CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 7,800: 5,190 5,470 0 1,380 105 720 0 60 1,014 0 108: 603 677
Old : 7,800: 5,190 5,470 0 1,380 105 720 0 60 1,014 0 108: 603 677
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 50: -50 205 0 180 -140 -135 0 60 330 0 -105: 90 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 70.1 0.0 17.7 1.3 9.2 0.0 0.8 13.0 0.0 1.4: 7.7 8.7
Old : 100.0: 66.5 70.1 0.0 17.7 1.3 9.2 0.0 0.8 13.0 0.0 1.4: 7.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 13 0 . . . 0 . 4 0 .:
Old : 22: 11 13 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 : 54.9 46.9 74.7 74.9 40.8 43.3 56.6 57.3
Old : 54.9 46.9 74.7 74.9 40.8 43.3 56.6 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 TONS) :
: : Positions :
All : 8,553: 6,654 7,122 333 0 255 1,080 0 120 0 707 0: 111 349
Old : 8,553: 6,654 7,122 333 0 255 1,080 0 120 0 707 0: 111 349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 15: -12 -45 -30 0 0 105 0 0 0 0 0: -48 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 83.3 3.9 0.0 3.0 12.6 0.0 1.4 0.0 8.3 0.0: 1.3 4.1
Old : 100.0: 77.8 83.3 3.9 0.0 3.0 12.6 0.0 1.4 0.0 8.3 0.0: 1.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 12 . 0 . . 0 . 0 . 0:
Old : 20: 13 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 : 59.7 65.7 85.5 85.2 54.3 55.9 70.5 72.3
Old : 59.7 65.7 85.5 85.2 54.3 55.9 70.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 22,808: 7,456 5,450 993 1,921 737 130 3,144 1,555 8,340 6,009 3,392: 205 600
Old : 22,808: 7,456 5,450 993 1,921 737 130 3,144 1,555 8,340 6,009 3,392: 205 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 2,385: 1,313 496 55 -520 460 130 -135 138 348 1,930 66: -125 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 23.9 4.4 8.4 3.2 0.6 13.8 6.8 36.6 26.3 14.9: 0.9 2.6
Old : 100.0: 32.7 23.9 4.4 8.4 3.2 0.6 13.8 6.8 36.6 26.3 14.9: 0.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 9 10 . . . . . 4 10 10 17:
Old : 38: 9 10 . . . . . 4 10 10 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 36.5 65.9 56.0 43.9 29.1 58.3 42.6
Old : 49.9 36.5 65.9 56.0 43.9 29.1 58.3 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 10,155: 2,960 3,445 440 185 230 170 1,435 620 4,265 2,525 1,425: 45 290
Old : 10,155: 2,960 3,445 440 185 230 170 1,435 620 4,265 2,525 1,425: 45 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 345: 100 105 -40 170 70 0 -120 170 115 70 -65: -5 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 33.9 4.3 1.8 2.3 1.7 14.1 6.1 42.0 24.9 14.0: 0.4 2.9
Old : 100.0: 29.1 33.9 4.3 1.8 2.3 1.7 14.1 6.1 42.0 24.9 14.0: 0.4 2.9
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 : 31: 8 8 . . . . . . 7 10 14:
Old : 31: 8 8 . . . . . . 7 10 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 : 61.5 52.1 78.0 70.4 46.2 40.5 56.8 47.5
Old : 61.5 52.1 78.0 70.4 46.2 40.5 56.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 122,168: 69,428 46,749 668 23,819 34,322 280 3,466 11,103 3,200 3 1,224: 1,944 1,483
Old : 122,168: 69,428 46,749 668 23,819 34,322 280 3,466 11,103 3,200 3 1,224: 1,944 1,483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,044: -4,013 -3,091 115 21 39 -140 108 -132 458 3 44: 585 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 38.3 0.5 19.5 28.1 0.2 2.8 9.1 2.6 0.0 1.0: 1.6 1.2
Old : 100.0: 56.8 38.3 0.5 19.5 28.1 0.2 2.8 9.1 2.6 0.0 1.0: 1.6 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 : 40: 25 25 . 5 7 . . . . . .:
Old : 40: 25 25 . 5 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 45.5 64.0 68.8 16.0 17.5 21.8 24.0
Old : 39.0 45.5 64.0 68.8 16.0 17.5 21.8 24.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 21,010: 11,615 12,647 585 2,137 3,592 2,403 0 1,577 0 242 140: 1,098 674
Old : 21,010: 11,615 12,647 585 2,137 3,592 2,403 0 1,577 0 242 140: 1,098 674
