CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 7,775: 4,175 4,515 0 970 470 770 0 175 1,245 495 685: 255 465
Old : 7,775: 4,175 4,515 0 970 470 770 0 175 1,245 495 685: 255 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,175: 280 705 0 135 -15 0 0 0 705 -80 190: 15 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 58.1 0.0 12.5 6.0 9.9 0.0 2.3 16.0 6.4 8.8: 3.3 6.0
Old : 100.0: 53.7 58.1 0.0 12.5 6.0 9.9 0.0 2.3 16.0 6.4 8.8: 3.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 0 . . . 0 . . . .:
Old : 21: 9 11 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 45.2 80.3 70.6 40.6 34.5 48.9 45.7
Old : 55.9 45.2 80.3 70.6 40.6 34.5 48.9 45.7
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 25, 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 : 13,805: 9,592 10,407 648 0 495 0 180 1,620 852 674 345: 253 84
Old : 13,805: 9,592 10,407 648 0 495 0 180 1,620 852 674 345: 253 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 257: 645 200 45 0 0 0 120 -120 -435 15 90: 32 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 75.4 4.7 0.0 3.6 0.0 1.3 11.7 6.2 4.9 2.5: 1.8 0.6
Old : 100.0: 69.5 75.4 4.7 0.0 3.6 0.0 1.3 11.7 6.2 4.9 2.5: 1.8 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 : 20: 15 15 . 0 . 0 . . . . .:
Old : 20: 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 : 55.3 55.2 80.1 77.2 19.2 14.4 23.2 22.4
Old : 55.3 55.2 80.1 77.2 19.2 14.4 23.2 22.4
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 25, 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 : 67,402: 19,037 20,221 3,642 2,289 3,791 5 6,859 7,209 17,634 11,141 14,916: 1,168 976
Old : 67,402: 19,037 20,221 3,642 2,289 3,791 5 6,859 7,209 17,634 11,141 14,916: 1,168 976
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,769: -14 -9 322 367 -162 0 -160 389 1,282 1,087 121: -169 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 30.0 5.4 3.4 5.6 0.0 10.2 10.7 26.2 16.5 22.1: 1.7 1.4
Old : 100.0: 28.2 30.0 5.4 3.4 5.6 0.0 10.2 10.7 26.2 16.5 22.1: 1.7 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 : 48: 13 11 . . 4 . 4 4 16 10 25:
Old : 48: 13 11 . . 4 . 4 4 16 10 25:
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 : 37.7 35.1 58.2 56.2 30.4 21.4 42.4 35.5
Old : 37.7 35.1 58.2 56.2 30.4 21.4 42.4 35.5
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 25, 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 : 21,400: 8,475 6,400 563 690 796 540 1,455 1,415 5,272 6,531 3,644: 695 469
Old : 21,400: 8,475 6,400 563 690 796 540 1,455 1,415 5,272 6,531 3,644: 695 469
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,884: 1,130 510 165 -20 194 -370 -10 685 365 826 -250: -35 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 29.9 2.6 3.2 3.7 2.5 6.8 6.6 24.6 30.5 17.0: 3.2 2.2
Old : 100.0: 39.6 29.9 2.6 3.2 3.7 2.5 6.8 6.6 24.6 30.5 17.0: 3.2 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 : 39: 7 7 . . . . . . 9 14 23:
Old : 39: 7 7 . . . . . . 9 14 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 : 54.4 38.1 73.2 59.2 50.5 34.4 60.8 48.1
Old : 54.4 38.1 73.2 59.2 50.5 34.4 60.8 48.1
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 25, 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 : 172,981: 95,692 125,081 20,558 9,110 11,572 17,649 5,535 12,177 10,583 4,394 4,223: 527 889
Old : 172,981: 95,692 125,081 20,558 9,110 11,572 17,649 5,535 12,177 10,583 4,394 4,223: 527 889
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 538: 3,243 194 2,520 547 -1,577 -204 360 290 -1,363 2,564 -2,200: -171 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 72.3 11.9 5.3 6.7 10.2 3.2 7.0 6.1 2.5 2.4: 0.3 0.5
Old : 100.0: 55.3 72.3 11.9 5.3 6.7 10.2 3.2 7.0 6.1 2.5 2.4: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 45 41 . 6 8 7 4 8 8 5 10:
Old : 84: 45 41 . 6 8 7 4 8 8 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 37.0 44.4 55.2 22.0 31.8 35.2 43.0
Old : 27.7 37.0 44.4 55.2 22.0 31.8 35.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 53,922: 35,767 44,532 10,222 3,059 4,500 2,019 1 1,364 0 416 50: 0 0
Old : 53,922: 35,767 44,532 10,222 3,059 4,500 2,019 1 1,364 0 416 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -87: -396 208 -96 -312 -37 467 0 0 0 79 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 82.6 19.0 5.7 8.3 3.7 0.0 2.5 0.0 0.8 0.1: 0.0 0.0
Old : 100.0: 66.3 82.6 19.0 5.7 8.3 3.7 0.0 2.5 0.0 0.8 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 : 39: 24 24 . . 4 . . . 0 . .:
Old : 39: 24 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 : 50.6 47.6 78.2 68.4 44.4 34.8 57.2 48.5
Old : 50.6 47.6 78.2 68.4 44.4 34.8 57.2 48.5
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 25, 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 : 556,642: 442,735 449,696 44,972 62,378 42,976 20,815 0 936 3,552 0 656: 0 0
Old : 556,642: 442,735 449,696 44,972 62,378 42,976 20,815 0 936 3,552 0 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,896: 1,530 -88 -2,251 0 2,280 961 0 -624 -328 0 328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 80.8 8.1 11.2 7.7 3.7 0.0 0.2 0.6 0.0 0.1: 0.0 0.0
Old : 100.0: 79.5 80.8 8.1 11.2 7.7 3.7 0.0 0.2 0.6 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 : 38: 25 25 . . . . 0 . . 0 .:
Old : 38: 25 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 : 44.6 54.1 69.7 79.6 37.6 44.4 55.1 63.9
Old : 44.6 54.1 69.7 79.6 37.6 44.4 55.1 63.9
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 25, 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 : 1,698,006: 1,143,108 1,400,093 145,193 83,424 116,687 252,443 23,153 14,128 401 34,475 26,046: 0 0
Old : 1,698,006: 1,143,108 1,400,093 145,193 83,424 116,687 252,443 23,153 14,128 401 34,475 26,046: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 36,291: 20,871 28,650 8,640 4,616 -1,591 23,596 384 -5,136 0 19,105 -9,737: -352 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 82.5 8.6 4.9 6.9 14.9 1.4 0.8 0.0 2.0 1.5: 0.0 0.0
Old : 100.0: 67.3 82.5 8.6 4.9 6.9 14.9 1.4 0.8 0.0 2.0 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 : 63: 36 37 4 4 5 4 . . . 4 4:
Old : 63: 36 37 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 : 43.2 42.3 61.4 59.7 39.3 36.1 52.1 49.3
Old : 43.2 42.3 61.4 59.7 39.3 36.1 52.1 49.3
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 25, 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 : 60,593: 51,155 32,023 306 12,292 5,304 105 5,215 3,309 0 2,036 414: 0 0
Old : 60,593: 51,155 32,023 306 12,292 5,304 105 5,215 3,309 0 2,036 414: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 828: 1,057 54 0 625 -334 52 532 52 0 -102 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 52.8 0.5 20.3 8.8 0.2 8.6 5.5 0.0 3.4 0.7: 0.0 0.0
Old : 100.0: 84.4 52.8 0.5 20.3 8.8 0.2 8.6 5.5 0.0 3.4 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 24 . . . . . . 0 . .:
