Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,905 : : Positions : : 5,460 5,940 0 1,095 30 645 0 60 969 0 183 : : : : Changes from: November 13, 2012 : : 60 -30 0 -90 -15 -75 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 75.1 0.0 13.9 0.4 8.2 0.0 0.8 12.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 9,253 : : Positions : : 6,734 7,992 393 0 255 1,640 0 120 0 542 0 : : : : Changes from: November 13, 2012 : : 190 825 75 0 0 440 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 86.4 4.2 0.0 2.8 17.7 0.0 1.3 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 26,085 : : Positions : : 9,230 6,032 1,153 1,461 1,573 340 4,024 1,690 7,343 6,165 4,416 : : : : Changes from: November 13, 2012 : : 595 273 40 -240 216 220 675 180 -611 84 933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 23.1 4.4 5.6 6.0 1.3 15.4 6.5 28.2 23.6 16.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 9 . . . . . 4 8 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 11,630 : : Positions : : 3,270 3,470 380 435 255 170 1,525 1,305 4,505 2,670 1,615 : : : : Changes from: November 13, 2012 : : -50 45 -60 250 20 0 -265 710 55 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 29.8 3.3 3.7 2.2 1.5 13.1 11.2 38.7 23.0 13.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 7 . . . . . . 6 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 164,272 : : Positions : : 86,340 121,812 19,342 8,788 11,450 14,754 251 12,915 10,766 1,316 7,363 : : : : Changes from: November 13, 2012 : : 889 4,440 2,275 -51 -1,806 262 219 230 1,062 0 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 74.2 11.8 5.3 7.0 9.0 0.2 7.9 6.6 0.8 4.5 : : : : Number of Traders in Each Category Total Traders: 80 : : 44 38 5 7 8 5 . 5 11 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 63,110 : : Positions : : 45,294 50,057 9,170 4,011 6,390 0 447 2,054 152 101 50 : : : : Changes from: November 13, 2012 : : 1,300 4,575 1,997 -1,526 -1,300 0 151 106 -21 76 -53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 79.3 14.5 6.4 10.1 0.0 0.7 3.3 0.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 516,839 : : Positions : : 447,499 368,472 19,273 91,642 44,847 0 4,656 4,532 360 2,362 328 : : : : Changes from: November 13, 2012 : : 14,658 12,221 -5,684 -878 8,236 0 -1,665 977 360 -344 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 71.3 3.7 17.7 8.7 0.0 0.9 0.9 0.1 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,735,220 : : Positions : :1,119,695 1,440,906 195,824 161,435 70,741 255,615 11,337 25,134 52,208 10,088 15,579 : : : : Changes from: November 13, 2012 : : 16,927 12,137 -13,920 -1,488 9,415 6,006 1,599 0 2,802 -9 -2,327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 83.0 11.3 9.3 4.1 14.7 0.7 1.4 3.0 0.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 38 4 4 4 . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 70,782 : : Positions : : 51,236 52,035 4,472 3,808 11,229 0 72 3,381 232 50 207 : : : : Changes from: November 13, 2012 : : 2,454 315 -1,227 516 21 -254 72 -21 -91 0 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 73.5 6.3 5.4 15.9 0.0 0.1 4.8 0.3 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 4 4 5 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 455,581 : : Positions : : 279,438 377,460 151,084 68,165 9,956 11,567 0 0 3,536 0 0 : : : : Changes from: November 13, 2012 : : 5,444 1,363 -6,631 0 3,784 943 0 0 1,607 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 82.9 33.2 15.0 2.2 2.5 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 58,881 : : Positions : : 44,141 16,912 720 29,356 4,836 280 2,068 3,914 3,228 350 399 : : : : Changes from: November 13, 2012 : : 132 10 0 122 -62 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 28.7 1.2 49.9 8.2 0.5 3.5 6.6 5.5 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 14,725 : : Positions : : 7,907 9,959 1,156 660 1,550 1,286 0 1,500 0 266 128 : : : : Changes from: November 13, 2012 : : 24 0 0 0 0 0 0 0 0 24 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 67.6 7.9 4.5 10.5 8.7 0.0 10.2 0.0 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 7,977 : : Positions : : 6,194 3,590 50 1,424 224 0 1,330 124 0 0 0 : : : : Changes from: November 13, 2012 : : 348 152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 45.0 0.6 17.9 2.8 0.0 16.7 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,928 : : Positions : : 5,574 9,398 1,362 0 1,200 526 440 414 1,922 0 50 : : : : Changes from: November 13, 2012 : : 80 222 -120 0 0 0 0 0 272 0 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 78.8 11.4 0.0 10.1 4.4 3.7 3.5 16.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 0 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 19,944 : : Positions : : 12,964 13,692 1,550 816 2,784 0 1,292 598 202 0 18 : : : : Changes from: November 13, 2012 : : -170 280 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 68.7 7.8 4.1 14.0 0.0 6.5 3.