PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 159,944: 83,754 102,204 12,282 21,719 13,932 20,714 1,058 16,708 7,537 44 3,655: 1,362 624
Old : 159,944: 83,754 102,204 12,282 21,719 13,932 20,714 1,058 16,708 7,537 44 3,655: 1,362 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 2,647: 1,731 1,384 934 -102 885 -718 365 631 -579 44 -16: -221 -544
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 63.9 7.7 13.6 8.7 13.0 0.7 10.4 4.7 0.0 2.3: 0.9 0.4
Old : 100.0: 52.4 63.9 7.7 13.6 8.7 13.0 0.7 10.4 4.7 0.0 2.3: 0.9 0.4
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 : 77: 40 38 6 9 9 6 . 4 7 . 7:
Old : 77: 40 38 6 9 9 6 . 4 7 . 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 : 31.4 41.1 49.3 61.9 24.1 39.7 35.2 50.9
Old : 31.4 41.1 49.3 61.9 24.1 39.7 35.2 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 67,658: 53,676 43,668 3,907 14,170 6,813 246 204 2,339 208 0 464: 5 0
Old : 67,658: 53,676 43,668 3,907 14,170 6,813 246 204 2,339 208 0 464: 5 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -369: -749 461 1 -1,313 660 -127 79 -256 73 -29 29: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 64.5 5.8 20.9 10.1 0.4 0.3 3.5 0.3 0.0 0.7: 0.0 0.0
Old : 100.0: 79.3 64.5 5.8 20.9 10.1 0.4 0.3 3.5 0.3 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 24 . 4 6 . . . . 0 .:
Old : 40: 23 24 . 4 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 54.6 70.4 73.1 38.9 38.3 52.7 52.3
Old : 46.3 54.6 70.4 73.1 38.9 38.3 52.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 581,916: 488,878 371,224 1,616 119,098 81,110 0 8,853 1,000 8,361 0 631: 320 0
Old : 581,916: 488,878 371,224 1,616 119,098 81,110 0 8,853 1,000 8,361 0 631: 320 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 14,953: -19,219 21,606 960 -29,441 30,444 0 -8,976 1,000 1,128 0 320: 320 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 63.8 0.3 20.5 13.9 0.0 1.5 0.2 1.4 0.0 0.1: 0.1 0.0
Old : 100.0: 84.0 63.8 0.3 20.5 13.9 0.0 1.5 0.2 1.4 0.0 0.1: 0.1 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 : 40: 22 23 . 4 . 0 . . 4 0 .:
Old : 40: 22 23 . 4 . 0 . . 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 : 52.9 56.0 75.9 75.5 46.8 42.3 57.9 54.6
Old : 52.9 56.0 75.9 75.5 46.8 42.3 57.9 54.6
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 OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,652,524: 996,490 1,233,865 252,726 107,732 196,097 100,527 0 90,780 7,846 16,016 8,034: 24 0
Old : 1,652,524: 996,490 1,233,865 252,726 107,732 196,097 100,527 0 90,780 7,846 16,016 8,034: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 32,883: 26,284 32,952 -15,617 -14,880 22,617 1,046 0 -1,937 383 -5,937 876: -769 -808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 74.7 15.3 6.5 11.9 6.1 0.0 5.5 0.5 1.0 0.5: 0.0 0.0
Old : 100.0: 60.3 74.7 15.3 6.5 11.9 6.1 0.0 5.5 0.5 1.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 36 28 6 . 9 6 0 6 . . .:
Old : 60: 36 28 6 . 9 6 0 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 : 41.6 47.9 61.1 70.5 25.2 42.4 39.8 53.7
Old : 41.6 47.9 61.1 70.5 25.2 42.4 39.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 116,834: 81,727 80,165 9,500 12,435 20,987 1,252 0 2,774 124 0 444: 26 29
Old : 116,834: 81,727 80,165 9,500 12,435 20,987 1,252 0 2,774 124 0 444: 26 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -6,026: -3,276 -5,488 40 1,972 -1,855 -603 0 -382 124 -197 -74: 0 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 68.6 8.1 10.6 18.0 1.1 0.0 2.4 0.1 0.0 0.4: 0.0 0.0
Old : 100.0: 70.0 68.6 8.1 10.6 18.0 1.1 0.0 2.4 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 : 46: 26 29 4 5 7 . 0 . . 0 .:
Old : 46: 26 29 4 5 7 . 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 : 48.6 40.0 67.7 63.5 34.9 28.7 42.1 37.8
Old : 48.6 40.0 67.7 63.5 34.9 28.7 42.1 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 544,426: 400,266 373,222 117,056 131,870 26,456 0 10,632 0 0 1,598 648: 0 0
Old : 544,426: 400,266 373,222 117,056 131,870 26,456 0 10,632 0 0 1,598 648: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -31,751: -12,002 -30,599 -20,832 -630 1,083 0 -1,284 0 0 -321 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 68.6 21.5 24.2 4.9 0.0 2.0 0.0 0.0 0.3 0.1: 0.0 0.0
