CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 : 7,645: 4,250 5,445 0 855 0 1,155 0 60 1,470 565 440: 270 280
Old : 7,645: 4,250 5,445 0 855 0 1,155 0 60 1,470 565 440: 270 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 440: 310 270 0 -45 -45 105 0 0 -65 105 30: 105 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 71.2 0.0 11.2 0.0 15.1 0.0 0.8 19.2 7.4 5.8: 3.5 3.7
Old : 100.0: 55.6 71.2 0.0 11.2 0.0 15.1 0.0 0.8 19.2 7.4 5.8: 3.5 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 : 22: 11 11 0 . 0 . 0 . . . .:
Old : 22: 11 11 0 . 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 45.8 74.6 74.3 44.4 41.1 58.1 59.7
Old : 57.2 45.8 74.6 74.3 44.4 41.1 58.1 59.7
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, May 21, 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 : 12,821: 8,516 10,202 533 0 315 545 0 1,335 1,257 706 198: 123 66
Old : 12,821: 8,516 10,202 533 0 315 545 0 1,335 1,257 706 198: 123 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 79.6 4.2 0.0 2.5 4.3 0.0 10.4 9.8 5.5 1.5: 1.0 0.5
Old : 100.0: 66.4 79.6 4.2 0.0 2.5 4.3 0.0 10.4 9.8 5.5 1.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 14 . 0 . . 0 . . . .:
Old : 21: 14 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 : 55.9 55.5 84.6 80.4 33.0 30.9 42.8 42.5
Old : 55.9 55.5 84.6 80.4 33.0 30.9 42.8 42.5
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, May 21, 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 : 22,092: 11,253 13,640 690 1,153 1,938 925 0 0 2,362 570 4,657: 267 135
Old : 22,092: 11,253 13,640 690 1,153 1,938 925 0 0 2,362 570 4,657: 267 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 7: -18 97 0 83 -54 150 0 0 -2 -50 -69: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 61.7 3.1 5.2 8.8 4.2 0.0 0.0 10.7 2.6 21.1: 1.2 0.6
Old : 100.0: 50.9 61.7 3.1 5.2 8.8 4.2 0.0 0.0 10.7 2.6 21.1: 1.2 0.6
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: 11 9 . . . . 0 0 . . .:
Old : 20: 11 9 . . . . 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 : 47.8 81.8 73.6 96.2 28.8 52.1 42.5 53.1
Old : 47.8 81.8 73.6 96.2 28.8 52.1 42.5 53.1
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, May 21, 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 : 54,368: 18,578 19,163 2,039 1,954 2,869 0 5,434 3,428 13,833 8,287 12,918: 703 315
Old : 54,368: 18,578 19,163 2,039 1,954 2,869 0 5,434 3,428 13,833 8,287 12,918: 703 315
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 2,666: 347 1,045 90 -160 220 0 475 359 884 -34 834: -68 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 35.2 3.8 3.6 5.3 0.0 10.0 6.3 25.4 15.2 23.8: 1.3 0.6
Old : 100.0: 34.2 35.2 3.8 3.6 5.3 0.0 10.0 6.3 25.4 15.2 23.8: 1.3 0.6
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 : 51: 15 13 . . 4 0 5 4 13 14 23:
Old : 51: 15 13 . . 4 0 5 4 13 14 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 : 40.5 35.4 59.5 55.2 36.2 24.1 45.5 34.8
Old : 40.5 35.4 59.5 55.2 36.2 24.1 45.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 : 20,096: 8,105 6,015 200 1,832 405 1,940 870 1,120 4,392 5,880 3,739: 195 235
Old : 20,096: 8,105 6,015 200 1,832 405 1,940 870 1,120 4,392 5,880 3,739: 195 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 885: 915 -145 5 275 10 45 20 210 -108 602 123: -315 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 29.9 1.0 9.1 2.0 9.7 4.3 5.6 21.9 29.3 18.6: 1.0 1.2
Old : 100.0: 40.3 29.9 1.0 9.1 2.0 9.7 4.3 5.6 21.9 29.3 18.6: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 8 7 . . . . . . 4 17 19:
Old : 38: 8 7 . . . . . . 4 17 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 42.5 78.4 61.1 51.5 36.5 63.4 47.8
Old : 58.5 42.5 78.4 61.1 51.5 36.5 63.4 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 800 MWh) :
: : Positions :
All : 220,832: 113,043 144,755 18,976 13,650 32,855 17,577 2,890 14,395 14,525 1,910 8,598: 865 1,779
Old : 220,832: 113,043 144,755 18,976 13,650 32,855 17,577 2,890 14,395 14,525 1,910 8,598: 865 1,779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 7,185: 3,394 6,895 270 -1,279 -434 53 -813 1,902 1,198 17 942: -141 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 65.5 8.6 6.2 14.9 8.0 1.3 6.5 6.6 0.9 3.9: 0.4 0.8
Old : 100.0: 51.2 65.5 8.6 6.2 14.9 8.0 1.3 6.5 6.6 0.9 3.9: 0.4 0.8
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 : 80: 42 42 . 6 7 8 . 8 10 . 11:
Old : 80: 42 42 . 6 7 8 . 8 10 . 11:
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 : 30.6 34.3 47.8 52.6 17.0 26.4 27.9 35.7
Old : 30.6 34.3 47.8 52.6 17.0 26.4 27.9 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 400 MWh) :
: : Positions :
All : 55,780: 35,100 44,243 12,074 2,986 6,725 390 1 1,285 0 334 206: 0 -0
Old : 55,780: 35,100 44,243 12,074 2,986 6,725 390 1 1,285 0 334 206: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 376: -1,278 340 1,231 -623 450 -237 0 210 -25 -26 25: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 79.3 21.6 5.4 12.1 0.7 0.0 2.3 0.0 0.6 0.4: 0.0 -0.0
Old : 100.0: 62.9 79.3 21.6 5.4 12.1 0.7 0.0 2.3 0.0 0.6 0.4: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 22 . . 4 . . . 0 . .:
Old : 37: 23 22 . . 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 : 58.6 45.7 81.6 70.7 50.4 35.3 58.2 50.3
Old : 58.6 45.7 81.6 70.7 50.4 35.3 58.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 25 MWh) :
: : Positions :
All : 611,623: 475,519 449,486 13,199 69,777 84,880 13,551 0 5,216 16,994 0 2,264: 0 0
Old : 611,623: 475,519 449,486 13,199 69,777 84,880 13,551 0 5,216 16,994 0 2,264: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 24,497: 6,914 30,976 -2,536 -17,333 12,742 2,873 -640 32 4,800 -952 -328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 73.5 2.2 11.4 13.9 2.2 0.0 0.9 2.8 0.0 0.4: 0.0 0.0
Old : 100.0: 77.7 73.5 2.2 11.4 13.9 2.2 0.0 0.9 2.8 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 23 . 4 . . 0 . . 0 .:
Old : 40: 25 23 . 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 50.4 69.6 77.3 36.8 40.4 52.2 54.8
Old : 44.9 50.4 69.6 77.3 36.8 40.4 52.2 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 50 Megawatt Hours) :
: : Positions :
All : 1,680,773: 1,152,161 1,357,680 130,268 112,799 115,234 226,244 31,737 16,442 8,805 15,262 31,619: 0 0
Old : 1,680,773: 1,152,161 1,357,680 130,268 112,799 115,234 226,244 31,737 16,442 8,805 15,262 31,619: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 6,655: 16,081 10,222 -2,511 -1,398 -1,011 -4,680 784 -408 0 -718 -816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 80.8 7.8 6.7 6.9 13.5 1.9 1.0 0.5 0.9 1.9: 0.0 0.0
Old : 100.0: 68.5 80.8 7.8 6.7 6.9 13.5 1.9 1.0 0.5 0.9 1.9: 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 : 63: 34 38 . 5 5 4 . . . . 5:
Old : 63: 34 38 . 5 5 4 . . . . 5:
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 : 42.4 38.8 58.7 59.0 39.7 32.8 52.1 46.9