Old : 40: 27 24 . . . . . . 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 : 44.1 44.4 66.1 72.4 31.2 33.4 46.7 53.1
Old : 44.1 44.4 66.1 72.4 31.2 33.4 46.7 53.1
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 25, 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 : 400,697: 235,046 316,227 141,353 44,816 15,272 0 14,081 8,370 0 1,275 656: 0 0
Old : 400,697: 235,046 316,227 141,353 44,816 15,272 0 14,081 8,370 0 1,275 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 6,457: 5,480 2,544 321 0 656 0 2,601 0 0 656 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 78.9 35.3 11.2 3.8 0.0 3.5 2.1 0.0 0.3 0.2: 0.0 0.0
Old : 100.0: 58.7 78.9 35.3 11.2 3.8 0.0 3.5 2.1 0.0 0.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 16 . . . 0 . . 0 . .:
Old : 29: 17 16 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 60.0 82.5 79.8 51.9 53.6 68.5 68.2
Old : 63.9 60.0 82.5 79.8 51.9 53.6 68.5 68.2
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 25, 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 : 614,559: 436,518 281,721 67,980 110,098 46,133 39,458 9,360 8,004 15,281 158,058 1,185: 0 0
Old : 614,559: 436,518 281,721 67,980 110,098 46,133 39,458 9,360 8,004 15,281 158,058 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -2,329: -7,009 848 0 0 0 792 0 -400 4,288 -2,777 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 45.8 11.1 17.9 7.5 6.4 1.5 1.3 2.5 25.7 0.2: 0.0 0.0
Old : 100.0: 71.0 45.8 11.1 17.9 7.5 6.4 1.5 1.3 2.5 25.7 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 20 . 4 . . . . . . .:
Old : 39: 21 20 . 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 : 47.6 54.1 72.7 72.1 44.4 49.5 65.2 62.4
Old : 47.6 54.1 72.7 72.1 44.4 49.5 65.2 62.4
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 25, 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 : 49,460: 23,444 24,817 16,035 1,421 383 2,608 251 2,816 3,918 19,221 0: 256 551
Old : 49,460: 23,444 24,817 16,035 1,421 383 2,608 251 2,816 3,918 19,221 0: 256 551
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 639: 387 877 510 0 -319 -135 251 -60 256 -66 0: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 50.2 32.4 2.9 0.8 5.3 0.5 5.7 7.9 38.9 0.0: 0.5 1.1
Old : 100.0: 47.4 50.2 32.4 2.9 0.8 5.3 0.5 5.7 7.9 38.9 0.0: 0.5 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 : 37: 19 24 5 . . . . . . . 0:
Old : 37: 19 24 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 : 51.0 59.0 70.5 74.1 49.9 56.6 64.4 68.6
Old : 51.0 59.0 70.5 74.1 49.9 56.6 64.4 68.6
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 25, 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 : 1,926,995: 1,722,635 698,510 200,360 0 0 0 0 0 4,000 1,228,485 0: 0 0
Old : 1,926,995: 1,722,635 698,510 200,360 0 0 0 0 0 4,000 1,228,485 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 188,950: 188,950 153,670 0 0 0 0 0 0 0 35,280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 36.2 10.4 0.0 0.0 0.0 0.0 0.0 0.2 63.8 0.0: 0.0 0.0
Old : 100.0: 89.4 36.2 10.4 0.0 0.0 0.0 0.0 0.0 0.2 63.8 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 : 22: 11 10 . 0 0 0 0 0 . . 0:
Old : 22: 11 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 : 67.6 91.4 90.6 98.3 67.6 91.4 88.1 95.5
Old : 67.6 91.4 90.6 98.3 67.6 91.4 88.1 95.5
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 25, 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 : 632,600: 528,750 225,500 103,850 0 0 0 0 0 0 407,100 0: 0 0
Old : 632,600: 528,750 225,500 103,850 0 0 0 0 0 0 407,100 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 32,600: 33,700 29,300 -1,100 0 0 0 0 0 0 3,300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 35.6 16.4 0.0 0.0 0.0 0.0 0.0 0.0 64.4 0.0: 0.0 0.0
Old : 100.0: 83.6 35.6 16.4 0.0 0.0 0.0 0.0 0.0 0.0 64.4 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 : 22: 13 11 . 0 0 0 0 0 0 . 0:
Old : 22: 13 11 . 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 : 63.9 86.8 89.5 96.0 63.9 86.8 88.1 92.3
Old : 63.9 86.8 89.5 96.0 63.9 86.8 88.1 92.3
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 25, 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 : 1,141,760: 894,640 945,600 243,120 196,160 0 0 0 0 4,000 0 0: 0 0
Old : 1,141,760: 894,640 945,600 243,120 196,160 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 18, 2013 :
: 54,880: 54,880 47,040 0 7,840 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 82.8 21.3 17.2 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 78.4 82.8 21.3 17.2 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 : 23: 13 9 . . 0 0 0 0 . 0 0:
Old : 23: 13 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 : 66.8 84.7 88.4 98.6 62.7 84.2 84.3 93.6
Old : 66.8 84.7 88.4 98.6 62.7 84.2 84.3 93.6
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 25, 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 : 303,768: 235,728 256,320 44,176 37,536 2,792 17,936 2,768 1,584 0 1,216 1,552: 0 0
Old : 303,768: 235,728 256,320 44,176 37,536 2,792 17,936 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 18, 2013 :
: 17,144: 3,944 17,536 13,992 -784 392 -1,184 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 84.4 14.5 12.4 0.9 5.9 0.9 0.5 0.0 0.4 0.5: 0.0 0.0
Old : 100.0: 77.6 84.4 14.5 12.4 0.9 5.9 0.9 0.5 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 16 . . . . . . 0 . .:
Old : 36: 22 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 49.7 62.3 73.8 36.4 47.7 54.9 62.8
Old : 40.9 49.7 62.3 73.8 36.4 47.7 54.9 62.8
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 25, 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 : 11,382: 7,601 7,588 797 1,732 761 1,101 128 595 80 408 0: 447 170
Old : 11,382: 7,601 7,588 797 1,732 761 1,101 128 595 80 408 0: 447 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 506: 737 522 -22 -44 44 -22 84 22 0 154 0: -253 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 66.7 7.0 15.2 6.7 9.7 1.1 5.2 0.7 3.6 0.0: 3.9 1.5
Old : 100.0: 66.8 66.7 7.0 15.2 6.7 9.7 1.1 5.2 0.7 3.6 0.0: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 16 . . 4 . . . . . 0:
Old : 32: 17 16 . . 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 : 45.7 46.0 66.4 67.9 40.7 42.3 55.1 58.2
Old : 45.7 46.0 66.4 67.9 40.7 42.3 55.1 58.2
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 25, 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 : 1,024,025: 828,075 708,025 117,610 163,920 46,640 0 73,740 31,700 0 0 0: 0 0
Old : 1,024,025: 828,075 708,025 117,610 163,920 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 18, 2013 :
: 3,920: 3,920 3,920 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 69.1 11.5 16.0 4.6 0.0 7.2 3.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.9 69.1 11.5 16.0 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 : 21: 10 9 . . . 0 . . 0 0 0:
