CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 7,160: 4,775 4,945 0 930 15 590 0 120 1,045 350 372: 243 428 Old : 7,160: 4,775 4,945 0 930 15 590 0 120 1,045 350 372: 243 428 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : -245: -125 -170 0 0 0 0 0 0 -27 0 -6: -87 -69 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.7 69.1 0.0 13.0 0.2 8.2 0.0 1.7 14.6 4.9 5.2: 3.4 6.0 Old : 100.0: 66.7 69.1 0.0 13.0 0.2 8.2 0.0 1.7 14.6 4.9 5.2: 3.4 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: 10 10 0 . . . 0 . . . .: Old : 21: 10 10 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 : 50.1 48.7 74.4 79.0 34.4 42.1 50.8 55.3 Old : 50.1 48.7 74.4 79.0 34.4 42.1 50.8 55.3 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, February 12, 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 : 34,299: 11,616 12,129 765 1,774 2,277 721 2,335 2,795 7,861 5,245 7,659: 605 85 Old : 34,299: 11,616 12,129 765 1,774 2,277 721 2,335 2,795 7,861 5,245 7,659: 605 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 2,440: 914 144 25 -942 940 530 -175 594 -621 2,041 -42: 100 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 35.4 2.2 5.2 6.6 2.1 6.8 8.1 22.9 15.3 22.3: 1.8 0.2 Old : 100.0: 33.9 35.4 2.2 5.2 6.6 2.1 6.8 8.1 22.9 15.3 22.3: 1.8 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 : 44: 11 11 . . 4 . . 4 7 17 21: Old : 44: 11 11 . . 4 . . 4 7 17 21: 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 : 47.8 38.9 64.0 58.8 42.9 27.4 48.8 37.8 Old : 47.8 38.9 64.0 58.8 42.9 27.4 48.8 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 14,030: 4,475 5,490 300 495 180 2,275 290 590 3,895 4,705 1,850: 465 430 Old : 14,030: 4,475 5,490 300 495 180 2,275 290 590 3,895 4,705 1,850: 465 430 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 760: 490 220 30 -80 10 -5 50 110 15 50 225: -115 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.9 39.1 2.1 3.5 1.3 16.2 2.1 4.2 27.8 33.5 13.2: 3.3 3.1 Old : 100.0: 31.9 39.1 2.1 3.5 1.3 16.2 2.1 4.2 27.8 33.5 13.2: 3.3 3.1 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 : 32: 8 8 . . . . . . 4 14 15: Old : 32: 8 8 . . . . . . 4 14 15: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 45.3 80.8 63.5 61.8 37.5 67.2 49.6 Old : 67.0 45.3 80.8 63.5 61.8 37.5 67.2 49.6 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, February 12, 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 : 104,185: 64,721 41,629 382 26,104 23,446 1,204 1,847 7,922 2,191 0 244: 4,075 2,993 Old : 104,185: 64,721 41,629 382 26,104 23,446 1,204 1,847 7,922 2,191 0 244: 4,075 2,993 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 74: -77 79 0 -202 66 12 1 84 -58 0 -8: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 40.0 0.4 25.1 22.5 1.2 1.8 7.6 2.1 0.0 0.2: 3.9 2.9 Old : 100.0: 62.1 40.0 0.4 25.1 22.5 1.2 1.8 7.6 2.1 0.0 0.2: 3.9 2.9 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 : 37: 22 23 . 5 6 . . . 4 0 .: Old : 37: 22 23 . 5 6 . . . 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 : 44.9 50.6 69.7 72.0 28.0 30.6 34.9 37.6 Old : 44.9 50.6 69.7 72.0 28.0 30.6 34.9 37.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 17,239: 9,247 10,426 381 1,903 2,715 2,377 0 1,120 0 142 100: 1,298 832 Old : 17,239: 9,247 10,426 381 1,903 2,715 2,377 0 1,120 0 142 100: 1,298 832 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 90: 79 -57 11 31 -4 -116 0 0 0 0 0: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 60.5 2.2 11.0 15.8 13.8 0.0 6.5 0.0 0.8 0.6: 7.5 4.8 Old : 100.0: 53.6 60.5 2.2 11.0 15.8 13.8 0.0 6.5 0.0 0.8 0.6: 7.5 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 9 . . 4 . 0 . 0 . .: Old : 21: 13 9 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.9 60.9 66.2 80.4 34.0 43.6 47.4 50.3 Old : 41.9 60.9 66.2 80.4 34.0 43.6 47.4 50.3 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, February 12, 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 : 11,650: 5,754 8,669 2,048 0 868 360 440 340 796 0 658: 826 675 Old : 11,650: 5,754 8,669 2,048 0 868 360 440 340 796 0 658: 826 675 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 49.4 74.4 17.6 0.0 7.5 3.1 3.8 2.9 6.8 0.0 5.6: 7.1 5.8 Old : 100.0: 49.4 74.4 17.6 0.0 7.5 3.1 3.8 2.9 6.8 0.0 5.6: 7.1 5.8 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 : 25: 13 15 . 