Old : 42.4 38.8 58.7 59.0 39.7 32.8 52.1 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 400 Megawatt Hours) :
: : Positions :
All : 74,802: 58,440 48,538 384 8,208 11,430 544 0 3,540 0 2,622 464: 0 -0
Old : 74,802: 58,440 48,538 384 8,208 11,430 544 0 3,540 0 2,622 464: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -770: -1,313 -574 0 -421 510 263 0 -257 0 -55 26: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 64.9 0.5 11.0 15.3 0.7 0.0 4.7 0.0 3.5 0.6: 0.0 -0.0
Old : 100.0: 78.1 64.9 0.5 11.0 15.3 0.7 0.0 4.7 0.0 3.5 0.6: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 23 . . . . 0 . 0 . .:
Old : 38: 26 23 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 39.8 66.3 64.1 29.7 22.6 35.6 35.5
Old : 41.9 39.8 66.3 64.1 29.7 22.6 35.6 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 25 Megawatt Hours) :
: : Positions :
All : 412,117: 207,602 343,535 186,131 47,112 3,856 0 3,123 13,216 37 0 1,275: 0 0
Old : 412,117: 207,602 343,535 186,131 47,112 3,856 0 3,123 13,216 37 0 1,275: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 10,456: 9,008 9,752 5,360 0 -3,912 -1,493 3,123 1,493 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 83.4 45.2 11.4 0.9 0.0 0.8 3.2 0.0 0.0 0.3: 0.0 0.0
Old : 100.0: 50.4 83.4 45.2 11.4 0.9 0.0 0.8 3.2 0.0 0.0 0.3: 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 : 27: 16 14 . . . 0 . . . 0 .:
Old : 27: 16 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 : 66.6 62.3 86.1 83.0 57.6 57.6 72.5 71.5
Old : 66.6 62.3 86.1 83.0 57.6 57.6 72.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 591,908: 397,804 273,737 78,597 114,835 42,635 58,695 9,760 2,383 10,609 147,373 1,185: 0 0
Old : 591,908: 397,804 273,737 78,597 114,835 42,635 58,695 9,760 2,383 10,609 147,373 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 7,385: 1,138 -2,801 15 -5,448 6,232 0 0 0 0 9,402 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 46.2 13.3 19.4 7.2 9.9 1.6 0.4 1.8 24.9 0.2: 0.0 0.0
Old : 100.0: 67.2 46.2 13.3 19.4 7.2 9.9 1.6 0.4 1.8 24.9 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 20 19 4 . . . . . . . .:
Old : 40: 20 19 4 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 54.3 71.8 74.1 40.4 49.3 64.6 63.3
Old : 42.5 54.3 71.8 74.1 40.4 49.3 64.6 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 49,225: 23,168 23,796 14,200 1,507 702 1,832 518 3,471 5,618 18,552 0: 234 679
Old : 49,225: 23,168 23,796 14,200 1,507 702 1,832 518 3,471 5,618 18,552 0: 234 679
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,836: 2,460 865 -202 20 -43 -492 518 137 0 339 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 48.3 28.8 3.1 1.4 3.7 1.1 7.1 11.4 37.7 0.0: 0.5 1.4
Old : 100.0: 47.1 48.3 28.8 3.1 1.4 3.7 1.1 7.1 11.4 37.7 0.0: 0.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 24 5 . . . . . . . 0:
Old : 37: 19 24 5 . . . . . . . 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 58.0 65.9 74.5 45.0 54.4 61.1 65.1
Old : 45.5 58.0 65.9 74.5 45.0 54.4 61.1 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 mwh :
: : Positions :
All : 1,798,315: 1,656,685 595,240 141,630 3,920 0 0 0 0 0 1,199,155 0: 0 0
Old : 1,798,315: 1,656,685 595,240 141,630 3,920 0 0 0 0 0 1,199,155 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 24,000: 24,000 24,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 33.1 7.9 0.2 0.0 0.0 0.0 0.0 0.0 66.7 0.0: 0.0 0.0
Old : 100.0: 92.1 33.1 7.9 0.2 0.0 0.0 0.0 0.0 0.0 66.7 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 : 20: 10 9 . . 0 0 0 0 0 . 0:
Old : 20: 10 9 . . 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 : 77.2 92.8 93.0 98.9 77.2 91.9 91.4 95.6
Old : 77.2 92.8 93.0 98.9 77.2 91.9 91.4 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 624,000: 532,500 208,300 91,500 2,200 0 0 0 0 0 413,500 0: 0 0
Old : 624,000: 532,500 208,300 91,500 2,200 0 0 0 0 0 413,500 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 85.3 33.4 14.7 0.4 0.0 0.0 0.0 0.0 0.0 66.3 0.0: 0.0 0.0
Old : 100.0: 85.3 33.4 14.7 0.4 0.0 0.0 0.0 0.0 0.0 66.3 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 : 26: 14 13 . . 0 0 0 0 0 . 0:
Old : 26: 14 13 . . 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 : 68.8 85.3 90.6 93.8 68.8 83.8 88.4 89.6
Old : 68.8 85.3 90.6 93.8 68.8 83.8 88.4 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 1,053,600: 802,640 951,040 250,960 102,560 0 0 0 0 0 0 0: 0 0
Old : 1,053,600: 802,640 951,040 250,960 102,560 0 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: May 14, 2013 :
: 8,000: 8,000 8,000 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 90.3 23.8 9.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 90.3 23.8 9.7 0.0 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 : 24: 12 11 . . 0 0 0 0 0 0 0:
Old : 24: 12 11 . . 0 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 : 67.2 80.7 89.6 97.0 62.8 80.7 85.1 93.7
Old : 67.2 80.7 89.6 97.0 62.8 80.7 85.1 93.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 281,936: 231,696 217,328 24,416 55,488 3,176 19,912 3,160 1,984 0 48 752: 0 0
Old : 281,936: 231,696 217,328 24,416 55,488 3,176 19,912 3,160 1,984 0 48 752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -3,080: -4,264 -2,680 -1,184 0 0 2,768 0 -400 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 77.1 8.7 19.7 1.1 7.1 1.1 0.7 0.0 0.0 0.3: 0.0 0.0
Old : 100.0: 82.2 77.1 8.7 19.7 1.1 7.1 1.1 0.7 0.0 0.0 0.3: 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 : 36: 22 16 . . . . . . 0 . .:
Old : 36: 22 16 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 54.2 65.3 77.0 36.5 54.2 55.7 68.5
Old : 40.8 54.2 65.3 77.0 36.5 54.2 55.7 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 10,285: 6,028 6,683 523 1,907 670 1,495 0 487 0 0 0: 1,082 538
Old : 10,285: 6,028 6,683 523 1,907 670 1,495 0 487 0 0 0: 1,082 538
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 621: 217 750 117 68 -5 130 -213 82 0 0 0: 81 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 65.0 5.1 18.5 6.5 14.5 0.0 4.7 0.0 0.0 0.0: 10.5 5.2
Old : 100.0: 58.6 65.0 5.1 18.5 6.5 14.5 0.0 4.7 0.0 0.0 0.0: 10.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 11 . . . . 0 . 0 0 0:
Old : 24: 11 11 . . . . 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 : 50.8 52.2 68.3 74.1 43.4 47.3 55.2 61.0
Old : 50.8 52.2 68.3 74.1 43.4 47.3 55.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 423,475: 345,190 368,575 75,085 52,700 2,200 1,000 0 0 0 0 0: 0 0
Old : 423,475: 345,190 368,575 75,085 52,700 2,200 1,000 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: May 14, 2013 :
: 9,540: 8,540 5,540 -200 3,800 200 1,000 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 87.0 17.7 12.4 0.5 0.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.5 87.0 17.7 12.4 0.5 0.2 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 : 29: 18 13 . . . . 0 0 0 0 0:
Old : 29: 18 13 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 82.5 85.6 95.5 61.3 82.5 83.6 92.2
