CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,550 TONS) :
: : Positions :
All : 7,745: 5,225 5,645 0 1,050 75 825 0 60 939 0 168: 453 747
Old : 7,745: 5,225 5,645 0 1,050 75 825 0 60 939 0 168: 453 747
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -245: -335 -375 0 -45 45 90 0 0 15 0 -45: -15 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 72.9 0.0 13.6 1.0 10.7 0.0 0.8 12.1 0.0 2.2: 5.8 9.6
Old : 100.0: 67.5 72.9 0.0 13.6 1.0 10.7 0.0 0.8 12.1 0.0 2.2: 5.8 9.6
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 : 24: 14 15 0 . . . 0 . 4 0 .:
Old : 24: 14 15 0 . . . 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 : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6
Old : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 27,111: 7,918 6,788 1,160 1,212 2,378 710 3,999 1,510 8,150 5,649 5,085: 200 490
Old : 27,111: 7,918 6,788 1,160 1,212 2,378 710 3,999 1,510 8,150 5,649 5,085: 200 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -348: -1,212 556 -173 161 263 315 -115 -425 787 -696 352: -255 -444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 25.0 4.3 4.5 8.8 2.6 14.8 5.6 30.1 20.8 18.8: 0.7 1.8
Old : 100.0: 29.2 25.0 4.3 4.5 8.8 2.6 14.8 5.6 30.1 20.8 18.8: 0.7 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 : 38: 9 9 . . . . . 4 10 11 14:
Old : 38: 9 9 . . . . . 4 10 11 14:
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 : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8
Old : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,950: 2,085 3,535 410 675 225 200 95 1,560 4,645 2,795 1,420: 405 645
Old : 10,950: 2,085 3,535 410 675 225 200 95 1,560 4,645 2,795 1,420: 405 645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -955: -1,270 515 -15 15 -40 30 -1,710 300 15 -75 -240: 265 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 32.3 3.7 6.2 2.1 1.8 0.9 14.2 42.4 25.5 13.0: 3.7 5.9
Old : 100.0: 19.0 32.3 3.7 6.2 2.1 1.8 0.9 14.2 42.4 25.5 13.0: 3.7 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: 6 8 . . . . . . 6 9 12:
Old : 29: 6 8 . . . . . . 6 9 12:
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 : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5
Old : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 165,785: 86,286 120,485 19,766 8,822 13,848 15,415 1,122 12,570 9,941 1,571 6,966: 993 401
Old : 165,785: 86,286 120,485 19,766 8,822 13,848 15,415 1,122 12,570 9,941 1,571 6,966: 993 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 1,319: 583 -1,763 -443 130 2,911 -1,138 698 -17 263 0 -659: -181 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 72.7 11.9 5.3 8.4 9.3 0.7 7.6 6.0 0.9 4.2: 0.6 0.2
Old : 100.0: 52.0 72.7 11.9 5.3 8.4 9.3 0.7 7.6 6.0 0.9 4.2: 0.6 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 : 82: 45 39 5 7 8 6 . 5 12 . 8:
Old : 82: 45 39 5 7 8 6 . 5 12 . 8:
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 : 26.8 39.2 44.5 57.1 21.4 33.1 32.5 42.9
Old : 26.8 39.2 44.5 57.1 21.4 33.1 32.5 42.9
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 61,825: 43,725 50,171 10,719 3,577 5,352 0 806 1,644 256 146 129: 0 0
Old : 61,825: 43,725 50,171 10,719 3,577 5,352 0 806 1,644 256 146 129: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,096: -1,466 -192 1,014 -232 -670 0 155 -282 256 73 52: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 81.2 17.3 5.8 8.7 0.0 1.3 2.7 0.4 0.2 0.2: 0.0 0.0
Old : 100.0: 70.7 81.2 17.3 5.8 8.7 0.0 1.3 2.7 0.4 0.2 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 : 34: 19 22 . . 5 0 . . . . .:
Old : 34: 19 22 . . 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 : 56.3 49.2 76.7 69.2 54.3 45.6 64.9 57.5
Old : 56.3 49.2 76.7 69.2 54.3 45.6 64.9 57.5
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 507,213: 424,179 357,615 31,422 88,136 49,036 0 9,122 1,961 0 728 615: 0 0
