Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,800 : : Positions : : 5,190 5,470 0 1,380 105 720 0 60 1,014 0 108 : : : : Changes from: October 30, 2012 : : -50 205 0 180 -140 -135 0 60 330 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 70.1 0.0 17.7 1.3 9.2 0.0 0.8 13.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 8,553 : : Positions : : 6,654 7,122 333 0 255 1,080 0 120 0 707 0 : : : : Changes from: October 30, 2012 : : -12 -45 -30 0 0 105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 83.3 3.9 0.0 3.0 12.6 0.0 1.4 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 22,808 : : Positions : : 7,456 5,450 993 1,921 737 130 3,144 1,555 8,340 6,009 3,392 : : : : Changes from: October 30, 2012 : : 1,313 496 55 -520 460 130 -135 138 348 1,930 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 23.9 4.4 8.4 3.2 0.6 13.8 6.8 36.6 26.3 14.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 10 . . . . . 4 10 10 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 10,155 : : Positions : : 2,960 3,445 440 185 230 170 1,435 620 4,265 2,525 1,425 : : : : Changes from: October 30, 2012 : : 100 105 -40 170 70 0 -120 170 115 70 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 33.9 4.3 1.8 2.3 1.7 14.1 6.1 42.0 24.9 14.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 8 8 . . . . . . 7 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 122,168 : : Positions : : 69,428 46,749 668 23,819 34,322 280 3,466 11,103 3,200 3 1,224 : : : : Changes from: October 30, 2012 : : -4,013 -3,091 115 21 39 -140 108 -132 458 3 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 38.3 0.5 19.5 28.1 0.2 2.8 9.1 2.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 21,010 : : Positions : : 11,615 12,647 585 2,137 3,592 2,403 0 1,577 0 242 140 : : : : Changes from: October 30, 2012 : : -550 -555 -79 -149 -23 -208 0 -114 0 -154 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 60.2 2.8 10.2 17.1 11.4 0.0 7.5 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 7,938 : : Positions : : 6,343 3,503 50 1,424 224 0 1,450 124 0 0 0 : : : : Changes from: October 30, 2012 : : -270 -316 50 62 -74 0 -56 -4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 44.1 0.6 17.9 2.8 0.0 18.3 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,643 : : Positions : : 5,374 9,216 1,432 0 1,130 646 401 334 1,668 0 194 : : : : Changes from: October 30, 2012 : : -161 -311 366 -30 -110 90 39 -40 -692 0 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 79.2 12.3 0.0 9.7 5.5 3.4 2.9 14.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 0 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 19,764 : : Positions : : 13,072 13,512 1,310 816 2,784 0 1,292 598 202 0 18 : : : : Changes from: October 30, 2012 : : -1,028 -257 164 -250 -406 0 -230 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 68.4 6.6 4.1 14.1 0.0 6.5 3.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 4 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,294 : : Positions : : 4,022 5,168 302 630 834 1,130 0 120 0 0 0 : : : : Changes from: October 30, 2012 : : -466 -402 89 35 -134 -130 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 62.3 3.6 7.6 10.1 13.6 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,573 : : Positions : : 4,710 5,829 994 52 1,678 0 1,650 134 1,028 0 1,524 : : : : Changes from: October 30, 2012 : : -626 -269 378 32 -336 0 -134 -10 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 50.4 8.6 0.4 14.5 0.0 14.3 1.2 8.9 0.0 13.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,034 : : Positions : : 6,122 5,630 1,392 1,390 832 208 936 756 0 1,092 0 : : : : Changes from: October 30, 2012 : : -781 -386 59 -35 -59 40 0 -40 0 -282 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 51.0 12.6 12.6 7.5 1.9 8.5 6.9 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 52,964 : : Positions : : 48,390 43,791 2,492 7,051 2,082 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -3,900 -3,549 -253 -644 -46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 82.7 4.7 13.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 875,069 : : Positions : : 791,408 737,451 46,221 100,178 37,440 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -36,152 -29,440 -2,632 -9,344 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.3 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 72,197 : : Positions : : 42,714 70,831 28,763 753 465 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -3,772 -6,877 -3,381 -253 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 98.1 39.8 1.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 972,714 : : Positions : : 656,865 947,191 295,130 4,804 20,719 0 0 0 0 0 0 : : : : Changes from: October 30, 2012 : : -50,760 -98,888 -49,632 -1,504 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 97.4 30.3 0.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 57,091 : : Positions : : 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0 : : : : Changes from: October 30, 2012 : : -2,622 -2,300 92 -115 -230 230 0 -1,380 -115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,155,948 : : Positions : : 995,380 624,626 44,547 349,968 69,029 0 101,690 0 36,357 0 10,635 : : : : Changes from: October 30, 2012 : : -6,346 -11,242 -1,128 4,144 -24,448 0 -3,760 0 -3,384 0 -2,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.0 3.9 30.3 6.0 0.0 8.8 0.0 3.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 40,989 : : Positions : : 29,716 31,780 9,695 3,600 1,537 0 2,203 0 0 1,359 0 : : : : Changes from: October 30, 2012 : : -4,048 -3,611 115 -230 -529 0 -23 0 0 -92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 77.5 23.7 8.8 3.7 0.0 5.4 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,022 : : Positions : : 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0 : : : : Changes from: October 30, 2012 : : -2,829 -2,323 368 -253 -460 -230 -115 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 20,861 : : Positions : : 10,387 11,767 1,025 4,436 2,633 1,670 0 1,495 3,121 0 530 : : : : Changes from: October 30, 2012 : : -207 -2,208 -1,220 -1,312 -114 -345 0 0 -1,748 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 56.4 4.9 21.3 12.6 8.0 0.0 7.2 15.0 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 14,053 : : Positions : : 9,751 8,448 1,826 2,229 1,524 0 0 0 123 1,770 0 : : : : Changes from: October 30, 2012 : : -481 -366 -23 -69 -69 0 0 0 -69 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 60.1 13.0 15.9 10.8 0.0 0.0 0.0 0.9 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 653,608 : : Positions : : 479,777 498,868 131,015 85,571 19,416 0 80 23,400 0 26,273 0 : : : : Changes from: October 30, 2012 : : -68,441 -40,617 1,875 -14,669 -1,875 0 0 0 0 -11,280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 76.3 20.0 13.1 3.0 0.0 0.0 3.6 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 918,124 : : Positions : : 647,319 639,982 211,091 103,308 51,624 8,090 123,210 0 0 0 0 : : : : Changes from: October 30, 2012 : : -4,758 -13,226 -12,980 -4,512 0 -3,760 -3,760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 69.7 23.0 11.3 5.6 0.9 13.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 456,527 : : Positions : : 125,913 276,723 101,885 1,049 91,317 81,513 0 1,272 39 31,578 54,588 : : : : Changes from: October 30, 2012 : : 6,734 22,910 -9,490 -47,760 21,440 3,098 0 -2,283 0 25,192 -25,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 60.6 22.3 0.2 20.0 17.9 0.0 0.3 0.0 6.9 12.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 157,994 : : Positions : : 126,504 88,255 24,209 57,778 7,281 0 0 0 0 4,680 0 : : : : Changes from: October 30, 2012 : : -5,264 -6,768 -1,071 433 -4,193 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 55.9 15.3 36.6 4.6 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 9,571 : : Positions : : 4,198 6,301 1,942 45 2,876 370 0 143 0 182 12 : : : : Changes from: October 30, 2012 : : -54 -27 17 -0 15 -3 0 0 0 -12 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 65.8 20.3 0.5 30.0 3.9 0.0 1.5 0.0 1.9 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 9, 2012