CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 7,905: 5,460 5,940 0 1,095 30 645 0 60 969 0 183: 558 597
Old : 7,905: 5,460 5,940 0 1,095 30 645 0 60 969 0 183: 558 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -15: 60 -30 0 -90 -15 -75 0 0 -60 0 60: 15 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 75.1 0.0 13.9 0.4 8.2 0.0 0.8 12.3 0.0 2.3: 7.1 7.6
Old : 100.0: 69.1 75.1 0.0 13.9 0.4 8.2 0.0 0.8 12.3 0.0 2.3: 7.1 7.6
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 : 23: 12 14 0 . . . 0 . 4 0 .:
Old : 23: 12 14 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 : 53.9 45.4 74.0 73.6 38.3 38.8 52.0 54.6
Old : 53.9 45.4 74.0 73.6 38.3 38.8 52.0 54.6
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 20, 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 : 9,253: 6,734 7,992 393 0 255 1,640 0 120 0 542 0: 111 344
Old : 9,253: 6,734 7,992 393 0 255 1,640 0 120 0 542 0: 111 344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 705: 190 825 75 0 0 440 0 0 0 -105 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 86.4 4.2 0.0 2.8 17.7 0.0 1.3 0.0 5.9 0.0: 1.2 3.7
Old : 100.0: 72.8 86.4 4.2 0.0 2.8 17.7 0.0 1.3 0.0 5.9 0.0: 1.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 61.5 64.2 87.4 83.8 48.4 50.0 63.6 64.2
Old : 61.5 64.2 87.4 83.8 48.4 50.0 63.6 64.2
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 20, 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 : 26,085: 9,230 6,032 1,153 1,461 1,573 340 4,024 1,690 7,343 6,165 4,416: 340 724
Old : 26,085: 9,230 6,032 1,153 1,461 1,573 340 4,024 1,690 7,343 6,165 4,416: 340 724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,500: 595 273 40 -240 216 220 675 180 -611 84 933: -73 -621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 23.1 4.4 5.6 6.0 1.3 15.4 6.5 28.2 23.6 16.9: 1.3 2.8
Old : 100.0: 35.4 23.1 4.4 5.6 6.0 1.3 15.4 6.5 28.2 23.6 16.9: 1.3 2.8
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 : 37: 9 9 . . . . . 4 8 12 17:
Old : 37: 9 9 . . . . . 4 8 12 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 : 44.8 38.6 61.2 57.2 40.6 26.3 50.0 37.9
Old : 44.8 38.6 61.2 57.2 40.6 26.3 50.0 37.9
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 20, 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 : 11,630: 3,270 3,470 380 435 255 170 1,525 1,305 4,505 2,670 1,615: 130 355
Old : 11,630: 3,270 3,470 380 435 255 170 1,525 1,305 4,505 2,670 1,615: 130 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 675: -50 45 -60 250 20 0 -265 710 55 0 -85: 85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 29.8 3.3 3.7 2.2 1.5 13.1 11.2 38.7 23.0 13.9: 1.1 3.1
Old : 100.0: 28.1 29.8 3.3 3.7 2.2 1.5 13.1 11.2 38.7 23.0 13.9: 1.1 3.1
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: 5 7 . . . . . . 6 10 14:
Old : 30: 5 7 . . . . . . 6 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 : 61.1 51.6 77.6 68.7 41.9 35.6 52.4 44.8
Old : 61.1 51.6 77.6 68.7 41.9 35.6 52.4 44.8
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 20, 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 : 123,909: 71,362 47,209 657 24,613 34,782 282 3,728 10,356 3,197 261 1,384: 1,889 1,576
Old : 123,909: 71,362 47,209 657 24,613 34,782 282 3,728 10,356 3,197 261 1,384: 1,889 1,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 149: 559 114 -4 20 -5 2 277 -562 1 57 121: 37 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 38.1 0.5 19.9 28.1 0.2 3.0 8.4 2.6 0.2 1.1: 1.5 1.3
Old : 100.0: 57.6 38.1 0.5 19.9 28.1 0.2 3.0 8.4 2.6 0.2 1.1: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 26 . 5 7 . . . . . .:
Old : 41: 25 26 . 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 : 39.3 44.1 63.4 67.6 16.6 18.1 22.3 24.4
