 0 0
Old : 190,005: 95,507 183,237 71,188 0 4,816 15,268 0 1,952 1,274 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -16,400: -10,824 -13,120 0 0 -2,624 -2,952 0 0 656 0 -656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 96.4 37.5 0.0 2.5 8.0 0.0 1.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 50.3 96.4 37.5 0.0 2.5 8.0 0.0 1.0 0.7 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: 14 10 . 0 . . 0 . . 0 0:
Old : 25: 14 10 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 77.4 83.5 94.7 54.9 67.7 72.7 79.5
Old : 59.1 77.4 83.5 94.7 54.9 67.7 72.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 560,028: 319,546 477,511 176,053 27,862 10,543 11,834 2,060 42,052 0 0 0: 0 0
Old : 560,028: 319,546 477,511 176,053 27,862 10,543 11,834 2,060 42,052 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 4, 2013 :
: -32,928: -25,864 -26,640 -7,080 -776 0 2,074 -3,454 -2,058 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 85.3 31.4 5.0 1.9 2.1 0.4 7.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.1 85.3 31.4 5.0 1.9 2.1 0.4 7.5 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 : 36: 20 18 . . . . . . 0 0 0:
Old : 36: 20 18 . . . . . . 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 : 49.4 70.1 66.7 86.3 44.7 61.2 56.5 67.2
Old : 49.4 70.1 66.7 86.3 44.7 61.2 56.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 32,143: 25,680 22,179 0 6,395 1,466 3,320 510 1,382 0 0 0: 295 211
Old : 32,143: 25,680 22,179 0 6,395 1,466 3,320 510 1,382 0 0 0: 295 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,435: -784 -1,192 0 -199 -66 -585 0 22 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 69.0 0.0 19.9 4.6 10.3 1.6 4.3 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 79.9 69.0 0.0 19.9 4.6 10.3 1.6 4.3 0.0 0.0 0.0: 0.9 0.7
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 : 37: 21 22 0 6 4 . . . 0 0 0:
Old : 37: 21 22 0 6 4 . . . 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 : 53.4 69.6 72.2 80.8 44.2 57.0 56.4 62.2
Old : 53.4 69.6 72.2 80.8 44.2 57.0 56.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 97,388: 62,942 70,923 14,630 0 19,816 0 0 0 0 6,649 0: 0 0
Old : 97,388: 62,942 70,923 14,630 0 19,816 0 0 0 0 6,649 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -5,488: -4,312 -1,568 344 -48 -1,520 0 0 0 0 -2,352 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 72.8 15.0 0.0 20.3 0.0 0.0 0.0 0.0 6.8 0.0: 0.0 0.0
Old : 100.0: 64.6 72.8 15.0 0.0 20.3 0.0 0.0 0.0 0.0 6.8 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: 9 10 5 0 . 0 0 0 0 . 0:
Old : 20: 9 10 5 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 70.6 94.5 93.5 45.7 54.9 59.8 63.0
Old : 73.9 70.6 94.5 93.5 45.7 54.9 59.8 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,015: 11,458 21,754 6,918 107 1,063 128 608 0 3,432 0 144: 872 339
Old : 24,015: 11,458 21,754 6,918 107 1,063 128 608 0 3,432 0 144: 872 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 118: -508 517 769 59 -409 -581 -22 -88 550 0 -44: 429 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 90.6 28.8 0.4 4.4 0.5 2.5 0.0 14.3 0.0 0.6: 3.6 1.4
Old : 100.0: 47.7 90.6 28.8 0.4 4.4 0.5 2.5 0.0 14.3 0.0 0.6: 3.6 1.4
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 : 30: 17 18 . . 5 . . 0 . 0 .:
Old : 30: 17 18 . . 5 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.1 69.7 71.6 50.1 41.4 61.9 57.3
Old : 53.3 49.1 69.7 71.6 50.1 41.4 61.9 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 336,655: 136,059 317,543 134,039 7,048 10,104 4,704 0 0 49,789 0 1,960: 0 0
Old : 336,655: 136,059 317,543 134,039 7,048 10,104 4,704 0 0 49,789 0 1,960: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -1,435: 1,675 -1,043 4,314 4,680 -5,072 0 0 0 -2,352 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 94.3 39.8 2.1 3.0 1.4 0.0 0.0 14.8 0.0 0.6: 0.0 0.0
Old : 100.0: 40.4 94.3 39.8 2.1 3.0 1.4 0.0 0.0 14.8 0.0 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 17 4 . . . 0 0 . 0 .:
Old : 29: 16 17 4 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 62.0 81.0 82.4 59.3 49.9 71.3 69.0