Old : 61.3 82.5 85.6 95.5 61.3 82.5 83.6 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWH PER LOT :
: : Positions :
All : 233,230: 190,895 168,635 2,355 24,065 38,380 0 550 1,600 0 0 0: 0 0
Old : 233,230: 190,895 168,635 2,355 24,065 38,380 0 550 1,600 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 0: -1,600 0 1,600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 72.3 1.0 10.3 16.5 0.0 0.2 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.8 72.3 1.0 10.3 16.5 0.0 0.2 0.7 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 : 25: 17 17 . . . 0 . . 0 0 0:
Old : 25: 17 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 51.5 73.8 79.7 45.3 32.3 56.9 50.0
Old : 49.5 51.5 73.8 79.7 45.3 32.3 56.9 50.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 29,398: 21,377 16,570 2,432 6,740 2,500 1,176 194 209 68 1,478 40: 1,596 1,667
Old : 29,398: 21,377 16,570 2,432 6,740 2,500 1,176 194 209 68 1,478 40: 1,596 1,667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,413: 1,630 786 342 43 -342 82 8 2 -22 0 20: -299 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 56.4 8.3 22.9 8.5 4.0 0.7 0.7 0.2 5.0 0.1: 5.4 5.7
Old : 100.0: 72.7 56.4 8.3 22.9 8.5 4.0 0.7 0.7 0.2 5.0 0.1: 5.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 19 . . 4 . . . . . .:
Old : 31: 18 19 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 45.3 66.5 69.5 28.4 44.7 47.7 59.5
Old : 40.9 45.3 66.5 69.5 28.4 44.7 47.7 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 5 MWh :
: : Positions :
All : 1,658,928: 1,305,983 1,282,752 117,863 63,100 58,984 50,451 110,635 117,127 0 17,810 8,520: 0 0
Old : 1,658,928: 1,305,983 1,282,752 117,863 63,100 58,984 50,451 110,635 117,127 0 17,810 8,520: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 47,302: 44,502 45,382 0 0 0 0 0 0 0 -880 2,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 77.3 7.1 3.8 3.6 3.0 6.7 7.1 0.0 1.1 0.5: 0.0 0.0
Old : 100.0: 78.7 77.3 7.1 3.8 3.6 3.0 6.7 7.1 0.0 1.1 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 : 37: 20 19 . . 4 . . . 0 . .:
Old : 37: 20 19 . . 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 : 50.3 53.0 72.9 75.0 42.6 51.8 58.2 63.9
Old : 50.3 53.0 72.9 75.0 42.6 51.8 58.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 16 MWh :
: : Positions :
All : 547,095: 409,240 370,575 78,445 11,880 44,600 0 54,290 14,810 0 50,940 0: 0 0
Old : 547,095: 409,240 370,575 78,445 11,880 44,600 0 54,290 14,810 0 50,940 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 3,650: 3,650 5,300 0 1,075 -6,400 0 -25 6,400 0 -2,700 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 67.7 14.3 2.2 8.2 0.0 9.9 2.7 0.0 9.3 0.0: 0.0 0.0
Old : 100.0: 74.8 67.7 14.3 2.2 8.2 0.0 9.9 2.7 0.0 9.3 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 : 40: 26 21 . . . 0 . . 0 . 0:
Old : 40: 26 21 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 46.0 65.5 71.8 43.9 37.8 59.3 56.2
Old : 45.2 46.0 65.5 71.8 43.9 37.8 59.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWH :
: : Positions :
All : 1,278,430: 1,007,020 1,231,630 224,610 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,278,430: 1,007,020 1,231,630 224,610 0 46,800 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: May 14, 2013 :
: 12,000: 12,000 12,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 96.3 17.6 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.8 96.3 17.6 0.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 11 . 0 . 0 0 0 0 0 0:
Old : 26: 17 11 . 0 . 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 : 47.5 83.7 75.0 95.7 41.2 71.5 60.4 78.4
Old : 47.5 83.7 75.0 95.7 41.2 71.5 60.4 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 393,420: 289,270 363,490 66,820 0 29,930 7,400 0 0 0 0 0: 0 0
Old : 393,420: 289,270 363,490 66,820 0 29,930 7,400 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: May 14, 2013 :
: 2,000: 2,000 2,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 92.4 17.0 0.0 7.6 1.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.5 92.4 17.0 0.0 7.6 1.9 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 : 29: 21 13 . 0 . . 0 0 0 0 0:
Old : 29: 21 13 . 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 : 40.2 75.3 63.5 96.9 32.2 71.1 49.8 73.4
Old : 40.2 75.3 63.5 96.9 32.2 71.1 49.8 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 648,591: 427,222 541,035 46,963 7,599 33,956 109,994 9,812 27,360 0 25,733 3,096: 0 0
Old : 648,591: 427,222 541,035 46,963 7,599 33,956 109,994 9,812 27,360 0 25,733 3,096: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 14,672: 9,672 16,754 -4,729 0 1,185 9,328 0 0 0 -2,483 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 83.4 7.2 1.2 5.2 17.0 1.5 4.2 0.0 4.0 0.5: 0.0 0.0
Old : 100.0: 65.9 83.4 7.2 1.2 5.2 17.0 1.5 4.2 0.0 4.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 24 . . 4 . . . 0 . .:
Old : 41: 24 24 . . 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 : 58.5 56.9 74.1 73.7 52.6 54.0 63.9 66.4
Old : 58.5 56.9 74.1 73.7 52.6 54.0 63.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,842: 30,124 31,809 3,587 2,980 2,572 5,401 4,197 1,382 0 424 477: 299 0
Old : 43,842: 30,124 31,809 3,587 2,980 2,572 5,401 4,197 1,382 0 424 477: 299 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,428: 973 1,082 -1 512 -154 489 180 -104 0 -314 226: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 72.6 8.2 6.8 5.9 12.3 9.6 3.2 0.0 1.0 1.1: 0.7 0.0
Old : 100.0: 68.7 72.6 8.2 6.8 5.9 12.3 9.6 3.2 0.0 1.0 1.1: 0.7 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 : 43: 27 29 . . 4 . . . 0 . .:
Old : 43: 27 29 . . 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 : 51.2 52.7 72.4 76.2 45.9 51.2 63.9 71.0
Old : 51.2 52.7 72.4 76.2 45.9 51.2 63.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 24,030: 12,805 22,195 7,231 0 1,757 1,079 0 0 1,106 26 52: 0 0
Old : 24,030: 12,805 22,195 7,231 0 1,757 1,079 0 0 1,106 26 52: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,838: 818 2,016 1,250 0 -230 0 0 0 -26 26 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 92.4 30.1 0.0 7.3 4.5 0.0 0.0 4.6 0.1 0.2: 0.0 0.0
Old : 100.0: 53.3 92.4 30.1 0.0 7.3 4.5 0.0 0.0 4.6 0.1 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 13 . 0 . . 0 0 . . .:
Old : 31: 18 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 : 53.7 84.2 76.1 95.4 42.9 79.5 62.6 83.2
Old : 53.7 84.2 76.1 95.4 42.9 79.5 62.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 204,173: 103,771 196,077 71,516 0 7,440 20,172 0 0 618 0 656: 0 0
Old : 204,173: 103,771 196,077 71,516 0 7,440 20,172 0 0 618 0 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 3,263: 10,080 2,623 -7,457 0 640 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 96.0 35.0 0.0 3.6 9.9 0.0 0.0 0.3 0.0 0.3: 0.0 0.0
Old : 100.0: 50.8 96.0 35.0 0.0 3.6 9.9 0.0 0.0 0.3 0.0 0.3: 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: 13 9 . 0 . . 0 0 . 0 .:
Old : 24: 13 9 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 76.1 84.3 95.7 54.1 66.6 73.3 79.8
Old : 57.7 76.1 84.3 95.7 54.1 66.6 73.3 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 592,556: 345,010 503,751 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0: 0 0
Old : 592,556: 345,010 503,751 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,208: 23 8 1,185 1,200 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 85.0 30.9 4.8 1.8 1.6 0.9 7.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.2 85.0 30.9 4.8 1.8 1.6 0.9 7.4 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 : 36: 20 19 . . . . . . 0 0 0:
Old : 36: 20 19 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 69.5 68.2 85.8 45.1 62.0 58.4 68.2
Old : 51.2 69.5 68.2 85.8 45.1 62.0 58.4 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 33,668: 26,141 23,649 401 6,914 1,280 4,425 510 1,104 0 0 0: 317 211
Old : 33,668: 26,141 23,649 401 6,914 1,280 4,425 510 1,104 0 0 0: 317 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 3,251: 1,571 1,979 0 97 642 229 0 492 0 0 0: 317 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 70.2 1.2 20.5 3.8 13.1 1.5 3.3 0.0 0.0 0.0: 0.9 0.6
Old : 100.0: 77.6 70.2 1.2 20.5 3.8 13.1 1.5 3.3 0.0 0.0 0.0: 0.9 0.6
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 : 37: 22 23 . 5 4 . . . 0 0 0:
Old : 37: 22 23 . 5 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 : 53.8 70.7 71.7 81.3 43.4 58.6 55.9 64.4
Old : 53.8 70.7 71.7 81.3 43.4 58.6 55.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 102,076: 66,854 71,691 13,886 48 21,336 0 0 0 0 9,001 0: 0 0
Old : 102,076: 66,854 71,691 13,886 48 21,336 0 0 0 0 9,001 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 400: 400 0 -352 48 352 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 70.2 13.6 0.0 20.9 0.0 0.0 0.0 0.0 8.8 0.0: 0.0 0.0
Old : 100.0: 65.5 70.2 13.6 0.0 20.9 0.0 0.0 0.0 0.0 8.8 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 : 21: 9 10 4 . . 0 0 0 0 . 0:
Old : 21: 9 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 : 73.5 70.7 94.7 93.1 47.5 54.3 59.4 62.4
Old : 73.5 70.7 94.7 93.1 47.5 54.3 59.4 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 22,637: 11,427 20,509 6,291 0 1,010 797 630 88 2,710 40 148: 166 212
Old : 22,637: 11,427 20,509 6,291 0 1,010 797 630 88 2,710 40 148: 166 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 185: 1,163 -50 -451 0 108 0 0 0 -552 40 -40: -43 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 90.6 27.8 0.0 4.5 3.5 2.8 0.4 12.0 0.2 0.7: 0.7 0.9
Old : 100.0: 50.5 90.6 27.8 0.0 4.5 3.5 2.8 0.4 12.0 0.2 0.7: 0.7 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 : 34: 18 21 5 0 4 . . . . . .:
Old : 34: 18 21 5 0 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 51.7 72.6 73.7 51.4 45.1 65.7 63.6
Old : 55.8 51.7 72.6 73.7 51.4 45.1 65.7 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 321,698: 132,400 302,994 114,917 1,568 15,176 4,704 0 0 52,541 0 1,960: 0 0
Old : 321,698: 132,400 302,994 114,917 1,568 15,176 4,704 0 0 52,541 0 1,960: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 13,704: 9,816 12,920 3,888 784 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 94.2 35.7 0.5 4.7 1.5 0.0 0.0 16.3 0.0 0.6: 0.0 0.0
Old : 100.0: 41.2 94.2 35.7 0.5 4.7 1.5 0.0 0.0 16.3 0.0 0.6: 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 : 29: 16 17 4 . . . 0 0 . 0 .:
Old : 29: 16 17 4 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 62.5 82.7 81.9 60.7 49.1 69.1 67.0
Old : 62.3 62.5 82.7 81.9 60.7 49.1 69.1 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,728: 8,886 11,176 7,114 6,509 767 104 0 44 1,176 0 40: 597 192
Old : 18,728: 8,886 11,176 7,114 6,509 767 104 0 44 1,176 0 40: 597 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 268: 73 718 69 -414 42 0 0 0 140 0 -140: 84 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 59.7 38.0 34.8 4.1 0.6 0.0 0.2 6.3 0.0 0.2: 3.2 1.0
Old : 100.0: 47.4 59.7 38.0 34.8 4.1 0.6 0.0 0.2 6.3 0.0 0.2: 3.2 1.0
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: 17 18 5 . . . 0 . . 0 .:
Old : 30: 17 18 5 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 59.6 73.0 77.2 42.1 53.3 55.4 62.8
Old : 48.2 59.6 73.0 77.2 42.1 53.3 55.4 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 258,677: 113,163 155,570 134,048 95,626 2,801 0 4,680 0 8,665 0 0: 0 0
Old : 258,677: 113,163 155,570 134,048 95,626 2,801 0 4,680 0 8,665 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,976: 1,976 3,920 1,160 -784 -1,160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 60.1 51.8 37.0 1.1 0.0 1.8 0.0 3.3 0.0 0.0: 0.0 0.0
Old : 100.0: 43.7 60.1 51.8 37.0 1.1 0.0 1.8 0.0 3.3 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 : 26: 14 12 4 . . 0 . 0 . 0 0:
Old : 26: 14 12 4 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 69.7 85.6 93.3 64.2 69.7 78.5 86.1
Old : 70.9 69.7 85.6 93.3 64.2 69.7 78.5 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,827: 23,298 26,385 4,850 1,766 1,449 0 23 3,204 26 0 0: 0 0
Old : 32,827: 23,298 26,385 4,850 1,766 1,449 0 23 3,204 26 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 896: 125 1,962 125 -896 -122 0 -816 768 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 80.4 14.8 5.4 4.4 0.0 0.1 9.8 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 71.0 80.4 14.8 5.4 4.4 0.0 0.1 9.8 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 . . . 0 . . . 0 0:
Old : 32: 20 20 . . . 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 45.6 72.3 72.4 44.7 36.6 53.5 53.7
Old : 53.2 45.6 72.3 72.4 44.7 36.6 53.5 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 214,919: 195,453 120,199 3,561 79,792 14,928 977 0 0 0 0 0: 0 0
Old : 214,919: 195,453 120,199 3,561 79,792 14,928 977 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: May 14, 2013 :
: 9,328: 9,328 672 0 7,679 977 -977 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 55.9 1.7 37.1 6.9 0.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.9 55.9 1.7 37.1 6.9 0.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 13 . . . . 0 0 0 0 0:
Old : 26: 15 13 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 68.0 78.2 86.0 49.2 61.0 65.8 71.0
Old : 59.6 68.0 78.2 86.0 49.2 61.0 65.8 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 818,113: 716,193 671,841 58,960 9,392 42,960 0 93,920 0 0 0 0: 0 0
Old : 818,113: 716,193 671,841 58,960 9,392 42,960 0 93,920 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: May 14, 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: 87.5 82.1 7.2 1.1 5.3 0.0 11.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.5 82.1 7.2 1.1 5.3 0.0 11.5 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 : 21: 11 10 . . . 0 . 0 0 0 0:
Old : 21: 11 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 : 68.7 75.9 90.2 94.6 67.5 75.9 80.3 84.7
