CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,550 TONS) :
: : Positions :
All : 6,835: 3,225 4,150 0 920 265 1,130 0 130 1,455 730 315: 315 325
Old : 6,835: 3,225 4,150 0 920 265 1,130 0 130 1,455 730 315: 315 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -855: -650 -1,190 0 20 40 -25 0 70 -135 270 -215: 60 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 60.7 0.0 13.5 3.9 16.5 0.0 1.9 21.3 10.7 4.6: 4.6 4.8
Old : 100.0: 47.2 60.7 0.0 13.5 3.9 16.5 0.0 1.9 21.3 10.7 4.6: 4.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 0 . . . 0 . . . .:
Old : 22: 11 10 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 47.7 74.2 75.6 47.9 43.8 63.4 66.7
Old : 55.7 47.7 74.2 75.6 47.9 43.8 63.4 66.7
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, June 4, 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 : 13,183: 8,676 10,028 338 0 540 0 30 1,785 1,597 684 45: 202 71
Old : 13,183: 8,676 10,028 338 0 540 0 30 1,785 1,597 684 45: 202 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 380: 722 154 -260 0 180 -410 30 270 55 -52 -183: 7 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 76.1 2.6 0.0 4.1 0.0 0.2 13.5 12.1 5.2 0.3: 1.5 0.5
Old : 100.0: 65.8 76.1 2.6 0.0 4.1 0.0 0.2 13.5 12.1 5.2 0.3: 1.5 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 : 20: 13 15 . 0 . 0 . . . . .:
Old : 20: 13 15 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 52.8 87.0 75.6 27.2 22.6 34.2 32.5
Old : 60.8 52.8 87.0 75.6 27.2 22.6 34.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 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 : 57,136: 19,072 19,586 3,252 2,014 3,461 0 7,799 4,410 14,797 7,889 11,503: 641 474
Old : 57,136: 19,072 19,586 3,252 2,014 3,461 0 7,799 4,410 14,797 7,889 11,503: 641 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 865: 90 -347 1,312 -176 -352 0 2,830 556 775 -63 -1,685: 169 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 34.3 5.7 3.5 6.1 0.0 13.6 7.7 25.9 13.8 20.1: 1.1 0.8
Old : 100.0: 33.4 34.3 5.7 3.5 6.1 0.0 13.6 7.7 25.9 13.8 20.1: 1.1 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 : 51: 15 13 . . 4 0 5 4 15 12 23:
Old : 51: 15 13 . . 4 0 5 4 15 12 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 : 38.0 35.5 60.1 57.2 34.1 24.8 46.3 38.7
Old : 38.0 35.5 60.1 57.2 34.1 24.8 46.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 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 : 19,226: 7,760 5,230 145 1,742 550 1,385 975 1,175 4,682 5,840 3,264: 265 450
Old : 19,226: 7,760 5,230 145 1,742 550 1,385 975 1,175 4,682 5,840 3,264: 265 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,080: -745 -1,065 -80 35 100 -170 135 -120 295 60 -425: 65 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 27.2 0.8 9.1 2.9 7.2 5.1 6.1 24.4 30.4 17.0: 1.4 2.3
Old : 100.0: 40.4 27.2 0.8 9.1 2.9 7.2 5.1 6.1 24.4 30.4 17.0: 1.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 7 7 . . . . . . 5 16 18:
Old : 37: 7 7 . . . . . . 5 16 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 39.8 79.0 59.8 52.1 36.1 64.6 47.6
Old : 59.5 39.8 79.0 59.8 52.1 36.1 64.6 47.6
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, June 4, 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 : 216,724: 112,944 144,058 17,744 13,818 28,683 18,922 3,369 14,353 13,921 1,995 9,212: 945 1,236
Old : 216,724: 112,944 144,058 17,744 13,818 28,683 18,922 3,369 14,353 13,921 1,995 9,212: 945 1,236
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,879: 162 -1,292 -1,369 -4 -1,841 -81 -176 -102 -860 33 1,064: 148 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 66.5 8.2 6.4 13.2 8.7 1.6 6.6 6.4 0.9 4.3: 0.4 0.6
Old : 100.0: 52.1 66.5 8.2 6.4 13.2 8.7 1.6 6.6 6.4 0.9 4.3: 0.4 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 : 80: 41 43 . 6 7 7 . 8 8 4 11:
Old : 80: 41 43 . 6 7 7 . 8 8 4 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 : 29.2 34.1 45.7 52.1 17.4 26.7 28.5 35.7
Old : 29.2 34.1 45.7 52.1 17.4 26.7 28.5 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, June 4, 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 : 53,361: 33,465 44,381 13,254 3,240 4,068 1,239 1 1,260 0 336 75: 0 0
Old : 53,361: 33,465 44,381 13,254 3,240 4,068 1,239 1 1,260 0 336 75: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -1,876: -646 -1,424 -779 331 -678 282 0 51 0 -50 -106: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 83.2 24.8 6.1 7.6 2.3 0.0 2.4 0.0 0.6 0.1: 0.0 0.0
Old : 100.0: 62.7 83.2 24.8 6.1 7.6 2.3 0.0 2.4 0.0 0.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 22 . . 4 . . . 0 . .:
Old : 36: 21 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 : 55.3 48.7 81.0 70.3 50.3 38.5 61.0 51.5
Old : 55.3 48.7 81.0 70.3 50.3 38.5 61.0 51.5
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, June 4, 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 : 535,872: 413,638 429,817 58,477 62,378 40,165 16,198 0 2,232 3,882 0 1,280: 0 0
Old : 535,872: 413,638 429,817 58,477 62,378 40,165 16,198 0 2,232 3,882 0 1,280: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -65,302: -52,324 -24,886 24,087 -4,264 -32,216 1,983 0 -2,640 -3,216 0 -656: -320 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 80.2 10.9 11.6 7.5 3.0 0.0 0.4 0.7 0.0 0.2: 0.0 0.0
Old : 100.0: 77.2 80.2 10.9 11.6 7.5 3.0 0.0 0.4 0.7 0.0 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 : 36: 24 25 . . . . 0 . . 0 .:
Old : 36: 24 25 . . . . 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 : 47.7 55.4 73.3 81.0 38.4 46.1 58.9 66.2
Old : 47.7 55.4 73.3 81.0 38.4 46.1 58.9 66.2
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, June 4, 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 : 1,701,418: 1,137,357 1,396,154 145,433 90,615 125,391 225,325 16,513 25,080 8,805 13,638 34,027: 0 0
Old : 1,701,418: 1,137,357 1,396,154 145,433 90,615 125,391 225,325 16,513 25,080 8,805 13,638 34,027: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 6,823: -15,046 19,235 11,524 -14,829 10,283 -7,376 -15,688 6,630 0 384 808: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 82.1 8.5 5.3 7.4 13.2 1.0 1.5 0.5 0.8 2.0: 0.0 0.0
Old : 100.0: 66.8 82.1 8.5 5.3 7.4 13.2 1.0 1.5 0.5 0.8 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 36 38 4 4 5 4 . . . . 5:
Old : 65: 36 38 4 4 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 : 41.7 40.3 59.0 59.7 37.8 34.1 49.9 47.2
Old : 41.7 40.3 59.0 59.7 37.8 34.1 49.9 47.2
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, June 4, 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 : 74,726: 58,971 46,561 384 9,553 11,098 53 765 3,753 0 2,528 468: 0 0
Old : 74,726: 58,971 46,561 384 9,553 11,098 53 765 3,753 0 2,528 468: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,788: 2,630 -298 0 2,524 1 27 500 152 0 -68 -22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 62.3 0.5 12.8 14.9 0.1 1.0 5.0 0.0 3.4 0.6: 0.0 0.0
Old : 100.0: 78.9 62.3 0.5 12.8 14.9 0.1 1.0 5.0 0.0 3.4 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 : 39: 27 24 . . . . . . 0 . .:
Old : 39: 27 24 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 39.8 65.9 65.9 31.1 24.2 37.7 38.7