Old : 60.7 62.0 81.0 82.4 59.3 49.9 71.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,755: 9,953 11,703 6,187 5,839 981 0 4 40 1,086 0 40: 468 148
Old : 18,755: 9,953 11,703 6,187 5,839 981 0 4 40 1,086 0 40: 468 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -780: 115 -345 -675 -478 87 -84 4 -4 -154 0 0: -65 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 62.4 33.0 31.1 5.2 0.0 0.0 0.2 5.8 0.0 0.2: 2.5 0.8
Old : 100.0: 53.1 62.4 33.0 31.1 5.2 0.0 0.0 0.2 5.8 0.0 0.2: 2.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 21 5 . . 0 . . . 0 .:
Old : 33: 20 21 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 : 47.9 55.1 71.0 72.0 43.5 47.9 56.4 58.2
Old : 47.9 55.1 71.0 72.0 43.5 47.9 56.4 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 249,662: 107,364 152,435 131,600 89,338 3,209 0 4,680 0 7,489 0 0: 0 0
Old : 249,662: 107,364 152,435 131,600 89,338 3,209 0 4,680 0 7,489 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -15,695: -14,879 -8,631 -48 -7,472 408 0 0 0 -1,176 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 61.1 52.7 35.8 1.3 0.0 1.9 0.0 3.0 0.0 0.0: 0.0 0.0
Old : 100.0: 43.0 61.1 52.7 35.8 1.3 0.0 1.9 0.0 3.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 15 5 . . 0 . 0 . 0 0:
Old : 30: 16 15 5 . . 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 : 68.0 67.5 84.4 91.0 61.5 67.5 73.8 80.3
Old : 68.0 67.5 84.4 91.0 61.5 67.5 73.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 31,786: 21,898 27,286 4,639 77 1,579 800 0 2,844 26 0 0: 0 0
Old : 31,786: 21,898 27,286 4,639 77 1,579 800 0 2,844 26 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 105: 643 818 -797 -667 -48 305 0 2 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 85.8 14.6 0.2 5.0 2.5 0.0 8.9 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 68.9 85.8 14.6 0.2 5.0 2.5 0.0 8.9 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 : 31: 19 19 . . . . 0 . . 0 0:
Old : 31: 19 19 . . . . 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 : 52.4 48.6 72.8 72.5 43.4 38.1 53.9 53.6
Old : 52.4 48.6 72.8 72.5 43.4 38.1 53.9 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 226,494: 197,245 122,830 2,257 78,626 25,038 1,954 0 0 0 0 0: 0 0
Old : 226,494: 197,245 122,830 2,257 78,626 25,038 1,954 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 4, 2013 :
: 12,302: 5,466 4,606 0 1,837 5,859 977 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 54.2 1.0 34.7 11.1 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.1 54.2 1.0 34.7 11.1 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 15 . . . . 0 0 0 0 0:
Old : 27: 15 15 . . . . 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 : 53.9 69.4 77.2 87.3 43.8 58.0 60.8 66.9
Old : 53.9 69.4 77.2 87.3 43.8 58.0 60.8 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 818,625: 712,705 668,353 62,960 9,392 42,960 0 97,920 0 0 0 0: 0 0
Old : 818,625: 712,705 668,353 62,960 9,392 42,960 0 97,920 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 4, 2013 :
: -5,488: -5,488 -5,488 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.6 7.7 1.1 5.2 0.0 12.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.1 81.6 7.7 1.1 5.2 0.0 12.0 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 : 23: 12 9 . . . 0 . 0 0 0 0:
Old : 23: 12 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 : 68.7 75.4 90.0 94.8 67.7 75.4 80.5 84.9
Old : 68.7 75.4 90.0 94.8 67.7 75.4 80.5 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 247,320: 215,415 211,970 16,000 3,145 15,905 0 16,300 0 0 0 0: 0 0
Old : 247,320: 215,415 211,970 16,000 3,145 15,905 0 16,300 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 4, 2013 :
: -7,260: -7,315 -7,370 -1,150 -1,095 1,205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 85.7 6.5 1.3 6.4 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.1 85.7 6.5 1.3 6.4 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 . 0 0 0 0:
Old : 26: 15 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 65.5 80.3 88.1 61.0 65.4 75.0 77.1