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,042: -550 -555 -79 -149 -23 -208 0 -114 0 -154 8: -76 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 60.2 2.8 10.2 17.1 11.4 0.0 7.5 0.0 1.2 0.7: 5.2 3.2
Old : 100.0: 55.3 60.2 2.8 10.2 17.1 11.4 0.0 7.5 0.0 1.2 0.7: 5.2 3.2
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 : 27: 17 13 . . 4 . 0 . 0 . .:
Old : 27: 17 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 : 42.4 57.3 65.7 76.4 32.0 37.5 43.3 44.8
Old : 42.4 57.3 65.7 76.4 32.0 37.5 43.3 44.8
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 - Options and Futures Combined, November 6, 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 : 7,938: 6,343 3,503 50 1,424 224 0 1,450 124 0 0 0: 1,197 1,213
Old : 7,938: 6,343 3,503 50 1,424 224 0 1,450 124 0 0 0: 1,197 1,213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -434: -270 -316 50 62 -74 0 -56 -4 0 0 0: -136 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 44.1 0.6 17.9 2.8 0.0 18.3 1.6 0.0 0.0 0.0: 15.1 15.3
Old : 100.0: 79.9 44.1 0.6 17.9 2.8 0.0 18.3 1.6 0.0 0.0 0.0: 15.1 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 17 12 . . . 0 . . 0 0 0:
Old : 23: 17 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 : 40.5 46.3 61.3 68.8 26.5 36.2 42.8 49.6
Old : 40.5 46.3 61.3 68.8 26.5 36.2 42.8 49.6
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 - Options and Futures Combined, November 6, 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 : 11,643: 5,374 9,216 1,432 0 1,130 646 401 334 1,668 0 194: 865 368
Old : 11,643: 5,374 9,216 1,432 0 1,130 646 401 334 1,668 0 194: 865 368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -334: -161 -311 366 -30 -110 90 39 -40 -692 0 154: 59 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 79.2 12.3 0.0 9.7 5.5 3.4 2.9 14.3 0.0 1.7: 7.4 3.2
Old : 100.0: 46.2 79.2 12.3 0.0 9.7 5.5 3.4 2.9 14.3 0.0 1.7: 7.4 3.2
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 : 27: 12 16 5 0 4 . . . . 0 .:
Old : 27: 12 16 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 : 45.1 37.3 69.6 59.9 38.6 33.5 55.0 49.4
Old : 45.1 37.3 69.6 59.9 38.6 33.5 55.0 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 19,764: 13,072 13,512 1,310 816 2,784 0 1,292 598 202 0 18: 1,780 744
Old : 19,764: 13,072 13,512 1,310 816 2,784 0 1,292 598 202 0 18: 1,780 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -1,455: -1,028 -257 164 -250 -406 0 -230 0 -50 0 0: -135 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 68.4 6.6 4.1 14.1 0.0 6.5 3.0 1.0 0.0 0.1: 9.0 3.8
Old : 100.0: 66.1 68.4 6.6 4.1 14.1 0.0 6.5 3.0 1.0 0.0 0.1: 9.0 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 : 33: 21 20 4 . 6 0 . . . 0 .:
Old : 33: 21 20 4 . 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 40.3 54.7 63.8 28.9 36.4 40.7 45.6
Old : 34.8 40.3 54.7 63.8 28.9 36.4 40.7 45.6
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 - Options and Futures Combined, November 6, 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 : 8,294: 4,022 5,168 302 630 834 1,130 0 120 0 0 0: 1,886 1,542
Old : 8,294: 4,022 5,168 302 630 834 1,130 0 120 0 0 0: 1,886 1,542
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -470: -466 -402 89 35 -134 -130 0 0 0 0 0: 171 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 62.3 3.6 7.6 10.1 13.6 0.0 1.4 0.0 0.0 0.0: 22.7 18.6
Old : 100.0: 48.5 62.3 3.6 7.6 10.1 13.6 0.0 1.4 0.0 0.0 0.0: 22.7 18.6
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 : 22: 16 13 . . . . 0 . 0 0 0:
Old : 22: 16 13 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 38.3 53.7 58.3 27.5 32.0 43.1 47.6
Old : 34.6 38.3 53.7 58.3 27.5 32.0 43.1 47.6