Old : 100.0: 73.5 68.6 21.5 24.2 4.9 0.0 2.0 0.0 0.0 0.3 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 : 33: 20 18 . 4 . 0 . 0 0 . .:
Old : 33: 20 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 : 66.9 58.0 88.0 78.3 47.7 44.0 60.5 55.0
Old : 66.9 58.0 88.0 78.3 47.7 44.0 60.5 55.0
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 59,620: 25,241 19,386 1,758 30,463 5,562 21,830 260 2,334 716 360 182: 1,997 1,073
Old : 59,620: 25,241 19,386 1,758 30,463 5,562 21,830 260 2,334 716 360 182: 1,997 1,073
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 902: 148 -1,141 216 823 1,096 -64 0 -278 -120 360 -120: 24 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 32.5 2.9 51.1 9.3 36.6 0.4 3.9 1.2 0.6 0.3: 3.3 1.8
Old : 100.0: 42.3 32.5 2.9 51.1 9.3 36.6 0.4 3.9 1.2 0.6 0.3: 3.3 1.8
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 : 40: 23 17 . 7 9 . . . . . .:
Old : 40: 23 17 . 7 9 . . . . . .:
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 63.8 68.7 79.0 48.5 53.5 56.0 62.9
Old : 54.4 63.8 68.7 79.0 48.5 53.5 56.0 62.9
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 16,467: 10,493 11,184 1,579 1,272 1,108 140 204 1,702 0 546 30: 1,415 421
Old : 16,467: 10,493 11,184 1,579 1,272 1,108 140 204 1,702 0 546 30: 1,415 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 1,083: 346 586 0 288 20 -60 -320 500 0 -12 6: 271 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 67.9 9.6 7.7 6.7 0.9 1.2 10.3 0.0 3.3 0.2: 8.6 2.6
Old : 100.0: 63.7 67.9 9.6 7.7 6.7 0.9 1.2 10.3 0.0 3.3 0.2: 8.6 2.6
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 : 32: 17 17 . 4 4 . . . 0 . .:
Old : 32: 17 17 . 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 : 49.3 44.2 71.2 62.1 48.1 37.6 58.8 50.6
Old : 49.3 44.2 71.2 62.1 48.1 37.6 58.8 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,828: 6,850 6,514 0 1,805 456 102 720 540 485 0 8: 2,387 785
Old : 10,828: 6,850 6,514 0 1,805 456 102 720 540 485 0 8: 2,387 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 206: 326 86 0 120 -120 -120 0 120 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 60.2 0.0 16.7 4.2 0.9 6.6 5.0 4.5 0.0 0.1: 22.0 7.2
Old : 100.0: 63.3 60.2 0.0 16.7 4.2 0.9 6.6 5.0 4.5 0.0 0.1: 22.0 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 0 4 . . . . . 0 .:
Old : 22: 13 12 0 4 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 48.6 58.8 73.4 28.5 37.1 41.2 55.8
Old : 36.5 48.6 58.8 73.4 28.5 37.1 41.2 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,085: 5,692 7,450 1,014 1,815 1,313 120 662 104 3,112 0 0: 730 741
Old : 12,085: 5,692 7,450 1,014 1,815 1,313 120 662 104 3,112 0 0: 730 741
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 139: 430 -96 0 72 0 -480 224 16 312 0 0: -139 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 61.6 8.4 15.0 10.9 1.0 5.5 0.9 25.8 0.0 0.0: 6.0 6.1
Old : 100.0: 47.1 61.6 8.4 15.0 10.9 1.0 5.5 0.9 25.8 0.0 0.0: 6.0 6.1
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 : 23: 11 14 . . . . . . . 0 0:
Old : 23: 11 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 43.2 81.9 67.7 53.1 29.2 61.4 49.7
Old : 58.7 43.2 81.9 67.7 53.1 29.2 61.4 49.7
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,525: 17,194 11,864 2,574 8,721 2,962 2,248 2,820 120 1,034 0 142: 2,251 1,896
Old : 28,525: 17,194 11,864 2,574 8,721 2,962 2,248 2,820 120 1,034 0 142: 2,251 1,896
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 488: 356 1,218 0 48 -48 328 -360 120 0 0 0: -268 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 41.6 9.0 30.6 10.4 7.9 9.9 0.4 3.6 0.0 0.5: 7.9 6.6
Old : 100.0: 60.3 41.6 9.0 30.6 10.4 7.9 9.9 0.4 3.6 0.0 0.5: 7.9 6.6
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 : 29: 18 17 . . 6 . . . . 0 .:
Old : 29: 18 17 . . 6 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 54.1 58.6 75.9 23.9 47.8 38.7 56.3
Old : 38.3 54.1 58.6 75.9 23.9 47.8 38.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,069: 4,089 6,763 150 1,760 364 4,830 0 578 0 0 0: 1,058 1,604
Old : 11,069: 4,089 6,763 150 1,760 364 4,830 0 578 0 0 0: 1,058 1,604