Old : 62.0 65.5 80.3 88.1 61.0 65.4 75.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 132,965: 99,815 125,225 25,410 0 7,740 0 0 0 0 0 0: 0 0
Old : 132,965: 99,815 125,225 25,410 0 7,740 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 4, 2013 :
: -3,380: -12,430 -3,380 9,050 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 94.2 19.1 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.1 94.2 19.1 0.0 5.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . 0 . 0 0 0 0 0 0:
Old : 20: 12 9 . 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 : 58.2 81.3 85.5 93.4 53.2 72.5 71.6 77.6
Old : 58.2 81.3 85.5 93.4 53.2 72.5 71.6 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 Mwh :
: : Positions :
All : 235,605: 194,105 99,155 41,500 136,450 0 0 0 0 0 0 0: 0 0
Old : 235,605: 194,105 99,155 41,500 136,450 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 4, 2013 :
: -1,420: -4,400 -320 4,080 0 -1,100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 42.1 17.6 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.4 42.1 17.6 57.9 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 : 23: 13 9 4 . 0 0 0 0 0 0 0:
Old : 23: 13 9 4 . 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 : 64.9 91.1 92.6 98.6 64.2 90.4 91.9 97.7
Old : 64.9 91.1 92.6 98.6 64.2 90.4 91.9 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 Mwh :
: : Positions :
All : 834,915: 668,349 311,075 158,566 515,840 8,000 0 0 0 0 0 0: 0 0
Old : 834,915: 668,349 311,075 158,566 515,840 8,000 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 4, 2013 :
: -19,123: -27,440 -9,323 16,157 -1,960 -7,840 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 37.3 19.0 61.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 37.3 19.0 61.8 1.0 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 : 22: 11 7 4 . . 0 0 0 0 0 0:
Old : 22: 11 7 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 : 66.7 93.7 91.0 99.3 66.7 93.7 90.0 98.6
Old : 66.7 93.7 91.0 99.3 66.7 93.7 90.0 98.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 114,065: 101,365 94,665 0 6,700 12,700 0 0 0 0 0 0: 0 0
Old : 114,065: 101,365 94,665 0 6,700 12,700 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 4, 2013 :
: -5,610: -5,280 -5,500 -330 -110 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 83.0 0.0 5.9 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.9 83.0 0.0 5.9 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 0 . . 0 0 0 0 0 0:
Old : 22: 14 13 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 : 55.2 52.2 81.9 81.2 41.7 41.9 55.1 56.9
Old : 55.2 52.2 81.9 81.2 41.7 41.9 55.1 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 205,890: 179,105 163,405 680 20,460 21,025 0 1,000 0 5,080 0 0: 0 0
Old : 205,890: 179,105 163,405 680 20,460 21,025 0 1,000 0 5,080 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 4,585: 2,030 6,235 550 -3,655 2,005 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 79.4 0.3 9.9 10.2 0.0 0.5 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 87.0 79.4 0.3 9.9 10.2 0.0 0.5 0.0 2.5 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: 18 11 . 4 4 0 . 0 . 0 0:
Old : 29: 18 11 . 4 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 : 51.3 63.2 74.6 84.5 47.8 57.6 66.4 71.5
Old : 51.3 63.2 74.6 84.5 47.8 57.6 66.4 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 591,162: 511,354 487,978 28,304 51,680 51,504 0 0 0 0 0 0: 0 0
Old : 591,162: 511,354 487,978 28,304 51,680 51,504 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 4, 2013 :
: 38,608: 33,160 46,448 -3,920 -17,208 9,368 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 82.5 4.8 8.7 8.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 82.5 4.8 8.7 8.7 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 : 21: 13 8 . . . 0 0 0 0 0 0:
Old : 21: 13 8 . . . 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 : 56.9 69.6 81.7 92.2 56.9 61.7 76.8 78.5
Old : 56.9 69.6 81.7 92.2 56.9 61.7 76.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 992,179: 911,215 982,787 80,964 9,392 0 0 0 0 0 0 0: 0 0
Old : 992,179: 911,215 982,787 80,964 9,392 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 4, 2013 :