Old : 507,213: 424,179 357,615 31,422 88,136 49,036 0 9,122 1,961 0 728 615: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -18,535: -16,374 -18,470 941 4,029 -2,403 0 642 -642 -16 -1,650 -41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 70.5 6.2 17.4 9.7 0.0 1.8 0.4 0.0 0.1 0.1: 0.0 0.0
Old : 100.0: 83.6 70.5 6.2 17.4 9.7 0.0 1.8 0.4 0.0 0.1 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 : 35: 20 24 . . 4 0 . . 0 . .:
Old : 35: 20 24 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 56.1 83.9 73.6 49.1 50.4 61.6 58.7
Old : 58.6 56.1 83.9 73.6 49.1 50.4 61.6 58.7
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,695,992: 1,089,556 1,362,839 203,863 168,104 71,446 223,232 37,474 22,010 59,838 8,072 26,047: 0 0
Old : 1,695,992: 1,089,556 1,362,839 203,863 168,104 71,446 223,232 37,474 22,010 59,838 8,072 26,047: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -18,500: 5,198 -69,436 -2,897 12,517 7,369 -37,287 26,985 -4,707 3,356 -1,696 10,468: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 80.4 12.0 9.9 4.2 13.2 2.2 1.3 3.5 0.5 1.5: 0.0 0.0
Old : 100.0: 64.2 80.4 12.0 9.9 4.2 13.2 2.2 1.3 3.5 0.5 1.5: 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 : 61: 35 38 4 5 5 . . . 4 . 5:
Old : 61: 35 38 4 5 5 . . . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 55.9 59.8 68.7 39.7 50.7 56.1 61.1
Old : 41.9 55.9 59.8 68.7 39.7 50.7 56.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 71,870: 52,739 53,463 4,226 3,297 11,211 0 77 3,281 179 307 234: 0 0
Old : 71,870: 52,739 53,463 4,226 3,297 11,211 0 77 3,281 179 307 234: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 603: 632 691 36 -261 11 0 -73 -100 -54 257 78: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 74.4 5.9 4.6 15.6 0.0 0.1 4.6 0.2 0.4 0.3: 0.0 0.0
Old : 100.0: 73.4 74.4 5.9 4.6 15.6 0.0 0.1 4.6 0.2 0.4 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 : 46: 29 29 . 5 5 0 . . . . .:
Old : 46: 29 29 . 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 : 36.9 39.9 58.2 61.8 23.2 29.4 36.0 37.8
Old : 36.9 39.9 58.2 61.8 23.2 29.4 36.0 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 FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 460,551: 286,151 383,593 147,409 68,773 7,204 13,957 0 981 4,849 0 0: 0 0
Old : 460,551: 286,151 383,593 147,409 68,773 7,204 13,957 0 981 4,849 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 2,479: 2,388 1,578 -2,953 608 -688 1,438 0 981 1,313 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 83.3 32.0 14.9 1.6 3.0 0.0 0.2 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 62.1 83.3 32.0 14.9 1.6 3.0 0.0 0.2 1.1 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: 16 18 . . . . 0 . . 0 0:
Old : 31: 16 18 . . . . 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 68.3 79.2 88.9 51.1 62.6 70.7 79.4
Old : 56.2 68.3 79.2 88.9 51.1 62.6 70.7 79.4
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 54,652: 41,615 13,073 568 30,202 4,684 140 1,857 2,947 3,438 799 60: 1,200 1,030
Old : 54,652: 41,615 13,073 568 30,202 4,684 140 1,857 2,947 3,438 799 60: 1,200 1,030
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -4,560: -2,737 -3,978 -152 534 -32 -140 -211 -967 -50 449 -339: -143 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 23.9 1.0 55.3 8.6 0.3 3.4 5.4 6.3 1.5 0.1: 2.2 1.9
Old : 100.0: 76.1 23.9 1.0 55.3 8.6 0.3 3.4 5.4 6.3 1.5 0.1: 2.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 22 . 5 6 . . . . . .:
Old : 41: 24 22 . 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 : 47.1 56.1 68.5 77.2 41.1 48.3 56.0 63.1
Old : 47.1 56.1 68.5 77.2 41.1 48.3 56.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS 0F 400 MEGAWATT HOURS) :
: : Positions :
All : 6,098: 4,450 5,135 844 564 64 0 0 0 84 0 0: 656 335
Old : 6,098: 4,450 5,135 844 564 64 0 0 0 84 0 0: 656 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 84.2 13.8 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 10.8 5.5
