CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 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 : 7,025: 3,705 5,005 0 885 60 1,275 0 0 1,230 440 415: 340 220 Old : 7,025: 3,705 5,005 0 885 60 1,275 0 0 1,230 440 415: 340 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 120: -45 45 0 30 45 45 0 0 -60 15 0: 135 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 71.2 0.0 12.6 0.9 18.1 0.0 0.0 17.5 6.3 5.9: 4.8 3.1 Old : 100.0: 52.7 71.2 0.0 12.6 0.9 18.1 0.0 0.0 17.5 6.3 5.9: 4.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 10 10 0 . . . 0 0 . . .: Old : 22: 10 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 : 56.4 47.7 76.2 77.7 41.6 41.8 55.4 60.6 Old : 56.4 47.7 76.2 77.7 41.6 41.8 55.4 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652 Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 TONS) : : : Positions : All : 11,996: 8,357 9,508 678 0 315 1,015 0 900 205 578 420: 106 275 Old : 11,996: 8,357 9,508 678 0 315 1,015 0 900 205 578 420: 106 275 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 79.3 5.7 0.0 2.6 8.5 0.0 7.5 1.7 4.8 3.5: 0.9 2.3 Old : 100.0: 69.7 79.3 5.7 0.0 2.6 8.5 0.0 7.5 1.7 4.8 3.5: 0.9 2.3 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 : 20: 12 14 . 0 . . 0 . . . .: Old : 20: 12 14 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 54.4 85.7 76.0 31.2 26.2 36.9 36.9 Old : 63.5 54.4 85.7 76.0 31.2 26.2 36.9 36.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024653 Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 TONS) : : : Positions : All : 19,916: 10,828 11,121 670 675 2,053 245 205 0 675 459 5,268: 176 135 Old : 19,916: 10,828 11,121 670 675 2,053 245 205 0 675 459 5,268: 176 135 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.4 55.8 3.4 3.4 10.3 1.2 1.0 0.0 3.4 2.3 26.5: 0.9 0.7 Old : 100.0: 54.4 55.8 3.4 3.4 10.3 1.2 1.0 0.0 3.4 2.3 26.5: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 9 . . . . . 0 . . .: Old : 21: 12 9 . . . . . 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 : 61.0 79.9 84.9 96.1 29.9 42.2 38.8 44.4 Old : 61.0 79.9 84.9 96.1 29.9 42.2 38.8 44.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 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 : 52,928: 20,662 20,327 1,630 1,426 3,299 0 4,679 3,207 11,825 7,550 11,840: 465 600 Old : 52,928: 20,662 20,327 1,630 1,426 3,299 0 4,679 3,207 11,825 7,550 11,840: 465 600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 1,368: 960 176 210 -95 55 0 475 -239 123 812 184: 75 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 38.4 3.1 2.7 6.2 0.0 8.8 6.1 22.3 14.3 22.4: 0.9 1.1 Old : 100.0: 39.0 38.4 3.1 2.7 6.2 0.0 8.8 6.1 22.3 14.3 22.4: 0.9 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 13 12 . . 4 0 5 4 10 16 23: Old : 49: 13 12 . . 4 0 5 4 10 16 23: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 38.6 60.8 56.8 39.2 24.1 47.5 35.7 Old : 42.5 38.6 60.8 56.8 39.2 24.1 47.5 35.7 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 16, 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 : 18,341: 7,415 7,285 330 1,274 225 2,345 150 560 4,446 5,432 2,885: 135 530 Old : 18,341: 7,415 7,285 330 1,274 225 2,345 150 560 4,446 5,432 2,885: 135 530 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 1,219: 410 1,420 0 354 -20 600 45 -190 189 -695 230: 0 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.4 39.7 1.8 6.9 1.2 12.8 0.8 3.1 24.2 29.6 15.7: 0.7 2.9 Old : 100.0: 40.4 39.7 1.8 6.9 1.2 12.8 0.8 3.1 24.2 29.6 15.7: 0.7 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 8 8 . . . . . . 7 13 17: Old : 35: 8 8 . . . . . . 