CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 7,750: 5,150 5,740 0 900 0 770 0 120 1,150 390 245: 315 355
Old : 7,750: 5,150 5,740 0 900 0 770 0 120 1,150 390 245: 315 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 410: 315 525 0 45 -15 90 0 0 0 40 -55: 75 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 74.1 0.0 11.6 0.0 9.9 0.0 1.5 14.8 5.0 3.2: 4.1 4.6
Old : 100.0: 66.5 74.1 0.0 11.6 0.0 9.9 0.0 1.5 14.8 5.0 3.2: 4.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 0 . 0 . 0 . . . .:
Old : 21: 11 11 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 48.2 72.7 73.7 31.2 36.7 44.1 48.9
Old : 51.0 48.2 72.7 73.7 31.2 36.7 44.1 48.9
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 26, 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 : 36,762: 12,956 12,305 1,205 942 2,576 466 3,560 2,345 7,815 6,135 8,699: 700 200
Old : 36,762: 12,956 12,305 1,205 942 2,576 466 3,560 2,345 7,815 6,135 8,699: 700 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 85: -132 -909 80 -777 434 -145 1,050 -405 -166 553 504: -85 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 33.5 3.3 2.6 7.0 1.3 9.7 6.4 21.3 16.7 23.7: 1.9 0.5
Old : 100.0: 35.2 33.5 3.3 2.6 7.0 1.3 9.7 6.4 21.3 16.7 23.7: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 12 13 . . . . . 4 10 14 19:
Old : 45: 12 13 . . . . . 4 10 14 19:
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 : 45.3 39.1 62.1 57.2 40.2 25.7 47.6 37.6
Old : 45.3 39.1 62.1 57.2 40.2 25.7 47.6 37.6
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 26, 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 : 14,172: 4,335 4,725 175 305 225 2,335 130 370 4,115 5,765 2,027: 590 625
Old : 14,172: 4,335 4,725 175 305 225 2,335 130 370 4,115 5,765 2,027: 590 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -1,010: -700 -940 -95 -55 -25 215 -235 -285 -263 322 43: 100 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 33.3 1.2 2.2 1.6 16.5 0.9 2.6 29.0 40.7 14.3: 4.2 4.4
Old : 100.0: 30.6 33.3 1.2 2.2 1.6 16.5 0.9 2.6 29.0 40.7 14.3: 4.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 8 7 . . . . . . 4 13 13:
Old : 30: 8 7 . . . . . . 4 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 44.3 80.9 64.0 62.9 35.6 69.1 50.3
Old : 66.3 44.3 80.9 64.0 62.9 35.6 69.1 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 102,568: 60,259 38,492 382 25,990 22,586 864 1,816 7,537 4,155 0 3,425: 3,361 2,723
Old : 102,568: 60,259 38,492 382 25,990 22,586 864 1,816 7,537 4,155 0 3,425: 3,361 2,723
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -1,085: -4,752 -3,196 0 -54 -417 -171 -19 -314 2,024 0 3,156: -611 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 37.5 0.4 25.3 22.0 0.8 1.8 7.3 4.1 0.0 3.3: 3.3 2.7
Old : 100.0: 58.7 37.5 0.4 25.3 22.0 0.8 1.8 7.3 4.1 0.0 3.3: 3.3 2.7
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 : 40: 23 24 . 5 6 . . . 5 0 4:
Old : 40: 23 24 . 5 6 . . . 5 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 : 45.1 51.1 68.4 72.3 28.9 31.0 35.6 38.4
Old : 45.1 51.1 68.4 72.3 28.9 31.0 35.6 38.4
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 26, 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 : 16,870: 8,859 9,315 385 1,700 2,693 2,165 0 1,120 0 860 340: 1,308 842
Old : 16,870: 8,859 9,315 385 1,700 2,693 2,165 0 1,120 0 860 340: 1,308 842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -372: -374 -1,109 5 -210 -20 -233 0 0 0 718 240: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.5 55.2 2.3 10.1 16.0 12.8 0.0 6.6 0.0 5.1 2.0: 7.8 5.0
Old : 100.0: 52.5 55.2 2.3 10.1 16.0 12.8 0.0 6.6 0.0 5.1 2.0: 7.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . 4 . 0 . 0 . .:
Old : 21: 12 8 . . 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 : 40.0 61.4 65.1 81.3 32.0 43.8 46.0 50.3
Old : 40.0 61.4 65.1 81.3 32.0 43.8 46.0 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 26, 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 : 12,090: 6,210 8,192 1,808 0 1,108 480 440 340 796 607 658: 690 745