Old : 42.5 39.8 65.9 65.9 31.1 24.2 37.7 38.7
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, June 4, 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 : 412,612: 213,812 342,791 181,654 47,112 3,856 0 5,600 11,978 37 0 1,275: 0 0
Old : 412,612: 213,812 342,791 181,654 47,112 3,856 0 5,600 11,978 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 28, 2013 :
: -417: 4,994 -376 -4,173 0 0 0 1,197 -1,238 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 83.1 44.0 11.4 0.9 0.0 1.4 2.9 0.0 0.0 0.3: 0.0 0.0
Old : 100.0: 51.8 83.1 44.0 11.4 0.9 0.0 1.4 2.9 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 15 . . . 0 . . . 0 .:
Old : 27: 16 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 : 66.9 61.1 86.8 82.5 58.4 56.4 73.2 72.2
Old : 66.9 61.1 86.8 82.5 58.4 56.4 73.2 72.2
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, June 4, 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 : 608,774: 438,870 280,474 66,884 117,196 45,356 41,078 9,360 5,192 10,209 150,011 1,185: 0 0
Old : 608,774: 438,870 280,474 66,884 117,196 45,356 41,078 9,360 5,192 10,209 150,011 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 15,733: 39,532 6,347 -10,528 2,361 1,937 -18,017 0 2,809 0 2,279 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 46.1 11.0 19.3 7.5 6.7 1.5 0.9 1.7 24.6 0.2: 0.0 0.0
Old : 100.0: 72.1 46.1 11.0 19.3 7.5 6.7 1.5 0.9 1.7 24.6 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 : 39: 21 19 . 4 . . . . . . .:
Old : 39: 21 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 : 44.9 53.4 71.8 72.4 42.3 48.1 63.8 62.2
Old : 44.9 53.4 71.8 72.4 42.3 48.1 63.8 62.2
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, June 4, 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 : 49,419: 23,427 24,252 16,330 1,487 702 2,008 621 3,104 3,570 18,614 0: 278 639
Old : 49,419: 23,427 24,252 16,330 1,487 702 2,008 621 3,104 3,570 18,614 0: 278 639
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 129: 133 194 1,915 0 213 0 -256 -64 -2,048 62 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 49.1 33.0 3.0 1.4 4.1 1.3 6.3 7.2 37.7 0.0: 0.6 1.3
Old : 100.0: 47.4 49.1 33.0 3.0 1.4 4.1 1.3 6.3 7.2 37.7 0.0: 0.6 1.3
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 : 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 : 45.3 57.6 65.5 74.1 44.8 53.9 61.1 65.3
Old : 45.3 57.6 65.5 74.1 44.8 53.9 61.1 65.3
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, June 4, 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 : 1,896,805: 1,680,685 623,240 212,120 3,920 0 0 0 0 4,000 1,269,645 0: 0 0
Old : 1,896,805: 1,680,685 623,240 212,120 3,920 0 0 0 0 4,000 1,269,645 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 70,490: 0 0 70,490 0 0 0 0 0 0 70,490 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 32.9 11.2 0.2 0.0 0.0 0.0 0.0 0.2 66.9 0.0: 0.0 0.0
Old : 100.0: 88.6 32.9 11.2 0.2 0.0 0.0 0.0 0.0 0.2 66.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 . . 0 0 0 0 . . 0:
Old : 22: 10 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 : 74.0 92.5 92.7 98.5 74.0 91.7 91.3 95.4
Old : 74.0 92.5 92.7 98.5 74.0 91.7 91.3 95.4
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, June 4, 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 : 651,150: 538,500 219,300 112,650 2,200 0 0 0 0 0 429,650 0: 0 0
Old : 651,150: 538,500 219,300 112,650 2,200 0 0 0 0 0 429,650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 18,150: -1,000 1,000 19,150 0 0 0 0 0 0 17,150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 33.7 17.3 0.3 0.0 0.0 0.0 0.0 0.0 66.0 0.0: 0.0 0.0
Old : 100.0: 82.7 33.7 17.3 0.3 0.0 0.0 0.0 0.0 0.0 66.0 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: 15 13 . . 0 0 0 0 0 . 0:
Old : 27: 15 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 : 66.3 85.1 89.9 93.7 66.3 84.1 88.1 89.7
Old : 66.3 85.1 89.9 93.7 66.3 84.1 88.1 89.7
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, June 4, 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 : 1,169,200: 914,240 973,040 250,960 196,160 0 0 0 0 4,000 0 0: 0 0
Old : 1,169,200: 914,240 973,040 250,960 196,160 0 0 0 0 4,000 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 68,800: 64,800 22,000 0 46,800 0 0 0 0 4,000 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 83.2 21.5 16.8 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 78.2 83.2 21.5 16.8 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 11 . . 0 0 0 0 . 0 0:
Old : 25: 14 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 : 68.9 82.6 89.4 97.3 64.9 82.1 85.4 93.5
Old : 68.9 82.6 89.4 97.3 64.9 82.1 85.4 93.5
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, June 4, 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 : 303,488: 245,904 252,904 32,144 41,848 2,792 19,512 3,160 1,584 352 0 1,200: 0 0
Old : 303,488: 245,904 252,904 32,144 41,848 2,792 19,512 3,160 1,584 352 0 1,200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 8,720: 9,136 16,480 -1,616 -8,960 800 0 0 0 0 0 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 83.3 10.6 13.8 0.9 6.4 1.0 0.5 0.1 0.0 0.4: 0.0 0.0
Old : 100.0: 81.0 83.3 10.6 13.8 0.9 6.4 1.0 0.5 0.1 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 : 36: 23 16 . . . . . . . 0 .:
Old : 36: 23 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 : 38.8 48.3 62.0 73.2 34.8 47.4 52.7 62.7
Old : 38.8 48.3 62.0 73.2 34.8 47.4 52.7 62.7
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, June 4, 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 : 10,886: 6,445 7,078 581 1,907 672 1,497 0 507 80 166 0: 1,104 556
Old : 10,886: 6,445 7,078 581 1,907 672 1,497 0 507 80 166 0: 1,104 556
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 395: 249 269 6 0 -2 -18 0 40 80 66 0: 40 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 65.0 5.3 17.5 6.2 13.8 0.0 4.7 0.7 1.5 0.0: 10.1 5.1
Old : 100.0: 59.2 65.0 5.3 17.5 6.2 13.8 0.0 4.7 0.7 1.5 0.0: 10.1 5.1
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 : 27: 13 12 . . . . 0 . . . 0:
Old : 27: 13 12 . . . . 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 : 47.4 50.1 65.3 71.7 40.8 45.0 51.9 57.4
Old : 47.4 50.1 65.3 71.7 40.8 45.0 51.9 57.4
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, June 4, 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 : 461,975: 381,490 372,775 75,085 87,000 2,200 1,000 0 0 2,200 0 0: 0 0
Old : 461,975: 381,490 372,775 75,085 87,000 2,200 1,000 0 0 2,200 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 14,950: 12,750 2,200 0 12,750 0 0 0 0 2,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 80.7 16.3 18.8 0.5 0.2 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 82.6 80.7 16.3 18.8 0.5 0.2 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 13 . . . . 0 0 . 0 0:
Old : 30: 18 13 . . . . 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 : 56.2 81.6 86.7 95.4 56.2 81.6 84.9 92.9
Old : 56.2 81.6 86.7 95.4 56.2 81.6 84.9 92.9
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, June 4, 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 : 234,985: 191,450 170,390 3,555 24,065 38,380 0 550 1,600 0 0 0: 0 0