0 . . . . . 0 .: Old : 25: 13 15 . 0 . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 38.6 65.1 62.3 29.5 35.4 48.2 54.2 Old : 41.6 38.6 65.1 62.3 29.5 35.4 48.2 54.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 17,034: 10,844 12,247 1,524 608 1,828 72 540 790 330 0 0: 1,646 1,021 Old : 17,034: 10,844 12,247 1,524 608 1,828 72 540 790 330 0 0: 1,646 1,021 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 119: 78 112 -42 58 -58 0 0 0 0 0 0: 141 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.7 71.9 8.9 3.6 10.7 0.4 3.2 4.6 1.9 0.0 0.0: 9.7 6.0 Old : 100.0: 63.7 71.9 8.9 3.6 10.7 0.4 3.2 4.6 1.9 0.0 0.0: 9.7 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 : 31: 21 19 . . 4 . . . . 0 0: Old : 31: 21 19 . . 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 : 36.4 39.0 56.4 59.9 32.2 34.4 47.4 47.2 Old : 36.4 39.0 56.4 59.9 32.2 34.4 47.4 47.2 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, February 12, 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 : 48,472: 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0: 0 20 Old : 48,472: 43,232 40,961 3,031 5,492 1,999 0 0 0 210 0 0: 0 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 426: 426 426 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 84.5 6.3 11.3 4.1 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 89.2 84.5 6.3 11.3 4.1 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 : 30: 16 15 . . . 0 0 0 . 0 0: Old : 30: 16 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 : 65.7 77.4 84.9 92.4 65.3 71.4 82.3 85.2 Old : 65.7 77.4 84.9 92.4 65.3 71.4 82.3 85.2 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, February 12, 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 : 808,358: 711,241 698,951 53,836 66,126 43,281 0 0 0 0 0 0: 0 0 Old : 808,358: 711,241 698,951 53,836 66,126 43,281 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: February 5, 2013 : : 7,872: 7,872 7,872 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.0 86.5 6.7 8.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 88.0 86.5 6.7 8.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 14 . . . 0 0 0 0 0 0: Old : 27: 17 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 : 54.8 79.4 79.0 93.3 52.3 72.8 76.5 85.0 Old : 54.8 79.4 79.0 93.3 52.3 72.8 76.5 85.0 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, February 12, 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 : 60,467: 39,658 57,837 17,225 170 2,375 0 0 0 954 0 0: 255 85 Old : 60,467: 39,658 57,837 17,225 170 2,375 0 0 0 954 0 0: 255 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 65.6 95.7 28.5 0.3 3.9 0.0 0.0 0.0 1.6 0.0 0.0: 0.4 0.1 Old : 100.0: 65.6 95.7 28.5 0.3 3.9 0.0 0.0 0.0 1.6 0.0 0.0: 0.4 0.1 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 : 34: 13 23 4 . . 0 0 0 . 0 0: Old : 34: 13 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 : 70.8 44.4 88.6 73.8 67.0 44.1 82.9 72.2 Old : 70.8 44.4 88.6 73.8 67.0 44.1 82.9 72.2 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, February 12, 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 : 813,442: 621,237 722,403 177,015 75,849 15,190 0 0 0 0 0 0: 0 0 Old : 813,442: 621,237 722,403 177,015 75,849 15,190 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: February 5, 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: 76.4 88.8 21.8 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.4 88.8 21.8 9.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 14 19 . . . 