CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 6,815: 4,025 4,825 0 795 0 1,205 0 120 1,035 515 310: 120 250 Old : 6,815: 4,025 4,825 0 795 0 1,205 0 120 1,035 515 310: 120 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -75: -30 -115 0 -15 0 -15 0 0 0 90 15: -45 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 70.8 0.0 11.7 0.0 17.7 0.0 1.8 15.2 7.6 4.5: 1.8 3.7 Old : 100.0: 59.1 70.8 0.0 11.7 0.0 17.7 0.0 1.8 15.2 7.6 4.5: 1.8 3.7 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 : 23: 12 13 0 . 0 . 0 . . . .: Old : 23: 12 13 0 . 0 . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 44.9 77.8 74.0 43.6 40.4 56.3 54.5 Old : 59.5 44.9 77.8 74.0 43.6 40.4 56.3 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 50,827: 19,198 19,730 1,380 1,901 2,693 276 4,190 3,355 11,666 6,684 11,824: 435 450 Old : 50,827: 19,198 19,730 1,380 1,901 2,693 276 4,190 3,355 11,666 6,684 11,824: 435 450 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -1,269: -235 383 -275 -177 129 -190 800 -730 559 -1,222 -507: -20 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 38.8 2.7 3.7 5.3 0.5 8.2 6.6 23.0 13.2 23.3: 0.9 0.9 Old : 100.0: 37.8 38.8 2.7 3.7 5.3 0.5 8.2 6.6 23.0 13.2 23.3: 0.9 0.9 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 : 48: 13 11 . . 4 . 4 4 13 13 20: Old : 48: 13 11 . . 4 . 4 4 13 13 20: 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 : 42.5 36.1 61.0 56.4 38.7 25.2 46.1 37.7 Old : 42.5 36.1 61.0 56.4 38.7 25.2 46.1 37.7 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, April 2, 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 : 16,622: 6,570 5,775 270 570 250 1,545 0 870 4,407 6,172 2,530: 180 455 Old : 16,622: 6,570 5,775 270 570 250 1,545 0 870 4,407 6,172 2,530: 180 455 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -2,150: -935 -1,310 -55 55 -65 -35 0 -275 -315 -175 -300: -170 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 34.7 1.6 3.4 1.5 9.3 0.0 5.2 26.5 37.1 15.2: 1.1 2.7 Old : 100.0: 39.5 34.7 1.6 3.4 1.5 9.3 0.0 5.2 26.5 37.1 15.2: 1.1 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 : 35: 8 8 . . . . 0 . 6 14 17: Old : 35: 8 8 . . . . 0 . 6 14 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.6 45.8 79.3 61.1 53.8 35.0 60.7 46.5 Old : 61.6 45.8 79.3 61.1 53.8 35.0 60.7 46.5 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, April 2, 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 : 92,133: 61,098 38,043 270 24,391 19,658 166 1,596 5,716 2,043 0 214: 2,968 2,514 Old : 92,133: 61,098 38,043 270 24,391 19,658 166 1,596 5,716 2,043 0 214: 2,968 2,514 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -5,366: -3,251 -2,399 -36 -999 -1,421 -299 -168 -211 53 0 -116: -84 -51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.3 41.3 0.3 26.5 21.3 0.2 1.7 6.2 2.2 0.0 0.2: 3.2 2.7 Old : 100.0: 66.3 41.3 0.3 26.5 21.3 0.2 1.7 6.2 2.2 0.0 0.2: 3.2 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: 24 25 . 5 6 . . . 4 0 .: Old : 40: 24 25 . 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 : 45.5 49.6 68.2 70.6 29.2 29.6 36.5 37.8 Old : 45.5 49.6 68.2 70.6 29.2 29.6 36.5 37.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 15,001: 7,920 9,543 354 1,245 2,418 2,022 0 988 128 0 62: 1,109 745 Old : 15,001: 7,920 9,543 354 1,245 2,418 2,022 0 988 128 0 62: 1,109 745 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -948: -784 -522 -7 -142 -61 -0 0 -100 24 0 -24: 5 -99 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.8 63.6 2.4 8.3 16.1 13.5 0.0 6.6 0.9 0.0 0.4: 7.4 5.0 Old : 100.0: 52.8 63.6 2.4 8.3 16.1 13.5 0.0 6.6 0.9 0.0 0.4: 7.4 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: 14 9 . . 4 . 0 . . 0 .: Old : 21: 14 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 : 39.4 61.3 63.3 82.2 31.1 47.4 45.7 52.3 Old : 39.4 61.3 63.3 82.2 31.1 47.4 45.7 52.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 6,136: 5,213 2,790 0 1,401 17 0 1,024 0 0 0 0: 906 904 Old : 6,136: 5,213 2,790 0 1,401 17 0 1,024 0 0 0 0: 906 904 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -356: -287 -184 0 -43 -5 0 -74 0 0 0 0: -64 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 45.5 0.0 22.8 0.3 0.0 16.7 0.0 0.0 0.0 0.0: 14.8 14.7 Old : 100.0: 85.0 45.5 0.0 22.8 0.3 0.0 16.7 0.0 0.0 0.0 0.0: 14.8 14.7 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 : 20: 16 11 0 . . 