Old : 234,985: 191,450 170,390 3,555 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 28, 2013 :
: -300: -1,500 -300 1,200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 72.5 1.5 10.2 16.3 0.0 0.2 0.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.5 72.5 1.5 10.2 16.3 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: 16 18 . . . 0 . . 0 0 0:
Old : 25: 16 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 50.4 74.3 78.4 46.1 31.3 57.6 49.0
Old : 50.2 50.4 74.3 78.4 46.1 31.3 57.6 49.0
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, June 4, 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 : 29,049: 21,236 16,648 2,023 5,994 2,566 972 146 300 4 1,478 82: 1,865 1,835
Old : 29,049: 21,236 16,648 2,023 5,994 2,566 972 146 300 4 1,478 82: 1,865 1,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -380: -299 57 60 -375 -88 -50 0 4 -44 0 22: 14 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 57.3 7.0 20.6 8.8 3.3 0.5 1.0 0.0 5.1 0.3: 6.4 6.3
Old : 100.0: 73.1 57.3 7.0 20.6 8.8 3.3 0.5 1.0 0.0 5.1 0.3: 6.4 6.3
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 : 30: 17 19 . . . . . . . . .:
Old : 30: 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 : 40.7 44.8 65.1 69.1 26.8 42.8 45.7 58.6
Old : 40.7 44.8 65.1 69.1 26.8 42.8 45.7 58.6
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, June 4, 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 : 1,711,581: 1,360,972 1,320,573 101,823 63,100 61,216 58,555 110,635 123,015 0 27,042 6,000: 0 0
Old : 1,711,581: 1,360,972 1,320,573 101,823 63,100 61,216 58,555 110,635 123,015 0 27,042 6,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 31,077: 42,885 21,029 -14,040 0 2,232 -1,888 0 1,888 0 5,928 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 77.2 5.9 3.7 3.6 3.4 6.5 7.2 0.0 1.6 0.4: 0.0 0.0
Old : 100.0: 79.5 77.2 5.9 3.7 3.6 3.4 6.5 7.2 0.0 1.6 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 : 38: 22 20 . . 4 . . . 0 . .:
Old : 38: 22 20 . . 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 : 49.5 52.1 71.2 73.8 40.2 51.0 56.2 63.4
Old : 49.5 52.1 71.2 73.8 40.2 51.0 56.2 63.4
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, June 4, 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 : 576,990: 421,230 396,780 86,915 9,960 46,380 0 53,195 22,465 0 48,210 0: 0 0
Old : 576,990: 421,230 396,780 86,915 9,960 46,380 0 53,195 22,465 0 48,210 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 29,040: 15,755 24,210 8,970 3,200 500 0 1,145 3,815 0 -3,830 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 68.8 15.1 1.7 8.0 0.0 9.2 3.9 0.0 8.4 0.0: 0.0 0.0
Old : 100.0: 73.0 68.8 15.1 1.7 8.0 0.0 9.2 3.9 0.0 8.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 21 . . 4 0 . . 0 . 0:
Old : 41: 25 21 . . 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 : 46.9 44.1 68.0 70.1 45.1 39.6 61.5 59.2
Old : 46.9 44.1 68.0 70.1 45.1 39.6 61.5 59.2
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, June 4, 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 : 1,282,430: 1,011,020 1,235,630 224,610 0 46,800 0 0 0 0 0 0: 0 0
Old : 1,282,430: 1,011,020 1,235,630 224,610 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 28, 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: 78.8 96.4 17.5 0.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.8 96.4 17.5 0.0 3.6 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 : 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 : 47.4 83.7 75.1 95.7 41.4 71.3 60.5 78.1
Old : 47.4 83.7 75.1 95.7 41.4 71.3 60.5 78.1
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, June 4, 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 : 403,520: 299,370 373,590 66,820 0 29,930 7,400 0 0 0 0 0: 0 0
Old : 403,520: 299,370 373,590 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 28, 2013 :
: 8,100: 8,100 8,100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 92.6 16.6 0.0 7.4 1.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.2 92.6 16.6 0.0 7.4 1.8 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 : 38.9 73.8 62.9 95.1 31.6 69.3 50.2 73.7
Old : 38.9 73.8 62.9 95.1 31.6 69.3 50.2 73.7
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, June 4, 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 : 660,972: 429,034 548,511 54,330 7,599 38,636 108,116 9,012 28,504 0 26,358 2,352: 0 0
Old : 660,972: 429,034 548,511 54,330 7,599 38,636 108,116 9,012 28,504 0 26,358 2,352: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 10,786: 672 6,625 6,968 0 4,680 -1,134 -800 400 0 681 -800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 83.0 8.2 1.1 5.8 16.4 1.4 4.3 0.0 4.0 0.4: 0.0 0.0
Old : 100.0: 64.9 83.0 8.2 1.1 5.8 16.4 1.4 4.3 0.0 4.0 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 : 43: 24 25 4 . 4 . . . 0 . .:
Old : 43: 24 25 4 . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 56.7 74.4 73.6 51.8 53.6 62.7 66.2
Old : 58.4 56.7 74.4 73.6 51.8 53.6 62.7 66.2
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, June 4, 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 : 45,158: 30,894 33,469 4,524 3,300 2,360 5,268 4,019 1,369 0 177 444: 299 20
Old : 45,158: 30,894 33,469 4,524 3,300 2,360 5,268 4,019 1,369 0 177 444: 299 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 766: 773 1,025 583 319 -192 -385 -198 47 0 -259 47: -108 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 74.1 10.0 7.3 5.2 11.7 8.9 3.0 0.0 0.4 1.0: 0.7 0.0
Old : 100.0: 68.4 74.1 10.0 7.3 5.2 11.7 8.9 3.0 0.0 0.4 1.0: 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 : 44: 29 28 . . 5 . . . 0 . .:
Old : 44: 29 28 . . 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 : 50.5 51.3 74.3 74.7 44.7 49.8 63.9 71.1
Old : 50.5 51.3 74.3 74.7 44.7 49.8 63.9 71.1
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, June 4, 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 : 25,686: 13,285 24,235 8,068 0 1,373 1,647 0 0 1,053 0 78: 182 0
Old : 25,686: 13,285 24,235 8,068 0 1,373 1,647 0 0 1,053 0 78: 182 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 831: -148 1,241 909 0 -384 349 0 0 -51 0 -26: 182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 94.4 31.4 0.0 5.3 6.4 0.0 0.0 4.1 0.0 0.3: 0.7 0.0
Old : 100.0: 51.7 94.4 31.4 0.0 5.3 6.4 0.0 0.0 4.1 0.0 0.3: 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 : 31: 22 14 . 0 . . 0 0 . 0 .:
Old : 31: 22 14 . 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 : 51.3 84.4 74.5 94.8 43.2 81.3 63.6 83.0
Old : 51.3 84.4 74.5 94.8 43.2 81.3 63.6 83.0
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, June 4, 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 : 206,405: 106,331 196,357 71,188 0 7,440 18,220 0 1,952 618 0 656: 0 0
Old : 206,405: 106,331 196,357 71,188 0 7,440 18,220 0 1,952 618 0 656: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 2,904: 2,592 952 312 0 0 -1,952 0 1,952 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 95.1 34.5 0.0 3.6 8.8 0.0 0.9 0.3 0.0 0.3: 0.0 0.0
Old : 100.0: 51.5 95.1 34.5 0.0 3.6 8.8 0.0 0.9 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 : 25: 14 10 . 0 . . 0 . . 0 .:
Old : 25: 14 10 . 0 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 76.9 83.2 94.5 52.4 67.4 71.4 78.1
Old : 57.0 76.9 83.2 94.5 52.4 67.4 71.4 78.1
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, June 4, 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 : 592,956: 345,410 504,151 183,133 28,638 10,543 9,760 5,514 44,110 0 0 0: 0 0
Old : 592,956: 345,410 504,151 183,133 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 28, 2013 :
: 400: 400 400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 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: 58.3 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 : 51.1 69.5 68.1 85.8 45.0 62.0 58.3 68.1
Old : 51.1 69.5 68.1 85.8 45.0 62.0 58.3 68.1
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, June 4, 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 : 33,578: 26,464 23,371 0 6,594 1,532 3,905 510 1,360 0 0 0: 317 211
Old : 33,578: 26,464 23,371 0 6,594 1,532 3,905 510 1,360 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 28, 2013 :
: 106: 343 -82 -401 -320 252 -344 0 256 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 69.6 0.0 19.6 4.6 11.6 1.5 4.1 0.0 0.0 0.0: 0.9 0.6
Old : 100.0: 78.8 69.6 0.0 19.6 4.6 11.6 1.5 4.1 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: 21 23 0 6 4 . . . 0 0 0:
Old : 37: 21 23 0 6 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 : 54.4 70.2 72.5 81.0 43.3 58.0 55.9 63.3
Old : 54.4 70.2 72.5 81.0 43.3 58.0 55.9 63.3
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, June 4, 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 : 102,876: 67,254 72,491 14,286 48 21,336 0 0 0 0 9,001 0: 0 0
Old : 102,876: 67,254 72,491 14,286 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 28, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 70.5 13.9 0.0 20.7 0.0 0.0 0.0 0.0 8.7 0.0: 0.0 0.0
Old : 100.0: 65.4 70.5 13.9 0.0 20.7 0.0 0.0 0.0 0.0 8.7 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 : 22: 10 10 4 . . 0 0 0 0 . 0:
Old : 22: 10 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 : 73.4 70.2 94.4 92.3 47.1 53.9 59.3 62.7
Old : 73.4 70.2 94.4 92.3 47.1 53.9 59.3 62.7
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, June 4, 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 : 23,897: 11,966 21,237 6,149 48 1,472 709 630 88 2,882 0 188: 443 234
Old : 23,897: 11,966 21,237 6,149 48 1,472 709 630 88 2,882 0 188: 443 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 1,200: 479 622 -230 48 550 -88 0 0 172 -40 40: 277 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 88.9 25.7 0.2 6.2 3.0 2.6 0.4 12.1 0.0 0.8: 1.9 1.0
Old : 100.0: 50.1 88.9 25.7 0.2 6.2 3.0 2.6 0.4 12.1 0.0 0.8: 1.9 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 : 34: 18 21 4 . 5 . . . . 0 .:
Old : 34: 18 21 4 . 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 : 54.0 50.3 69.7 72.3 49.9 42.6 63.6 58.9
Old : 54.0 50.3 69.7 72.3 49.9 42.6 63.6 58.9
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, June 4, 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 : 338,090: 134,384 318,586 129,725 2,368 15,176 4,704 0 0 52,141 0 1,960: 0 0
Old : 338,090: 134,384 318,586 129,725 2,368 15,176 4,704 0 0 52,141 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 28, 2013 :
: 5,464: 5,064 5,464 400 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 94.2 38.4 0.7 4.5 1.4 0.0 0.0 15.4 0.0 0.6: 0.0 0.0
Old : 100.0: 39.7 94.2 38.4 0.7 4.5 1.4 0.0 0.0 15.4 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 18 4 . . . 0 0 . 0 .:
Old : 29: 16 18 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 : 63.9 62.2 82.0 80.8 62.4 49.5 69.0 66.8
Old : 63.9 62.2 82.0 80.8 62.4 49.5 69.0 66.8
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, June 4, 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 : 19,535: 9,838 12,048 6,862 6,317 894 84 0 44 1,240 0 40: 533 192
Old : 19,535: 9,838 12,048 6,862 6,317 894 84 0 44 1,240 0 40: 533 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 821: 1,034 930 -364 -172 127 -20 0 0 64 0 0: -20 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 61.7 35.1 32.3 4.6 0.4 0.0 0.2 6.3 0.0 0.2: 2.7 1.0
Old : 100.0: 50.4 61.7 35.1 32.3 4.6 0.4 0.0 0.2 6.3 0.0 0.2: 2.7 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 : 32: 20 20 5 . . . 0 . . 0 .:
Old : 32: 20 20 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 : 48.3 58.8 70.6 76.3 41.7 50.7 54.7 59.7
Old : 48.3 58.8 70.6 76.3 41.7 50.7 54.7 59.7
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, June 4, 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 : 265,357: 122,243 161,066 131,648 96,810 2,801 0 4,680 0 8,665 0 0: 0 0
Old : 265,357: 122,243 161,066 131,648 96,810 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 28, 2013 :
: 6,280: 6,280 4,680 0 1,600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 60.7 49.6 36.5 1.1 0.0 1.8 0.0 3.3 0.0 0.0: 0.0 0.0
Old : 100.0: 46.1 60.7 49.6 36.5 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 : 29: 15 15 4 . . 0 . 0 . 0 0:
Old : 29: 15 15 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 : 66.5 67.8 84.3 90.7 61.3 67.8 74.8 80.5
Old : 66.5 67.8 84.3 90.7 61.3 67.8 74.8 80.5
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, June 4, 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 : 31,681: 21,255 26,468 5,436 744 1,627 495 0 2,842 26 0 0: 0 0
Old : 31,681: 21,255 26,468 5,436 744 1,627 495 0 2,842 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 28, 2013 :
: -1,250: -1,838 -453 152 -715 303 495 -23 -362 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 83.5 17.2 2.3 5.1 1.6 0.0 9.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 67.1 83.5 17.2 2.3 5.1 1.6 0.0 9.0 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 : 31: 19 20 . . . . 0 . . 0 0:
Old : 31: 19 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 : 54.5 48.0 72.8 72.0 44.5 37.7 52.9 53.7
Old : 54.5 48.0 72.8 72.0 44.5 37.7 52.9 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, June 4, 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 : 214,192: 191,779 118,224 2,257 76,789 19,179 977 0 0 0 0 0: 0 0
Old : 214,192: 191,779 118,224 2,257 76,789 19,179 977 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 28, 2013 :
: -4,591: -4,912 -2,983 -328 -2,257 649 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 55.2 1.1 35.9 9.0 0.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 55.2 1.1 35.9 9.0 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 : 27: 15 14 . . . . 0 0 0 0 0:
Old : 27: 15 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 : 54.8 69.0 77.3 86.8 46.7 58.7 62.5 68.1
Old : 54.8 69.0 77.3 86.8 46.7 58.7 62.5 68.1
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, June 4, 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 : 824,113: 718,193 673,841 62,960 9,392 42,960 0 97,920 0 0 0 0: 0 0
Old : 824,113: 718,193 673,841 62,960 9,392 42,960 0 97,920 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 28, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 81.8 7.6 1.1 5.2 0.0 11.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.1 81.8 7.6 1.1 5.2 0.0 11.9 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 : 23: 12 10 . . . 0 . 0 0 0 0:
Old : 23: 12 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 : 68.2 75.3 89.6 94.6 67.0 75.3 79.7 84.8
Old : 68.2 75.3 89.6 94.6 67.0 75.3 79.7 84.8
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, June 4, 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 : 254,580: 222,730 219,340 17,150 4,240 14,700 0 16,300 0 0 0 0: 0 0
Old : 254,580: 222,730 219,340 17,150 4,240 14,700 0 16,300 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 28, 2013 :
: 500: 500 500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 86.2 6.7 1.7 5.8 0.0 6.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.5 86.2 6.7 1.7 5.8 0.0 6.4 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 : 27: 16 13 4 . . 0 . 0 0 0 0:
Old : 27: 16 13 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 : 61.4 64.3 79.6 86.1 59.7 63.8 74.1 75.8
Old : 61.4 64.3 79.6 86.1 59.7 63.8 74.1 75.8
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, June 4, 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 : 3,312: 1,379 1,832 706 712 239 0 11 70 430 0 442: 47 7
Old : 3,312: 1,379 1,832 706 712 239 0 11 70 430 0 442: 47 7
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -131: -140 -63 -38 -9 8 0 0 5 86 0 -73: 22 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 55.3 21.3 21.5 7.2 0.0 0.3 2.1 13.0 0.0 13.3: 1.4 0.2
Old : 100.0: 41.6 55.3 21.3 21.5 7.2 0.0 0.3 2.1 13.0 0.0 13.3: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 12 . . 4 0 . . . 0 .:
Old : 21: 11 12 . . 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 : 68.2 73.1 85.5 87.1 46.6 48.7 54.7 54.3
Old : 68.2 73.1 85.5 87.1 46.6 48.7 54.7 54.3
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, June 4, 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 28, 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 75.9 80.2 89.8 47.3 60.1 61.2 67.2
Old : 54.1 75.9 80.2 89.8 47.3 60.1 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, June 4, 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 : 237,025: 198,505 99,475 37,420 136,450 1,100 0 0 0 0 0 0: 0 0
Old : 237,025: 198,505 99,475 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 28, 2013 :
: 3,540: 3,540 3,540 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 42.0 15.8 57.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.7 42.0 15.8 57.6 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 : 64.5 91.5 91.8 98.5 63.6 90.5 90.4 96.8
Old : 64.5 91.5 91.8 98.5 63.6 90.5 90.4 96.8
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, June 4, 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 : 854,038: 695,789 320,398 142,409 517,800 15,840 0 0 0 0 0 0: 0 0
Old : 854,038: 695,789 320,398 142,409 517,800 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 28, 2013 :
: 9,392: 9,392 9,392 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 37.5 16.7 60.6 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.5 37.5 16.7 60.6 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 : 64.5 92.3 87.7 98.7 64.5 92.3 86.0 97.5
Old : 64.5 92.3 87.7 98.7 64.5 92.3 86.0 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, June 4, 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 : 119,675: 106,645 100,165 330 6,810 12,700 0 0 0 0 0 0: 0 0
Old : 119,675: 106,645 100,165 330 6,810 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 28, 2013 :
: 8,620: 8,620 7,350 0 1,270 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 83.7 0.3 5.7 10.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.1 83.7 0.3 5.7 10.6 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: 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 : 53.5 55.3 83.2 84.0 38.3 45.6 54.7 60.4
Old : 53.5 55.3 83.2 84.0 38.3 45.6 54.7 60.4
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, June 4, 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 : 201,305: 177,075 157,170 130 24,115 19,020 0 1,000 0 5,080 0 0: 0 0
Old : 201,305: 177,075 157,170 130 24,115 19,020 0 1,000 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 28, 2013 :
: 2,000: 2,000 0 0 2,000 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 78.1 0.1 12.0 9.4 0.0 0.5 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 88.0 78.1 0.1 12.0 9.4 0.0 0.5 0.0 2.5 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 . 4 . 0 . 0 . 0 0:
Old : 29: 18 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 : 47.0 62.0 71.4 82.5 44.2 55.0 63.1 68.9
Old : 47.0 62.0 71.4 82.5 44.2 55.0 63.1 68.9
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, June 4, 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 : 552,554: 478,194 441,530 32,224 68,888 42,136 0 0 0 0 0 0: 0 0
Old : 552,554: 478,194 441,530 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 28, 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 : 52.6 66.7 81.2 89.5 51.9 57.4 74.0 75.6
Old : 52.6 66.7 81.2 89.5 51.9 57.4 74.0 75.6
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, June 4, 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 : 1,000,099: 918,743 983,259 75,868 11,352 5,488 0 0 0 0 0 0: 0 0
Old : 1,000,099: 918,743 983,259 75,868 11,352 5,488 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 28, 2013 :
: 118,496: 46,960 140,880 71,188 -22,732 348 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 98.3 7.6 1.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.9 98.3 7.6 1.1 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 : 23: 16 6 . . . 0 0 0 0 0 0:
Old : 23: 16 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 : 65.4 96.7 87.7 100.0 64.9 96.5 86.9 98.1
Old : 65.4 96.7 87.7 100.0 64.9 96.5 86.9 98.1
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, June 4, 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 : 298,970: 280,930 295,310 14,380 0 3,660 0 0 0 0 0 0: 0 0
Old : 298,970: 280,930 295,310 14,380 0 3,660 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 28, 2013 :
: 24,170: 12,700 38,100 10,895 -14,505 575 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 98.8 4.8 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.0 98.8 4.8 0.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 10 . 0 . 0 0 0 0 0 0:
Old : 32: 23 10 . 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 : 57.3 90.9 76.7 98.7 57.1 90.8 75.0 96.8
Old : 57.3 90.9 76.7 98.7 57.1 90.8 75.0 96.8
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, June 4, 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 : 6,666,567: 4,869,557 6,247,377 1,219,982 149,342 265,848 169,808 0 0 141,372 4,000 0: 0 0
Old : 6,666,567: 4,869,557 6,247,377 1,219,982 149,342 265,848 169,808 0 0 141,372 4,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 235,420: 52,934 172,850 149,430 29,514 33,056 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 93.7 18.3 2.2 4.0 2.5 0.0 0.0 2.1 0.1 0.0: 0.0 0.0
Old : 100.0: 73.0 93.7 18.3 2.2 4.0 2.5 0.0 0.0 2.1 0.1 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 : 50: 33 31 6 . 6 . 0 0 . . 0:
Old : 50: 33 31 6 . 6 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 58.7 60.5 75.0 32.9 51.9 49.4 64.5