: -7,920: -7,528 -472 5,096 -1,960 -5,488 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 99.1 8.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.8 99.1 8.2 0.9 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 : 21: 13 6 . . 0 0 0 0 0 0 0:
Old : 21: 13 6 . . 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 : 64.8 97.4 89.0 100.0 64.8 97.4 87.8 98.8
Old : 64.8 97.4 89.0 100.0 64.8 97.4 87.8 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 295,800: 278,420 293,020 14,600 0 2,780 0 0 0 0 0 0: 0 0
Old : 295,800: 278,420 293,020 14,600 0 2,780 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 4, 2013 :
: -3,170: -2,510 -2,290 220 0 -880 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 99.1 4.9 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.1 99.1 4.9 0.0 0.9 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 : 32: 22 9 . 0 . 0 0 0 0 0 0:
Old : 32: 22 9 . 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 : 58.6 91.3 78.3 99.0 58.6 91.3 77.3 97.5
Old : 58.6 91.3 78.3 99.0 58.6 91.3 77.3 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 6,623,506: 4,943,799 6,169,418 1,141,111 216,792 233,296 169,808 0 0 135,492 4,000 0: 0 0
Old : 6,623,506: 4,943,799 6,169,418 1,141,111 216,792 233,296 169,808 0 0 135,492 4,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -43,061: 74,242 -77,959 -78,871 67,450 -32,552 0 0 0 -5,880 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 93.1 17.2 3.3 3.5 2.6 0.0 0.0 2.0 0.1 0.0: 0.0 0.0
Old : 100.0: 74.6 93.1 17.2 3.3 3.5 2.6 0.0 0.0 2.0 0.1 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 : 46: 31 28 4 . . . 0 0 . . 0:
Old : 46: 31 28 4 . . . 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 : 38.7 58.3 60.1 75.4 35.5 51.4 51.0 65.9
Old : 38.7 58.3 60.1 75.4 35.5 51.4 51.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,209,460: 1,731,835 2,085,175 321,180 42,685 79,600 42,055 0 0 34,790 2,000 0: 0 0
Old : 2,209,460: 1,731,835 2,085,175 321,180 42,685 79,600 42,055 0 0 34,790 2,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -9,170: 43,065 -22,975 -38,995 19,455 -5,650 -5,500 0 0 -2,090 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 94.4 14.5 1.9 3.6 1.9 0.0 0.0 1.6 0.1 0.0: 0.0 0.0
Old : 100.0: 78.4 94.4 14.5 1.9 3.6 1.9 0.0 0.0 1.6 0.1 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 : 53: 34 31 5 . 4 . 0 0 . . 0:
Old : 53: 34 31 5 . 4 . 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 : 35.0 55.9 59.4 76.9 33.9 51.6 52.5 66.6
Old : 35.0 55.9 59.4 76.9 33.9 51.6 52.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,294,408: 1,468,509 1,205,350 100,373 293,642 202,215 1,000 197,146 39,695 387,946 261,690 94,670: 0 0
Old : 2,294,408: 1,468,509 1,205,350 100,373 293,642 202,215 1,000 197,146 39,695 387,946 261,690 94,670: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 8,242: -32,529 -4,414 -27,687 -29,433 22,324 0 14,550 -1,490 48,579 7,660 -955: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 52.5 4.4 12.8 8.8 0.0 8.6 1.7 16.9 11.4 4.1: 0.0 0.0
Old : 100.0: 64.0 52.5 4.4 12.8 8.8 0.0 8.6 1.7 16.9 11.4 4.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 35 26 6 4 9 . 4 . 5 5 7:
Old : 64: 35 26 6 4 9 . 4 . 5 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 43.6 58.0 61.2 44.3 41.1 56.1 56.4
Old : 44.3 43.6 58.0 61.2 44.3 41.1 56.1 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MWh (Megawatt Hours) :
: : Positions :
All : 4,477,233: 3,802,062 3,113,183 122,965 601,681 283,363 68,393 41,535 88,741 43,680 280,701 68,029: 0 0
Old : 4,477,233: 3,802,062 3,113,183 122,965 601,681 283,363 68,393 41,535 88,741 43,680 280,701 68,029: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 13,147: 101,971 7,163 -68,387 38,573 -14,557 -2,352 -5,880 0 -583 -9,207 -2,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 69.5 2.7 13.4 6.3 1.5 0.9 2.0 1.0 6.3 1.5: 0.0 0.0
Old : 100.0: 84.9 69.5 2.7 13.4 6.3 1.5 0.9 2.0 1.0 6.3 1.5: 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 : 50: 29 24 4 4 5 . . . . 4 4:
Old : 50: 29 24 4 4 5 . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 58.0 59.4 76.6 40.7 52.3 57.7 69.6
Old : 40.9 58.0 59.4 76.6 40.7 52.3 57.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 606,015: 498,480 477,470 96,825 115,355 10,710 0 2,480 0 0 0 0: 0 0
Old : 606,015: 498,480 477,470 96,825 115,355 10,710 0 2,480 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 4, 2013 :
: 10,350: 1,360 31,180 16,570 -13,250 -7,580 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 78.8 16.0 19.0 1.8 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 78.8 16.0 19.0 1.8 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 11 4 . . 0 . 0 0 0 0:
Old : 31: 19 11 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 : 47.0 68.8 74.7 90.7 46.8 68.8 71.3 84.9
Old : 47.0 68.8 74.7 90.7 46.8 68.8 71.3 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 1,983,807: 1,688,962 1,564,267 242,883 350,200 51,962 0 17,378 0 0 0 0: 0 0
Old : 1,983,807: 1,688,962 1,564,267 242,883 350,200 51,962 0 17,378 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 4, 2013 :
: 4,022: -10,050 67,446 36,416 -41,080 -22,344 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 78.9 12.2 17.7 2.6 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.1 78.9 12.2 17.7 2.6 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 11 . . . 0 . 0 0 0 0:
Old : 30: 19 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 64.7 80.0 87.9 54.1 64.7 74.3 83.3
Old : 54.1 64.7 80.0 87.9 54.1 64.7 74.3 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 44,984: 39,362 15,609 283 24,384 1,207 290 1,262 1,474 1,726 0 40: 602 1,008
Old : 44,984: 39,362 15,609 283 24,384 1,207 290 1,262 1,474 1,726 0 40: 602 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -233: -280 148 0 -404 23 0 0 0 24 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 34.7 0.6 54.2 2.7 0.6 2.8 3.3 3.8 0.0 0.1: 1.3 2.2
Old : 100.0: 87.5 34.7 0.6 54.2 2.7 0.6 2.8 3.3 3.8 0.0 0.1: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 23 . 4 5 . . . . 0 .:
Old : 37: 20 23 . 4 5 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 61.3 76.1 79.8 58.8 60.3 73.4 77.5
Old : 60.6 61.3 76.1 79.8 58.8 60.3 73.4 77.5
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 - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,019: 4,900 7,061 591 506 1,158 1,474 0 808 178 0 12: 898 474
Old : 10,019: 4,900 7,061 591 506 1,158 1,474 0 808 178 0 12: 898 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 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: 48.9 70.5 5.9 5.1 11.6 14.7 0.0 8.1 1.8 0.0 0.1: 9.0 4.7
Old : 100.0: 48.9 70.5 5.9 5.1 11.6 14.7 0.0 8.1 1.8 0.0 0.1: 9.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 . . 4 . 0 . . 0 .:
Old : 21: 11 10 . . 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 57.9 66.7 81.5 37.7 53.4 52.4 63.1
Old : 44.9 57.9 66.7 81.5 37.7 53.4 52.4 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 5,595: 4,833 2,424 0 1,327 12 0 1,036 0 0 0 0: 750 796
Old : 5,595: 4,833 2,424 0 1,327 12 0 1,036 0 0 0 0: 750 796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 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: 86.4 43.3 0.0 23.7 0.2 0.0 18.5 0.0 0.0 0.0 0.0: 13.4 14.2
Old : 100.0: 86.4 43.3 0.0 23.7 0.2 0.0 18.5 0.0 0.0 0.0 0.0: 13.4 14.2
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 : 20: 16 10 0 . . 0 . 0 0 0 0:
Old : 20: 16 10 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 : 52.7 47.1 74.3 67.0 40.8 42.2 55.9 53.7
Old : 52.7 47.1 74.3 67.0 40.8 42.2 55.9 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 10,183: 4,715 7,039 1,552 0 836 1,376 280 204 0 546 832: 668 446
Old : 10,183: 4,715 7,039 1,552 0 836 1,376 280 204 0 546 832: 668 446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 12: 12 12 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 69.1 15.2 0.0 8.2 13.5 2.7 2.0 0.0 5.4 8.2: 6.6 4.4
Old : 100.0: 46.3 69.1 15.2 0.0 8.2 13.5 2.7 2.0 0.0 5.4 8.2: 6.6 4.4
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 : 26: 15 15 . 0 . . . . 0 . .:
Old : 26: 15 15 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 41.1 67.0 67.4 33.4 32.3 50.3 54.4