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 - Options and Futures Combined, November 6, 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 : 11,573: 4,710 5,829 994 52 1,678 0 1,650 134 1,028 0 1,524: 1,505 706
Old : 11,573: 4,710 5,829 994 52 1,678 0 1,650 134 1,028 0 1,524: 1,505 706
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -718: -626 -269 378 32 -336 0 -134 -10 -50 0 50: -124 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 50.4 8.6 0.4 14.5 0.0 14.3 1.2 8.9 0.0 13.2: 13.0 6.1
Old : 100.0: 40.7 50.4 8.6 0.4 14.5 0.0 14.3 1.2 8.9 0.0 13.2: 13.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 14 . . . 0 . . . 0 .:
Old : 22: 14 14 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 44.0 72.5 69.8 30.3 29.7 37.2 40.3
Old : 55.9 44.0 72.5 69.8 30.3 29.7 37.2 40.3
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 - Options and Futures Combined, November 6, 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 : 11,034: 6,122 5,630 1,392 1,390 832 208 936 756 0 1,092 0: 1,724 398
Old : 11,034: 6,122 5,630 1,392 1,390 832 208 936 756 0 1,092 0: 1,724 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -918: -781 -386 59 -35 -59 40 0 -40 0 -282 0: -137 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 51.0 12.6 12.6 7.5 1.9 8.5 6.9 0.0 9.9 0.0: 15.6 3.6
Old : 100.0: 55.5 51.0 12.6 12.6 7.5 1.9 8.5 6.9 0.0 9.9 0.0: 15.6 3.6
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 : 22: 14 11 . . 4 . . . 0 . 0:
Old : 22: 14 11 . . 4 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
Old : 46.4 54.1 67.5 79.4 42.0 50.6 55.4 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 52,964: 48,390 43,791 2,492 7,051 2,082 0 0 0 0 0 0: 0 40
Old : 52,964: 48,390 43,791 2,492 7,051 2,082 0 0 0 0 0 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,199: -3,900 -3,549 -253 -644 -46 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 82.7 4.7 13.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.1
Old : 100.0: 91.4 82.7 4.7 13.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 30: 17 14 . . . 0 0 0 0 0 0:
Old : 30: 17 14 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 75.5 86.7 91.6 70.8 69.8 85.1 85.5
Old : 70.8 75.5 86.7 91.6 70.8 69.8 85.1 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 875,069: 791,408 737,451 46,221 100,178 37,440 0 0 0 0 0 0: 0 0
Old : 875,069: 791,408 737,451 46,221 100,178 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: October 30, 2012 :
: -38,784: -36,152 -29,440 -2,632 -9,344 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 84.3 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.4 84.3 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 . . . 0 0 0 0 0 0:
Old : 27: 16 16 . . . 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 : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
Old : 69.6 80.8 88.9 93.8 68.9 74.3 86.8 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 72,197: 42,714 70,831 28,763 753 465 0 0 0 0 0 0: 255 148
Old : 72,197: 42,714 70,831 28,763 753 465 0 0 0 0 0 0: 255 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -7,153: -3,772 -6,877 -3,381 -253 0 0 0 0 0 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 98.1 39.8 1.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 59.2 98.1 39.8 1.0 0.6 0.0 0.0 0.0 0.0 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 : 36: 12 24 4 . . 0 0 0 0 0 0:
Old : 36: 12 24 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 : 75.9 43.9 91.0 70.3 75.3 43.9 87.6 67.2
Old : 75.9 43.9 91.0 70.3 75.3 43.9 87.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 972,714: 656,865 947,191 295,130 4,804 20,719 0 0 0 0 0 0: 0 0
Old : 972,714: 656,865 947,191 295,130 4,804 20,719 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: October 30, 2012 :