Old : 37.5 58.7 60.5 75.0 32.9 51.9 49.4 64.5
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, June 4, 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 : 2,218,630: 1,688,770 2,108,150 360,175 23,230 85,250 47,555 0 0 36,880 2,000 0: 0 0
Old : 2,218,630: 1,688,770 2,108,150 360,175 23,230 85,250 47,555 0 0 36,880 2,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 64,975: 24,020 74,740 50,470 -250 -9,515 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 95.0 16.2 1.0 3.8 2.1 0.0 0.0 1.7 0.1 0.0: 0.0 0.0
Old : 100.0: 76.1 95.0 16.2 1.0 3.8 2.1 0.0 0.0 1.7 0.1 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 : 56: 36 32 7 . 6 . 0 0 . . 0:
Old : 56: 36 32 7 . 6 . 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 : 33.1 57.6 57.5 75.8 30.4 54.0 49.9 66.2
Old : 33.1 57.6 57.5 75.8 30.4 54.0 49.9 66.2
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, June 4, 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 : 2,313,020: 1,522,906 1,221,646 127,772 334,120 183,818 1,000 182,596 41,185 339,675 254,030 95,625: 1,039 0
Old : 2,313,020: 1,522,906 1,221,646 127,772 334,120 183,818 1,000 182,596 41,185 339,675 254,030 95,625: 1,039 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 27,190: 19,228 -8,768 -18,370 21,129 15,230 0 0 -500 11,563 400 -300: 339 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 52.8 5.5 14.4 7.9 0.0 7.9 1.8 14.7 11.0 4.1: 0.0 0.0
Old : 100.0: 65.8 52.8 5.5 14.4 7.9 0.0 7.9 1.8 14.7 11.0 4.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 35 30 6 4 9 . 4 . 5 5 7:
Old : 65: 35 30 6 4 9 . 4 . 5 5 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 : 41.8 46.7 56.2 64.6 41.7 44.3 54.6 59.5
Old : 41.8 46.7 56.2 64.6 41.7 44.3 54.6 59.5
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, June 4, 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 : 4,464,086: 3,700,091 3,106,020 191,352 563,108 297,920 70,745 47,415 88,741 44,263 289,908 70,974: 0 0
Old : 4,464,086: 3,700,091 3,106,020 191,352 563,108 297,920 70,745 47,415 88,741 44,263 289,908 70,974: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 208,063: 165,199 118,042 -5 23,912 5 23,320 0 -23,320 -80 46,480 42,944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 69.6 4.3 12.6 6.7 1.6 1.1 2.0 1.0 6.5 1.6: 0.0 0.0
Old : 100.0: 82.9 69.6 4.3 12.6 6.7 1.6 1.1 2.0 1.0 6.5 1.6: 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 : 50: 29 26 4 4 5 . . . . . 4:
Old : 50: 29 26 4 4 5 . . . . . 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 : 39.0 57.2 57.8 75.4 38.8 51.2 55.7 67.7
Old : 39.0 57.2 57.8 75.4 38.8 51.2 55.7 67.7
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, June 4, 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 : 595,665: 497,120 446,290 80,255 128,605 18,290 0 2,480 0 0 0 0: 0 0
Old : 595,665: 497,120 446,290 80,255 128,605 18,290 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 28, 2013 :
: 12,075: 2,000 16,700 4,215 -10,485 5,860 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 74.9 13.5 21.6 3.1 0.0 0.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.5 74.9 13.5 21.6 3.1 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 : 46.9 65.3 74.3 88.2 46.1 64.9 68.7 83.8
Old : 46.9 65.3 74.3 88.2 46.1 64.9 68.7 83.8
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, June 4, 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 : 1,979,785: 1,699,012 1,496,821 206,467 391,280 74,306 0 17,378 0 0 0 0: 0 0
Old : 1,979,785: 1,699,012 1,496,821 206,467 391,280 74,306 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 28, 2013 :
: 50,960: 4,000 50,960 31,987 -14,973 14,973 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.6 10.4 19.8 3.8 0.0 0.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.8 75.6 10.4 19.8 3.8 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 0 . 0 0 0 0:
Old : 32: 21 13 . . 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 : 57.1 62.1 77.3 85.9 56.9 61.7 70.9 80.9
Old : 57.1 62.1 77.3 85.9 56.9 61.7 70.9 80.9
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, June 4, 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 : 83,104: 55,769 33,534 228 23,424 17,894 658 1,276 4,393 1,677 16 456: 2,029 2,111
Old : 83,104: 55,769 33,534 228 23,424 17,894 658 1,276 4,393 1,677 16 456: 2,029 2,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -5,302: -3,339 -3,135 -6 -1,192 -778 -331 -133 65 -92 16 -99: -722 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 40.4 0.3 28.2 21.5 0.8 1.5 5.3 2.0 0.0 0.5: 2.4 2.5
Old : 100.0: 67.1 40.4 0.3 28.2 21.5 0.8 1.5 5.3 2.0 0.0 0.5: 2.4 2.5
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 : 37: 22 24 . 5 6 . . . . . .:
Old : 37: 22 24 . 5 6 . . . . . .:
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 : 44.1 50.7 67.2 70.2 28.8 30.8 36.7 38.9
Old : 44.1 50.7 67.2 70.2 28.8 30.8 36.7 38.9
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 12,766: 6,644 8,465 522 1,184 1,823 1,881 0 808 178 0 12: 898 474
Old : 12,766: 6,644 8,465 522 1,184 1,823 1,881 0 808 178 0 12: 898 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -976: -836 -631 -11 -57 -120 131 0 -80 30 0 -30: -60 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 66.3 4.1 9.3 14.3 14.7 0.0 6.3 1.4 0.0 0.1: 7.0 3.7
Old : 100.0: 52.0 66.3 4.1 9.3 14.3 14.7 0.0 6.3 1.4 0.0 0.1: 7.0 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 : 21: 13 10 . . 4 . 0 . . 0 .:
Old : 21: 13 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 : 38.6 62.7 61.2 82.5 32.8 50.2 46.2 55.7
Old : 38.6 62.7 61.2 82.5 32.8 50.2 46.2 55.7
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, June 4, 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 : 5,668: 4,851 2,442 0 1,327 12 0 1,036 0 0 0 0: 805 851
Old : 5,668: 4,851 2,442 0 1,327 12 0 1,036 0 0 0 0: 805 851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -396: -278 -169 0 -59 0 0 -74 0 0 0 0: -118 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 43.1 0.0 23.4 0.2 0.0 18.3 0.0 0.0 0.0 0.0: 14.2 15.0
Old : 100.0: 85.6 43.1 0.0 23.4 0.2 0.0 18.3 0.0 0.0 0.0 0.0: 14.2 15.0
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: 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 : 52.3 46.5 73.6 66.4 40.5 41.7 55.5 53.1
Old : 52.3 46.5 73.6 66.4 40.5 41.7 55.5 53.1
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, June 4, 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 : 10,171: 4,703 7,027 1,552 0 836 1,376 280 204 0 546 832: 668 446
Old : 10,171: 4,703 7,027 1,552 0 836 1,376 280 204 0 546 832: 668 446
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -639: -355 -465 -34 0 -68 14 -40 -34 0 158 -158: -4 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 69.1 15.3 0.0 8.2 13.5 2.8 2.0 0.0 5.4 8.2: 6.6 4.4
Old : 100.0: 46.2 69.1 15.3 0.0 8.2 13.5 2.8 2.0 0.0 5.4 8.2: 6.6 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 : 44.2 41.2 67.1 67.4 33.6 32.4 50.5 54.4
Old : 44.2 41.2 67.1 67.4 33.6 32.4 50.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 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 : 15,789: 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0: 1,809 926