Old : 68.7 75.9 90.2 94.6 67.5 75.9 80.3 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 250,720: 220,970 217,680 14,050 4,240 15,700 0 13,100 0 0 0 0: 0 0
Old : 250,720: 220,970 217,680 14,050 4,240 15,700 0 13,100 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 2,500: 2,500 0 -2,000 0 2,000 0 500 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 86.8 5.6 1.7 6.3 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.1 86.8 5.6 1.7 6.3 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 13 . . . 0 . 0 0 0 0:
Old : 26: 16 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 65.3 81.6 86.2 61.9 63.5 75.6 75.7
Old : 63.1 65.3 81.6 86.2 61.9 63.5 75.6 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 3,477: 1,546 1,913 749 722 233 0 11 65 331 0 528: 25 5
Old : 3,477: 1,546 1,913 749 722 233 0 11 65 331 0 528: 25 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 148: 118 87 34 9 -4 0 -0 -6 -59 0 63: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 55.0 21.5 20.8 6.7 0.0 0.3 1.9 9.5 0.0 15.2: 0.7 0.1
Old : 100.0: 44.5 55.0 21.5 20.8 6.7 0.0 0.3 1.9 9.5 0.0 15.2: 0.7 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 : 20: 11 11 . . 4 0 . . . 0 .:
Old : 20: 11 11 . . 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 : 67.1 72.9 86.0 88.3 43.4 47.7 51.9 51.9
Old : 67.1 72.9 86.0 88.3 43.4 47.7 51.9 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 136,345: 112,245 128,605 16,360 0 7,740 0 0 0 0 0 0: 0 0
Old : 136,345: 112,245 128,605 16,360 0 7,740 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: May 14, 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: 82.3 94.3 12.0 0.0 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 94.3 12.0 0.0 5.7 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 : 23: 15 12 . 0 . 0 0 0 0 0 0:
Old : 23: 15 12 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 79.1 80.2 91.8 46.5 63.3 61.2 67.2
Old : 54.1 79.1 80.2 91.8 46.5 63.3 61.2 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 Mwh :
: : Positions :
All : 233,485: 194,965 95,935 37,420 136,450 1,100 0 0 0 0 0 0: 0 0
Old : 233,485: 194,965 95,935 37,420 136,450 1,100 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: May 14, 2013 :
: 1,500: 1,500 1,500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 41.1 16.0 58.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.5 41.1 16.0 58.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 . . . 0 0 0 0 0 0:
Old : 26: 15 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 : 65.1 91.4 92.8 98.5 64.1 90.3 91.4 96.7
Old : 65.1 91.4 92.8 98.5 64.1 90.3 91.4 96.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 Mwh :
: : Positions :
All : 844,646: 686,397 311,006 142,409 517,800 15,840 0 0 0 0 0 0: 0 0
Old : 844,646: 686,397 311,006 142,409 517,800 15,840 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: May 14, 2013 :
: -3,920: -7,840 0 7,840 0 -3,920 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 36.8 16.9 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.3 36.8 16.9 61.3 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 9 4 . . 0 0 0 0 0 0:
Old : 25: 12 9 4 . . 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 : 65.3 92.2 88.7 98.7 65.3 92.2 86.9 97.5
Old : 65.3 92.2 88.7 98.7 65.3 92.2 86.9 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 111,055: 98,025 92,815 330 5,540 12,700 0 0 0 0 0 0: 0 0
Old : 111,055: 98,025 92,815 330 5,540 12,700 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: May 14, 2013 :
: 1,100: 1,100 1,100 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 83.6 0.3 5.0 11.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.3 83.6 0.3 5.0 11.4 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 : 23: 13 12 . . . 0 0 0 0 0 0:
Old : 23: 13 12 . . . 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 : 57.7 58.7 85.8 83.7 37.4 47.5 52.5 57.3
Old : 57.7 58.7 85.8 83.7 37.4 47.5 52.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 189,705: 169,875 150,270 1,130 26,315 13,120 500 0 0 5,080 0 0: 0 0
Old : 189,705: 169,875 150,270 1,130 26,315 13,120 500 0 0 5,080 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 6,200: 4,700 5,200 1,000 1,000 0 500 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 79.2 0.6 13.9 6.9 0.3 0.0 0.0 2.7 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 79.2 0.6 13.9 6.9 0.3 0.0 0.0 2.7 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 : 29: 18 12 . . . . 0 0 . 0 0:
Old : 29: 18 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 : 48.2 64.4 72.4 84.1 46.9 57.1 66.4 72.6
Old : 48.2 64.4 72.4 84.1 46.9 57.1 66.4 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 551,354: 476,994 440,330 32,224 68,888 42,136 0 0 0 0 0 0: 0 0
Old : 551,354: 476,994 440,330 32,224 68,888 42,136 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: May 14, 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: 86.5 79.9 5.8 12.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 79.9 5.8 12.5 7.6 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 : 25: 15 10 . . . 0 0 0 0 0 0:
Old : 25: 15 10 . . . 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 : 52.8 66.9 81.4 89.5 52.0 57.6 74.2 75.7
Old : 52.8 66.9 81.4 89.5 52.0 57.6 74.2 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 881,603: 871,783 842,379 4,680 34,084 5,140 0 0 0 0 0 0: 0 0
Old : 881,603: 871,783 842,379 4,680 34,084 5,140 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: May 14, 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: 98.9 95.6 0.5 3.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 98.9 95.6 0.5 3.9 0.6 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 : 23: 15 6 . . . 0 0 0 0 0 0:
Old : 23: 15 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 93.7 93.4 100.0 72.9 93.5 93.4 99.2
Old : 72.9 93.7 93.4 100.0 72.9 93.5 93.4 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 273,800: 267,230 255,210 3,485 15,505 3,085 0 0 0 0 0 0: 0 0
Old : 273,800: 267,230 255,210 3,485 15,505 3,085 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: May 14, 2013 :
: 1,100: 1,100 0 0 1,100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 93.2 1.3 5.7 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 97.6 93.2 1.3 5.7 1.1 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: 22 9 . . . 0 0 0 0 0 0:
Old : 31: 22 9 . . . 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 : 62.5 86.1 82.4 98.7 62.3 85.4 80.6 96.9
Old : 62.5 86.1 82.4 98.7 62.3 85.4 80.6 96.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 6,375,857: 4,777,333 6,023,237 1,074,552 135,828 216,792 165,808 0 0 141,372 0 0: 0 0
Old : 6,375,857: 4,777,333 6,023,237 1,074,552 135,828 216,792 165,808 0 0 141,372 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 41,105: 75,953 47,793 -46,960 -10,960 4,272 7,840 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 94.5 16.9 2.1 3.4 2.6 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 74.9 94.5 16.9 2.1 3.4 2.6 0.0 0.0 2.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 33 31 5 . 6 . 0 0 . 0 0:
Old : 49: 33 31 5 . 6 . 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 : 38.3 60.9 61.1 77.1 34.2 55.3 50.8 65.6
Old : 38.3 60.9 61.1 77.1 34.2 55.3 50.8 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,125,995: 1,642,990 2,015,750 316,505 23,480 86,765 42,855 0 0 36,880 0 0: 0 0
Old : 2,125,995: 1,642,990 2,015,750 316,505 23,480 86,765 42,855 0 0 36,880 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -13,410: -3,250 -8,800 -10,100 -4,550 -60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 94.8 14.9 1.1 4.1 2.0 0.0 0.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 77.3 94.8 14.9 1.1 4.1 2.0 0.0 0.0 1.7 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 : 55: 36 31 7 . 6 . 0 0 . 0 0:
Old : 55: 36 31 7 . 6 . 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 : 33.5 59.0 57.5 75.6 29.5 55.3 49.1 65.7
Old : 33.5 59.0 57.5 75.6 29.5 55.3 49.1 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,233,599: 1,452,723 1,202,676 150,740 279,157 162,190 1,000 188,971 35,310 324,837 259,145 99,190: 7,609 6,960
Old : 2,233,599: 1,452,723 1,202,676 150,740 279,157 162,190 1,000 188,971 35,310 324,837 259,145 99,190: 7,609 6,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 88,691: 102,508 41,627 -7,258 18,906 13,543 -6,960 0 0 -16,517 10,790 -3,135: 6,510 6,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 53.8 6.7 12.5 7.3 0.0 8.5 1.6 14.5 11.6 4.4: 0.3 0.3
Old : 100.0: 65.0 53.8 6.7 12.5 7.3 0.0 8.5 1.6 14.5 11.6 4.4: 0.3 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 : 65: 36 29 7 . 9 . 4 . 4 6 7:
Old : 65: 36 29 7 . 9 . 4 . 4 6 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 45.4 56.8 64.0 42.0 43.5 55.7 60.2
Old : 42.0 45.4 56.8 64.0 42.0 43.5 55.7 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MWh (Megawatt Hours) :
: : Positions :
All : 4,052,628: 3,396,191 2,818,778 172,781 558,959 251,797 47,425 47,415 112,061 44,343 235,588 28,030: 0 0
Old : 4,052,628: 3,396,191 2,818,778 172,781 558,959 251,797 47,425 47,415 112,061 44,343 235,588 28,030: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 21,389: -2,131 91,949 0 -70,560 0 23,520 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 69.6 4.3 13.8 6.2 1.2 1.2 2.8 1.1 5.8 0.7: 0.0 0.0
Old : 100.0: 83.8 69.6 4.3 13.8 6.2 1.2 1.2 2.8 1.1 5.8 0.7: 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 : 47: 28 27 4 . 5 . . . . . .:
Old : 47: 28 27 4 . 5 . . . . . .:
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 : 39.9 53.4 58.2 74.0 39.7 47.9 57.1 67.2
Old : 39.9 53.4 58.2 74.0 39.7 47.9 57.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 582,090: 493,620 429,090 76,040 138,090 12,430 0 2,480 0 0 0 0: 0 0
Old : 582,090: 493,620 429,090 76,040 138,090 12,430 0 2,480 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: May 14, 2013 :
: 8,500: 8,700 21,900 0 -13,200 -200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 73.7 13.1 23.7 2.1 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.8 73.7 13.1 23.7 2.1 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 14 . 4 . 0 . 0 0 0 0:
Old : 35: 20 14 . 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 : 48.0 63.8 76.1 87.6 47.1 63.4 70.3 83.1
Old : 48.0 63.8 76.1 87.6 47.1 63.4 70.3 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 1,928,825: 1,695,012 1,445,861 174,480 406,253 59,333 0 17,378 0 0 0 0: 0 0
Old : 1,928,825: 1,695,012 1,445,861 174,480 406,253 59,333 0 17,378 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: May 14, 2013 :
: 25,223: 27,223 56,903 0 -37,520 -2,000 0 7,840 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 75.0 9.0 21.1 3.1 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 75.0 9.0 21.1 3.1 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 13 . 4 4 0 . 0 0 0 0:
Old : 32: 21 13 . 4 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 : 58.6 59.6 78.3 84.2 58.4 59.2 72.7 80.2
Old : 58.6 59.6 78.3 84.2 58.4 59.2 72.7 80.2
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, May 21, 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 : 88,743: 59,302 36,982 234 24,825 18,716 1,199 1,407 4,131 1,778 0 575: 2,809 2,107
Old : 88,743: 59,302 36,982 234 24,825 18,716 1,199 1,407 4,131 1,778 0 575: 2,809 2,107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 203: 414 618 0 459 -190 536 -17 -627 -9 0 58: 22 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 41.7 0.3 28.0 21.1 1.4 1.6 4.7 2.0 0.0 0.6: 3.2 2.4
Old : 100.0: 66.8 41.7 0.3 28.0 21.1 1.4 1.6 4.7 2.0 0.0 0.6: 3.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 24 . 5 6 . . . . 0 .:
Old : 38: 22 24 . 5 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 : 44.5 50.4 66.7 70.0 28.7 30.9 35.8 38.5
Old : 44.5 50.4 66.7 70.0 28.7 30.9 35.8 38.5
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, May 21, 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 : 13,789: 7,524 9,107 553 1,269 1,951 1,725 0 888 148 0 42: 958 532
Old : 13,789: 7,524 9,107 553 1,269 1,951 1,725 0 888 148 0 42: 958 532
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 12: 93 15 50 39 -41 -89 0 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 66.0 4.0 9.2 14.1 12.5 0.0 6.4 1.1 0.0 0.3: 6.9 3.9
Old : 100.0: 54.6 66.0 4.0 9.2 14.1 12.5 0.0 6.4 1.1 0.0 0.3: 6.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 10 . . 4 . 0 . . 0 .:
Old : 22: 14 10 . . 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 62.1 59.7 82.6 30.5 49.1 45.3 54.4
Old : 36.6 62.1 59.7 82.6 30.5 49.1 45.3 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 6,073: 5,128 2,610 0 1,386 12 0 1,110 0 0 0 0: 933 955
Old : 6,073: 5,128 2,610 0 1,386 12 0 1,110 0 0 0 0: 933 955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 30: 1 1 0 0 0 0 0 0 0 0 0: 29 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 43.0 0.0 22.8 0.2 0.0 18.3 0.0 0.0 0.0 0.0: 15.4 15.7
Old : 100.0: 84.4 43.0 0.0 22.8 0.2 0.0 18.3 0.0 0.0 0.0 0.0: 15.4 15.7
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 : 50.8 45.9 71.2 66.1 38.9 41.1 53.3 52.1
Old : 50.8 45.9 71.2 66.1 38.9 41.1 53.3 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 10,810: 5,058 7,492 1,586 0 904 1,362 320 238 0 388 990: 672 478
Old : 10,810: 5,058 7,492 1,586 0 904 1,362 320 238 0 388 990: 672 478
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -70: 50 -70 -120 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.8 69.3 14.7 0.0 8.4 12.6 3.0 2.2 0.0 3.6 9.2: 6.2 4.4
Old : 100.0: 46.8 69.3 14.7 0.0 8.4 12.6 3.0 2.2 0.0 3.6 9.2: 6.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . 0 . . . . 0 . .:
Old : 26: 15 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 : 43.7 40.4 66.9 66.0 32.2 32.2 48.9 52.3
Old : 43.7 40.4 66.9 66.0 32.2 32.2 48.9 52.3