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 4 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,174 : : Positions : : 4,022 5,168 302 630 834 1,130 0 120 0 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 63.2 3.7 7.7 10.2 13.8 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,767 : : Positions : : 4,950 5,863 704 52 1,848 0 1,650 134 1,146 0 1,496 : : : : Changes from: November 13, 2012 : : 120 20 -240 0 120 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 49.8 6.0 0.4 15.7 0.0 14.0 1.1 9.7 0.0 12.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,034 : : Positions : : 6,142 5,630 1,392 1,390 832 128 936 836 0 1,012 0 : : : : Changes from: November 13, 2012 : : 20 0 0 0 0 -80 0 80 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 51.0 12.6 12.6 7.5 1.2 8.5 7.6 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 54,619 : : Positions : : 50,045 45,486 2,492 7,051 2,082 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 1,655 1,695 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.3 4.6 12.9 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 879,141 : : Positions : : 795,480 741,915 46,221 99,786 37,440 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 4,072 4,464 0 -392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.4 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 418,512 : : Positions : : 269,278 70,417 98,551 4,664 5,538 0 0 0 45,145 337,893 0 : : : : Changes from: November 13, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 16.8 23.5 1.1 1.3 0.0 0.0 0.0 10.8 80.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 73,130 : : Positions : : 43,607 71,764 28,763 753 465 0 0 0 40 0 0 : : : : Changes from: November 13, 2012 : : 382 382 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 98.1 39.3 1.0 0.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 24 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 989,896 : : Positions : : 673,199 964,373 295,130 4,804 20,719 0 0 0 848 0 0 : : : : Changes from: November 13, 2012 : : 6,990 6,990 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 97.4 29.8 0.5 2.1 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 57,091 : : Positions : : 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,167,178 : : Positions : :1,006,610 631,616 44,547 354,208 69,029 0 101,690 0 36,357 0 10,635 : : : : Changes from: November 13, 2012 : : 11,230 6,990 0 4,240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 54.1 3.8 30.3 5.9 0.0 8.7 0.0 3.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 42,324 : : Positions : : 31,051 33,370 9,695 3,600 1,537 0 2,203 0 0 1,359 0 : : : : Changes from: November 13, 2012 : : 60 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 78.8 22.9 8.5 3.6 0.0 5.2 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,022 : : Positions : : 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 22,136 : : Positions : : 10,387 13,042 1,025 4,436 2,633 1,670 0 1,495 4,396 0 530 : : : : Changes from: November 13, 2012 : : 0 1,275 0 0 0 0 0 0 1,275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 58.9 4.6 20.0 11.9 7.5 0.0 6.8 19.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 16,000 : : Positions : : 12,209 9,805 1,316 2,740 1,523 0 121 0 123 1,770 0 : : : : Changes from: November 13, 2012 : : 510 0 -510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 61.3 8.2 17.1 9.5 0.0 0.8 0.0 0.8 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 4 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 676,584 : : Positions : : 502,753 521,844 131,015 85,571 19,416 0 80 23,400 0 26,273 0 : : : : Changes from: November 13, 2012 : : -424 -424 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 77.1 19.4 12.6 2.9 0.0 0.0 3.5 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 914,188 : : Positions : : 643,383 636,046 211,091 103,308 51,624 8,090 123,210 0 0 0 0 : : : : Changes from: November 13, 2012 : : 744 744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 69.6 23.1 11.3 5.6 0.9 13.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 488,213 : : Positions : : 149,313 333,078 101,885 1,049 91,317 81,513 0 1,272 1,416 0 61,497 : : : : Changes from: November 13, 2012 : : 0 32,955 0 0 0 0 0 0 1,377 -31,578 6,909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 68.2 20.9 0.2 18.7 16.7 0.0 0.3 0.3 0.0 12.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 195,434 : : Positions : : 163,944 106,975 16,119 68,408 15,371 0 0 0 0 4,680 0 : : : : Changes from: November 13, 2012 : : 9,360 0 -8,090 1,270 8,090 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 54.7 8.2 35.0 7.9 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 4 . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 26, 2012