0 . 0 0 0 0: Old : 20: 16 11 0 . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 44.7 70.8 66.3 37.1 39.5 51.7 51.2 Old : 50.1 44.7 70.8 66.3 37.1 39.5 51.7 51.2 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, April 2, 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 : 11,025: 5,371 8,011 1,740 0 972 868 360 272 230 0 898: 674 512 Old : 11,025: 5,371 8,011 1,740 0 972 868 360 272 230 0 898: 674 512 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -417: -353 -483 -34 0 -68 254 -40 -34 -408 0 240: -14 -32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 72.7 15.8 0.0 8.8 7.9 3.3 2.5 2.1 0.0 8.1: 6.1 4.6 Old : 100.0: 48.7 72.7 15.8 0.0 8.8 7.9 3.3 2.5 2.1 0.0 8.1: 6.1 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 : 26: 14 15 . 0 . . . . . 0 .: Old : 26: 14 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 : 41.1 36.9 66.0 63.3 28.0 34.1 45.8 53.4 Old : 41.1 36.9 66.0 63.3 28.0 34.1 45.8 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 16,498: 9,774 11,358 1,560 450 1,806 0 516 1,414 270 0 0: 1,674 954 Old : 16,498: 9,774 11,358 1,560 450 1,806 0 516 1,414 270 0 0: 1,674 954 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -926: -521 -813 -188 -50 -18 0 4 -24 -30 0 0: -145 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 68.8 9.5 2.7 10.9 0.0 3.1 8.6 1.6 0.0 0.0: 10.1 5.8 Old : 100.0: 59.2 68.8 9.5 2.7 10.9 0.0 3.1 8.6 1.6 0.0 0.0: 10.1 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 : 30: 19 17 4 . 4 0 . . . 0 0: Old : 30: 19 17 4 . 4 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.3 40.1 56.9 62.5 28.5 35.5 39.9 46.0 Old : 37.3 40.1 56.9 62.5 28.5 35.5 39.9 46.0 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, April 2, 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 : 42,493: 37,497 36,580 2,869 3,914 1,999 0 0 0 128 0 0: 0 0 Old : 42,493: 37,497 36,580 2,869 3,914 1,999 0 0 0 128 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -3,879: -3,795 -2,892 -42 -987 0 0 0 0 -42 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 86.1 6.8 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 88.2 86.1 6.8 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 . . . 0 0 0 . 0 0: Old : 30: 18 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 : 59.2 78.3 79.8 92.3 58.7 71.9 78.1 85.7 Old : 59.2 78.3 79.8 92.3 58.7 71.9 78.1 85.7 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, April 2, 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 : 738,036: 642,547 648,602 46,672 40,617 48,817 0 0 0 0 0 0: 0 0 Old : 738,036: 642,547 648,602 46,672 40,617 48,817 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: March 26, 2013 : : -41,240: -39,612 -30,675 -5,308 -14,245 3,680 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.1 87.9 6.3 5.5 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 87.1 87.9 6.3 5.5 6.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 19 14 . . . 0 0 0 0 0 0: Old : 28: 19 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 : 49.7 81.3 75.8 93.7 47.0 74.4 72.3 83.8 Old : 49.7 81.3 75.8 93.7 47.0 74.4 72.3 83.8 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, April 2, 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 : 53,528: 34,961 51,121 15,247 88 2,275 0 0 0 790 0 0: 255 44 Old : 53,528: 34,961 51,121 15,247 88 2,275 0 0 0 790 0 0: 255 44 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -3,885: -2,373 -3,822 -1,428 -42 0 0 0 0 -84 0 0: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 95.5 28.5 0.2 4.3 0.0 0.0 0.0 1.5 0.0 0.0: 0.5 0.1 Old : 100.0: 65.3 95.5 28.5 0.2 4.3 0.0 0.0 0.0 1.5 0.0 0.0: 0.5 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 : 33: 11 22 4 . . 0 0 0 . 0 0: Old : 33: 11 22 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 : 72.6 46.8 91.0 77.1 68.3 46.0 85.5 76.3 Old : 72.6 46.8 91.0 77.1 68.3 46.0 85.5 76.3 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, April 2, 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 : 709,149: 540,221 618,110 151,968 74,079 16,960 0 0 0 0 0 0: 0 0 Old : 709,149: 540,221 618,110 151,968 74,079 16,960 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: March 26, 2013 : : -58,201: -40,700 -58,201 -13,431 4,070 -4,070 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 87.2 21.4 10.4 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.2 87.2 21.4 10.4 2.4 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 : 31: 13 18 . . . 