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, May 21, 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 : 16,646: 9,788 11,741 1,732 400 1,658 0 520 1,390 240 0 0: 1,838 937
Old : 16,646: 9,788 11,741 1,732 400 1,658 0 520 1,390 240 0 0: 1,838 937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 90: 0 120 120 0 -30 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 70.5 10.4 2.4 10.0 0.0 3.1 8.4 1.4 0.0 0.0: 11.0 5.6
Old : 100.0: 58.8 70.5 10.4 2.4 10.0 0.0 3.1 8.4 1.4 0.0 0.0: 11.0 5.6
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 : 28: 17 17 4 . 4 0 . . . 0 0:
Old : 28: 17 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 : 34.8 46.2 54.4 66.9 25.7 40.6 37.7 48.8
Old : 34.8 46.2 54.4 66.9 25.7 40.6 37.7 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 : 40,062: 35,961 34,820 2,825 4,050 1,192 0 0 0 84 0 0: 0 0
Old : 40,062: 35,961 34,820 2,825 4,050 1,192 0 0 0 84 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 412: 412 412 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 86.9 7.1 10.1 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 86.9 7.1 10.1 3.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 14 . . . 0 0 0 . 0 0:
Old : 30: 17 14 . . . 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 76.9 79.1 93.3 59.0 72.4 79.1 88.4
Old : 59.0 76.9 79.1 93.3 59.0 72.4 79.1 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 : 686,690: 607,353 611,434 52,560 48,479 26,777 0 0 0 0 0 0: 0 0
Old : 686,690: 607,353 611,434 52,560 48,479 26,777 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: May 14, 2013 :
: 9,800: 9,800 9,800 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 89.0 7.7 7.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.4 89.0 7.7 7.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . . 0 0 0 0 0 0:
Old : 27: 18 13 . . . 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 : 52.2 84.3 77.7 96.5 51.5 80.4 77.1 90.1
Old : 52.2 84.3 77.7 96.5 51.5 80.4 77.1 90.1
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, May 21, 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 : 50,982: 33,431 48,641 15,021 44 2,275 0 0 0 0 0 0: 255 22
Old : 50,982: 33,431 48,641 15,021 44 2,275 0 0 0 0 0 0: 255 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,270: 0 1,270 1,270 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 95.4 29.5 0.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 65.6 95.4 29.5 0.1 4.5 0.0 0.0 0.0 0.0 0.0 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: 13 22 4 . . 0 0 0 0 0 0:
Old : 33: 13 22 4 . . 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 : 74.1 46.4 90.6 75.1 69.6 46.0 81.4 71.8
Old : 74.1 46.4 90.6 75.1 69.6 46.0 81.4 71.8
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, May 21, 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 : 766,555: 613,451 698,996 139,824 54,279 13,280 0 0 0 0 0 0: 0 0
Old : 766,555: 613,451 698,996 139,824 54,279 13,280 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: May 14, 2013 :
: 0: 0 23,480 0 -23,480 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 91.2 18.2 7.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 91.2 18.2 7.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 14 20 . . . 0 0 0 0 0 0:
Old : 33: 14 20 . . . 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 : 74.9 49.8 88.8 78.2 74.9 43.6 82.7 68.6
Old : 74.9 49.8 88.8 78.2 74.9 43.6 82.7 68.6
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, May 21, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,562: 33,424 37,119 8,738 9,048 2,560 5,305 850 1,280 0 705 0: 255 0
Old : 51,562: 33,424 37,119 8,738 9,048 2,560 5,305 850 1,280 0 705 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 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: 64.8 72.0 16.9 17.5 5.0 10.3 1.6 2.5 0.0 1.4 0.0: 0.5 0.0
Old : 100.0: 64.8 72.0 16.9 17.5 5.0 10.3 1.6 2.5 0.0 1.4 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 15 4 . . . . . 0 . 0:
Old : 33: 18 15 4 . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 48.7 69.2 71.4 40.7 44.9 62.4 64.5
Old : 45.0 48.7 69.2 71.4 40.7 44.9 62.4 64.5
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, May 21, 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 : 1,215,718: 948,036 624,230 183,223 277,453 71,064 0 187,220 0 7,614 49,970 5,781: 0 0
Old : 1,215,718: 948,036 624,230 183,223 277,453 71,064 0 187,220 0 7,614 49,970 5,781: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 12,744: 22,379 -24,421 -23,480 23,320 13,845 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 51.3 15.1 22.8 5.8 0.0 15.4 0.0 0.6 4.1 0.5: 0.0 0.0
Old : 100.0: 78.0 51.3 15.1 22.8 5.8 0.0 15.4 0.0 0.6 4.1 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 : 41: 21 18 . 4 4 0 . 0 . . .:
Old : 41: 21 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 : 52.4 45.2 73.0 69.8 49.8 44.7 69.0 67.4
Old : 52.4 45.2 73.0 69.8 49.8 44.7 69.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 : 27,687: 17,602 20,289 8,375 2,315 1,540 0 2,162 0 0 850 0: 170 531
Old : 27,687: 17,602 20,289 8,375 2,315 1,540 0 2,162 0 0 850 0: 170 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 73.3 30.2 8.4 5.6 0.0 7.8 0.0 0.0 3.1 0.0: 0.6 1.9
Old : 100.0: 63.6 73.3 30.2 8.4 5.6 0.0 7.8 0.0 0.0 3.1 0.0: 0.6 1.9
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 : 20: 10 7 . . . 0 . 0 0 . 0:
Old : 20: 10 7 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 75.6 84.1 92.4 54.5 61.1 72.2 76.2
Old : 57.6 75.6 84.1 92.4 54.5 61.1 72.2 76.2
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, May 21, 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 : 34,536: 22,859 27,287 11,252 950 44 0 6,255 0 126 0 0: 255 0
Old : 34,536: 22,859 27,287 11,252 950 44 0 6,255 0 126 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -120: 1,155 -20 -1,275 0 0 0 -100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 79.0 32.6 2.8 0.1 0.0 18.1 0.0 0.4 0.0 0.0: 0.7 0.0
Old : 100.0: 66.2 79.0 32.6 2.8 0.1 0.0 18.1 0.0 0.4 0.0 0.0: 0.7 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: 11 15 . . . 0 . 0 . 0 0:
Old : 27: 11 15 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 71.4 92.1 88.2 56.9 54.6 73.6 70.7
Old : 67.5 71.4 92.1 88.2 56.9 54.6 73.6 70.7
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, May 21, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 32,596: 22,557 19,072 0 8,087 0 3,945 0 2,330 767 0 2,887: 110 220
Old : 32,596: 22,557 19,072 0 8,087 0 3,945 0 2,330 767 0 2,887: 110 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 1,796: 1,344 1,471 0 -1,270 0 -100 0 100 -823 0 1,275: 0 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 58.5 0.0 24.8 0.0 12.1 0.0 7.1 2.4 0.0 8.9: 0.3 0.7
Old : 100.0: 69.2 58.5 0.0 24.8 0.0 12.1 0.0 7.1 2.4 0.0 8.9: 0.3 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 : 25: 13 10 0 . 0 . 0 . . 0 .:
Old : 25: 13 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 : 51.8 61.8 84.4 86.1 44.7 60.4 70.7 71.6