7 13 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 : 62.0 46.9 80.0 62.2 56.6 37.7 63.2 49.8 Old : 62.0 46.9 80.0 62.2 56.6 37.7 63.2 49.8 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 16, 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 : 93,335: 62,061 39,025 270 24,979 19,891 528 1,463 5,263 2,046 0 240: 3,037 2,475 Old : 93,335: 62,061 39,025 270 24,979 19,891 528 1,463 5,263 2,046 0 240: 3,037 2,475 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 795: 602 647 0 502 162 291 -130 -359 1 0 18: 81 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.5 41.8 0.3 26.8 21.3 0.6 1.6 5.6 2.2 0.0 0.3: 3.3 2.7 Old : 100.0: 66.5 41.8 0.3 26.8 21.3 0.6 1.6 5.6 2.2 0.0 0.3: 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: 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 : 44.9 49.9 67.2 70.1 28.7 30.0 35.8 37.7 Old : 44.9 49.9 67.2 70.1 28.7 30.0 35.8 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 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 0F 400 MEGAWATT HOURS) : : : Positions : All : 6,590: 4,674 5,456 699 259 363 44 0 0 0 0 0: 810 512 Old : 6,590: 4,674 5,456 699 259 363 44 0 0 0 0 0: 810 512 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.9 82.8 10.6 3.9 5.5 0.7 0.0 0.0 0.0 0.0 0.0: 12.3 7.8 Old : 100.0: 70.9 82.8 10.6 3.9 5.5 0.7 0.0 0.0 0.0 0.0 0.0: 12.3 7.8 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: 8 11 . . . . 0 0 0 0 0: Old : 20: 8 11 . . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 46.5 79.9 77.2 41.0 40.8 58.8 59.5 Old : 50.7 46.5 79.9 77.2 41.0 40.8 58.8 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 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 : 14,934: 7,970 9,557 472 1,178 2,406 1,918 0 988 128 0 62: 991 743 Old : 14,934: 7,970 9,557 472 1,178 2,406 1,918 0 988 128 0 62: 991 743 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : -45: 34 16 25 -24 -35 -69 0 0 0 0 0: 1 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 64.0 3.2 7.9 16.1 12.8 0.0 6.6 0.9 0.0 0.4: 6.6 5.0 Old : 100.0: 53.4 64.0 3.2 7.9 16.1 12.8 0.0 6.6 0.9 0.0 0.4: 6.6 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 : 38.6 61.3 62.4 82.5 30.5 47.3 45.3 52.0 Old : 38.6 61.3 62.4 82.5 30.5 47.3 45.3 52.0 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 16, 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 : 6,353: 5,343 2,792 0 1,409 17 0 1,144 0 0 0 0: 993 991 Old : 6,353: 5,343 2,792 0 1,409 17 0 1,144 0 0 0 0: 993 991 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 124: 129 1 0 8 0 0 120 0 0 0 0: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.1 43.9 0.0 22.2 0.3 0.0 18.0 0.0 0.0 0.0 0.0: 15.6 15.6 Old : 100.0: 84.1 43.9 0.0 22.2 0.3 0.0 18.0 0.0 0.0 0.0 0.0: 15.6 15.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 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 : 50.3 45.2 70.4 66.1 37.9 40.2 52.1 51.5 Old : 50.3 45.2 70.4 66.1 37.9 40.2 52.1 51.5 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 16, 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: April 9, 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: 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 16, 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: April 9, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 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 16, 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 : 42,603: 37,607 36,690 2,869 3,914 1,999 0 0 0 128 0 0: 0 0 Old : 42,603: 37,607 36,690 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: April 9, 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: 88.3 86.1 6.7 9.2 4.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 88.3 86.1 6.7 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 : 59.0 78.3 79.6 92.3 58.6 72.0 77.9 85.7 Old : 59.0 78.3 79.6 92.3 58.6 72.0 77.9 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 16, 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: April 9, 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: 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 16, 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: April 9, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.3 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 16, 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: April 9, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 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 16, 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 : 50,931: 33,133 36,227 8,606 10,621 2,852 5,755 740 110 220 381 0: 255 0 Old : 50,931: 33,133 36,227 8,606 10,621 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: April 9, 2013 : : 0: 0 1,275 0 -1,275 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 71.1 16.9 20.9 5.6 11.3 1.5 0.2 0.4 0.7 0.0: 0.5 0.0 Old : 100.0: 65.1 71.1 16.9 20.9 5.6 11.3 1.5 0.2 0.4 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 : 34: 18 15 4 . . . . . . . 