Old : 21: 10 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 61.3 86.5 91.6 61.2 56.8 79.5 78.8
Old : 65.7 61.3 86.5 91.6 61.2 56.8 79.5 78.8
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 25, 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 : 430,625: 354,540 346,925 72,885 83,700 0 1,000 0 0 2,200 0 0: 0 0
Old : 430,625: 354,540 346,925 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 18, 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: 82.3 80.6 16.9 19.4 0.0 0.2 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 80.6 16.9 19.4 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 10 . . 0 . 0 0 . 0 0:
Old : 28: 17 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 : 57.8 83.1 87.3 96.3 57.8 83.1 84.8 94.9
Old : 57.8 83.1 87.3 96.3 57.8 83.1 84.8 94.9
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 25, 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 : 226,180: 185,240 161,020 1,160 24,830 38,180 0 550 1,600 0 0 0: 0 0
Old : 226,180: 185,240 161,020 1,160 24,830 38,180 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 18, 2013 :
: 0: 0 -1,075 -1,075 0 1,075 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 71.2 0.5 11.0 16.9 0.0 0.2 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.9 71.2 0.5 11.0 16.9 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 : 26: 16 19 . . . 0 . . 0 0 0:
Old : 26: 16 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 48.2 75.8 76.9 43.5 31.9 54.2 44.4
Old : 51.1 48.2 75.8 76.9 43.5 31.9 54.2 44.4
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 25, 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 : 27,647: 20,257 15,551 1,836 6,169 2,604 923 124 244 0 1,254 20: 1,763 1,681
Old : 27,647: 20,257 15,551 1,836 6,169 2,604 923 124 244 0 1,254 20: 1,763 1,681
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 108: 255 -215 -319 43 192 -20 0 0 0 88 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 56.2 6.6 22.3 9.4 3.3 0.4 0.9 0.0 4.5 0.1: 6.4 6.1
Old : 100.0: 73.3 56.2 6.6 22.3 9.4 3.3 0.4 0.9 0.0 4.5 0.1: 6.4 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 18 . . . . . . 0 . .:
Old : 30: 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 : 40.4 44.2 65.3 69.6 25.9 41.9 45.1 58.7
Old : 40.4 44.2 65.3 69.6 25.9 41.9 45.1 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 25, 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 : 1,699,499: 1,340,159 1,253,388 88,018 88,505 60,432 46,763 96,915 158,127 0 36,132 6,000: 0 0
Old : 1,699,499: 1,340,159 1,253,388 88,018 88,505 60,432 46,763 96,915 158,127 0 36,132 6,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 49,380: 61,225 20,786 -11,845 13,280 0 -9,360 0 9,360 0 5,954 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 73.8 5.2 5.2 3.6 2.8 5.7 9.3 0.0 2.1 0.4: 0.0 0.0
Old : 100.0: 78.9 73.8 5.2 5.2 3.6 2.8 5.7 9.3 0.0 2.1 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 : 40: 25 23 . . . . . . 0 . .:
Old : 40: 25 23 . . . . . . 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 : 48.5 49.2 71.9 73.4 36.8 43.8 54.5 60.1
Old : 48.5 49.2 71.9 73.4 36.8 43.8 54.5 60.1
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 25, 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 : 606,630: 446,455 433,140 89,075 7,445 48,635 0 53,230 22,465 0 41,715 0: 0 0
Old : 606,630: 446,455 433,140 89,075 7,445 48,635 0 53,230 22,465 0 41,715 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 32,030: 24,080 19,325 6,200 800 1,750 0 3,885 0 0 6,270 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 71.4 14.7 1.2 8.0 0.0 8.8 3.7 0.0 6.9 0.0: 0.0 0.0
Old : 100.0: 73.6 71.4 14.7 1.2 8.0 0.0 8.8 3.7 0.0 6.9 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 : 42: 26 23 . . 4 0 . . 0 . 0:
Old : 42: 26 23 . . 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 : 44.2 41.5 64.8 68.7 42.4 36.9 59.3 55.9
Old : 44.2 41.5 64.8 68.7 42.4 36.9 59.3 55.9
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 25, 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 : 1,204,814: 956,924 1,158,014 201,090 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,204,814: 956,924 1,158,014 201,090 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 18, 2013 :
: 15,680: 15,680 15,680 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 96.1 16.7 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 96.1 16.7 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 : 48.2 84.2 75.4 97.2 41.7 64.3 59.5 73.0
Old : 48.2 84.2 75.4 97.2 41.7 64.3 59.5 73.0
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 25, 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 : 398,145: 301,695 368,215 62,650 3,530 26,400 7,400 0 0 0 0 0: 0 0
Old : 398,145: 301,695 368,215 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 18, 2013 :
: 23,225: 23,225 23,225 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 92.5 15.7 0.9 6.6 1.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.8 92.5 15.7 0.9 6.6 1.9 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 : 29: 20 14 . . . . 0 0 0 0 0:
Old : 29: 20 14 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 72.9 60.0 93.8 31.0 63.4 48.7 70.1
Old : 38.4 72.9 60.0 93.8 31.0 63.4 48.7 70.1
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 25, 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 : 627,829: 409,100 531,647 52,833 7,991 37,805 101,138 9,404 23,817 0 14,029 3,136: 0 0
Old : 627,829: 409,100 531,647 52,833 7,991 37,805 101,138 9,404 23,817 0 14,029 3,136: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 481: 873 8 1,224 0 -1,224 800 0 -800 0 2,889 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 84.7 8.4 1.3 6.0 16.1 1.5 3.8 0.0 2.2 0.5: 0.0 0.0
Old : 100.0: 65.2 84.7 8.4 1.3 6.0 16.1 1.5 3.8 0.0 2.2 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 : 43: 25 26 4 . 4 . . . 0 . .:
Old : 43: 25 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 : 56.3 56.4 74.5 72.1 49.7 53.2 62.5 63.2
Old : 56.3 56.4 74.5 72.1 49.7 53.2 62.5 63.2
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 25, 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 : 44,067: 31,440 32,124 3,878 4,121 1,532 5,463 3,507 1,262 0 1,226 171: 321 124
Old : 44,067: 31,440 32,124 3,878 4,121 1,532 5,463 3,507 1,262 0 1,226 171: 321 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 757: 755 392 -69 64 132 -41 42 -21 0 169 -21: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 72.9 8.8 9.4 3.5 12.4 8.0 2.9 0.0 2.8 0.4: 0.7 0.3
Old : 100.0: 71.3 72.9 8.8 9.4 3.5 12.4 8.0 2.9 0.0 2.8 0.4: 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 : 44: 28 28 . . 5 . . . 0 . .:
Old : 44: 28 28 . . 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 : 51.9 49.7 75.9 72.7 46.5 48.7 65.9 69.9