0 0 0 0 0 0: Old : 31: 13 18 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.7 53.8 87.3 80.7 74.7 51.5 84.7 74.3 Old : 74.7 53.8 87.3 80.7 74.7 51.5 84.7 74.3 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, April 2, 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 : 50,419: 32,621 34,440 8,606 11,896 2,852 5,755 740 110 220 381 0: 255 0 Old : 50,419: 32,621 34,440 8,606 11,896 2,852 5,755 740 110 220 381 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -2,304: -1,401 -1,674 63 -189 -336 -315 105 -210 -105 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 68.3 17.1 23.6 5.7 11.4 1.5 0.2 0.4 0.8 0.0: 0.5 0.0 Old : 100.0: 64.7 68.3 17.1 23.6 5.7 11.4 1.5 0.2 0.4 0.8 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 : 44.4 57.1 68.0 80.7 41.6 52.3 65.2 75.2 Old : 44.4 57.1 68.0 80.7 41.6 52.3 65.2 75.2 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, April 2, 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 : 1,194,952: 907,683 651,743 200,815 258,421 63,107 0 169,100 0 17,566 46,800 5,781: 0 0 Old : 1,194,952: 907,683 651,743 200,815 258,421 63,107 0 169,100 0 17,566 46,800 5,781: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -38,995: -34,925 -84,244 6,512 -15,059 -6,512 0 20,020 0 -4,070 46,800 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.0 54.5 16.8 21.6 5.3 0.0 14.2 0.0 1.5 3.9 0.5: 0.0 0.0 Old : 100.0: 76.0 54.5 16.8 21.6 5.3 0.0 14.2 0.0 1.5 3.9 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 : 40: 18 18 . 4 4 0 . 0 . . .: Old : 40: 18 18 . 4 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 38.9 75.0 69.1 52.5 38.4 70.6 67.1 Old : 56.0 38.9 75.0 69.1 52.5 38.4 70.6 67.1 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, April 2, 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 : 33,481: 22,453 26,666 11,028 960 0 0 5,855 0 0 0 0: 0 0 Old : 33,481: 22,453 26,666 11,028 960 0 0 5,855 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: March 26, 2013 : : -739: -634 -424 -105 -105 0 0 -210 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.1 79.6 32.9 2.9 0.0 0.0 17.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 67.1 79.6 32.9 2.9 0.0 0.0 17.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 15 . . 0 0 . 0 0 0 0: Old : 24: 12 15 . . 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 : 68.6 69.0 91.0 87.7 58.5 51.6 74.5 69.6 Old : 68.6 69.0 91.0 87.7 58.5 51.6 74.5 69.6 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, April 2, 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 : 18,682: 11,222 10,501 0 3,236 1,280 1,270 0 1,600 1,245 0 2,065: 0 0 Old : 18,682: 11,222 10,501 0 3,236 1,280 1,270 0 1,600 1,245 0 2,065: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -1,470: -1,050 -1,113 0 -252 0 0 0 -105 -315 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 56.2 0.0 17.3 6.9 6.8 0.0 8.6 6.7 0.0 11.1: 0.0 0.0 Old : 100.0: 60.1 56.2 0.0 17.3 6.9 6.8 0.0 8.6 6.7 0.0 11.1: 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 9 0 4 . . 0 . . 0 .: Old : 20: 8 9 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 : 67.3 54.2 95.4 84.5 47.6 42.4 57.9 55.2 Old : 67.3 54.2 95.4 84.5 47.6 42.4 57.9 55.2 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, April 2, 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 : 18,639: 15,368 12,866 843 2,490 1,194 0 0 0 0 896 680: 554 513 Old : 18,639: 15,368 12,866 843 2,490 1,194 0 0 0 0 896 680: 554 513 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : 1,349: 2,138 -315 0 1,194 0 0 0 0 -384 896 -384: -21 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 69.0 4.5 13.4 6.4 0.0 0.0 0.0 0.0 4.8 3.6: 3.0 2.8 Old : 100.0: 82.5 69.0 4.5 13.4 6.4 0.0 0.0 0.0 0.0 4.8 3.6: 3.0 2.8 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 : 20: 12 10 . . . 0 0 0 0 . .: Old : 20: 12 10 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 61.2 77.3 82.0 39.9 53.8 58.7 65.9 Old : 52.0 61.2 77.3 82.0 39.9 53.8 58.7 65.9 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, April 2, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 25,030: 21,564 17,173 1,246 4,869 2,028 0 0 0 0 960 0: 192 0 Old : 25,030: 21,564 17,173 1,246 4,869 2,028 0 0 0 0 960 0: 192 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -780: -570 -507 -84 -21 -105 0 0 0 0 -147 0: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 68.6 5.0 19.5 8.1 0.0 0.0 0.0 0.0 3.8 0.0: 0.8 0.0 Old : 100.0: 86.2 68.6 5.0 19.5 8.1 0.0 0.0 0.0 0.0 3.8 0.