0: Old : 34: 18 15 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 : 43.9 52.1 67.3 74.2 41.2 47.4 62.1 67.7 Old : 43.9 52.1 67.3 74.2 41.2 47.4 62.1 67.7 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, April 16, 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 : 1,214,477: 927,208 661,940 200,815 267,749 63,107 0 169,100 0 17,566 46,800 5,781: 0 0 Old : 1,214,477: 927,208 661,940 200,815 267,749 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: April 9, 2013 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 54.5 16.5 22.0 5.2 0.0 13.9 0.0 1.4 3.9 0.5: 0.0 0.0 Old : 100.0: 76.3 54.5 16.5 22.0 5.2 0.0 13.9 0.0 1.4 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: 19 18 . 4 4 0 . 0 . . .: Old : 40: 19 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 : 55.1 37.1 73.8 66.9 51.6 35.3 69.4 63.3 Old : 55.1 37.1 73.8 66.9 51.6 35.3 69.4 63.3 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 16, 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 : 33,929: 21,116 26,604 12,813 960 0 0 6,365 0 0 0 0: 0 0 Old : 33,929: 21,116 26,604 12,813 960 0 0 6,365 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: April 9, 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: 62.2 78.4 37.8 2.8 0.0 0.0 18.8 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 62.2 78.4 37.8 2.8 0.0 0.0 18.8 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 14 . . 0 0 . 0 0 0 0: Old : 24: 12 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 : 73.1 68.9 91.4 87.3 63.3 51.7 75.3 69.4 Old : 73.1 68.9 91.4 87.3 63.3 51.7 75.3 69.4 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 16, 2013 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 24,632: 17,172 13,901 0 5,786 1,280 1,270 0 1,600 1,245 0 2,065: 0 0 Old : 24,632: 17,172 13,901 0 5,786 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: April 9, 2013 : : 3,400: 3,400 3,400 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.7 56.4 0.0 23.5 5.2 5.2 0.0 6.5 5.1 0.0 8.4: 0.0 0.0 Old : 100.0: 69.7 56.4 0.0 23.5 5.2 5.2 0.0 6.5 5.1 0.0 8.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 10 10 0 4 . . 0 . . 0 .: Old : 21: 10 10 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 : 53.2 58.7 88.2 83.0 49.6 49.6 64.6 63.2 Old : 53.2 58.7 88.2 83.0 49.6 49.6 64.6 63.2 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 16, 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 : 31,255: 27,689 22,688 1,346 5,379 2,028 0 0 0 0 1,160 0: 192 0 Old : 31,255: 27,689 22,688 1,346 5,379 2,028 0 0 0 0 1,160 0: 192 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 6,065: 5,965 5,355 100 510 0 0 0 0 0 200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 72.6 4.3 17.2 6.5 0.0 0.0 0.0 0.0 3.7 0.0: 0.6 0.0 Old : 100.0: 88.6 72.6 4.3 17.2 6.5 0.0 0.0 0.0 0.0 3.7 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 10 . 4 . 0 0 0 0 . 0: Old : 25: 14 10 . 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 : 53.2 70.6 76.2 91.2 39.8 48.7 58.0 62.8 Old : 53.2 70.6 76.2 91.2 39.8 48.7 58.0 62.8 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 16, 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 : 457,211: 290,728 374,996 134,686 52,935 0 0 3,533 19,947 6,050 0 5,800: 0 0 Old : 457,211: 290,728 374,996 134,686 52,935 0 0 3,533 19,947 6,050 0 5,800: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 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: 63.6 82.0 29.5 11.6 0.0 0.0 0.8 4.4 1.3 0.0 1.3: 0.0 0.0 Old : 100.0: 63.6 82.0 29.5 11.6 0.0 0.0 0.8 4.4 1.3 0.0 1.