: -100,392: -50,760 -98,888 -49,632 -1,504 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 97.4 30.3 0.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 67.5 97.4 30.3 0.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 15 20 4 . . 0 0 0 0 0 0:
Old : 35: 15 20 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 : 69.2 43.7 88.1 68.3 67.0 43.7 79.8 64.5
Old : 69.2 43.7 88.1 68.3 67.0 43.7 79.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 57,091: 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0: 255 0
Old : 57,091: 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,025: -2,622 -2,300 92 -115 -230 230 0 -1,380 -115 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0: 0.4 0.0
Old : 100.0: 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 16 4 . 5 . 0 . . 0 0:
Old : 35: 21 16 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 : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
Old : 39.3 48.2 59.2 72.4 32.9 41.0 51.1 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 1,155,948: 995,380 624,626 44,547 349,968 69,029 0 101,690 0 36,357 0 10,635: 0 0
Old : 1,155,948: 995,380 624,626 44,547 349,968 69,029 0 101,690 0 36,357 0 10,635: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -37,562: -6,346 -11,242 -1,128 4,144 -24,448 0 -3,760 0 -3,384 0 -2,256: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 54.0 3.9 30.3 6.0 0.0 8.8 0.0 3.1 0.0 0.9: 0.0 0.0
Old : 100.0: 86.1 54.0 3.9 30.3 6.0 0.0 8.8 0.0 3.1 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
Old : 44.2 42.6 63.1 67.0 41.7 41.1 56.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 40,989: 29,716 31,780 9,695 3,600 1,537 0 2,203 0 0 1,359 0: 41 510
Old : 40,989: 29,716 31,780 9,695 3,600 1,537 0 2,203 0 0 1,359 0: 41 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -4,485: -4,048 -3,611 115 -230 -529 0 -23 0 0 -92 0: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 77.5 23.7 8.8 3.7 0.0 5.4 0.0 0.0 3.3 0.0: 0.1 1.2
Old : 100.0: 72.5 77.5 23.7 8.8 3.7 0.0 5.4 0.0 0.0 3.3 0.0: 0.1 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 : 26: 14 10 . . . 0 . 0 0 . 0:
Old : 26: 14 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 75.5 85.1 89.8 59.0 64.7 74.9 76.7
Old : 61.5 75.5 85.1 89.8 59.0 64.7 74.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 38,022: 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0: 510 0
Old : 38,022: 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,151: -2,829 -2,323 368 -253 -460 -230 -115 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 12 16 . . . . . 0 0 0 0:
Old : 30: 12 16 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 62.4 87.5 83.0 51.6 45.1 65.0 61.5
Old : 65.0 62.4 87.5 83.0 51.6 45.1 65.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 20,861: 10,387 11,767 1,025 4,436 2,633 1,670 0 1,495 3,121 0 530: 0 0
Old : 20,861: 10,387 11,767 1,025 4,436 2,633 1,670 0 1,495 3,121 0 530: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -3,634: -207 -2,208 -1,220 -1,312 -114 -345 0 0 -1,748 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 56.4 4.9 21.3 12.6 8.0 0.0 7.2 15.0 0.0 2.5: 0.0 0.0
Old : 100.0: 49.8 56.4 4.9 21.3 12.6 8.0 0.0 7.2 15.0 0.0 2.5: 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 : 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 : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
Old : 69.3 55.5 92.0 83.5 50.8 49.1 61.1 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 14,053: 9,751 8,448 1,826 2,229 1,524 0 0 0 123 1,770 0: 829 82
Old : 14,053: 9,751 8,448 1,826 2,229 1,524 0 0 0 123 1,770 0: 829 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -665: -481 -366 -23 -69 -69 0 0 0 -69 -115 0: -23 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 60.1 13.0 15.9 10.8 0.0 0.0 0.0 0.9 12.6 0.0: 5.9 0.6
Old : 100.0: 69.4 60.1 13.0 15.9 10.8 0.0 0.0 0.0 0.9 12.6 0.0: 5.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 9 . . 4 0 0 0 . . 0:
Old : 24: 13 9 . . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 69.6 81.2 92.9 52.0 62.6 71.9 78.4
Old : 55.5 69.6 81.2 92.9 52.0 62.6 71.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 653,608: 479,777 498,868 131,015 85,571 19,416 0 80 23,400 0 26,273 0: 0 0
Old : 653,608: 479,777 498,868 131,015 85,571 19,416 0 80 23,400 0 26,273 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -68,441: -68,441 -40,617 1,875 -14,669 -1,875 0 0 0 0 -11,280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 76.3 20.0 13.1 3.0 0.0 0.0 3.6 0.0 4.0 0.0: 0.0 0.0
Old : 100.0: 73.4 76.3 20.0 13.1 3.0 0.0 0.0 3.6 0.0 4.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 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 : 58.4 75.1 83.5 90.3 51.5 54.7 63.8 64.3
Old : 58.4 75.1 83.5 90.3 51.5 54.7 63.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 918,124: 647,319 639,982 211,091 103,308 51,624 8,090 123,210 0 0 0 0: 0 0
Old : 918,124: 647,319 639,982 211,091 103,308 51,624 8,090 123,210 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: October 30, 2012 :
: -21,498: -4,758 -13,226 -12,980 -4,512 0 -3,760 -3,760 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 69.7 23.0 11.3 5.6 0.9 13.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.5 69.7 23.0 11.3 5.6 0.9 13.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 16 . . . . . 0 0 0 0:
Old : 30: 16 16 . . . . . 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 72.8 85.8 86.1 44.4 53.9 64.5 64.3
Old : 60.5 72.8 85.8 86.1 44.4 53.9 64.5 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 456,527: 125,913 276,723 101,885 1,049 91,317 81,513 0 1,272 39 31,578 54,588: 0 0
Old : 456,527: 125,913 276,723 101,885 1,049 91,317 81,513 0 1,272 39 31,578 54,588: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -5,693: 6,734 22,910 -9,490 -47,760 21,440 3,098 0 -2,283 0 25,192 -25,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 60.6 22.3 0.2 20.0 17.9 0.0 0.3 0.0 6.9 12.0: 0.0 0.0
Old : 100.0: 27.6 60.6 22.3 0.2 20.0 17.9 0.0 0.3 0.0 6.9 12.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 10 12 4 . . . 0 . . . .:
Old : 25: 10 12 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 : 60.4 56.3 81.4 86.1 38.7 38.0 50.2 52.9
Old : 60.4 56.3 81.4 86.1 38.7 38.0 50.2 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 157,994: 126,504 88,255 24,209 57,778 7,281 0 0 0 0 4,680 0: 0 0
Old : 157,994: 126,504 88,255 24,209 57,778 7,281 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: October 30, 2012 :
: -10,528: -5,264 -6,768 -1,071 433 -4,193 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 55.9 15.3 36.6 4.6 0.0 0.0 0.0 0.0 3.0 0.0: 0.0 0.0
Old : 100.0: 80.1 55.9 15.3 36.6 4.6 0.0 0.0 0.0 0.0 3.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . . . 0 0 0 0 . 0:
Old : 20: 8 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 : 67.5 74.5 91.9 92.0 46.2 53.8 68.7 68.1
Old : 67.5 74.5 91.9 92.0 46.2 53.8 68.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, November 6, 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 : 9,571: 4,198 6,301 1,942 45 2,876 370 0 143 0 182 12: 30 12
Old : 9,571: 4,198 6,301 1,942 45 2,876 370 0 143 0 182 12: 30 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: -13: -54 -27 17 -0 15 -3 0 0 0 -12 2: 10 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 65.8 20.3 0.5 30.0 3.9 0.0 1.5 0.0 1.9 0.1: 0.3 0.1
Old : 100.0: 43.9 65.8 20.3 0.5 30.0 3.9 0.0 1.5 0.0 1.9 0.1: 0.3 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 : 23: 13 15 4 . 5 . 0 . 0 . .:
Old : 23: 13 15 4 . 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 : 46.3 49.7 75.9 71.1 20.4 25.1 29.0 29.8
Old : 46.3 49.7 75.9 71.1 20.4 25.1 29.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012