Old : 51.8 61.8 84.4 86.1 44.7 60.4 70.7 71.6
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, May 21, 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 : 24,073: 20,569 18,412 740 2,555 1,275 0 0 0 0 852 680: 809 299
Old : 24,073: 20,569 18,412 740 2,555 1,275 0 0 0 0 852 680: 809 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 20: 1,550 1,550 0 0 0 0 0 0 0 0 0: -1,530 -1,530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 76.5 3.1 10.6 5.3 0.0 0.0 0.0 0.0 3.5 2.8: 3.4 1.2
Old : 100.0: 85.4 76.5 3.1 10.6 5.3 0.0 0.0 0.0 0.0 3.5 2.8: 3.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 12 . . . 0 0 0 0 . .:
Old : 22: 14 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 : 54.9 58.2 80.0 84.4 49.0 55.9 67.1 71.8
Old : 54.9 58.2 80.0 84.4 49.0 55.9 67.1 71.8
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, May 21, 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 : 34,822: 31,558 25,947 1,336 6,067 1,758 0 0 0 0 1,050 0: 170 0
Old : 34,822: 31,558 25,947 1,336 6,067 1,758 0 0 0 0 1,050 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 990: 1,050 440 100 710 -160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 74.5 3.8 17.4 5.0 0.0 0.0 0.0 0.0 3.0 0.0: 0.5 0.0
Old : 100.0: 90.6 74.5 3.8 17.4 5.0 0.0 0.0 0.0 0.0 3.0 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 : 29: 15 17 . 4 . 0 0 0 0 . 0:
Old : 29: 15 17 . 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 : 52.2 63.3 79.6 83.9 43.2 45.8 61.0 58.7
Old : 52.2 63.3 79.6 83.9 43.2 45.8 61.0 58.7
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, May 21, 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 : 472,398: 279,572 399,503 127,694 47,415 0 18,763 0 23,480 20,889 0 2,000: 0 0
Old : 472,398: 279,572 399,503 127,694 47,415 0 18,763 0 23,480 20,889 0 2,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: -2,135: -8,060 -2,135 0 0 0 0 0 0 5,925 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 84.6 27.0 10.0 0.0 4.0 0.0 5.0 4.4 0.0 0.4: 0.0 0.0
Old : 100.0: 59.2 84.6 27.0 10.0 0.0 4.0 0.0 5.0 4.4 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 13 . . 0 . 0 . . 0 .:
Old : 24: 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 : 56.1 66.4 78.5 86.2 42.3 46.7 56.7 61.3
Old : 56.1 66.4 78.5 86.2 42.3 46.7 56.7 61.3
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, May 21, 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 : 927,611: 717,859 628,714 87,110 93,600 99,322 0 82,655 23,320 0 0 0: 0 0
Old : 927,611: 717,859 628,714 87,110 93,600 99,322 0 82,655 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: May 14, 2013 :
: 4,325: 4,325 4,325 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 67.8 9.4 10.1 10.7 0.0 8.9 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.4 67.8 9.4 10.1 10.7 0.0 8.9 2.5 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: 16 17 . . . 0 . . 0 0 0:
Old : 28: 16 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 55.2 76.1 78.2 30.1 29.0 44.1 42.9
Old : 52.0 55.2 76.1 78.2 30.1 29.0 44.1 42.9
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, May 21, 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 : 920,591: 555,105 575,345 114,588 84,317 54,649 134,845 0 0 53,922 198,798 7,482: 0 0
Old : 920,591: 555,105 575,345 114,588 84,317 54,649 134,845 0 0 53,922 198,798 7,482: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 63,813: 70,320 26,648 23,320 -160 -9,475 -23,520 0 0 3,168 46,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 62.5 12.4 9.2 5.9 14.6 0.0 0.0 5.9 21.6 0.8: 0.0 0.0
Old : 100.0: 60.3 62.5 12.4 9.2 5.9 14.6 0.0 0.0 5.9 21.6 0.8: 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: 12 13 . . 4 . 0 0 . . .:
Old : 28: 12 13 . . 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 : 55.3 59.6 78.9 84.9 55.2 55.4 75.8 72.3
Old : 55.3 59.6 78.9 84.9 55.2 55.4 75.8 72.3
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, May 21, 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 : 223,326: 181,257 200,121 26,681 13,845 0 0 0 0 6,028 0 9,360: 0 0
Old : 223,326: 181,257 200,121 26,681 13,845 0 0 0 0 6,028 0 9,360: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 0: 0 3,920 0 -3,920 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 89.6 11.9 6.2 0.0 0.0 0.0 0.0 2.7 0.0 4.2: 0.0 0.0
Old : 100.0: 81.2 89.6 11.9 6.2 0.0 0.0 0.0 0.0 2.7 0.0 4.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 12 . . 0 0 0 0 . 0 .:
Old : 21: 12 12 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 67.6 87.1 89.8 50.8 54.6 69.7 70.2
Old : 52.9 67.6 87.1 89.8 50.8 54.6 69.7 70.2
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, May 21, 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 : 322,932: 261,274 180,054 19,292 45,233 42,366 0 0 0 0 55,279 0: 0 0
Old : 322,932: 261,274 180,054 19,292 45,233 42,366 0 0 0 0 55,279 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 4,000: 4,000 4,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 55.8 6.0 14.0 13.1 0.0 0.0 0.0 0.0 17.1 0.0: 0.0 0.0
Old : 100.0: 80.9 55.8 6.0 14.0 13.1 0.0 0.0 0.0 0.0 17.1 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 : 29: 14 15 . . . 0 0 0 0 . 0:
Old : 29: 14 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 : 36.8 43.9 65.1 72.1 33.2 32.7 50.7 44.8
Old : 36.8 43.9 65.1 72.1 33.2 32.7 50.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE Code-064A87
Disaggregated Commitments of Traders - Options and Futures Combined, May 21, 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 Megawatts Per Hour) :
: : Positions :
All : 350,072: 227,032 214,976 46,800 43,017 76,239 0 15,840 0 0 0 0: 1 0
Old : 350,072: 227,032 214,976 46,800 43,017 76,239 0 15,840 0 0 0 0: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 40,880: -35,360 93,520 0 -130,879 76,239 0 2,000 0 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 61.4 13.4 12.3 21.8 0.0 4.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 64.9 61.4 13.4 12.3 21.8 0.0 4.5 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 : 21: 12 11 . . . 0 . 0 0 0 0:
Old : 21: 12 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 : 59.9 77.9 84.6 94.9 45.2 56.1 64.3 70.7
Old : 59.9 77.9 84.6 94.9 45.2 56.1 64.3 70.7
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, May 21, 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 : 4,989: 1,753 4,035 2,159 0 761 103 0 43 47 18 117: 6 14
Old : 4,989: 1,753 4,035 2,159 0 761 103 0 43 47 18 117: 6 14
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 236: 120 181 25 0 28 -16 0 7 -1 -55 73: -2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 80.9 43.3 0.0 15.3 2.1 0.0 0.9 0.9 0.4 2.3: 0.1 0.3
Old : 100.0: 35.1 80.9 43.3 0.0 15.3 2.1 0.0 0.9 0.9 0.4 2.3: 0.1 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 : 57.9 52.8 82.0 77.9 42.2 44.9 53.2 55.0
Old : 57.9 52.8 82.0 77.9 42.2 44.9 53.2 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013