Old : 51.9 49.7 75.9 72.7 46.5 48.7 65.9 69.9
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 25, 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 : 24,968: 12,601 24,145 8,502 0 746 2,455 0 0 587 0 77: 0 0
Old : 24,968: 12,601 24,145 8,502 0 746 2,455 0 0 587 0 77: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 414: 153 514 174 0 -50 343 0 0 -156 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 96.7 34.1 0.0 3.0 9.8 0.0 0.0 2.4 0.0 0.3: 0.0 0.0
Old : 100.0: 50.5 96.7 34.1 0.0 3.0 9.8 0.0 0.0 2.4 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 : 34: 23 15 . 0 . . 0 0 . 0 .:
Old : 34: 23 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 : 51.3 80.0 76.3 91.4 47.4 78.5 68.5 83.7
Old : 51.3 80.0 76.3 91.4 47.4 78.5 68.5 83.7
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 25, 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 : 190,989: 98,443 184,221 67,324 0 4,816 15,268 0 1,952 3,186 0 0: 0 0
Old : 190,989: 98,443 184,221 67,324 0 4,816 15,268 0 1,952 3,186 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 952: 984 952 -312 0 0 0 0 0 280 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 96.5 35.3 0.0 2.5 8.0 0.0 1.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 51.5 96.5 35.3 0.0 2.5 8.0 0.0 1.0 1.7 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 : 26: 14 10 . 0 . . 0 . . 0 0:
Old : 26: 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 : 56.8 77.2 81.0 94.4 52.5 67.5 70.3 79.4
Old : 56.8 77.2 81.0 94.4 52.5 67.5 70.3 79.4
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 25, 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 : 571,025: 333,305 486,942 173,683 28,254 10,543 11,834 3,626 41,660 0 0 0: 0 0
Old : 571,025: 333,305 486,942 173,683 28,254 10,543 11,834 3,626 41,660 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 18, 2013 :
: 784: 784 0 0 392 0 0 392 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 85.3 30.4 4.9 1.8 2.1 0.6 7.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.4 85.3 30.4 4.9 1.8 2.1 0.6 7.3 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 : 48.1 70.4 65.4 86.5 43.4 61.4 56.0 66.3
Old : 48.1 70.4 65.4 86.5 43.4 61.4 56.0 66.3
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 25, 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 : 32,978: 26,726 23,222 0 6,527 1,466 3,067 0 1,360 0 0 0: 359 403
Old : 32,978: 26,726 23,222 0 6,527 1,466 3,067 0 1,360 0 0 0: 359 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -418: -398 -185 0 22 0 -20 -510 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.4 0.0 19.8 4.4 9.3 0.0 4.1 0.0 0.0 0.0: 1.1 1.2
Old : 100.0: 81.0 70.4 0.0 19.8 4.4 9.3 0.0 4.1 0.0 0.0 0.0: 1.1 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 : 36: 22 23 0 6 4 . 0 . 0 0 0:
Old : 36: 22 23 0 6 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 70.4 69.8 81.1 39.2 57.2 54.2 62.0
Old : 48.0 70.4 69.8 81.1 39.2 57.2 54.2 62.0
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 25, 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: 63,342 71,707 14,230 0 19,816 0 0 0 0 5,865 0: 0 0
Old : 97,388: 63,342 71,707 14,230 0 19,816 0 0 0 0 5,865 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 0: 400 784 -400 0 0 0 0 0 0 -784 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 73.6 14.6 0.0 20.3 0.0 0.0 0.0 0.0 6.0 0.0: 0.0 0.0
Old : 100.0: 65.0 73.6 14.6 0.0 20.3 0.0 0.0 0.0 0.0 6.0 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: 9 11 5 0 . 0 0 0 0 . 0:
Old : 21: 9 11 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 : 72.3 71.4 92.8 92.4 45.7 54.9 58.2 62.2
Old : 72.3 71.4 92.8 92.4 45.7 54.9 58.2 62.2
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 25, 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 : 25,077: 12,669 22,792 6,834 0 1,107 128 608 0 3,450 40 126: 763 404
Old : 25,077: 12,669 22,792 6,834 0 1,107 128 608 0 3,450 40 126: 763 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 937: 765 976 151 -126 42 0 0 0 0 0 0: -21 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 90.9 27.3 0.0 4.4 0.5 2.4 0.0 13.8 0.2 0.5: 3.0 1.6
Old : 100.0: 50.5 90.9 27.3 0.0 4.4 0.5 2.4 0.0 13.8 0.2 0.5: 3.0 1.6
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 : 30: 18 17 4 0 4 . . 0 . . .:
Old : 30: 18 17 4 0 4 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 51.5 67.6 73.3 47.9 42.2 60.2 59.8
Old : 51.4 51.5 67.6 73.3 47.9 42.2 60.2 59.8
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 25, 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 : 345,295: 143,939 326,191 134,015 7,048 10,496 4,704 0 0 50,581 0 1,560: 0 0
Old : 345,295: 143,939 326,191 134,015 7,048 10,496 4,704 0 0 50,581 0 1,560: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 7,072: 7,880 6,680 -1,592 0 392 0 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 94.5 38.8 2.0 3.0 1.4 0.0 0.0 14.6 0.0 0.5: 0.0 0.0
Old : 100.0: 41.7 94.5 38.8 2.0 3.0 1.4 0.0 0.0 14.6 0.0 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 : 29: 17 17 4 . . . 0 0 . 0 .:
Old : 29: 17 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 : 59.6 62.6 80.5 82.5 58.1 50.8 71.1 69.2
Old : 59.6 62.6 80.5 82.5 58.1 50.8 71.1 69.2
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 25, 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 : 19,160: 10,594 12,122 5,678 5,659 1,105 0 4 40 1,086 0 40: 617 190
Old : 19,160: 10,594 12,122 5,678 5,659 1,105 0 4 40 1,086 0 40: 617 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -18: 278 82 -506 -332 190 0 0 0 0 0 0: 20 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 63.3 29.6 29.5 5.8 0.0 0.0 0.2 5.7 0.0 0.2: 3.2 1.0
Old : 100.0: 55.3 63.3 29.6 29.5 5.8 0.0 0.0 0.2 5.7 0.0 0.2: 3.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 . . . 0 . . . 0 .:
Old : 32: 20 21 . . . 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 : 46.1 52.6 70.4 69.8 41.1 45.8 54.6 55.4
Old : 46.1 52.6 70.4 69.8 41.1 45.8 54.6 55.4
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 25, 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 : 252,022: 110,508 154,795 131,600 89,338 3,209 0 4,680 0 6,705 0 0: 0 0
Old : 252,022: 110,508 154,795 131,600 89,338 3,209 0 4,680 0 6,705 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 1,968: 2,752 1,968 0 0 0 0 0 0 -784 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 61.4 52.2 35.4 1.3 0.0 1.9 0.0 2.7 0.0 0.0: 0.0 0.0
Old : 100.0: 43.8 61.4 52.2 35.4 1.3 0.0 1.9 0.0 2.7 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 : 30: 16 14 5 . . 0 . 0 . 0 0:
Old : 30: 16 14 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 : 67.4 66.9 83.9 90.8 61.3 66.9 72.5 79.7
Old : 67.4 66.9 83.9 90.8 61.3 66.9 72.5 79.7