Old : 39.3 44.1 63.4 67.6 16.6 18.1 22.3 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 21,056: 11,827 12,705 712 2,121 3,494 2,018 0 1,680 0 266 128: 1,198 662
Old : 21,056: 11,827 12,705 712 2,121 3,494 2,018 0 1,680 0 266 128: 1,198 662
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 38: 106 -8 64 30 -28 -124 0 32 0 24 -12: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 60.3 3.4 10.1 16.6 9.6 0.0 8.0 0.0 1.3 0.6: 5.7 3.1
Old : 100.0: 56.2 60.3 3.4 10.1 16.6 9.6 0.0 8.0 0.0 1.3 0.6: 5.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 40.4 57.2 64.7 76.7 30.1 37.5 41.9 44.2
Old : 40.4 57.2 64.7 76.7 30.1 37.5 41.9 44.2
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 20, 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 : 7,994: 6,211 3,607 50 1,424 224 0 1,330 124 0 0 0: 1,385 1,285
Old : 7,994: 6,211 3,607 50 1,424 224 0 1,330 124 0 0 0: 1,385 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 170: 348 152 0 0 0 0 0 0 0 0 0: -178 18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 45.1 0.6 17.8 2.8 0.0 16.6 1.6 0.0 0.0 0.0: 17.3 16.1
Old : 100.0: 77.7 45.1 0.6 17.8 2.8 0.0 16.6 1.6 0.0 0.0 0.0: 17.3 16.1
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: 16 11 . . . 0 . . 0 0 0:
Old : 22: 16 11 . . . 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 : 44.7 44.5 63.6 68.4 30.8 34.5 44.2 48.3
Old : 44.7 44.5 63.6 68.4 30.8 34.5 44.2 48.3
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 20, 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 : 12,031: 5,576 9,436 1,359 0 1,203 526 404 452 1,922 0 50: 943 486
Old : 12,031: 5,576 9,436 1,359 0 1,203 526 404 452 1,922 0 50: 943 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 182: 82 220 -120 0 0 0 3 -2 272 0 -96: 46 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 78.4 11.3 0.0 10.0 4.4 3.4 3.8 16.0 0.0 0.4: 7.8 4.0
Old : 100.0: 46.3 78.4 11.3 0.0 10.0 4.4 3.4 3.8 16.0 0.0 0.4: 7.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 44.6 36.1 68.3 59.6 39.1 32.6 54.7 49.4
Old : 44.6 36.1 68.3 59.6 39.1 32.6 54.7 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 20, 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 : 19,944: 12,964 13,692 1,550 816 2,784 0 1,292 598 202 0 18: 1,828 744
Old : 19,944: 12,964 13,692 1,550 816 2,784 0 1,292 598 202 0 18: 1,828 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 70: -170 280 240 0 0 0 0 0 0 0 0: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 68.7 7.8 4.1 14.0 0.0 6.5 3.0 1.0 0.0 0.1: 9.2 3.7
Old : 100.0: 65.0 68.7 7.8 4.1 14.0 0.0 6.5 3.0 1.0 0.0 0.1: 9.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 34.4 39.4 55.4 62.7 28.6 34.9 41.5 44.2
Old : 34.4 39.4 55.4 62.7 28.6 34.9 41.5 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 8,174: 4,022 5,168 302 630 834 1,130 0 120 0 0 0: 1,766 1,422
Old : 8,174: 4,022 5,168 302 630 834 1,130 0 120 0 0 0: 1,766 1,422
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: -120: 0 0 0 0 0 0 0 0 0 0 0: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 63.2 3.7 7.7 10.2 13.8 0.0 1.5 0.0 0.0 0.0: 21.6 17.4
Old : 100.0: 49.2 63.2 3.7 7.7 10.2 13.8 0.0 1.5 0.0 0.0 0.0: 21.6 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 35.1 38.9 54.4 59.2 27.9 32.5 43.9 48.5
Old : 35.1 38.9 54.4 59.2 27.9 32.5 43.9 48.5
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 20, 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 : 11,767: 4,950 5,863 704 52 1,848 0 1,650 134 1,146 0 1,496: 1,489 724