Old : 44.2 41.1 67.0 67.4 33.4 32.3 50.3 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,789: 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0: 1,809 926
Old : 15,789: 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0: 1,809 926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 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: 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0: 11.5 5.9
Old : 100.0: 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0: 11.5 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 : 29: 17 17 4 . 4 0 . . . 0 0:
Old : 29: 17 17 4 . 4 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
Old : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 36,467: 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0: 0 0
Old : 36,467: 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 87.3 7.6 9.5 3.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 89.0 87.3 7.6 9.5 3.3 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 : 30: 16 13 . . . 0 0 0 . 0 0:
Old : 30: 16 13 . . . 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 : 56.3 75.0 78.4 91.8 56.3 70.3 78.4 87.1
Old : 56.3 75.0 78.4 91.8 56.3 70.3 78.4 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 644,746: 566,193 581,642 52,168 36,719 26,385 0 0 0 0 0 0: 0 0
Old : 644,746: 566,193 581,642 52,168 36,719 26,385 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 4, 2013 :
: 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: 87.8 90.2 8.1 5.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 90.2 8.1 5.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 13 . . . 0 0 0 0 0 0:
Old : 25: 18 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 : 51.6 83.9 77.2 96.1 50.9 80.0 76.5 90.1
Old : 51.6 83.9 77.2 96.1 50.9 80.0 76.5 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,752: 30,597 44,477 13,370 0 2,275 0 0 0 0 0 0: 510 0
Old : 46,752: 30,597 44,477 13,370 0 2,275 0 0 0 0 0 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -255: -255 -255 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 95.1 28.6 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 65.4 95.1 28.6 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 16 . 0 . 0 0 0 0 0 0:
Old : 23: 10 16 . 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 : 75.7 48.3 93.4 77.8 70.9 48.3 82.2 74.6
Old : 75.7 48.3 93.4 77.8 70.9 48.3 82.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 701,132: 564,884 633,573 126,888 58,199 9,360 0 0 0 0 0 0: 0 0
Old : 701,132: 564,884 633,573 126,888 58,199 9,360 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 4, 2013 :
: -4,680: -4,680 -4,680 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 90.4 18.1 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.6 90.4 18.1 8.3 1.3 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 : 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 : 77.3 52.3 91.2 82.1 77.3 45.3 84.4 72.4
Old : 77.3 52.3 91.2 82.1 77.3 45.3 84.4 72.4
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 - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 59,860: 33,014 39,577 9,058 16,410 2,428 7,425 740 0 7,680 705 0: 255 0
Old : 59,860: 33,014 39,577 9,058 16,410 2,428 7,425 740 0 7,680 705 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 0: 0 1,280 1,280 0 -1,280 0 0 0 7,680 0 0: -7,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 66.1 15.1 27.4 4.1 12.4 1.2 0.0 12.8 1.2 0.0: 0.4 0.0
Old : 100.0: 55.2 66.1 15.1 27.4 4.1 12.4 1.2 0.0 12.8 1.2 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 15 4 . . . . 0 . . 0:
Old : 34: 17 15 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 : 44.5 54.6 71.3 75.8 43.3 51.9 67.4 71.5
Old : 44.5 54.6 71.3 75.8 43.3 51.9 67.4 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,380,756: 965,394 677,228 196,127 262,949 67,488 0 317,340 0 145,966 49,970 5,781: 0 0
Old : 1,380,756: 965,394 677,228 196,127 262,949 67,488 0 317,340 0 145,966 49,970 5,781: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 46,640: 46,640 46,640 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 49.0 14.2 19.0 4.9 0.0 23.0 0.0 10.6 3.6 0.4: 0.0 0.0