Old : 15,789: 9,300 10,983 1,414 300 1,690 0 524 1,366 210 0 0: 1,809 926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -867: -498 -768 -318 -100 32 0 4 -24 -30 0 0: -29 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0: 11.5 5.9
Old : 100.0: 58.9 69.6 9.0 1.9 10.7 0.0 3.3 8.7 1.3 0.0 0.0: 11.5 5.9
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 : 29: 17 17 4 . 4 0 . . . 0 0:
Old : 29: 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 : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
Old : 33.8 46.8 53.3 67.5 24.1 40.8 35.2 47.9
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, June 4, 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 : 36,467: 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0: 0 0
Old : 36,467: 32,454 31,828 2,781 3,447 1,192 0 0 0 40 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,595: -3,507 -2,992 -44 -603 0 0 0 0 -44 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 87.3 7.6 9.5 3.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 89.0 87.3 7.6 9.5 3.3 0.0 0.0 0.0 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 : 30: 16 13 . . . 0 0 0 . 0 0:
Old : 30: 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 : 56.3 76.8 78.4 93.6 56.3 72.1 78.4 88.9
Old : 56.3 76.8 78.4 93.6 56.3 72.1 78.4 88.9
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, June 4, 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 : 644,746: 566,193 581,642 52,168 36,719 26,385 0 0 0 0 0 0: 0 0
Old : 644,746: 566,193 581,642 52,168 36,719 26,385 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 28, 2013 :
: -41,944: -41,160 -29,792 -392 -11,760 -392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 90.2 8.1 5.7 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 90.2 8.1 5.7 4.1 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 : 25: 18 12 . . . 0 0 0 0 0 0:
Old : 25: 18 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 : 51.6 85.7 77.2 97.4 50.9 81.8 76.5 90.5
Old : 51.6 85.7 77.2 97.4 50.9 81.8 76.5 90.5
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, June 4, 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 : 47,007: 30,852 44,732 13,370 0 2,275 0 0 0 0 0 0: 510 0
Old : 47,007: 30,852 44,732 13,370 0 2,275 0 0 0 0 0 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,870: -2,474 -3,804 -1,651 -44 0 0 0 0 0 0 0: 255 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 95.2 28.4 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 65.6 95.2 28.4 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 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: 10 16 . 0 . 0 0 0 0 0 0:
Old : 23: 10 16 . 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 : 75.3 48.0 92.9 77.4 70.5 48.0 82.3 74.2
Old : 75.3 48.0 92.9 77.4 70.5 48.0 82.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 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 : 705,812: 569,564 638,253 126,888 58,199 9,360 0 0 0 0 0 0: 0 0
Old : 705,812: 569,564 638,253 126,888 58,199 9,360 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 28, 2013 :
: -58,800: -41,944 -58,800 -12,936 3,920 -3,920 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 90.4 18.0 8.2 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.7 90.4 18.0 8.2 1.3 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: 13 13 . . . 0 0 0 0 0 0:
Old : 24: 13 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 : 76.8 51.9 90.6 81.6 76.8 45.0 83.9 71.9
Old : 76.8 51.9 90.6 81.6 76.8 45.0 83.9 71.9
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, June 4, 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 : 59,860: 33,014 38,297 7,778 16,410 3,708 7,425 740 0 0 705 0: 7,935 0
Old : 59,860: 33,014 38,297 7,778 16,410 3,708 7,425 740 0 0 705 0: 7,935 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 8,298: -410 1,178 -960 7,362 1,148 2,120 -110 -1,280 0 0 0: 7,680 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 64.0 13.0 27.4 6.2 12.4 1.2 0.0 0.0 1.2 0.0: 13.3 0.0
Old : 100.0: 55.2 64.0 13.0 27.4 6.2 12.4 1.2 0.0 0.0 1.2 0.0: 13.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 15 4 . . . . 0 0 . 0:
Old : 33: 17 15 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 : 40.2 54.6 62.0 75.8 36.8 51.9 55.9 71.5
Old : 40.2 54.6 62.0 75.8 36.8 51.9 55.9 71.5
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, June 4, 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 : 1,334,116: 918,754 630,588 196,127 262,949 67,488 0 317,340 0 145,966 49,970 5,781: 0 0
Old : 1,334,116: 918,754 630,588 196,127 262,949 67,488 0 317,340 0 145,966 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 28, 2013 :
: 104,374: -43,306 -2,970 17,600 -14,504 -8,272 0 130,120 0 138,352 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 47.3 14.7 19.7 5.1 0.0 23.8 0.0 10.9 3.7 0.4: 0.0 0.0
Old : 100.0: 68.9 47.3 14.7 19.7 5.1 0.0 23.8 0.0 10.9 3.7 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 : 39: 20 17 . 4 4 0 . 0 . . .:
Old : 39: 20 17 . 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 : 49.2 49.5 73.7 71.5 46.9 49.1 70.1 68.8
Old : 49.2 49.5 73.7 71.5 46.9 49.1 70.1 68.8
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, June 4, 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 : 24,478: 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0: 20 487
Old : 24,478: 16,689 17,950 7,769 2,755 0 0 2,162 0 0 1,124 0: 20 487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -3,977: -1,931 -2,723 -526 440 -1,540 0 0 0 0 -110 0: 20 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0: 0.1 2.0
Old : 100.0: 68.2 73.3 31.7 11.3 0.0 0.0 8.8 0.0 0.0 4.6 0.0: 0.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . 0 0 . 0 0 . 0:
Old : 20: 11 8 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
Old : 62.7 78.6 89.5 94.4 58.8 68.0 78.2 83.2
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, June 4, 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 : 38,275: 25,323 28,540 11,787 100 784 0 8,851 0 126 0 0: 255 0
Old : 38,275: 25,323 28,540 11,787 100 784 0 8,851 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 28, 2013 :
: 3,139: 1,969 653 430 -850 740 0 2,596 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 0.0 0.0: 0.7 0.0
Old : 100.0: 66.2 74.6 30.8 0.3 2.0 0.0 23.1 0.0 0.3 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 : 26: 11 13 4 . . 0 . 0 . 0 0:
Old : 26: 11 13 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 : 59.7 72.5 86.0 91.0 53.9 52.8 69.8 69.6
Old : 59.7 72.5 86.0 91.0 53.9 52.8 69.8 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, June 4, 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 : 38,256: 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924: 0 0
Old : 38,256: 22,401 18,326 1,408 2,107 4,992 4,055 0 2,220 256 7,687 2,924: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 5,434: -482 -1,066 1,408 -6,106 4,992 110 0 -110 -411 7,687 37: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6: 0.0 0.0
Old : 100.0: 58.6 47.9 3.7 5.5 13.0 10.6 0.0 5.8 0.7 20.1 7.6: 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 : 26: 15 11 . . . . 0 . . . .:
Old : 26: 15 11 . . . . 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 : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
Old : 51.7 68.4 80.7 87.8 36.9 52.9 60.3 62.5
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, June 4, 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 : 24,037: 20,621 18,454 740 2,477 1,275 0 0 0 0 940 592: 809 299
Old : 24,037: 20,621 18,454 740 2,477 1,275 0 0 0 0 940 592: 809 299
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -36: 52 42 0 -78 0 0 0 0 0 88 -88: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 76.8 3.1 10.3 5.3 0.0 0.0 0.0 0.0 3.9 2.5: 3.4 1.2
Old : 100.0: 85.8 76.8 3.1 10.3 5.3 0.0 0.0 0.0 0.0 3.9 2.5: 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 : 23: 13 13 . . . 0 0 0 0 . .:
Old : 23: 13 13 . . . 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 : 54.2 56.8 78.7 82.9 47.1 54.7 66.0 70.4
Old : 54.2 56.8 78.7 82.9 47.1 54.7 66.0 70.4
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, June 4, 2013
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 33,125: 30,283 25,343 962 5,010 1,732 0 0 0 0 1,040 0: 148 0
Old : 33,125: 30,283 25,343 962 5,010 1,732 0 0 0 0 1,040 0: 148 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -2,657: -1,475 -1,284 -374 -577 -786 0 0 0 0 -10 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 76.5 2.9 15.1 5.2 0.0 0.0 0.0 0.0 3.1 0.0: 0.4 0.0
Old : 100.0: 91.4 76.5 2.9 15.1 5.2 0.0 0.0 0.0 0.0 3.1 0.0: 0.4 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 15 . 4 4 0 0 0 0 . 0:
Old : 29: 16 15 . 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 : 49.3 63.3 79.1 84.3 42.8 46.5 63.9 61.2
Old : 49.3 63.3 79.1 84.3 42.8 46.5 63.9 61.2
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, June 4, 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 : 438,725: 260,822 368,158 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552: 0 0
Old : 438,725: 260,822 368,158 120,246 41,535 0 17,587 0 23,480 11,038 0 5,552: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -39,592: -28,224 -33,712 -7,448 -5,880 0 -1,176 0 0 -2,744 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 83.9 27.4 9.5 0.0 4.0 0.0 5.4 2.5 0.0 1.3: 0.0 0.0
Old : 100.0: 59.4 83.9 27.4 9.5 0.0 4.0 0.0 5.4 2.5 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 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 : 57.8 64.8 78.0 84.9 41.0 47.1 53.4 58.8
Old : 57.8 64.8 78.0 84.9 41.0 47.1 53.4 58.8
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, June 4, 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 : 889,282: 687,762 605,327 80,918 93,600 97,282 0 69,753 23,320 0 0 0: 0 0
Old : 889,282: 687,762 605,327 80,918 93,600 97,282 0 69,753 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 28, 2013 :
: -36,689: -28,457 -23,787 -8,232 0 0 0 -12,902 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 68.1 9.1 10.5 10.9 0.0 7.8 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.3 68.1 9.1 10.5 10.9 0.0 7.8 2.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . . . 0 . . 0 0 0:
Old : 27: 15 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 : 52.4 53.6 77.3 78.2 31.6 27.7 43.9 42.2
Old : 52.4 53.6 77.3 78.2 31.6 27.7 43.9 42.2
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, June 4, 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 : 1,022,799: 543,689 528,697 106,748 94,821 53,081 263,005 0 0 51,538 341,462 4,738: 0 0
Old : 1,022,799: 543,689 528,697 106,748 94,821 53,081 263,005 0 0 51,538 341,462 4,738: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 102,208: -13,016 -46,648 -7,840 10,504 -1,568 128,160 0 0 -784 142,664 -2,744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 51.7 10.4 9.3 5.2 25.7 0.0 0.0 5.0 33.4 0.5: 0.0 0.0
Old : 100.0: 53.2 51.7 10.4 9.3 5.2 25.7 0.0 0.0 5.0 33.4 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 : 27: 11 11 . . 4 . 0 0 . . .:
Old : 27: 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 : 61.5 66.8 81.9 87.7 61.5 62.2 79.3 77.9
Old : 61.5 66.8 81.9 87.7 61.5 62.2 79.3 77.9
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, June 4, 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 : 269,270: 194,465 259,345 26,289 9,925 0 0 0 0 48,516 0 0: 0 0
Old : 269,270: 194,465 259,345 26,289 9,925 0 0 0 0 48,516 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: 22,544: -10,192 35,824 -392 -3,920 0 0 0 0 42,488 0 -9,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 96.3 9.8 3.7 0.0 0.0 0.0 0.0 18.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.2 96.3 9.8 3.7 0.0 0.0 0.0 0.0 18.0 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 : 20: 11 13 . . 0 0 0 0 . 0 0:
Old : 20: 11 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 : 59.8 70.2 91.0 92.7 59.8 64.9 79.5 78.4
Old : 59.8 70.2 91.0 92.7 59.8 64.9 79.5 78.4
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, June 4, 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 : 324,932: 266,290 191,462 24,548 50,761 34,094 0 0 0 0 48,615 0: 0 0
Old : 324,932: 266,290 191,462 24,548 50,761 34,094 0 0 0 0 48,615 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -20,288: -1,272 -5,392 -16,664 -392 -2,352 0 0 0 0 -12,152 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 58.9 7.6 15.6 10.5 0.0 0.0 0.0 0.0 15.0 0.0: 0.0 0.0
Old : 100.0: 82.0 58.9 7.6 15.6 10.5 0.0 0.0 0.0 0.0 15.0 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: 15 15 . 4 . 0 0 0 0 . 0:
Old : 31: 15 15 . 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 : 41.8 41.2 69.6 66.4 32.6 33.0 48.7 47.7
Old : 41.8 41.2 69.6 66.4 32.6 33.0 48.7 47.7
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, June 4, 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 : 399,352: 203,920 283,888 112,576 18,768 82,856 0 13,840 0 0 0 0: 0 0
Old : 399,352: 203,920 283,888 112,576 18,768 82,856 0 13,840 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 28, 2013 :
: 47,280: -25,112 65,712 65,776 -25,048 6,616 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 71.1 28.2 4.7 20.7 0.0 3.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 51.1 71.1 28.2 4.7 20.7 0.0 3.5 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 10 . . . 0 . 0 0 0 0:
Old : 21: 12 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 : 67.9 67.0 88.7 89.7 44.7 54.4 65.0 68.7
Old : 67.9 67.0 88.7 89.7 44.7 54.4 65.0 68.7
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, June 4, 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 : 4,856: 1,644 3,971 2,154 0 726 122 0 30 55 0 117: 8 12
Old : 4,856: 1,644 3,971 2,154 0 726 122 0 30 55 0 117: 8 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -104: -88 -38 6 0 -38 17 0 -10 7 -16 1: 2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 81.8 44.4 0.0 14.9 2.5 0.0 0.6 1.1 0.0 2.4: 0.2 0.2
Old : 100.0: 33.9 81.8 44.4 0.0 14.9 2.5 0.0 0.6 1.1 0.0 2.4: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 6 0 6 . 0 . . 0 .:
Old : 23: 12 13 6 0 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 54.5 80.4 78.3 42.9 47.0 54.4 56.7
Old : 57.7 54.5 80.4 78.3 42.9 47.0 54.4 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013