Old : 11,767: 4,950 5,863 704 52 1,848 0 1,650 134 1,146 0 1,496: 1,489 724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 140: 120 20 -240 0 120 0 0 0 120 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 49.8 6.0 0.4 15.7 0.0 14.0 1.1 9.7 0.0 12.7: 12.7 6.2
Old : 100.0: 42.1 49.8 6.0 0.4 15.7 0.0 14.0 1.1 9.7 0.0 12.7: 12.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 54.7 44.1 73.1 69.3 28.7 28.2 36.0 38.6
Old : 54.7 44.1 73.1 69.3 28.7 28.2 36.0 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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: 6,142 5,630 1,392 1,390 832 128 936 836 0 1,012 0: 1,704 398
Old : 11,034: 6,142 5,630 1,392 1,390 832 128 936 836 0 1,012 0: 1,704 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 0: 20 0 0 0 0 -80 0 80 0 -80 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 51.0 12.6 12.6 7.5 1.2 8.5 7.6 0.0 9.2 0.0: 15.4 3.6
Old : 100.0: 55.7 51.0 12.6 12.6 7.5 1.2 8.5 7.6 0.0 9.2 0.0: 15.4 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 53.3 67.5 79.4 42.0 49.9 55.4 68.0
Old : 46.4 53.3 67.5 79.4 42.0 49.9 55.4 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,619: 50,045 45,486 2,492 7,051 2,082 0 0 0 0 0 0: 0 0
Old : 54,619: 50,045 45,486 2,492 7,051 2,082 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,655: 1,655 1,695 0 0 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 83.3 4.6 12.9 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.6 83.3 4.6 12.9 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . . . 0 0 0 0 0 0:
Old : 30: 17 15 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 77.9 87.6 93.3 71.5 72.4 86.0 86.9
Old : 71.5 77.9 87.6 93.3 71.5 72.4 86.0 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 879,141: 795,480 741,915 46,221 99,786 37,440 0 0 0 0 0 0: 0 0
Old : 879,141: 795,480 741,915 46,221 99,786 37,440 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 4,072: 4,072 4,464 0 -392 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 84.4 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: 90.5 84.4 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 : 69.8 80.4 88.9 93.4 69.1 74.0 86.9 86.8
Old : 69.8 80.4 88.9 93.4 69.1 74.0 86.9 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 418,512: 269,278 70,417 98,551 4,664 5,538 0 0 0 45,145 337,893 0: 0 0
Old : 418,512: 269,278 70,417 98,551 4,664 5,538 0 0 0 45,145 337,893 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 16.8 23.5 1.1 1.3 0.0 0.0 0.0 10.8 80.7 0.0: 0.0 0.0
Old : 100.0: 64.3 16.8 23.5 1.1 1.3 0.0 0.0 0.0 10.8 80.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 9 . . . 0 0 0 . . 0:
Old : 20: 7 9 . . . 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 : 70.5 88.7 97.9 96.5 68.0 88.7 95.5 96.3
Old : 70.5 88.7 97.9 96.5 68.0 88.7 95.5 96.3
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 20, 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 : 73,130: 43,607 71,764 28,763 753 465 0 0 0 40 0 0: 255 148
Old : 73,130: 43,607 71,764 28,763 753 465 0 0 0 40 0 0: 255 148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 382: 382 382 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 98.1 39.3 1.0 0.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.3 0.2
Old : 100.0: 59.6 98.1 39.3 1.0 0.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.3 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 : 37: 12 24 4 . . 0 0 0 . 0 0:
Old : 37: 12 24 4 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 43.3 90.6 69.4 75.0 43.3 87.2 66.4
Old : 75.6 43.3 90.6 69.4 75.0 43.3 87.2 66.4
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 20, 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 : 989,896: 673,199 964,373 295,130 4,804 20,719 0 0 0 848 0 0: 0 0