0 0 0 0 0 0: Old : 32: 14 19 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 51.0 85.8 76.3 70.9 49.1 82.0 69.2 Old : 71.1 51.0 85.8 76.3 70.9 49.1 82.0 69.2 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, February 12, 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 : 55,584: 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0: 255 0 Old : 55,584: 36,163 38,420 8,383 12,265 3,568 6,575 735 215 425 381 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 0.7 0.0: 0.5 0.0 Old : 100.0: 65.1 69.1 15.1 22.1 6.4 11.8 1.3 0.4 0.8 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: 18 13 4 . . . . . . . 0: Old : 33: 18 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 55.2 65.9 78.5 38.1 50.1 62.3 71.3 Old : 41.7 55.2 65.9 78.5 38.1 50.1 62.3 71.3 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, February 12, 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 : 1,220,115: 1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781: 0 0 Old : 1,220,115: 1,010,256 719,859 120,269 279,702 58,653 0 156,120 0 25,156 0 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 3,875: 3,875 3,875 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 59.0 9.9 22.9 4.8 0.0 12.8 0.0 2.1 0.0 0.5: 0.0 0.0 Old : 100.0: 82.8 59.0 9.9 22.9 4.8 0.0 12.8 0.0 2.1 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: 18 16 . 4 . 0 . 0 . 0 .: Old : 38: 18 16 . 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 : 52.1 44.8 72.7 73.7 51.7 44.3 70.2 71.7 Old : 52.1 44.8 72.7 73.7 51.7 44.3 70.2 71.7 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, February 12, 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 : 32,787: 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0: 233 233 Old : 32,787: 22,730 25,559 9,824 3,605 0 0 2,162 0 0 1,228 0: 233 233 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 3.7 0.0: 0.7 0.7 Old : 100.0: 69.3 78.0 30.0 11.0 0.0 0.0 6.6 0.0 0.0 3.7 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 : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 81.7 Old : 62.7 81.2 85.9 97.7 60.6 71.0 75.3 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 - Options and Futures Combined, February 12, 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 : 33,080: 21,847 25,680 11,153 1,165 80 0 6,155 0 0 0 0: 0 0 Old : 33,080: 21,847 25,680 11,153 1,165 80 0 6,155 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: February 5, 2013 : : -65: 0 -65 -65 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 77.6 33.7 3.5 0.2 0.0 18.6 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 66.0 77.6 33.7 3.5 0.2 0.0 18.6 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 12 . . . 0 . 0 0 0 0: Old : 22: 11 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 : 68.1 70.9 87.7 90.1 57.3 53.0 72.4 72.1 Old : 68.1 70.9 87.7 90.1 57.3 53.0 72.4 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 20,352: 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 0 2,065: 0 0 Old : 20,352: 12,497 12,209 0 3,413 1,280 1,165 0 1,385 1,960 0 2,065: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1: 0.0 0.0 Old : 100.0: 61.4 60.0 0.0 16.8 6.3 5.7 0.0 6.8 9.6 0.0 10.1: 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 : 20: 8 10 0 . . . 0 . . 0 .: Old : 20: 8 10 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1 Old : 67.7 54.8 96.1 83.3 50.8 40.3 58.7 54.1 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 - Options and Futures Combined, February 12, 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 : 14,965: 11,111 11,581 923 366 1,232 60 0 0 0 0 0: 1,639 1,786 Old : 14,965: 11,111 11,581 923 366 1,232 60 0 0 0 0 0: 1,639 1,786 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 74.2 77.4 6.2 2.4 8.2 0.4 0.0 0.0 0.0 0.0 0.0: 11.0 11.9 Old : 100.0: 74.2 77.4 6.2 2.4 8.2 0.4 0.0 0.0 0.0 0.0 0.0: 11.0 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 12 . . . . 