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 70: 226 297 0 -30 0 60 0 -60 0 0 0: -156 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 61.1 1.4 15.9 3.3 43.6 0.0 5.2 0.0 0.0 0.0: 9.6 14.5
Old : 100.0: 36.9 61.1 1.4 15.9 3.3 43.6 0.0 5.2 0.0 0.0 0.0: 9.6 14.5
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 : 22: 15 14 . . 4 . 0 . 0 0 0:
Old : 22: 15 14 . . 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 : 61.7 44.7 75.1 65.2 58.4 40.3 65.0 56.2
Old : 61.7 44.7 75.1 65.2 58.4 40.3 65.0 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,492: 7,289 4,148 362 4,399 830 0 1,636 150 2,900 0 32: 929 1,297
Old : 12,492: 7,289 4,148 362 4,399 830 0 1,636 150 2,900 0 32: 929 1,297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 33.2 2.9 35.2 6.6 0.0 13.1 1.2 23.2 0.0 0.3: 7.4 10.4
Old : 100.0: 58.3 33.2 2.9 35.2 6.6 0.0 13.1 1.2 23.2 0.0 0.3: 7.4 10.4
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 : 21: 12 11 . . 4 0 . . . 0 .:
Old : 21: 12 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 : 57.9 60.3 77.2 81.3 48.8 50.9 58.3 59.6
Old : 57.9 60.3 77.2 81.3 48.8 50.9 58.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,810: 9,438 6,714 804 1,691 918 0 1,332 550 0 654 24: 1,076 927
Old : 12,810: 9,438 6,714 804 1,691 918 0 1,332 550 0 654 24: 1,076 927
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 126: 46 -316 0 0 0 0 72 0 0 36 -12: 92 346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 52.4 6.3 13.2 7.2 0.0 10.4 4.3 0.0 5.1 0.2: 8.4 7.2
Old : 100.0: 73.7 52.4 6.3 13.2 7.2 0.0 10.4 4.3 0.0 5.1 0.2: 8.4 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 12 . 4 4 0 . . 0 . .:
Old : 26: 17 12 . 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 : 50.7 40.6 70.7 65.4 45.3 25.3 59.1 44.3
Old : 50.7 40.6 70.7 65.4 45.3 25.3 59.1 44.3
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 67,432: 62,272 55,666 2,589 9,216 2,550 0 0 0 0 0 0: 21 0
Old : 67,432: 62,272 55,666 2,589 9,216 2,550 0 0 0 0 0 0: 21 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,185: 4,185 4,080 0 105 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 82.6 3.8 13.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.3 82.6 3.8 13.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 14 . . . 0 0 0 0 0 0:
Old : 28: 17 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 81.3 84.1 96.5 68.6 77.2 83.2 91.3
Old : 68.9 81.3 84.1 96.5 68.6 77.2 83.2 91.3
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,070,857: 975,209 867,286 42,984 150,907 52,664 0 0 0 0 0 0: 0 0
Old : 1,070,857: 975,209 867,286 42,984 150,907 52,664 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: December 6, 2011 :
: 41,327: 41,327 40,975 0 352 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 81.0 4.0 14.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.1 81.0 4.0 14.1 4.9 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 : 28: 17 13 . 4 . 0 0 0 0 0 0:
Old : 28: 17 13 . 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 : 70.7 83.0 88.3 94.3 68.5 78.6 84.0 86.9
Old : 70.7 83.0 88.3 94.3 68.5 78.6 84.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 315,637: 314,821 214,048 816 101,589 0 0 0 0 0 0 0: 0 0
Old : 315,637: 314,821 214,048 816 101,589 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 99.7 67.8 0.3 32.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.7 67.8 0.3 32.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . . 0 0 0 0 0 0 0:
Old : 20: 10 8 . . 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 : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6
Old : 74.4 74.6 97.7 95.9 59.5 67.9 81.5 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 35,907: 23,743 22,625 10,240 11,358 1,924 0 0 0 0 0 0: 0 0
Old : 35,907: 23,743 22,625 10,240 11,358 1,924 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: December 6, 2011 :
: 210: 0 210 0 -210 210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 63.0 28.5 31.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 66.1 63.0 28.5 31.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . . 0 0 0 0 0 0:
Old : 23: 11 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 : 60.2 75.1 88.1 94.5 60.2 75.1 82.9 88.5
Old : 60.2 75.1 88.1 94.5 60.2 75.1 82.9 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 659,481: 438,936 415,769 187,440 210,607 33,105 0 0 0 0 0 0: 0 0