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 25, 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 : 32,177: 22,041 27,294 5,714 77 1,345 0 410 3,051 26 0 0: 0 0
Old : 32,177: 22,041 27,294 5,714 77 1,345 0 410 3,051 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 18, 2013 :
: 670: -48 823 1,565 0 -512 -284 410 -51 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 84.8 17.8 0.2 4.2 0.0 1.3 9.5 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 68.5 84.8 17.8 0.2 4.2 0.0 1.3 9.5 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: 20 20 . . . 0 . . . 0 0:
Old : 31: 20 20 . . . 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 : 52.3 50.4 73.1 73.7 44.4 37.7 54.7 53.2
Old : 52.3 50.4 73.1 73.7 44.4 37.7 54.7 53.2
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 25, 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 : 224,982: 194,069 123,846 2,257 74,106 26,702 1,626 0 328 0 0 0: 0 0
Old : 224,982: 194,069 123,846 2,257 74,106 26,702 1,626 0 328 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 18, 2013 :
: 672: -328 344 0 -1,000 1,000 -328 0 328 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 55.0 1.0 32.9 11.9 0.7 0.0 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.3 55.0 1.0 32.9 11.9 0.7 0.0 0.1 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 : 27: 15 15 . . . . 0 . 0 0 0:
Old : 27: 15 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 : 54.1 68.5 78.0 86.6 44.2 56.4 60.0 65.8
Old : 54.1 68.5 78.0 86.6 44.2 56.4 60.0 65.8
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 25, 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 : 832,180: 740,025 668,353 50,960 24,712 41,195 0 97,920 0 0 0 0: 0 0
Old : 832,180: 740,025 668,353 50,960 24,712 41,195 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 18, 2013 :
: 13,555: 27,320 0 -12,000 15,320 -1,765 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 80.3 6.1 3.0 5.0 0.0 11.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.9 80.3 6.1 3.0 5.0 0.0 11.8 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: 14 9 . . . 0 . 0 0 0 0:
Old : 25: 14 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 : 66.6 74.1 84.8 94.4 66.6 74.1 79.0 84.0
Old : 66.6 74.1 84.8 94.4 66.6 74.1 79.0 84.0
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 25, 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 : 249,970: 221,790 211,970 16,000 9,520 12,180 0 16,300 0 0 0 0: 0 0
Old : 249,970: 221,790 211,970 16,000 9,520 12,180 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 18, 2013 :
: 2,650: 6,375 0 0 6,375 -3,725 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 84.8 6.4 3.8 4.9 0.0 6.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.7 84.8 6.4 3.8 4.9 0.0 6.5 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: 16 12 . . . 0 . 0 0 0 0:
Old : 27: 16 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 64.9 79.1 88.2 60.5 64.7 76.7 78.9
Old : 60.9 64.9 79.1 88.2 60.5 64.7 76.7 78.9
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 25, 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 : 138,365: 99,815 130,625 30,810 0 7,740 0 0 0 0 0 0: 0 0
Old : 138,365: 99,815 130,625 30,810 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 18, 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: 72.1 94.4 22.3 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.1 94.4 22.3 0.0 5.6 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 : 59.8 80.5 86.1 93.6 55.0 72.0 72.7 78.5
Old : 59.8 80.5 86.1 93.6 55.0 72.0 72.7 78.5
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 25, 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 : 238,025: 195,425 99,375 40,400 136,450 2,200 0 0 0 0 0 0: 0 0
Old : 238,025: 195,425 99,375 40,400 136,450 2,200 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 18, 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: 82.1 41.7 17.0 57.3 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.1 41.7 17.0 57.3 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 : 23: 13 9 4 . . 0 0 0 0 0 0:
Old : 23: 13 9 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 : 64.7 91.2 91.7 98.2 64.0 90.4 90.1 96.7
Old : 64.7 91.2 91.7 98.2 64.0 90.4 90.1 96.7
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 25, 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 : 838,835: 668,349 311,075 158,566 515,840 11,920 0 0 0 0 0 0: 0 0
Old : 838,835: 668,349 311,075 158,566 515,840 11,920 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 18, 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: 79.7 37.1 18.9 61.5 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 37.1 18.9 61.5 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 67.3 93.2 91.0 99.3 67.3 93.2 89.6 98.1
Old : 67.3 93.2 91.0 99.3 67.3 93.2 89.6 98.1
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 25, 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 : 155,035: 123,845 126,775 9,190 6,700 21,560 0 0 0 440 0 0: 0 0
Old : 155,035: 123,845 126,775 9,190 6,700 21,560 0 0 0 440 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 6,400: 6,400 6,400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 81.8 5.9 4.3 13.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 81.8 5.9 4.3 13.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 13 . . . 0 0 0 . 0 0:
Old : 24: 15 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 : 47.5 61.0 76.4 84.0 36.5 53.5 54.0 62.8
Old : 47.5 61.0 76.4 84.0 36.5 53.5 54.0 62.8
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 25, 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 : 217,105: 185,530 177,880 3,880 15,610 22,615 0 1,000 0 5,080 0 0: 0 0
Old : 217,105: 185,530 177,880 3,880 15,610 22,615 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 18, 2013 :
: 2,200: 0 4,400 3,200 -1,200 -1,000 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 81.9 1.8 7.2 10.4 0.0 0.5 0.0 2.3 0.0 0.0: 0.0 0.0
Old : 100.0: 85.5 81.9 1.8 7.2 10.4 0.0 0.5 0.0 2.3 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 : 29: 19 11 . . . 0 . 0 . 0 0:
Old : 29: 19 11 . . . 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 : 48.4 63.6 71.3 85.1 44.1 56.8 63.0 69.2
Old : 48.4 63.6 71.3 85.1 44.1 56.8 63.0 69.2
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 25, 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 : 619,244: 533,930 519,914 28,304 42,320 57,010 0 0 0 0 0 0: 0 0
Old : 619,244: 533,930 519,914 28,304 42,320 57,010 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 18, 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: 86.2 84.0 4.6 6.8 9.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.2 84.0 4.6 6.8 9.2 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: 14 8 . . . 0 0 0 0 0 0:
Old : 21: 14 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 : 54.4 67.9 78.0 93.2 54.4 58.0 73.3 76.1
Old : 54.4 67.9 78.0 93.2 54.4 58.0 73.3 76.1
