CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 7,170: 4,435 4,855 0 1,135 5 480 0 75 1,299 310 363: 513 427 Old : 7,170: 4,435 4,855 0 1,135 5 480 0 75 1,299 310 363: 513 427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -365: -125 -290 0 35 -20 0 0 -150 40 0 -45: -65 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 67.7 0.0 15.8 0.1 6.7 0.0 1.0 18.1 4.3 5.1: 7.2 6.0 Old : 100.0: 61.9 67.7 0.0 15.8 0.1 6.7 0.0 1.0 18.1 4.3 5.1: 7.2 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 : 20: 8 10 0 . . . 0 . 4 . .: Old : 20: 8 10 0 . . . 0 . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5 Old : 56.6 45.3 80.6 77.5 42.6 39.7 57.4 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 30,034: 9,767 8,300 1,205 2,008 2,037 120 3,884 2,210 9,346 5,922 5,119: 230 554 Old : 30,034: 9,767 8,300 1,205 2,008 2,037 120 3,884 2,210 9,346 5,922 5,119: 230 554 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -1,381: 17 -20 65 581 -646 -225 -630 -150 -174 -542 -278: 10 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 27.6 4.0 6.7 6.8 0.4 12.9 7.4 31.1 19.7 17.0: 0.8 1.8 Old : 100.0: 32.5 27.6 4.0 6.7 6.8 0.4 12.9 7.4 31.1 19.7 17.0: 0.8 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 8 10 . . . . . . 12 9 17: Old : 38: 8 10 . . . . . . 12 9 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9 Old : 48.0 45.0 65.4 65.5 45.6 32.3 54.1 46.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 11,665: 2,345 4,150 240 775 190 1,495 255 680 4,320 3,195 1,750: 645 670 Old : 11,665: 2,345 4,150 240 775 190 1,495 255 680 4,320 3,195 1,750: 645 670 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -1,135: -445 -210 -225 70 -125 510 -50 -755 -195 40 -150: 250 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 35.6 2.1 6.6 1.6 12.8 2.2 5.8 37.0 27.4 15.0: 5.5 5.7 Old : 100.0: 20.1 35.6 2.1 6.6 1.6 12.8 2.2 5.8 37.0 27.4 15.0: 5.5 5.7 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 : 26: 4 7 . . . . . . 5 9 10: Old : 26: 4 7 . . . . . . 5 9 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 : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6 Old : 69.6 40.2 84.3 61.6 54.7 34.8 62.9 48.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 111,287: 67,440 43,950 426 26,674 27,905 1,351 2,041 8,987 2,448 0 401: 2,330 1,330 Old : 111,287: 67,440 43,950 426 26,674 27,905 1,351 2,041 8,987 2,448 0 401: 2,330 1,330 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : 2,719: 406 940 -28 122 915 2 137 592 387 0 -52: 498 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 39.5 0.4 24.0 25.1 1.2 1.8 8.1 2.2 0.0 0.4: 2.1 1.2 Old : 100.0: 60.6 39.5 0.4 24.0 25.1 1.2 1.8 8.1 2.2 0.0 0.4: 2.1 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 : 37: 20 22 . 5 7 . . . 4 0 .: Old : 37: 20 22 . 5 7 . . . 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 50.5 69.7 71.4 27.1 29.4 33.6 35.8 Old : 45.7 50.5 69.7 71.4 27.1 29.4 33.6 35.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 18,637: 9,890 11,047 418 2,277 3,002 2,985 0 1,200 0 208 120: 1,022 784 Old : 18,637: 9,890 11,047 418 2,277 3,002 2,985 0 1,200 0 208 120: 1,022 784 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -691: -677 -613 -76 136 -140 500 0 -256 0 -86 0: -42 268 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.1 59.3 2.2 12.2 16.1 16.0 0.0 6.4 0.0 1.1 0.6: 5.5 4.2 Old : 100.0: 53.1 59.3 2.2 12.2 16.1 16.0 0.0 6.4 0.0 1.1 0.6: 5.5 4.2 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 : 22: 14 10 . . 4 . 0 . 0 . .: Old : 22: 14 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 60.1 68.3 80.1 35.6 43.0 48.5 50.0 Old : 44.8 60.1 68.3 80.1 35.6 43.0 48.5 50.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 11,632: 5,992 8,613 1,674 0 936 466 480 374 1,292 0 400: 498 829 Old : 11,632: 5,992 8,613 1,674 0 936 466 480 374 1,292 0 400: 498 829 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : 1: 0 -108 0 0 -0 0 0 0 0 0 0: 1 109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 74.0 14.4 0.0 8.0 4.0 4.1 3.2 11.1 0.0 3.4: 4.3 7.1 Old : 100.0: 51.5 74.0 14.4 0.0 8.0 4.0 4.1 3.2 11.1 0.0 3.4: 4.3 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 14 . 0 . . . . . 0 .: Old : 25: 13 14 . 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1 Old : 42.1 38.8 67.1 63.6 36.2 36.4 55.6 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 17,110: 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0: 1,671 744 Old : 17,110: 10,933 12,622 1,786 600 1,714 96 880 550 360 0 0: 1,671 744 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -1,478: -1,108 -550 448 -4 -690 30 -200 -30 -152 0 -18: 42 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0: 9.8 4.3 Old : 100.0: 63.9 73.8 10.4 3.5 10.0 0.6 5.1 3.2 2.1 0.0 0.0: 9.8 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 20 19 4 . 4 . . . . 