Old : 100.0: 69.9 49.0 14.2 19.0 4.9 0.0 23.0 0.0 10.6 3.6 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 20 17 . 4 4 0 . 0 . . .:
Old : 39: 20 17 . 4 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 : 48.0 51.2 74.9 72.5 45.5 50.8 71.4 69.9
Old : 48.0 51.2 74.9 72.5 45.5 50.8 71.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,478: 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0: 20 487
Old : 24,478: 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0: 20 487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 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: 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0: 0.1 2.0
Old : 100.0: 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0: 0.1 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 : 20: 11 8 . . 0 0 . 0 0 . 0:
Old : 20: 11 8 . . 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 : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
Old : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
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 - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 38,271: 25,319 28,536 11,787 100 784 0 8,851 0 126 0 0: 255 0
Old : 38,271: 25,319 28,536 11,787 100 784 0 8,851 0 126 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -4: -4 -4 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 0.0 0.0: 0.7 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: 11 13 4 . . 0 . 0 . 0 0:
Old : 26: 11 13 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 : 59.6 72.4 86.0 91.0 54.0 54.5 69.9 69.7
Old : 59.6 72.4 86.0 91.0 54.0 54.5 69.9 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 38,256: 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924: 0 0
Old : 38,256: 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 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: 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6: 0.0 0.0
Old : 100.0: 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 . . . . 0 . . . .:
Old : 26: 15 11 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
Old : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 25,919: 22,503 20,336 740 2,477 1,275 0 0 0 0 940 592: 809 299
Old : 25,919: 22,503 20,336 740 2,477 1,275 0 0 0 0 940 592: 809 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,882: 1,882 1,882 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 78.5 2.9 9.6 4.9 0.0 0.0 0.0 0.0 3.6 2.3: 3.1 1.2
Old : 100.0: 86.8 78.5 2.9 9.6 4.9 0.0 0.0 0.0 0.0 3.6 2.3: 3.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . . . 0 0 0 0 . .:
Old : 23: 13 13 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 55.1 77.0 79.9 42.3 49.7 58.8 64.9
Old : 51.0 55.1 77.0 79.9 42.3 49.7 58.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 33,325: 30,483 25,543 962 5,010 1,732 0 0 0 0 1,040 0: 148 0
Old : 33,325: 30,483 25,543 962 5,010 1,732 0 0 0 0 1,040 0: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 76.6 2.9 15.0 5.2 0.0 0.0 0.0 0.0 3.1 0.0: 0.4 0.0
Old : 100.0: 91.5 76.6 2.9 15.0 5.2 0.0 0.0 0.0 0.0 3.1 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . 4 4 0 0 0 0 . 0:
Old : 29: 15 15 . 4 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 : 49.0 63.0 78.3 83.0 42.6 46.2 62.5 60.9
Old : 49.0 63.0 78.3 83.0 42.6 46.2 62.5 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 440,685: 262,782 370,118 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552: 0 0
Old : 440,685: 262,782 370,118 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 1,960: 1,960 1,960 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 84.0 27.3 9.4 0.0 4.0 0.0 5.3 2.5 0.0 1.3: 0.0 0.0
Old : 100.0: 59.6 84.0 27.3 9.4 0.0 4.0 0.0 5.3 2.5 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 : 25: 13 13 . . 0 . 0 . . 0 .:
Old : 25: 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 : 57.5 64.5 77.7 84.5 40.8 46.9 53.2 59.0
Old : 57.5 64.5 77.7 84.5 40.8 46.9 53.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 901,442: 699,922 617,487 80,918 93,600 97,282 0 69,753 23,320 0 0 0: 0 0