Old : 989,896: 673,199 964,373 295,130 4,804 20,719 0 0 0 848 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 6,990: 6,990 6,990 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 97.4 29.8 0.5 2.1 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 68.0 97.4 29.8 0.5 2.1 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 20 4 . . 0 0 0 . 0 0:
Old : 36: 16 20 4 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 43.0 87.5 67.1 66.8 43.0 79.4 63.4
Old : 68.9 43.0 87.5 67.1 66.8 43.0 79.4 63.4
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 20, 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: November 13, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 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 20, 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 : 1,167,178: 1,006,610 631,616 44,547 354,208 69,029 0 101,690 0 36,357 0 10,635: 0 0
Old : 1,167,178: 1,006,610 631,616 44,547 354,208 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: November 13, 2012 :
: 11,230: 11,230 6,990 0 4,240 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 54.1 3.8 30.3 5.9 0.0 8.7 0.0 3.1 0.0 0.9: 0.0 0.0
Old : 100.0: 86.2 54.1 3.8 30.3 5.9 0.0 8.7 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 : 43.8 42.2 63.1 66.8 41.3 40.7 56.3 59.2
Old : 43.8 42.2 63.1 66.8 41.3 40.7 56.3 59.2
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 20, 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 : 42,324: 31,051 33,370 9,695 3,600 1,537 0 2,203 0 0 1,359 0: 41 255
Old : 42,324: 31,051 33,370 9,695 3,600 1,537 0 2,203 0 0 1,359 0: 41 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 60: 60 315 0 0 0 0 0 0 0 0 0: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 78.8 22.9 8.5 3.6 0.0 5.2 0.0 0.0 3.2 0.0: 0.1 0.6
Old : 100.0: 73.4 78.8 22.9 8.5 3.6 0.0 5.2 0.0 0.0 3.2 0.0: 0.1 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 : 27: 15 11 . . . 0 . 0 0 . 0:
Old : 27: 15 11 . . . 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 : 59.6 76.1 82.4 89.9 57.2 65.6 72.5 77.3
Old : 59.6 76.1 82.4 89.9 57.2 65.6 72.5 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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: November 13, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 29: 12 16 . . . . . 0 0 0 0:
Old : 29: 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 63.1 87.5 83.0 51.4 45.8 64.8 62.1
Old : 65.0 63.1 87.5 83.0 51.4 45.8 64.8 62.1
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 20, 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 : 22,136: 10,387 13,042 1,025 4,436 2,633 1,670 0 1,495 4,396 0 530: 0 0
Old : 22,136: 10,387 13,042 1,025 4,436 2,633 1,670 0 1,495 4,396 0 530: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 1,275: 0 1,275 0 0 0 0 0 0 1,275 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.9 58.9 4.6 20.0 11.9 7.5 0.0 6.8 19.9 0.0 2.4: 0.0 0.0
Old : 100.0: 46.9 58.9 4.6 20.0 11.9 7.5 0.0 6.8 19.9 0.0 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.1 53.0 92.5 80.9 53.6 46.3 60.8 58.5
Old : 71.1 53.0 92.5 80.9 53.6 46.3 60.8 58.5
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 20, 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 : 16,178: 12,298 9,983 1,316 2,651 1,612 0 121 0 123 1,770 0: 829 41
Old : 16,178: 12,298 9,983 1,316 2,651 1,612 0 121 0 123 1,770 0: 829 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 173: 596 173 -510 -86 86 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 61.7 8.1 16.4 10.0 0.0 0.7 0.0 0.8 10.9 0.0: 5.1 0.3
Old : 100.0: 76.0 61.7 8.1 16.4 10.0 0.0 0.7 0.0 0.8 10.9 0.0: 5.1 0.3
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 : 27: 14 9 . 4 4 0 . 0 . . 0:
Old : 27: 14 9 . 4 4 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 66.3 74.7 88.9 46.0 59.7 66.8 76.3
Old : 49.3 66.3 74.7 88.9 46.0 59.7 66.8 76.3
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 20, 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 : 676,584: 502,753 521,844 131,015 85,571 19,416 0 80 23,400 0 26,273 0: 0 0
Old : 676,584: 502,753 521,844 131,015 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: November 13, 2012 :
: -424: -424 -424 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 77.1 19.4 12.6 2.9 0.0 0.0 3.5 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 74.3 77.1 19.4 12.6 2.9 0.0 0.0 3.5 0.0 3.9 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 56.4 75.4 80.7 90.0 49.7 55.6 62.2 64.9
Old : 56.4 75.4 80.7 90.0 49.7 55.6 62.2 64.9
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 20, 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 : 914,188: 643,383 636,046 211,091 103,308 51,624 8,090 123,210 0 0 0 0: 0 0
Old : 914,188: 643,383 636,046 211,091 103,308 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: November 13, 2012 :
: 744: 744 744 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 69.6 23.1 11.3 5.6 0.9 13.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 70.4 69.6 23.1 11.3 5.6 0.9 13.5 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 17 . . . . . 0 0 0 0:
Old : 29: 15 17 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 70.5 86.3 83.9 42.5 51.6 60.7 61.6
Old : 60.8 70.5 86.3 83.9 42.5 51.6 60.7 61.6
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 20, 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 : 488,213: 149,313 333,078 101,885 1,049 91,317 81,513 0 1,272 1,416 0 61,497: 0 0
Old : 488,213: 149,313 333,078 101,885 1,049 91,317 81,513 0 1,272 1,416 0 61,497: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 8,286: 0 32,955 0 0 0 0 0 0 1,377 -31,578 6,909: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 68.2 20.9 0.2 18.7 16.7 0.0 0.3 0.3 0.0 12.6: 0.0 0.0
Old : 100.0: 30.6 68.2 20.9 0.2 18.7 16.7 0.0 0.3 0.3 0.0 12.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 13 4 . . . 0 . . 0 .:
Old : 25: 11 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 : 58.2 52.4 79.5 81.6 37.2 39.3 47.9 49.3
Old : 58.2 52.4 79.5 81.6 37.2 39.3 47.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 20, 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 : 195,434: 163,944 106,975 16,119 68,408 15,371 0 0 0 0 4,680 0: 0 0
Old : 195,434: 163,944 106,975 16,119 68,408 15,371 0 0 0 0 4,680 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 9,360: 9,360 0 -8,090 1,270 8,090 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 54.7 8.2 35.0 7.9 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 83.9 54.7 8.2 35.0 7.9 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . 4 . 0 0 0 0 . 0:
Old : 21: 10 9 . 4 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 69.7 84.6 90.0 43.0 52.9 66.0 69.0
Old : 54.6 69.7 84.6 90.0 43.0 52.9 66.0 69.0
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 20, 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 : 10,051: 4,413 6,677 2,092 0 2,980 385 0 153 0 226 9: 20 6
Old : 10,051: 4,413 6,677 2,092 0 2,980 385 0 153 0 226 9: 20 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 149: 76 87 23 -20 51 -13 0 13 0 17 -1: -0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 66.4 20.8 0.0 29.6 3.8 0.0 1.5 0.0 2.3 0.1: 0.2 0.1
Old : 100.0: 43.9 66.4 20.8 0.0 29.6 3.8 0.0 1.5 0.0 2.3 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 48.7 75.5 70.6 20.9 26.5 30.3 31.5
Old : 46.3 48.7 75.5 70.6 20.9 26.5 30.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012