Old : 100.0: 73.0 84.2 13.8 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 10.8 5.5
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 13 . . . 0 0 0 . 0 0:
Old : 20: 13 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 : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4
Old : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,746: 7,259 9,136 1,001 690 1,526 1,270 0 1,456 0 294 120: 1,114 524
Old : 13,746: 7,259 9,136 1,001 690 1,526 1,270 0 1,456 0 294 120: 1,114 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,009: -698 -913 -171 30 -24 -96 0 36 0 8 -8: -48 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 66.5 7.3 5.0 11.1 9.2 0.0 10.6 0.0 2.1 0.9: 8.1 3.8
Old : 100.0: 52.8 66.5 7.3 5.0 11.1 9.2 0.0 10.6 0.0 2.1 0.9: 8.1 3.8
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 : 27: 16 13 . . 4 . 0 . 0 . .:
Old : 27: 16 13 . . 4 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 54.1 74.1 77.7 42.1 47.9 55.6 60.7
Old : 48.6 54.1 74.1 77.7 42.1 47.9 55.6 60.7
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,652: 5,940 3,218 104 1,322 194 0 1,544 0 0 0 0: 1,414 1,374
Old : 7,652: 5,940 3,218 104 1,322 194 0 1,544 0 0 0 0: 1,414 1,374
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -450: -620 -372 54 -102 -30 0 214 -124 0 0 0: 270 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 42.1 1.4 17.3 2.5 0.0 20.2 0.0 0.0 0.0 0.0: 18.5 18.0
Old : 100.0: 77.6 42.1 1.4 17.3 2.5 0.0 20.2 0.0 0.0 0.0 0.0: 18.5 18.0
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: 15 10 . . . 0 . 0 0 0 0:
Old : 20: 15 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 : 43.5 44.9 62.9 70.3 30.0 38.1 47.0 52.1
Old : 43.5 44.9 62.9 70.3 30.0 38.1 47.0 52.1
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 11,381: 5,667 8,957 1,442 0 1,046 496 440 414 1,730 0 68: 518 456
Old : 11,381: 5,667 8,957 1,442 0 1,046 496 440 414 1,730 0 68: 518 456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -592: -473 -531 80 0 -154 -30 0 0 0 0 18: -33 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 78.7 12.7 0.0 9.2 4.4 3.9 3.6 15.2 0.0 0.6: 4.6 4.0
Old : 100.0: 49.8 78.7 12.7 0.0 9.2 4.4 3.9 3.6 15.2 0.0 0.6: 4.6 4.0
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: 13 17 5 0 4 . . . . 0 .:
Old : 27: 13 17 5 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 : 43.8 37.0 68.7 62.6 38.0 34.5 57.1 52.7
Old : 43.8 37.0 68.7 62.6 38.0 34.5 57.1 52.7
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 18,804: 11,945 13,388 1,746 652 2,356 18 1,080 580 512 0 18: 1,629 730
Old : 18,804: 11,945 13,388 1,746 652 2,356 18 1,080 580 512 0 18: 1,629 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -1,372: -1,081 -486 196 -284 -358 18 -212 -18 -50 0 0: -79 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 71.2 9.3 3.5 12.5 0.1 5.7 3.1 2.7 0.0 0.1: 8.7 3.9
Old : 100.0: 63.5 71.2 9.3 3.5 12.5 0.1 5.7 3.1 2.7 0.0 0.1: 8.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 20 4 . 6 . . . . 0 .:
Old : 34: 21 20 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 : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2
Old : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,856: 3,872 4,450 371 609 776 1,010 0 120 0 0 0: 1,707 1,901
Old : 7,856: 3,872 4,450 371 609 776 1,010 0 120 0 0 0: 1,707 1,901
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -452: -284 -548 69 -13 -66 -120 0 0 0 0 0: -51 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 56.6 4.7 7.8 9.9 12.9 0.0 1.5 0.0 0.0 0.0: 21.7 24.2
Old : 100.0: 49.3 56.6 4.7 7.8 9.9 12.9 0.0 1.5 0.0 0.0 0.0: 21.7 24.2
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: 15 12 . . . . 0 . 0 0 0:
Old : 21: 15 12 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9
Old : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,960: 4,236 4,936 1,000 86 1,518 0 1,506 124 794 0 1,536: 1,752 1,254