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 11 . . 0 0 . . . 0 .: Old : 24: 12 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 : 56.1 74.0 78.9 90.4 46.6 56.0 62.2 69.0 Old : 56.1 74.0 78.9 90.4 46.6 56.0 62.2 69.0 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, April 16, 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 : 900,099: 677,883 593,842 99,574 93,600 99,322 0 90,015 23,320 0 0 0: 0 0 Old : 900,099: 677,883 593,842 99,574 93,600 99,322 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: April 9, 2013 : : 267: 267 -13,845 -14,112 0 14,112 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 66.0 11.1 10.4 11.0 0.0 10.0 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.3 66.0 11.1 10.4 11.0 0.0 10.0 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 18 . . . 0 . . 0 0 0: Old : 28: 15 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 : 52.0 59.0 76.1 78.7 27.3 36.1 43.5 46.5 Old : 52.0 59.0 76.1 78.7 27.3 36.1 43.5 46.5 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, April 16, 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 : 661,922: 300,819 450,713 128,926 43,271 35,138 134,845 0 0 47,536 118,142 14,658: 0 0 Old : 661,922: 300,819 450,713 128,926 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: April 9, 2013 : : 65,180: 65,180 65,180 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 68.1 19.5 6.5 5.3 20.4 0.0 0.0 7.2 17.8 2.2: 0.0 0.0 Old : 100.0: 45.4 68.1 19.5 6.5 5.3 20.4 0.0 0.0 7.2 17.8 2.2: 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 : 26: 11 13 4 . 4 . 0 0 . . .: Old : 26: 11 13 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 : 53.3 56.5 79.2 84.4 52.4 52.1 70.1 71.2 Old : 53.3 56.5 79.2 84.4 52.4 52.1 70.1 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Disaggregated Commitments of Traders - Options and Futures Combined, April 16, 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 : 159,678: 132,097 129,361 1,104 17,796 3,161 0 0 0 13,956 0 9,360: 0 0 Old : 159,678: 132,097 129,361 1,104 17,796 3,161 0 0 0 13,956 0 9,360: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.7 81.0 0.7 11.1 2.0 0.0 0.0 0.0 8.7 0.0 5.9: 0.0 0.0 Old : 100.0: 82.7 81.0 0.7 11.1 2.0 0.0 0.0 0.0 8.7 0.0 5.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 12 . . . 0 0 0 . 0 .: Old : 20: 11 12 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.0 58.9 93.7 86.4 61.0 58.4 77.9 78.7 Old : 71.0 58.9 93.7 86.4 61.0 58.4 77.9 78.7 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 16, 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 : 284,981: 223,299 144,249 18,948 47,441 42,734 0 0 0 0 50,557 0: 0 0 Old : 284,981: 223,299 144,249 18,948 47,441 42,734 0 0 0 0 50,557 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 27,690: 11,885 4,290 -23,400 -15,805 39,205 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.4 50.6 6.6 16.6 15.0 0.0 0.0 0.0 0.0 17.7 0.0: 0.0 0.0 Old : 100.0: 78.4 50.6 6.6 16.6 15.0 0.0 0.0 0.0 0.0 17.7 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 10 . . . 0 0 0 0 . 0: Old : 25: 13 10 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 49.8 67.1 80.6 35.1 45.3 55.8 58.6 Old : 39.3 49.8 67.1 80.6 35.1 45.3 55.8 58.6 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 16, 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 : 4,827: 1,694 3,880 2,168 0 770 53 0 41 46 76 47: 8 12 Old : 4,827: 1,694 3,880 2,168 0 770 53 0 41 46 76 47: 8 12 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 9, 2013 : : 141: 128 117 12 0 14 -10 0 4 -2 10 -5: -1 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 80.4 44.9 0.0 16.0 1.1 0.0 0.8 1.0 1.6 1.0: 0.2 0.3 Old : 100.0: 35.1 80.4 44.9 0.0 16.0 1.1 0.0 0.8 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 : 58.4 50.1 83.5 76.0 42.1 43.0 52.8 54.1 Old : 58.4 50.1 83.5 76.0 42.1 43.0 52.8 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 19, 2013