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 25, 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 18, 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: 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 25, 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 : 296,350: 278,970 293,020 14,050 0 3,330 0 0 0 0 0 0: 0 0
Old : 296,350: 278,970 293,020 14,050 0 3,330 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 18, 2013 :
: 550: 550 0 -550 0 550 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 98.9 4.7 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.1 98.9 4.7 0.0 1.1 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 : 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 : 58.5 91.2 78.2 98.9 58.5 91.2 76.9 97.3
Old : 58.5 91.2 78.2 98.9 58.5 91.2 76.9 97.3
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 25, 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 : 6,722,982: 5,039,781 6,315,814 1,145,309 173,712 229,456 169,808 0 0 138,628 4,000 0: 0 0
Old : 6,722,982: 5,039,781 6,315,814 1,145,309 173,712 229,456 169,808 0 0 138,628 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 18, 2013 :
: 69,416: 52,791 82,682 22,835 -3,920 -9,346 0 0 0 3,136 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 93.9 17.0 2.6 3.4 2.5 0.0 0.0 2.1 0.1 0.0: 0.0 0.0
Old : 100.0: 75.0 93.9 17.0 2.6 3.4 2.5 0.0 0.0 2.1 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 : 48: 31 31 4 . . . 0 0 . . 0:
Old : 48: 31 31 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 : 40.0 58.5 60.6 75.7 36.6 52.0 51.8 65.6
Old : 40.0 58.5 60.6 75.7 36.6 52.0 51.8 65.6
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 25, 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 : 2,274,450: 1,822,350 2,154,315 294,565 35,135 80,800 40,955 0 0 35,780 4,200 0: 0 0
Old : 2,274,450: 1,822,350 2,154,315 294,565 35,135 80,800 40,955 0 0 35,780 4,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 30,010: 44,720 35,225 -8,175 1,650 -6,865 -1,100 0 0 1,430 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 94.7 13.0 1.5 3.6 1.8 0.0 0.0 1.6 0.2 0.0: 0.0 0.0
Old : 100.0: 80.1 94.7 13.0 1.5 3.6 1.8 0.0 0.0 1.6 0.2 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 : 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 : 36.3 56.4 59.0 76.3 34.3 51.8 50.5 65.0
Old : 36.3 56.4 59.0 76.3 34.3 51.8 50.5 65.0
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 25, 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 : 2,455,588: 1,555,638 1,285,594 91,578 302,952 215,716 1,000 197,146 39,695 500,556 363,080 51,405: 0 0
Old : 2,455,588: 1,555,638 1,285,594 91,578 302,952 215,716 1,000 197,146 39,695 500,556 363,080 51,405: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 120,385: 47,294 43,774 -2,520 25,495 10,091 0 0 0 116,465 91,970 -50,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 52.4 3.7 12.3 8.8 0.0 8.0 1.6 20.4 14.8 2.1: 0.0 0.0
Old : 100.0: 63.4 52.4 3.7 12.3 8.8 0.0 8.0 1.6 20.4 14.8 2.1: 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 : 65: 36 27 6 4 9 . 4 . 4 6 6:
Old : 65: 36 27 6 4 9 . 4 . 4 6 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 44.1 61.0 60.5 47.8 41.4 59.3 55.9
Old : 47.9 44.1 61.0 60.5 47.8 41.4 59.3 55.9
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 25, 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 : 4,930,766: 4,172,261 3,544,164 223,845 610,505 265,817 63,655 41,535 93,479 40,544 304,101 71,165: 0 0
Old : 4,930,766: 4,172,261 3,544,164 223,845 610,505 265,817 63,655 41,535 93,479 40,544 304,101 71,165: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 143,345: 115,345 96,550 26,000 -5,141 2,000 0 0 0 -3,136 46,800 3,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 71.9 4.5 12.4 5.4 1.3 0.8 1.9 0.8 6.2 1.4: 0.0 0.0
Old : 100.0: 84.6 71.9 4.5 12.4 5.4 1.3 0.8 1.9 0.8 6.2 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 30 24 4 4 5 . . . . 4 4:
Old : 50: 30 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 : 41.9 62.3 60.9 78.7 41.8 57.5 59.4 71.6
Old : 41.9 62.3 60.9 78.7 41.8 57.5 59.4 71.6
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 25, 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 : 633,070: 528,575 517,665 93,125 102,655 10,710 0 1,380 660 0 0 0: 0 0
Old : 633,070: 528,575 517,665 93,125 102,655 10,710 0 1,380 660 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 18, 2013 :
: 17,655: 15,785 31,785 2,200 -12,700 -990 0 -1,100 660 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 81.8 14.7 16.2 1.7 0.0 0.2 0.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.5 81.8 14.7 16.2 1.7 0.0 0.2 0.1 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 : 35: 23 11 4 . . 0 . . 0 0 0:
Old : 35: 23 11 4 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 70.6 72.2 91.7 45.4 70.6 68.9 86.5
Old : 45.7 70.6 72.2 91.7 45.4 70.6 68.9 86.5
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 25, 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 : 1,998,826: 1,735,301 1,579,286 211,563 350,200 51,962 0 17,378 0 0 0 0: 0 0
Old : 1,998,826: 1,735,301 1,579,286 211,563 350,200 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 18, 2013 :
: 27,286: 27,286 27,286 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 79.0 10.6 17.5 2.6 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.8 79.0 10.6 17.5 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 : 31: 20 10 . . . 0 . 0 0 0 0:
Old : 31: 20 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 : 53.7 65.4 78.1 88.6 53.7 65.4 74.6 84.1
Old : 53.7 65.4 78.1 88.6 53.7 65.4 74.6 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 45,024: 39,418 15,817 315 24,322 1,159 290 1,262 1,474 1,726 0 40: 602 950
Old : 45,024: 39,418 15,817 315 24,322 1,159 290 1,262 1,474 1,726 0 40: 602 950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 46: 46 98 0 18 0 0 0 0 0 0 0: 0 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 35.1 0.7 54.0 2.6 0.6 2.8 3.3 3.8 0.0 0.1: 1.3 2.1
Old : 100.0: 87.5 35.1 0.7 54.0 2.6 0.6 2.8 3.3 3.8 0.0 0.1: 1.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 60.9 76.1 79.8 58.8 60.1 73.4 77.5
Old : 60.6 60.9 76.1 79.8 58.8 60.1 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 25, 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 : 10,039: 4,966 7,081 591 506 1,158 1,474 0 808 178 0 12: 852 474
Old : 10,039: 4,966 7,081 591 506 1,158 1,474 0 808 178 0 12: 852 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 0: 46 0 0 0 0 0 0 0 0 0 0: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.5 70.5 5.9 5.0 11.5 14.7 0.0 8.0 1.8 0.0 0.1: 8.5 4.7
Old : 100.0: 49.5 70.5 5.9 5.0 11.5 14.7 0.0 8.0 1.8 0.0 0.1: 8.5 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 : 22: 12 10 . . 4 . 0 . . 0 .:
Old : 22: 12 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 : 44.8 58.0 66.6 81.5 37.7 53.5 52.3 63.2
Old : 44.8 58.0 66.6 81.5 37.7 53.5 52.3 63.2
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 25, 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 : 5,583: 4,929 2,428 0 1,327 12 0 1,036 0 0 0 0: 642 780
Old : 5,583: 4,929 2,428 0 1,327 12 0 1,036 0 0 0 0: 642 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -12: 96 4 0 0 0 0 0 0 0 0 0: -108 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 43.5 0.0 23.8 0.2 0.0 18.6 0.0 0.0 0.0 0.0: 11.5 14.0
Old : 100.0: 88.3 43.5 0.0 23.8 0.2 0.0 18.6 0.0 0.0 0.0 0.0: 11.5 14.0
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: 17 11 0 . . 0 . 0 0 0 0:
Old : 21: 17 11 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 : 52.8 47.2 74.4 67.2 40.9 42.3 56.0 53.9
Old : 52.8 47.2 74.4 67.2 40.9 42.3 56.0 53.9
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 25, 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 : 10,193: 4,725 7,049 1,552 0 836 1,376 280 204 0 546 832: 668 446
Old : 10,193: 4,725 7,049 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 18, 2013 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 69.2 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: 46.4 69.2 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 : 44.1 41.0 67.0 67.3 33.4 32.2 50.3 54.3
Old : 44.1 41.0 67.0 67.3 33.4 32.2 50.3 54.3
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 25, 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 11,023 1,414 260 1,690 0 524 1,366 210 0 0: 1,809 926
Old : 15,789: 9,300 11,023 1,414 260 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 18, 2013 :
: 0: 0 40 0 -40 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 69.8 9.0 1.6 10.7 0.0 3.3 8.7 1.3 0.0 0.0: 11.5 5.9
Old : 100.0: 58.9 69.8 9.0 1.6 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 67.3 24.1 40.8 35.2 47.8
Old : 33.8 46.8 53.3 67.3 24.1 40.8 35.2 47.8
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 25, 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 : 36,683: 32,670 31,938 2,781 3,553 1,192 0 0 0 40 0 0: 0 0
Old : 36,683: 32,670 31,938 2,781 3,553 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 18, 2013 :
: 216: 216 110 0 106 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 87.1 7.6 9.7 3.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 89.1 87.1 7.6 9.7 3.2 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 : 56.0 74.8 78.2 91.5 56.0 70.2 78.2 86.9
Old : 56.0 74.8 78.2 91.5 56.0 70.2 78.2 86.9
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 25, 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 : 678,273: 601,257 615,169 50,631 36,719 26,385 0 0 0 0 0 0: 0 0
Old : 678,273: 601,257 615,169 50,631 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 18, 2013 :
: 392: 1,929 392 -1,537 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 90.7 7.5 5.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.6 90.7 7.5 5.4 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 : 25: 19 12 . . . 0 0 0 0 0 0:
Old : 25: 19 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 84.8 75.0 96.3 48.4 81.3 74.3 90.9
Old : 49.1 84.8 75.0 96.3 48.4 81.3 74.3 90.9
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 25, 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 : 47,412: 31,257 45,137 13,370 0 2,275 0 0 0 0 0 0: 510 0
Old : 47,412: 31,257 45,137 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 18, 2013 :
: 660: 660 660 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 95.2 28.2 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 65.9 95.2 28.2 0.0 4.8 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 : 74.7 47.6 92.2 76.7 69.9 47.6 82.7 73.6
Old : 74.7 47.6 92.2 76.7 69.9 47.6 82.7 73.6
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 25, 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 18, 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: 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 25, 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 : 62,926: 34,690 40,734 10,338 18,429 2,318 7,425 740 0 7,900 705 0: 255 0
Old : 62,926: 34,690 40,734 10,338 18,429 2,318 7,425 740 0 7,900 705 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 2,641: 1,361 2,002 1,280 749 -110 0 0 0 110 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 64.7 16.4 29.3 3.7 11.8 1.2 0.0 12.6 1.1 0.0: 0.4 0.0
Old : 100.0: 55.1 64.7 16.4 29.3 3.7 11.8 1.2 0.0 12.6 1.1 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 : 35: 17 15 4 . . . . 0 . . 0:
Old : 35: 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 : 44.4 52.9 70.5 75.4 43.2 50.5 64.5 72.4
Old : 44.4 52.9 70.5 75.4 43.2 50.5 64.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 1,478,596: 992,714 751,588 219,687 262,949 90,968 0 317,340 0 169,446 49,970 5,781: 0 0
Old : 1,478,596: 992,714 751,588 219,687 262,949 90,968 0 317,340 0 169,446 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 18, 2013 :
: 4,000: 4,000 4,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 50.8 14.9 17.8 6.2 0.0 21.5 0.0 11.5 3.4 0.4: 0.0 0.0
Old : 100.0: 67.1 50.8 14.9 17.8 6.2 0.0 21.5 0.0 11.5 3.4 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 : 39: 20 18 . 4 4 0 . 0 . . .:
Old : 39: 20 18 . 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 : 49.6 47.8 76.9 69.5 45.7 47.5 68.8 66.8
Old : 49.6 47.8 76.9 69.5 45.7 47.5 68.8 66.8
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 25, 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 : 24,698: 16,909 18,370 7,769 2,555 0 0 2,162 0 0 1,124 0: 20 487
Old : 24,698: 16,909 18,370 7,769 2,555 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 18, 2013 :
: 220: 220 420 0 -200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 74.4 31.5 10.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0: 0.1 2.0
Old : 100.0: 68.5 74.4 31.5 10.3 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 : 21: 11 9 . . 0 0 . 0 0 . 0:
Old : 21: 11 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 : 63.0 77.1 89.6 93.1 59.2 66.5 77.8 81.7
Old : 63.0 77.1 89.6 93.1 59.2 66.5 77.8 81.7
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 25, 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 : 38,444: 25,492 28,709 11,787 100 784 0 8,851 0 126 0 0: 255 0
Old : 38,444: 25,492 28,709 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 18, 2013 :
: 110: 110 110 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 74.7 30.7 0.3 2.0 0.0 23.0 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 66.3 74.7 30.7 0.3 2.0 0.0 23.0 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 72.3 86.1 90.8 54.0 54.2 69.5 69.3
Old : 59.6 72.3 86.1 90.8 54.0 54.2 69.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 43,092: 25,731 21,877 1,403 3,282 6,377 4,055 0 2,220 382 6,412 2,924: 0 0