Old : 10,960: 4,236 4,936 1,000 86 1,518 0 1,506 124 794 0 1,536: 1,752 1,254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -865: -964 -857 304 34 -338 0 -144 -10 -160 0 40: 263 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 45.0 9.1 0.8 13.9 0.0 13.7 1.1 7.2 0.0 14.0: 16.0 11.4
Old : 100.0: 38.6 45.0 9.1 0.8 13.9 0.0 13.7 1.1 7.2 0.0 14.0: 16.0 11.4
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 : 20: 12 12 . . . 0 . . . 0 .:
Old : 20: 12 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 : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0
Old : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,508: 6,137 5,300 1,451 1,355 773 0 1,070 804 0 806 0: 1,343 400
Old : 10,508: 6,137 5,300 1,451 1,355 773 0 1,070 804 0 806 0: 1,343 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -610: -77 -330 59 -35 -59 -88 62 -72 0 -166 0: -373 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 50.4 13.8 12.9 7.4 0.0 10.2 7.7 0.0 7.7 0.0: 12.8 3.8
Old : 100.0: 58.4 50.4 13.8 12.9 7.4 0.0 10.2 7.7 0.0 7.7 0.0: 12.8 3.8
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 : 23: 15 10 . . 4 0 . . 0 . 0:
Old : 23: 15 10 . . 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 : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0
Old : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 53,462: 48,228 44,537 3,155 6,846 2,079 0 0 0 0 0 0: 0 0
Old : 53,462: 48,228 44,537 3,155 6,846 2,079 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: November 27, 2012 :
: -1,521: -2,181 -1,209 663 -309 -3 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 83.3 5.9 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.2 83.3 5.9 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 15 4 . . 0 0 0 0 0 0:
Old : 31: 19 15 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 : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3
Old : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 834,103: 753,137 697,527 43,526 99,136 37,440 0 0 0 0 0 0: 0 0
Old : 834,103: 753,137 697,527 43,526 99,136 37,440 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: November 27, 2012 :
: -45,038: -42,343 -44,388 -2,695 -650 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 83.6 5.2 11.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 83.6 5.2 11.9 4.5 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 : 27: 15 15 . . . 0 0 0 0 0 0:
Old : 27: 15 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0
Old : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 67,722: 40,731 66,398 25,256 522 675 0 0 0 805 0 0: 255 127
Old : 67,722: 40,731 66,398 25,256 522 675 0 0 0 805 0 0: 255 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -6,321: -3,024 -6,279 -3,507 -231 210 0 0 0 0 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 0.2
Old : 100.0: 60.1 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 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 : 38: 13 24 4 . . 0 0 0 . 0 0:
Old : 38: 13 24 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 : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2
Old : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 889,446: 623,569 865,463 244,310 3,264 20,719 0 0 0 848 0 0: 0 0
Old : 889,446: 623,569 865,463 244,310 3,264 20,719 0 0 0 848 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -103,219: -52,399 -101,679 -50,820 -1,540 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 97.3 27.5 0.4 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 70.1 97.3 27.5 0.4 2.3 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 : 36: 16 21 4 . . 0 0 0 . 0 0:
Old : 36: 16 21 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 : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0
Old : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 54,690: 34,332 36,856 8,027 11,288 4,286 4,895 0 2,260 635 0 0: 255 0