Old : 12,090: 6,210 8,192 1,808 0 1,108 480 440 340 796 607 658: 690 745
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 320: 476 -597 -240 0 240 120 0 0 0 607 0: -276 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 67.8 15.0 0.0 9.2 4.0 3.6 2.8 6.6 5.0 5.4: 5.7 6.2
Old : 100.0: 51.4 67.8 15.0 0.0 9.2 4.0 3.6 2.8 6.6 5.0 5.4: 5.7 6.2
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 : 26: 14 14 . 0 . . . . . . .:
Old : 26: 14 14 . 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 : 40.1 37.2 63.7 60.0 26.4 34.1 44.6 52.2
Old : 40.1 37.2 63.7 60.0 26.4 34.1 44.6 52.2
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 26, 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 : 16,934: 10,864 10,448 1,586 550 1,646 72 540 790 330 1,939 0: 1,646 1,021
Old : 16,934: 10,864 10,448 1,586 550 1,646 72 540 790 330 1,939 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 19, 2013 :
: -100: -100 -1,919 120 0 -120 0 0 0 0 1,939 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 61.7 9.4 3.2 9.7 0.4 3.2 4.7 1.9 11.5 0.0: 9.7 6.0
Old : 100.0: 64.2 61.7 9.4 3.2 9.7 0.4 3.2 4.7 1.9 11.5 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 : 32: 20 19 4 . 4 . . . . . 0:
Old : 32: 20 19 4 . 4 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 40.3 56.0 60.0 32.4 35.9 46.9 48.8
Old : 36.6 40.3 56.0 60.0 32.4 35.9 46.9 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 48,556: 43,316 41,045 3,031 5,492 1,999 0 0 0 210 0 0: 0 20
Old : 48,556: 43,316 41,045 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 19, 2013 :
: 84: 84 84 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 6.2 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 6.2 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 : 65.6 77.5 84.7 92.5 65.2 71.5 82.2 85.4
Old : 65.6 77.5 84.7 92.5 65.2 71.5 82.2 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 19, 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: 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 26, 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 : 61,233: 38,894 58,603 17,735 170 2,375 0 0 0 1,974 0 0: 255 85
Old : 61,233: 38,894 58,603 17,735 170 2,375 0 0 0 1,974 0 0: 255 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 638: -892 638 510 0 0 0 0 0 1,020 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 95.7 29.0 0.3 3.9 0.0 0.0 0.0 3.2 0.0 0.0: 0.4 0.1
Old : 100.0: 63.5 95.7 29.0 0.3 3.9 0.0 0.0 0.0 3.2 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: 12 23 4 . . 0 0 0 . 0 0:
Old : 34: 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 : 70.7 43.9 88.7 72.9 67.0 43.5 83.1 71.3
Old : 70.7 43.9 88.7 72.9 67.0 43.5 83.1 71.3
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, February 26, 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 : 827,542: 607,397 736,503 177,015 66,489 24,550 0 0 0 18,580 0 0: 0 0
Old : 827,542: 607,397 736,503 177,015 66,489 24,550 0 0 0 18,580 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 11,730: -16,210 11,730 0 -9,360 9,360 0 0 0 18,580 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 89.0 21.4 8.0 3.0 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 73.4 89.0 21.4 8.0 3.0 0.0 0.0 0.0 2.2 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 : 33: 14 19 . . . 0 0 0 . 0 0:
Old : 33: 14 19 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 50.1 84.3 75.6 69.7 47.2 79.9 68.4
Old : 69.9 50.1 84.3 75.6 69.7 47.2 79.9 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 55,263: 35,842 37,994 8,383 12,265 3,568 6,470 735 320 425 381 0: 255 0
Old : 55,263: 35,842 37,994 8,383 12,265 3,568 6,470 735 320 425 381 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -321: -321 -426 0 0 0 -105 0 105 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 68.8 15.2 22.2 6.5 11.7 1.3 0.6 0.8 0.7 0.0: 0.5 0.0
Old : 100.0: 64.9 68.8 15.2 22.2 6.5 11.7 1.3 0.6 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: 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 : 42.0 54.7 66.3 78.2 38.1 50.4 62.5 71.7
