Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,905 : : Positions : : 5,460 5,940 0 1,095 30 645 0 60 969 0 183 : : : : Changes from: November 13, 2012 : : 60 -30 0 -90 -15 -75 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 75.1 0.0 13.9 0.4 8.2 0.0 0.8 12.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 9,253 : : Positions : : 6,734 7,992 393 0 255 1,640 0 120 0 542 0 : : : : Changes from: November 13, 2012 : : 190 825 75 0 0 440 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 86.4 4.2 0.0 2.8 17.7 0.0 1.3 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 26,085 : : Positions : : 9,230 6,032 1,153 1,461 1,573 340 4,024 1,690 7,343 6,165 4,416 : : : : Changes from: November 13, 2012 : : 595 273 40 -240 216 220 675 180 -611 84 933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 23.1 4.4 5.6 6.0 1.3 15.4 6.5 28.2 23.6 16.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 9 9 . . . . . 4 8 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 11,630 : : Positions : : 3,270 3,470 380 435 255 170 1,525 1,305 4,505 2,670 1,615 : : : : Changes from: November 13, 2012 : : -50 45 -60 250 20 0 -265 710 55 0 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 29.8 3.3 3.7 2.2 1.5 13.1 11.2 38.7 23.0 13.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 7 . . . . . . 6 10 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 123,909 : : Positions : : 71,362 47,209 657 24,613 34,782 282 3,728 10,356 3,197 261 1,384 : : : : Changes from: November 13, 2012 : : 559 114 -4 20 -5 2 277 -562 1 57 121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 38.1 0.5 19.9 28.1 0.2 3.0 8.4 2.6 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 26 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 21,056 : : Positions : : 11,827 12,705 712 2,121 3,494 2,018 0 1,680 0 266 128 : : : : Changes from: November 13, 2012 : : 106 -8 64 30 -28 -124 0 32 0 24 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 60.3 3.4 10.1 16.6 9.6 0.0 8.0 0.0 1.3 0.6 : : : : 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 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 7,994 : : Positions : : 6,211 3,607 50 1,424 224 0 1,330 124 0 0 0 : : : : Changes from: November 13, 2012 : : 348 152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 45.1 0.6 17.8 2.8 0.0 16.6 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 12,031 : : Positions : : 5,576 9,436 1,359 0 1,203 526 404 452 1,922 0 50 : : : : Changes from: November 13, 2012 : : 82 220 -120 0 0 0 3 -2 272 0 -96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 78.4 11.3 0.0 10.0 4.4 3.4 3.8 16.0 0.0 0.4 : : : : 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 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 19,944 : : Positions : : 12,964 13,692 1,550 816 2,784 0 1,292 598 202 0 18 : : : : Changes from: November 13, 2012 : : -170 280 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 68.7 7.8 4.1 14.0 0.0 6.5 3.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 4 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,174 : : Positions : : 4,022 5,168 302 630 834 1,130 0 120 0 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 63.2 3.7 7.7 10.2 13.8 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,767 : : Positions : : 4,950 5,863 704 52 1,848 0 1,650 134 1,146 0 1,496 : : : : Changes from: November 13, 2012 : : 120 20 -240 0 120 0 0 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 49.8 6.0 0.4 15.7 0.0 14.0 1.1 9.7 0.0 12.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,034 : : Positions : : 6,142 5,630 1,392 1,390 832 128 936 836 0 1,012 0 : : : : Changes from: November 13, 2012 : : 20 0 0 0 0 -80 0 80 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 51.0 12.6 12.6 7.5 1.2 8.5 7.6 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 54,619 : : Positions : : 50,045 45,486 2,492 7,051 2,082 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 1,655 1,695 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.3 4.6 12.9 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 879,141 : : Positions : : 795,480 741,915 46,221 99,786 37,440 0 0 0 0 0 0 : : : : Changes from: November 13, 2012 : : 4,072 4,464 0 -392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.4 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 418,512 : : Positions : : 269,278 70,417 98,551 4,664 5,538 0 0 0 45,145 337,893 0 : : : : Changes from: November 13, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 16.8 23.5 1.1 1.3 0.0 0.0 0.0 10.8 80.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 73,130 : : Positions : : 43,607 71,764 28,763 753 465 0 0 0 40 0 0 : : : : Changes from: November 13, 2012 : : 382 382 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 98.1 39.3 1.0 0.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 24 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 989,896 : : Positions : : 673,199 964,373 295,130 4,804 20,719 0 0 0 848 0 0 : : : : Changes from: November 13, 2012 : : 6,990 6,990 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 97.4 29.8 0.5 2.1 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 57,091 : : Positions : : 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,167,178 : : Positions : :1,006,610 631,616 44,547 354,208 69,029 0 101,690 0 36,357 0 10,635 : : : : Changes from: November 13, 2012 : : 11,230 6,990 0 4,240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 54.1 3.8 30.3 5.9 0.0 8.7 0.0 3.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 42,324 : : Positions : : 31,051 33,370 9,695 3,600 1,537 0 2,203 0 0 1,359 0 : : : : Changes from: November 13, 2012 : : 60 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 78.8 22.9 8.5 3.6 0.0 5.2 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,022 : : Positions : : 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0 : : : : Changes from: November 13, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 22,136 : : Positions : : 10,387 13,042 1,025 4,436 2,633 1,670 0 1,495 4,396 0 530 : : : : Changes from: November 13, 2012 : : 0 1,275 0 0 0 0 0 0 1,275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 58.9 4.6 20.0 11.9 7.5 0.0 6.8 19.9 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 16,178 : : Positions : : 12,298 9,983 1,316 2,651 1,612 0 121 0 123 1,770 0 : : : : Changes from: November 13, 2012 : : 596 173 -510 -86 86 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 61.7 8.1 16.4 10.0 0.0 0.7 0.0 0.8 10.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 4 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 676,584 : : Positions : : 502,753 521,844 131,015 85,571 19,416 0 80 23,400 0 26,273 0 : : : : Changes from: November 13, 2012 : : -424 -424 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 77.1 19.4 12.6 2.9 0.0 0.0 3.5 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 914,188 : : Positions : : 643,383 636,046 211,091 103,308 51,624 8,090 123,210 0 0 0 0 : : : : Changes from: November 13, 2012 : : 744 744 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 69.6 23.1 11.3 5.6 0.9 13.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 488,213 : : Positions : : 149,313 333,078 101,885 1,049 91,317 81,513 0 1,272 1,416 0 61,497 : : : : Changes from: November 13, 2012 : : 0 32,955 0 0 0 0 0 0 1,377 -31,578 6,909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 68.2 20.9 0.2 18.7 16.7 0.0 0.3 0.3 0.0 12.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 195,434 : : Positions : : 163,944 106,975 16,119 68,408 15,371 0 0 0 0 4,680 0 : : : : Changes from: November 13, 2012 : : 9,360 0 -8,090 1,270 8,090 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 54.7 8.2 35.0 7.9 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 20, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 10,051 : : Positions : : 4,413 6,677 2,092 0 2,980 385 0 153 0 226 9 : : : : Changes from: November 13, 2012 : : 76 87 23 -20 51 -13 0 13 0 17 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 66.4 20.8 0.0 29.6 3.8 0.0 1.5 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 26, 2012