Old : 54,690: 34,332 36,856 8,027 11,288 4,286 4,895 0 2,260 635 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,166: -1,675 -1,591 84 -105 -210 0 0 -1,260 -105 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 67.4 14.7 20.6 7.8 9.0 0.0 4.1 1.2 0.0 0.0: 0.5 0.0
Old : 100.0: 62.8 67.4 14.7 20.6 7.8 9.0 0.0 4.1 1.2 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 15 4 . 5 . 0 . . 0 0:
Old : 35: 22 15 4 . 5 . 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 : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5
Old : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,104,678: 952,195 603,766 43,392 326,873 67,874 0 97,840 0 32,892 0 8,325: 0 0
Old : 1,104,678: 952,195 603,766 43,392 326,873 67,874 0 97,840 0 32,892 0 8,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -64,948: -56,863 -30,298 -1,155 -27,335 -1,155 0 -3,850 0 -3,465 0 -2,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 54.7 3.9 29.6 6.1 0.0 8.9 0.0 3.0 0.0 0.8: 0.0 0.0
Old : 100.0: 86.2 54.7 3.9 29.6 6.1 0.0 8.9 0.0 3.0 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 20 . 5 5 0 . 0 4 0 .:
Old : 41: 23 20 . 5 5 0 . 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 : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5
Old : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 39,192: 28,402 31,015 9,770 3,465 1,000 0 2,182 0 0 1,275 0: 20 255
Old : 39,192: 28,402 31,015 9,770 3,465 1,000 0 2,182 0 0 1,275 0: 20 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,132: -2,649 -2,355 75 -135 -537 0 -21 0 0 -84 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 79.1 24.9 8.8 2.6 0.0 5.6 0.0 0.0 3.3 0.0: 0.1 0.7
Old : 100.0: 72.5 79.1 24.9 8.8 2.6 0.0 5.6 0.0 0.0 3.3 0.0: 0.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 12 . . . 0 . 0 0 . 0:
Old : 27: 15 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2
Old : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2
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 - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 35,722: 23,992 28,627 11,130 1,495 400 200 5,200 0 0 0 0: 0 0
Old : 35,722: 23,992 28,627 11,130 1,495 400 200 5,200 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: November 27, 2012 :
: -2,300: -1,216 -2,819 336 1,044 -420 -210 -105 0 0 0 0: -790 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 80.1 31.2 4.2 1.1 0.6 14.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.2 80.1 31.2 4.2 1.1 0.6 14.6 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 : 30: 13 18 . . . . . 0 0 0 0:
Old : 30: 13 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 : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9
Old : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,093: 11,473 12,301 500 3,827 1,940 1,355 0 1,495 2,800 0 530: 0 0
Old : 20,093: 11,473 12,301 500 3,827 1,940 1,355 0 1,495 2,800 0 530: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -3,318: -189 -2,016 -525 -609 -693 -315 0 0 -1,596 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 61.2 2.5 19.0 9.7 6.7 0.0 7.4 13.9 0.0 2.6: 0.0 0.0
Old : 100.0: 57.1 61.2 2.5 19.0 9.7 6.7 0.0 7.4 13.9 0.0 2.6: 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 : 22: 7 14 . . . . 0 . . 0 .:
Old : 22: 7 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 : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2
Old : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 7,880: 7,479 5,970 0 510 0 126 0 0 0 0 0: 275 1,400
Old : 7,880: 7,479 5,970 0 510 0 126 0 0 0 0 0: 275 1,400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 75.8 0.0 6.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0: 3.5 17.8
Old : 100.0: 94.9 75.8 0.0 6.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0: 3.5 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 13 0 . 0 . 0 0 0 0 0:
Old : 20: 14 13 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 : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6
Old : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,395: 14,974 14,305 2,733 2,104 1,565 0 526 0 60 1,875 0: 1,063 20