Old : 42.0 54.7 66.3 78.2 38.1 50.4 62.5 71.7
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 26, 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: 991,600 618,859 120,269 279,702 58,653 0 156,120 0 25,156 82,344 24,437: 0 0
Old : 1,220,115: 991,600 618,859 120,269 279,702 58,653 0 156,120 0 25,156 82,344 24,437: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 0: -18,656 -101,000 0 0 0 0 0 0 0 82,344 18,656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 50.7 9.9 22.9 4.8 0.0 12.8 0.0 2.1 6.7 2.0: 0.0 0.0
Old : 100.0: 81.3 50.7 9.9 22.9 4.8 0.0 12.8 0.0 2.1 6.7 2.0: 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 : 38: 17 15 . 4 . 0 . 0 . . .:
Old : 38: 17 15 . 4 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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 26, 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 : 32,895: 21,673 25,667 9,824 3,605 0 0 2,162 0 1,165 1,228 0: 233 233
Old : 32,895: 21,673 25,667 9,824 3,605 0 0 2,162 0 1,165 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 19, 2013 :
: 108: -1,057 108 0 0 0 0 0 0 1,165 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 78.0 29.9 11.0 0.0 0.0 6.6 0.0 3.5 3.7 0.0: 0.7 0.7
Old : 100.0: 65.9 78.0 29.9 11.0 0.0 0.0 6.6 0.0 3.5 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: 11 8 . . 0 0 . 0 . . 0:
Old : 21: 11 8 . . 0 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 81.0 86.0 97.4 60.4 70.7 75.5 81.9
Old : 62.5 81.0 86.0 97.4 60.4 70.7 75.5 81.9
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 26, 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 19, 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: 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 26, 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 : 20,672: 12,712 12,314 0 3,628 1,280 1,270 0 1,385 1,960 0 2,065: 0 0
Old : 20,672: 12,712 12,314 0 3,628 1,280 1,270 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 19, 2013 :
: 320: 215 105 0 215 0 105 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 59.6 0.0 17.6 6.2 6.1 0.0 6.7 9.5 0.0 10.0: 0.0 0.0
Old : 100.0: 61.5 59.6 0.0 17.6 6.2 6.1 0.0 6.7 9.5 0.0 10.0: 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: 8 11 0 4 . . 0 . . 0 .:
Old : 22: 8 11 0 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 : 67.2 53.9 96.2 82.1 50.5 39.7 59.4 53.3
Old : 67.2 53.9 96.2 82.1 50.5 39.7 59.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 16,495: 12,386 11,326 923 366 1,232 60 0 0 0 0 0: 1,894 3,571
Old : 16,495: 12,386 11,326 923 366 1,232 60 0 0 0 0 0: 1,894 3,571
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 1,530: 1,275 -255 0 0 0 0 0 0 0 0 0: 255 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 68.7 5.6 2.2 7.5 0.4 0.0 0.0 0.0 0.0 0.0: 11.5 21.6
Old : 100.0: 75.1 68.7 5.6 2.2 7.5 0.4 0.0 0.0 0.0 0.0 0.0: 11.5 21.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 42.7 56.4 70.1 69.4 36.8 52.5 57.1 56.9
Old : 42.7 56.4 70.1 69.4 36.8 52.5 57.1 56.9
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, February 26, 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 : 26,818: 20,881 17,768 976 5,006 2,517 0 60 0 2,211 1,467 0: 233 0
Old : 26,818: 20,881 17,768 976 5,006 2,517 0 60 0 2,211 1,467 0: 233 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 3,827: 1,616 1,529 -732 1,566 732 0 0 0 2,211 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 66.3 3.6 18.7 9.4 0.0 0.2 0.0 8.2 5.5 0.0: 0.9 0.0
Old : 100.0: 77.9 66.3 3.6 18.7 9.4 0.0 0.2 0.0 8.2 5.5 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 9 . 5 . 0 . 0 . . 0:
Old : 28: 14 9 . 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 : 43.0 73.7 68.5 92.1 43.0 67.4 66.2 80.1
Old : 43.0 73.7 68.5 92.1 43.0 67.4 66.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 18,039: 10,873 14,959 6,065 1,420 768 0 0 0 60 470 40: 233 382
Old : 18,039: 10,873 14,959 6,065 1,420 768 0 0 0 60 470 40: 233 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 82.9 33.6 7.9 4.3 0.0 0.0 0.0 0.3 2.6 0.2: 1.3 2.1