Old : 43,092: 25,731 21,877 1,403 3,282 6,377 4,055 0 2,220 382 6,412 2,924: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 2,286: 2,050 1,006 -1,275 -105 1,385 0 0 0 126 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 50.8 3.3 7.6 14.8 9.4 0.0 5.2 0.9 14.9 6.8: 0.0 0.0
Old : 100.0: 59.7 50.8 3.3 7.6 14.8 9.4 0.0 5.2 0.9 14.9 6.8: 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 : 28: 16 11 . . . . 0 . . . .:
Old : 28: 16 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 : 48.6 66.9 74.6 88.7 32.6 51.4 53.3 60.3
Old : 48.6 66.9 74.6 88.7 32.6 51.4 53.3 60.3
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 25, 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 : 25,765: 22,201 20,816 753 1,708 1,410 0 0 0 0 940 592: 809 299
Old : 25,765: 22,201 20,816 753 1,708 1,410 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 18, 2013 :
: -34: -182 600 13 -769 135 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 80.8 2.9 6.6 5.5 0.0 0.0 0.0 0.0 3.6 2.3: 3.1 1.2
Old : 100.0: 86.2 80.8 2.9 6.6 5.5 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 : 24: 14 15 . . . 0 0 0 0 . .:
Old : 24: 14 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 : 45.0 55.5 76.1 80.9 37.5 50.7 59.2 66.8
Old : 45.0 55.5 76.1 80.9 37.5 50.7 59.2 66.8
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 25, 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 : 33,086: 29,570 24,437 1,646 5,887 1,722 0 0 0 0 1,040 0: 148 0
Old : 33,086: 29,570 24,437 1,646 5,887 1,722 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 18, 2013 :
: -406: -1,300 -1,018 684 402 210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 73.9 5.0 17.8 5.2 0.0 0.0 0.0 0.0 3.1 0.0: 0.4 0.0
Old : 100.0: 89.4 73.9 5.0 17.8 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 . . 5 0 0 0 0 . 0:
Old : 29: 15 15 . . 5 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 : 48.5 57.2 76.7 79.7 42.7 49.2 61.5 64.3
Old : 48.5 57.2 76.7 79.7 42.7 49.2 61.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, June 25, 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 18, 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: 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 : 26: 13 14 . . 0 . 0 . . 0 .:
Old : 26: 13 14 . . 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 84.1 41.2 46.9 53.6 59.0
Old : 57.5 64.5 77.7 84.1 41.2 46.9 53.6 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 25, 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 : 942,441: 740,921 656,254 78,686 93,600 99,514 0 69,753 23,320 0 0 0: 0 0
Old : 942,441: 740,921 656,254 78,686 93,600 99,514 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 18, 2013 :
: 2,232: 2,232 0 -2,232 0 2,232 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 69.6 8.3 9.9 10.6 0.0 7.4 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 69.6 8.3 9.9 10.6 0.0 7.4 2.5 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 : 27: 15 19 . . . 0 . . 0 0 0:
Old : 27: 15 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 52.2 77.0 75.4 29.8 26.2 43.1 39.2
Old : 53.5 52.2 77.0 75.4 29.8 26.2 43.1 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, June 25, 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 : 1,099,679: 575,337 582,393 130,068 71,341 76,561 263,005 0 0 49,970 364,646 4,738: 0 0
Old : 1,099,679: 575,337 582,393 130,068 71,341 76,561 263,005 0 0 49,970 364,646 4,738: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: 16,072: 17,640 -2,352 0 0 0 0 0 0 -1,568 18,424 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 53.0 11.8 6.5 7.0 23.9 0.0 0.0 4.5 33.2 0.4: 0.0 0.0
Old : 100.0: 52.3 53.0 11.8 6.5 7.0 23.9 0.0 0.0 4.5 33.2 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 : 29: 13 11 . . 4 . 0 0 . . .:
Old : 29: 13 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 : 58.7 66.3 81.9 87.9 58.3 62.9 77.1 77.1
Old : 58.7 66.3 81.9 87.9 58.3 62.9 77.1 77.1
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 25, 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 : 294,582: 205,785 284,657 40,281 9,925 0 0 0 0 48,516 0 0: 0 0
Old : 294,582: 205,785 284,657 40,281 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 18, 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: 69.9 96.6 13.7 3.4 0.0 0.0 0.0 0.0 16.5 0.0 0.0: 0.0 0.0
Old : 100.0: 69.9 96.6 13.7 3.4 0.0 0.0 0.0 0.0 16.5 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 : 22: 13 13 . . 0 0 0 0 . 0 0:
Old : 22: 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 : 47.4 67.3 78.7 89.8 47.4 62.5 71.4 74.9
Old : 47.4 67.3 78.7 89.8 47.4 62.5 71.4 74.9
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 25, 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 : 458,148: 323,386 262,790 48,188 60,169 86,574 0 0 0 0 48,615 0: 0 0
Old : 458,148: 323,386 262,790 48,188 60,169 86,574 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 18, 2013 :
: 22,616: -784 13,208 23,400 9,408 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 57.4 10.5 13.1 18.9 0.0 0.0 0.0 0.0 10.6 0.0: 0.0 0.0
Old : 100.0: 70.6 57.4 10.5 13.1 18.9 0.0 0.0 0.0 0.0 10.6 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 : 54.8 54.1 78.6 76.5 31.2 28.9 46.4 44.2
Old : 54.8 54.1 78.6 76.5 31.2 28.9 46.4 44.2
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 25, 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 : 271,218: 227,494 164,510 11,076 61,899 32,648 0 2,703 0 0 9,458 0: 0 0
Old : 271,218: 227,494 164,510 11,076 61,899 32,648 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 18, 2013 :
: 25,400: 25,400 0 0 25,400 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 60.7 4.1 22.8 12.0 0.0 1.0 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 83.9 60.7 4.1 22.8 12.0 0.0 1.0 0.0 0.0 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . . 0 . 0 0 . 0:
Old : 21: 12 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 : 64.6 87.4 91.7 96.5 39.5 40.9 47.3 47.4
Old : 64.6 87.4 91.7 96.5 39.5 40.9 47.3 47.4
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 25, 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 : 402,720: 207,288 291,112 116,432 18,768 79,000 0 13,840 0 0 0 0: 0 0
Old : 402,720: 207,288 291,112 116,432 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 18, 2013 :
: 3,512: 3,512 3,512 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 72.3 28.9 4.7 19.6 0.0 3.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 51.5 72.3 28.9 4.7 19.6 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 : 22: 12 11 . . . 0 . 0 0 0 0:
Old : 22: 12 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 : 68.0 65.5 89.6 86.9 45.3 52.9 65.2 66.7
Old : 68.0 65.5 89.6 86.9 45.3 52.9 65.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013