0 0: Old : 31: 20 19 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 : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7 Old : 38.8 40.9 58.6 63.1 34.1 36.2 49.8 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 51,383: 46,117 43,079 3,163 6,283 2,021 0 0 0 82 0 0: 0 0 Old : 51,383: 46,117 43,079 3,163 6,283 2,021 0 0 0 82 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -4,392: -4,234 -3,918 -160 -394 -80 0 0 0 82 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.8 83.8 6.2 12.2 3.9 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0 Old : 100.0: 89.8 83.8 6.2 12.2 3.9 0.0 0.0 0.0 0.2 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: 15 15 . . . 0 0 0 . 0 0: Old : 30: 15 15 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6 Old : 68.0 77.9 86.9 93.5 67.6 72.1 84.6 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 803,366: 726,144 677,166 40,558 89,536 36,664 0 0 0 0 0 0: 0 0 Old : 803,366: 726,144 677,166 40,558 89,536 36,664 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -53,552: -50,584 -42,824 -2,968 -10,728 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 84.3 5.0 11.1 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 90.4 84.3 5.0 11.1 4.6 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 : 26: 15 14 . . . 0 0 0 0 0 0: Old : 26: 15 14 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6 Old : 59.5 82.3 84.3 91.6 57.0 75.4 81.8 84.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 61,450: 37,284 60,366 22,216 302 675 0 0 0 1,020 0 0: 255 107 Old : 61,450: 37,284 60,366 22,216 302 675 0 0 0 1,020 0 0: 255 107 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -6,338: -3,513 -6,098 -3,040 -220 0 0 0 0 215 0 0: 0 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 98.2 36.2 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0: 0.4 0.2 Old : 100.0: 60.7 98.2 36.2 0.5 1.1 0.0 0.0 0.0 1.7 0.0 0.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 12 23 4 . . 0 0 0 . 0 0: Old : 35: 12 23 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 : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3 Old : 76.7 46.3 89.7 75.6 76.0 46.3 86.9 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 787,574: 582,433 753,527 174,271 3,177 30,870 0 0 0 0 0 0: 0 0 Old : 787,574: 582,433 753,527 174,271 3,177 30,870 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -113,632: -56,816 -111,936 -54,359 -87 -1,609 0 0 0 -848 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 95.7 22.1 0.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 74.0 95.7 22.1 0.4 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 : 33: 14 18 . . . 0 0 0 0 0 0: Old : 33: 14 18 . . . 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 : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0 Old : 72.7 51.2 85.3 73.6 70.3 51.2 79.1 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 52,287: 33,349 35,672 8,207 11,188 3,986 5,740 845 215 535 381 0: 255 0 Old : 52,287: 33,349 35,672 8,207 11,188 3,986 5,740 845 215 535 381 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -3,360: -1,940 -1,760 180 -100 -300 845 845 -2,045 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.8 68.2 15.7 21.4 7.6 11.0 1.6 0.4 1.0 0.7 0.0: 0.5 0.0 Old : 100.0: 63.8 68.2 15.7 21.4 7.6 11.0 1.6 0.4 1.0 0.7 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 17 13 4 . . . . . . . 0: Old : 33: 17 13 4 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3 Old : 41.7 51.4 64.3 74.8 39.3 45.6 60.6 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 1,080,862: 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781: 0 0 Old : 1,080,862: 913,883 599,030 70,725 297,734 61,397 0 116,920 0 29,076 0 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -33,840: -24,936 -14,760 22,896 -10,176 -25,440 0 19,080 0 -3,816 0 -2,544: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 0.0 0.5: 0.0 0.0 Old : 100.0: 84.6 55.4 6.5 27.5 5.7 0.0 10.8 0.0 2.7 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 : 38: 19 17 . 4 . 0 . 0 . 0 .: Old : 38: 19 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 : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6 Old : 45.2 48.5 64.1 74.0 44.5 47.1 60.4 69.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 35,295: 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0: 255 255 Old : 35,295: 24,710 27,715 10,330 3,825 0 0 2,162 0 0 1,338 0: 255 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -3,960: -3,755 -3,300 560 360 -1,000 0 -20 0 0 0 0: 235 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0: 0.7 0.7 Old : 100.0: 70.0 78.5 29.3 10.8 0.0 0.0 6.1 0.0 0.0 3.8 0.0: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 8 . . 0 0 . 0 0 . 0: Old : 21: 12 8 . . 0 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6 Old : 63.2 81.3 85.6 97.5 61.0 71.2 75.