Old : 20,395: 14,974 14,305 2,733 2,104 1,565 0 526 0 60 1,875 0: 1,063 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 4,029: 2,639 4,374 1,417 -336 -198 0 105 0 -63 105 0: 234 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 70.1 13.4 10.3 7.7 0.0 2.6 0.0 0.3 9.2 0.0: 5.2 0.1
Old : 100.0: 73.4 70.1 13.4 10.3 7.7 0.0 2.6 0.0 0.3 9.2 0.0: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 10 . . . 0 . 0 . . 0:
Old : 29: 16 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 : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5
Old : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,310: 9,415 9,168 2,048 2,423 510 0 0 0 0 60 0: 337 149
Old : 12,310: 9,415 9,168 2,048 2,423 510 0 0 0 0 60 0: 337 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -291: -60 -61 -126 -84 -42 0 0 0 0 -63 0: -63 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 74.5 16.6 19.7 4.1 0.0 0.0 0.0 0.0 0.5 0.0: 2.7 1.2
Old : 100.0: 76.5 74.5 16.6 19.7 4.1 0.0 0.0 0.0 0.0 0.5 0.0: 2.7 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 : 21: 13 10 . . . 0 0 0 0 . 0:
Old : 21: 13 10 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8
Old : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0
Old : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -69,685: -77,505 -47,740 14,940 -9,435 -7,120 0 0 0 0 -5,390 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 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 : 26: 17 10 . . . 0 . . 0 . 0:
Old : 26: 17 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 : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5
Old : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5
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 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 848,738: 610,658 579,066 182,216 98,688 51,624 4,240 119,360 0 0 0 0: 0 0
Old : 848,738: 610,658 579,066 182,216 98,688 51,624 4,240 119,360 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: November 27, 2012 :
: -65,450: -32,725 -56,980 -28,875 -4,620 0 -3,850 -3,850 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 68.2 21.5 11.6 6.1 0.5 14.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.9 68.2 21.5 11.6 6.1 0.5 14.1 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: 14 17 . . . . . 0 0 0 0:
Old : 28: 14 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 : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5
Old : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 443,885: 139,250 316,085 123,936 0 65,416 76,893 0 1,272 424 24,418 36,694: 0 0
Old : 443,885: 139,250 316,085 123,936 0 65,416 76,893 0 1,272 424 24,418 36,694: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: -44,328: -10,063 -16,993 22,051 -1,049 -25,901 -4,620 0 0 -992 24,418 -24,803: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 71.2 27.9 0.0 14.7 17.3 0.0 0.3 0.1 5.5 8.3: 0.0 0.0
Old : 100.0: 31.4 71.2 27.9 0.0 14.7 17.3 0.0 0.3 0.1 5.5 8.3: 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: 9 13 5 0 . . 0 . . . .:
Old : 24: 9 13 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 : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3
Old : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, December 4, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 201,064: 150,024 107,480 42,560 80,424 8,480 0 0 0 0 4,680 0: 0 0
Old : 201,064: 150,024 107,480 42,560 80,424 8,480 0 0 0 0 4,680 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 5,630: -13,920 505 26,441 12,016 -6,891 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 53.5 21.2 40.0 4.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.0
Old : 100.0: 74.6 53.5 21.2 40.0 4.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 9 . . . 0 0 0 0 . 0:
Old : 23: 12 9 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2
Old : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012