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 9 . 4 . 0 0 0 0 . 0: Old : 25: 13 9 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 77.7 73.0 92.7 48.8 71.8 71.1 83.1 Old : 49.2 77.7 73.0 92.7 48.8 71.8 71.1 83.1 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, April 2, 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 : 445,361: 290,728 363,146 134,686 52,935 0 0 3,533 19,947 0 5,800 0: 0 0 Old : 445,361: 290,728 363,146 134,686 52,935 0 0 3,533 19,947 0 5,800 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -38,258: -29,304 -30,118 -7,733 -6,105 0 0 1,221 -1,221 0 -2,035 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 81.5 30.2 11.9 0.0 0.0 0.8 4.5 0.0 1.3 0.0: 0.0 0.0 Old : 100.0: 65.3 81.5 30.2 11.9 0.0 0.0 0.8 4.5 0.0 1.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 10 . . 0 0 . . 0 . 0: Old : 24: 12 10 . . 0 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 75.9 81.0 92.8 47.9 57.5 66.3 70.9 Old : 57.6 75.9 81.0 92.8 47.9 57.5 66.3 70.9 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, April 2, 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 : 882,213: 659,997 590,068 113,686 93,600 85,210 0 90,015 23,320 0 0 0: 0 0 Old : 882,213: 659,997 590,068 113,686 93,600 85,210 0 90,015 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: March 26, 2013 : : -40,159: -33,257 -34,054 -6,902 0 0 0 -6,105 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 66.9 12.9 10.6 9.7 0.0 10.2 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 74.8 66.9 12.9 10.6 9.7 0.0 10.2 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 18 . . . 0 . . 0 0 0: Old : 27: 14 18 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 60.7 76.4 78.3 28.5 38.4 44.7 49.0 Old : 53.7 60.7 76.4 78.3 28.5 38.4 44.7 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Options and Futures Combined, April 2, 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 : 587,414: 235,639 376,205 119,598 43,271 35,138 134,845 0 0 47,536 118,142 14,658: 0 0 Old : 587,414: 235,639 376,205 119,598 43,271 35,138 134,845 0 0 47,536 118,142 14,658: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : 14,240: -17,094 14,647 -8,954 407 -814 0 0 0 45,986 4,884 -4,884: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 64.0 20.4 7.4 6.0 23.0 0.0 0.0 8.1 20.1 2.5: 0.0 0.0 Old : 100.0: 40.1 64.0 20.4 7.4 6.0 23.0 0.0 0.0 8.1 20.1 2.5: 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 : 23: 9 11 4 . 4 . 0 0 . . .: Old : 23: 9 11 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 59.8 82.5 84.6 56.3 54.8 73.4 74.3 Old : 58.4 59.8 82.5 84.6 56.3 54.8 73.4 74.3 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, April 2, 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 : 250,627: 204,750 135,255 42,348 63,246 3,529 0 0 0 0 48,597 0: 0 0 Old : 250,627: 204,750 135,255 42,348 63,246 3,529 0 0 0 0 48,597 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : 6,943: 13,862 1,358 -6,919 -5,698 0 0 0 0 0 11,283 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 54.0 16.9 25.2 1.4 0.0 0.0 0.0 0.0 19.4 0.0: 0.0 0.0 Old : 100.0: 81.7 54.0 16.9 25.2 1.4 0.0 0.0 0.0 0.0 19.4 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: 13 9 . . . 0 0 0 0 . 0: Old : 25: 13 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 : 43.8 57.4 72.1 88.4 42.0 52.4 68.7 76.0 Old : 43.8 57.4 72.1 88.4 42.0 52.4 68.7 76.0 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, April 2, 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 : 4,736: 1,613 3,796 2,158 0 764 55 0 42 48 74 49: 8 12 Old : 4,736: 1,613 3,796 2,158 0 764 55 0 42 48 74 49: 8 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : -39: -30 -32 -7 0 -2 2 0 -2 -0 -2 0: 0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 80.2 45.6 0.0 16.1 1.2 0.0 0.9 1.0 1.6 1.0: 0.2 0.3 Old : 100.0: 34.1 80.2 45.6 0.0 16.1 1.2 0.0 0.9 1.0 1.6 1.0: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 13 6 0 6 . 0 . . . .: Old : 23: 12 13 6 0 6 . 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 : 58.9 49.4 82.6 75.8 42.4 42.2 53.4 55.0 Old : 58.9 49.4 82.6 75.8 42.4 42.2 53.4 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013