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 33,100: 21,692 26,557 11,240 1,275 168 0 5,100 0 0 0 0: 0 0 Old : 33,100: 21,692 26,557 11,240 1,275 168 0 5,100 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -3,120: -2,840 -2,400 320 -220 -400 -200 -100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 80.2 34.0 3.9 0.5 0.0 15.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 65.5 80.2 34.0 3.9 0.5 0.0 15.4 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: 10 13 . . . 0 . 0 0 0 0: Old : 22: 10 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 : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9 Old : 70.2 67.9 90.4 86.0 59.0 49.8 71.6 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 22,626: 17,605 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0: 1,043 0 Old : 22,626: 17,605 15,149 2,473 3,386 1,505 0 126 0 0 2,460 0: 1,043 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -617: -217 43 -260 0 -60 0 -400 0 -60 -180 0: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0: 4.6 0.0 Old : 100.0: 77.8 67.0 10.9 15.0 6.7 0.0 0.6 0.0 0.0 10.9 0.0: 4.6 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: 12 7 . . . 0 . 0 0 . 0: Old : 25: 12 7 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3 Old : 48.2 80.5 70.8 93.1 47.0 72.7 67.7 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 531,915: 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0: 0 0 Old : 531,915: 350,200 426,680 156,555 70,200 0 1,680 0 23,480 0 11,555 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -74,984: -75,048 -47,424 10,600 -5,936 -12,296 1,680 -80 80 0 -9,328 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 0.0: 0.0 0.0 Old : 100.0: 65.8 80.2 29.4 13.2 0.0 0.3 0.0 4.4 0.0 2.2 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 : 20: 11 8 . . 0 . 0 . 0 . 0: Old : 20: 11 8 . . 0 . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6 Old : 61.9 81.5 85.5 96.2 53.1 63.0 69.7 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 843,282: 614,122 582,938 154,216 93,600 51,624 0 91,800 23,320 0 0 0: 0 0 Old : 843,282: 614,122 582,938 154,216 93,600 51,624 0 91,800 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: December 31, 2012 : : -34,344: -30,104 -25,016 -23,320 -5,088 0 -4,240 -27,560 23,320 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.8 69.1 18.3 11.1 6.1 0.0 10.9 2.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 72.8 69.1 18.3 11.1 6.1 0.0 10.9 2.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 15 . . . 0 . . 0 0 0: Old : 23: 12 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 : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2 Old : 57.7 68.9 87.9 83.4 40.3 45.6 59.5 57.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 458,149: 171,252 336,653 121,736 0 59,136 76,045 0 0 2,254 34,634 27,726: 0 0 Old : 458,149: 171,252 336,653 121,736 0 59,136 76,045 0 0 2,254 34,634 27,726: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -49,050: -11,872 -18,098 21,200 0 -29,680 -848 0 -1,272 1,830 28,408 -28,408: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 73.5 26.6 0.0 12.9 16.6 0.0 0.0 0.5 7.6 6.1: 0.0 0.0 Old : 100.0: 37.4 73.5 26.6 0.0 12.9 16.6 0.0 0.0 0.5 7.6 6.1: 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 : 23: 9 12 5 0 . . 0 0 . . .: Old : 23: 9 12 5 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6 Old : 56.2 52.4 77.6 79.5 44.3 40.2 58.9 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 228,600: 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0: 0 0 Old : 228,600: 172,440 134,809 56,160 84,240 0 0 1,760 0 0 7,791 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : -8,416: -4,176 -5,512 4,240 3,816 -8,480 0 1,760 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0 Old : 100.0: 75.4 59.0 24.6 36.9 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 9 . . 0 0 . 0 0 . 0: Old : 24: 12 9 . . 0 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3 Old : 46.7 59.4 79.4 86.6 44.6 50.1 72.0 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Disaggregated Commitments of Traders - Options and Futures Combined, January 8, 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 : 4,386: 1,203 3,654 2,388 0 648 105 0 31 0 43 10: 0 0 Old : 4,386: 1,203 3,654 2,388 0 648 105 0 31 0 43 10: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2012 : : 54: 32 56 14 0 4 6 0 -2 0 -3 1: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 83.3 54.4 0.0 14.8 2.4 0.0 0.7 0.0 1.0 0.2: 0.0 0.0 Old : 100.0: 27.4 83.3 54.4 0.0 14.8 2.4 0.0 0.7 0.0 1.0 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 : 22: 11 13 6 0 6 . 0 . 0 . .: Old : 22: 11 13 6 0 6 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 55.0 85.1 78.4 50.7 49.4 60.2 60.6 Old : 61.6 55.0 85.1 78.4 50.7 49.4 60.2 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013