Old : 100.0: 60.3 82.9 33.6 7.9 4.3 0.0 0.0 0.0 0.3 2.6 0.2: 1.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 0 0 . . .:
Old : 20: 10 9 . . . 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 : 59.9 75.0 91.2 95.2 55.0 70.6 86.3 87.6
Old : 59.9 75.0 91.2 95.2 55.0 70.6 86.3 87.6
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 26, 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: 345,376 407,032 149,107 64,320 0 504 0 23,480 0 23,635 0: 0 0
Old : 518,467: 345,376 407,032 149,107 64,320 0 504 0 23,480 0 23,635 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 0: 0 -14,040 0 0 0 0 0 0 0 14,040 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 78.5 28.8 12.4 0.0 0.1 0.0 4.5 0.0 4.6 0.0: 0.0 0.0
Old : 100.0: 66.6 78.5 28.8 12.4 0.0 0.1 0.0 4.5 0.0 4.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . 0 . 0 . 0 . 0:
Old : 23: 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 77.6 81.7 93.7 49.9 59.7 67.7 73.0
Old : 58.7 77.6 81.7 93.7 49.9 59.7 67.7 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 933,659: 722,112 631,969 126,417 93,600 61,810 0 99,640 23,320 0 23,320 0: 0 0
Old : 933,659: 722,112 631,969 126,417 93,600 61,810 0 99,640 23,320 0 23,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 14,423: 74,437 -19,083 -70,200 0 10,186 0 0 0 0 23,320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 67.7 13.5 10.0 6.6 0.0 10.7 2.5 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 77.3 67.7 13.5 10.0 6.6 0.0 10.7 2.5 0.0 2.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 17 . . . 0 . . 0 . 0:
Old : 26: 14 17 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 63.2 81.0 77.9 37.1 42.1 55.3 53.5
Old : 53.9 63.2 81.0 77.9 37.1 42.1 55.3 53.5
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 26, 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 : 561,698: 228,937 371,722 115,072 0 57,176 134,845 0 0 2,254 109,386 23,414: 0 0
Old : 561,698: 228,937 371,722 115,072 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 19, 2013 :
: 2,849: 2,849 2,849 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 66.2 20.5 0.0 10.2 24.0 0.0 0.0 0.4 19.5 4.2: 0.0 0.0
Old : 100.0: 40.8 66.2 20.5 0.0 10.2 24.0 0.0 0.0 0.4 19.5 4.2: 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 : 25: 10 12 5 0 . . 0 0 . . .:
Old : 25: 10 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 : 59.5 55.6 81.4 81.8 51.4 49.2 66.1 65.9
Old : 59.5 55.6 81.4 81.8 51.4 49.2 66.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, February 26, 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 : 254,350: 188,754 139,558 53,491 73,872 3,529 0 1,760 0 8,576 35,631 0: 0 0
Old : 254,350: 188,754 139,558 53,491 73,872 3,529 0 1,760 0 8,576 35,631 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 36,289: 24,184 9,408 0 -4,880 3,529 0 0 0 8,576 28,232 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 54.9 21.0 29.0 1.4 0.0 0.7 0.0 3.4 14.0 0.0: 0.0 0.0
Old : 100.0: 74.2 54.9 21.0 29.0 1.4 0.0 0.7 0.0 3.4 14.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 10 . . . 0 . 0 . . 0:
Old : 28: 14 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 : 44.4 52.8 72.5 87.5 43.7 46.6 66.5 72.3
Old : 44.4 52.8 72.5 87.5 43.7 46.6 66.5 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, February 26, 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 : 4,511: 1,352 3,541 2,170 0 735 84 0 33 0 71 121: 15 9
Old : 4,511: 1,352 3,541 2,170 0 735 84 0 33 0 71 121: 15 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: 17: -49 -144 -54 0 24 -9 0 3 0 25 102: -0 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 78.5 48.1 0.0 16.3 1.9 0.0 0.7 0.0 1.6 2.7: 0.3 0.2
Old : 100.0: 30.0 78.5 48.1 0.0 16.3 1.9 0.0 0.7 0.0 1.6 2.7: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 5 0 5 . 0 . 0 . .:
Old : 22: 12 13 5 0 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 48.8 84.5 75.5 45.0 43.1 56.0 55.9
Old : 61.4 48.8 84.5 75.5 45.0 43.1 56.0 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013