0 0 0 0 0: Old : 22: 14 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 : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0 Old : 40.2 63.8 68.8 78.2 32.1 56.1 54.2 61.0 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, February 12, 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 : 22,949: 19,223 16,239 1,708 3,440 1,785 0 60 0 0 1,425 0: 233 0 Old : 22,949: 19,223 16,239 1,708 3,440 1,785 0 60 0 0 1,425 0: 233 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 890: 1,313 466 -771 76 348 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.8 70.8 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.2 0.0: 1.0 0.0 Old : 100.0: 83.8 70.8 7.4 15.0 7.8 0.0 0.3 0.0 0.0 6.2 0.0: 1.0 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: 14 10 . 4 . 0 . 0 0 . 0: Old : 27: 14 10 . 4 . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 81.0 69.0 91.5 42.2 73.7 65.1 84.1 Old : 44.7 81.0 69.0 91.5 42.2 73.7 65.1 84.1 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, February 12, 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 : 518,467: 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0: 0 0 Old : 518,467: 345,376 421,072 149,107 64,320 0 504 0 23,480 0 9,595 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : 23,400: 23,400 23,400 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 0.0: 0.0 0.0 Old : 100.0: 66.6 81.2 28.8 12.4 0.0 0.1 0.0 4.5 0.0 1.9 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 : 22: 12 9 . . 0 . 0 . 0 . 0: Old : 22: 12 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 : 58.7 78.1 81.7 94.2 49.9 60.2 67.7 73.5 Old : 58.7 78.1 81.7 94.2 49.9 60.2 67.7 73.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 905,804: 641,755 637,620 189,105 93,600 51,624 0 99,640 23,320 0 0 0: 0 0 Old : 905,804: 641,755 637,620 189,105 93,600 51,624 0 99,640 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: February 5, 2013 : : 5,930: 7,097 5,930 -1,167 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 70.4 20.9 10.3 5.7 0.0 11.0 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 70.8 70.4 20.9 10.3 5.7 0.0 11.0 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 17 . . . 0 . . 0 0 0: Old : 24: 13 17 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.4 65.1 87.9 78.5 42.5 43.4 58.5 54.4 Old : 61.4 65.1 87.9 78.5 42.5 43.4 58.5 54.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 542,336: 209,575 352,360 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414: 0 0 Old : 542,336: 209,575 352,360 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 38.6 65.0 21.2 0.0 10.5 24.9 0.0 0.0 0.4 20.2 4.3: 0.0 0.0 Old : 100.0: 38.6 65.0 21.2 0.0 10.5 24.9 0.0 0.0 0.4 20.2 4.3: 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 : 24: 9 12 5 0 . . 0 0 . . .: Old : 24: 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 : 61.6 57.3 84.3 81.7 53.2 52.3 68.4 71.3 Old : 61.6 57.3 84.3 81.7 53.2 52.3 68.4 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 217,247: 163,756 129,336 53,491 78,752 0 0 1,760 0 0 7,399 0: 0 0 Old : 217,247: 163,756 129,336 53,491 78,752 0 0 1,760 0 0 7,399 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 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: 75.4 59.5 24.6 36.2 0.0 0.0 0.8 0.0 0.0 3.4 0.0: 0.0 0.0 Old : 100.0: 75.4 59.5 24.6 36.2 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 : 25: 12 9 . . 0 0 . 0 0 . 0: Old : 25: 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 : 46.6 60.1 79.2 87.2 43.9 51.6 71.6 74.5 Old : 46.6 60.1 79.2 87.2 43.9 51.6 71.6 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Disaggregated Commitments of Traders - Options and Futures Combined, February 12, 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 : 4,518: 1,386 3,738 2,300 0 686 96 0 30 0 45 20: -0 0 Old : 4,518: 1,386 3,738 2,300 0 686 96 0 30 0 45 20: -0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2013 : : -8: -13 -14 -10 0 12 5 0 -3 0 -4 1: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 82.7 50.9 0.0 15.2 2.1 0.0 0.7 0.0 1.0 0.4: -0.0 0.0 Old : 100.0: 30.7 82.7 50.9 0.0 15.2 2.1 0.0 0.7 0.0 1.0 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 : 22: 12 13 6 0 6 . 0 . 0 . .: Old : 22: 12 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 : 62.2 51.4 85.4 77.2 46.5 46.1 58.2 58.3 Old : 62.2 51.4 85.4 77.2 46.5 46.1 58.2 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013