Old : 659,481: 438,936 415,769 187,440 210,607 33,105 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: December 6, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 63.0 28.4 31.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 66.6 63.0 28.4 31.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . . . 0 0 0 0 0 0:
Old : 22: 11 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8
Old : 58.6 75.6 89.7 97.3 58.6 74.9 83.7 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 124,113: 72,424 106,964 49,871 15,691 1,458 0 0 0 105 0 0: 255 0
Old : 124,113: 72,424 106,964 49,871 15,691 1,458 0 0 0 105 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 4,974: 5,184 4,974 -210 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 86.2 40.2 12.6 1.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.2 0.0
Old : 100.0: 58.4 86.2 40.2 12.6 1.2 0.0 0.0 0.0 0.1 0.0 0.0: 0.2 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: 13 24 . . . 0 0 0 . 0 0:
Old : 38: 13 24 . . . 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 : 60.9 39.7 85.8 61.4 60.0 39.7 80.7 61.3
Old : 60.9 39.7 85.8 61.4 60.0 39.7 80.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,006,078: 1,092,064 1,720,265 881,818 257,697 28,116 0 0 0 4,080 0 0: 0 0
Old : 2,006,078: 1,092,064 1,720,265 881,818 257,697 28,116 0 0 0 4,080 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 54.4 85.8 44.0 12.8 1.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 54.4 85.8 44.0 12.8 1.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 12 22 4 4 . 0 0 0 . 0 0:
Old : 39: 12 22 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 : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7
Old : 65.8 47.1 87.6 70.7 63.3 47.1 83.3 70.7
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 60,235: 38,388 39,215 6,964 6,387 2,871 2,214 3,070 8,136 1,275 169 387: 0 0
Old : 60,235: 38,388 39,215 6,964 6,387 2,871 2,214 3,070 8,136 1,275 169 387: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 11,131: 3,716 2,701 0 510 0 1,910 2,670 5,250 0 -255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 65.1 11.6 10.6 4.8 3.7 5.1 13.5 2.1 0.3 0.6: 0.0 0.0
Old : 100.0: 63.7 65.1 11.6 10.6 4.8 3.7 5.1 13.5 2.1 0.3 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 : 37: 22 16 5 . 4 . . . . . .:
Old : 37: 22 16 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 : 40.9 48.7 60.0 78.1 34.1 43.6 50.8 63.0
Old : 40.9 48.7 60.0 78.1 34.1 43.6 50.8 63.0
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,176,038: 910,379 552,839 44,427 403,844 160,395 14,112 37,365 0 27,170 2,040 19,555: 0 0
Old : 1,176,038: 910,379 552,839 44,427 403,844 160,395 14,112 37,365 0 27,170 2,040 19,555: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -6,384: -6,384 -11,064 -6,879 7,161 -2,481 0 0 0 3,770 -5,590 5,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 47.0 3.8 34.3 13.6 1.2 3.2 0.0 2.3 0.2 1.7: 0.0 0.0
Old : 100.0: 77.4 47.0 3.8 34.3 13.6 1.2 3.2 0.0 2.3 0.2 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 16 . 5 5 . . 0 . . .:
Old : 37: 22 16 . 5 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 : 40.6 57.2 60.3 76.9 39.8 50.1 56.4 67.5
Old : 40.6 57.2 60.3 76.9 39.8 50.1 56.4 67.5
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,399: 47,326 36,779 1,890 11,413 2,162 0 381 0 0 409 0: 21 255
Old : 51,399: 47,326 36,779 1,890 11,413 2,162 0 381 0 0 409 0: 21 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 92.1 71.6 3.7 22.2 4.2 0.0 0.7 0.0 0.0 0.8 0.0: 0.0 0.5
Old : 100.0: 92.1 71.6 3.7 22.2 4.2 0.0 0.7 0.0 0.0 0.8 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 13 . 4 . 0 . 0 0 . 0:
Old : 27: 17 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 : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4
Old : 59.2 68.6 80.4 86.7 55.0 60.9 71.7 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,962: 20,570 10,682 3,888 8,970 210 0 4,806 294 0 0 0: 0 0
Old : 24,962: 20,570 10,682 3,888 8,970 210 0 4,806 294 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 82.4 42.8 15.6 35.9 0.8 0.0 19.3 1.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.4 42.8 15.6 35.9 0.8 0.0 19.3 1.2 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 : 20: 10 7 . . . 0 . . 0 0 0:
Old : 20: 10 7 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3
Old : 83.4 83.5 95.1 99.2 83.4 79.4 94.3 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 55,401: 33,242 47,541 19,084 5,100 210 2,550 2,340 210 0 0 0: 105 0
Old : 55,401: 33,242 47,541 19,084 5,100 210 2,550 2,340 210 0 0 0: 105 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 6,630: 6,630 6,630 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 85.8 34.4 9.2 0.4 4.6 4.2 0.4 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 60.0 85.8 34.4 9.2 0.4 4.6 4.2 0.4 0.0 0.0 0.0: 0.2 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: 14 16 . . . . . . 0 0 0:
Old : 30: 14 16 . . . . . . 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 49.5 91.6 67.9 53.5 34.9 65.0 53.3
Old : 73.4 49.5 91.6 67.9 53.5 34.9 65.0 53.3
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 42,208: 10,936 21,402 9,291 17,595 441 1,265 0 2,560 17,250 0 210: 255 0
Old : 42,208: 10,936 21,402 9,291 17,595 441 1,265 0 2,560 17,250 0 210: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 762: 762 762 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 50.7 22.0 41.7 1.0 3.0 0.0 6.1 40.9 0.0 0.5: 0.6 0.0
Old : 100.0: 25.9 50.7 22.0 41.7 1.0 3.0 0.0 6.1 40.9 0.0 0.5: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 12 . . . . 0 . . 0 .:
Old : 22: 9 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 : 79.5 83.2 95.7 94.4 74.2 80.3 84.1 86.7
Old : 79.5 83.2 95.7 94.4 74.2 80.3 84.1 86.7
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 17,713: 10,966 10,768 3,644 3,872 1,530 0 1,179 21 765 88 0: 787 255
Old : 17,713: 10,966 10,768 3,644 3,872 1,530 0 1,179 21 765 88 0: 787 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 61.9 60.8 20.6 21.9 8.6 0.0 6.7 0.1 4.3 0.5 0.0: 4.4 1.4
Old : 100.0: 61.9 60.8 20.6 21.9 8.6 0.0 6.7 0.1 4.3 0.5 0.0: 4.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . . . 0 . . . . 0:
Old : 24: 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 : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9
Old : 54.5 53.8 74.9 80.0 45.9 48.6 64.7 71.9
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 915,333: 851,650 585,071 0 254,053 39,059 23,400 2,040 0 0 33,886 1,224: 0 0
Old : 915,333: 851,650 585,071 0 254,053 39,059 23,400 2,040 0 0 33,886 1,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 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: 93.0 63.9 0.0 27.8 4.3 2.6 0.2 0.0 0.0 3.7 0.1: 0.0 0.0
Old : 100.0: 93.0 63.9 0.0 27.8 4.3 2.6 0.2 0.0 0.0 3.7 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 : 31: 18 16 0 5 . . . 0 0 . .:
Old : 31: 18 16 0 5 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0
Old : 58.9 71.2 79.5 88.4 44.6 56.5 59.4 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 977,452: 449,525 777,244 383,352 151,368 48,840 95,735 0 0 0 0 0: 0 0
Old : 977,452: 449,525 777,244 383,352 151,368 48,840 95,735 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: December 6, 2011 :
: 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: 46.0 79.5 39.2 15.5 5.0 9.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 46.0 79.5 39.2 15.5 5.0 9.8 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 : 26: 13 14 . . . . 0 0 0 0 0:
Old : 26: 13 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 : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8
Old : 72.3 78.0 91.3 92.4 60.0 62.0 71.8 72.8
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 - Futures Only, December 13, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 119,845: 117,411 75,664 816 40,523 1,618 0 0 0 0 2,040 0: 0 0
Old : 119,845: 117,411 75,664 816 40,523 1,618 0 0 0 0 2,040 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 63.1 0.7 33.8 1.4 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 98.0 63.1 0.7 33.8 1.4 0.0 0.0 0.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . . 0 0 0 0 . 0:
Old : 20: 9 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 : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9
Old : 79.2 76.0 98.0 96.9 79.2 73.0 94.6 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011