Old : 901,442: 699,922 617,487 80,918 93,600 97,282 0 69,753 23,320 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 4, 2013 :
: 12,160: 12,160 12,160 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 68.5 9.0 10.4 10.8 0.0 7.7 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.6 68.5 9.0 10.4 10.8 0.0 7.7 2.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . . . 0 . . 0 0 0:
Old : 27: 15 17 . . . 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 : 52.2 54.1 76.7 78.4 31.6 27.9 44.6 43.0
Old : 52.2 54.1 76.7 78.4 31.6 27.9 44.6 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,027,479: 548,369 528,697 106,748 94,821 53,081 263,005 0 0 51,538 346,142 4,738: 0 0
Old : 1,027,479: 548,369 528,697 106,748 94,821 53,081 263,005 0 0 51,538 346,142 4,738: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 4,680: 4,680 0 0 0 0 0 0 0 0 4,680 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 51.5 10.4 9.2 5.2 25.6 0.0 0.0 5.0 33.7 0.5: 0.0 0.0
Old : 100.0: 53.4 51.5 10.4 9.2 5.2 25.6 0.0 0.0 5.0 33.7 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 12 11 . . 4 . 0 0 . . .:
Old : 28: 12 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 : 61.2 67.0 81.6 87.8 61.2 62.4 79.0 78.0
Old : 61.2 67.0 81.6 87.8 61.2 62.4 79.0 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 280,590: 205,785 270,665 26,289 9,925 0 0 0 0 48,516 0 0: 0 0
Old : 280,590: 205,785 270,665 26,289 9,925 0 0 0 0 48,516 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 11,320: 11,320 11,320 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 96.5 9.4 3.5 0.0 0.0 0.0 0.0 17.3 0.0 0.0: 0.0 0.0
Old : 100.0: 73.3 96.5 9.4 3.5 0.0 0.0 0.0 0.0 17.3 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 : 20: 11 13 . . 0 0 0 0 . 0 0:
Old : 20: 11 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 : 57.4 70.6 89.7 92.3 57.4 65.6 79.7 78.6
Old : 57.4 70.6 89.7 92.3 57.4 65.6 79.7 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 334,292: 275,650 200,822 24,548 50,761 34,094 0 0 0 0 48,615 0: 0 0
Old : 334,292: 275,650 200,822 24,548 50,761 34,094 0 0 0 0 48,615 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: 9,360: 9,360 9,360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 60.1 7.3 15.2 10.2 0.0 0.0 0.0 0.0 14.5 0.0: 0.0 0.0
Old : 100.0: 82.5 60.1 7.3 15.2 10.2 0.0 0.0 0.0 0.0 14.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 15 . 4 . 0 0 0 0 . 0:
Old : 31: 15 15 . 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 : 43.1 42.9 70.4 67.3 37.5 39.6 54.8 56.8
Old : 43.1 42.9 70.4 67.3 37.5 39.6 54.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A85
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 175,730: 155,294 117,950 11,076 36,259 9,360 0 2,703 0 0 9,458 0: 0 0
Old : 175,730: 155,294 117,950 11,076 36,259 9,360 0 2,703 0 0 9,458 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 67.1 6.3 20.6 5.3 0.0 1.5 0.0 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 88.4 67.1 6.3 20.6 5.3 0.0 1.5 0.0 0.0 5.4 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 : 21: 11 8 . . . 0 . 0 0 . 0:
Old : 21: 11 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 : 67.9 80.5 91.1 94.6 60.9 61.9 72.3 72.0
Old : 67.9 80.5 91.1 94.6 60.9 61.9 72.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
Disaggregated Commitments of Traders - Futures Only, June 11, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 Megawatts Per Hour) :
: : Positions :
All : 407,128: 211,696 295,520 116,432 18,768 79,000 0 13,840 0 0 0 0: 0 0
Old : 407,128: 211,696 295,520 116,432 18,768 79,000 0 13,840 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 4, 2013 :
: 7,776: 7,776 11,632 3,856 0 -3,856 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 72.6 28.6 4.6 19.4 0.0 3.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 52.0 72.6 28.6 4.6 19.4 0.0 3.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 . 0 0 0 0:
Old : 21: 12 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 64.8 89.7 88.9 46.0 55.2 66.5 68.9
Old : 68.3 64.8 89.7 88.9 46.0 55.2 66.5 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013