Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,745 : : Positions : : 5,225 5,645 0 1,050 75 825 0 60 939 0 168 : : : : Changes from: November 27, 2012 : : -335 -375 0 -45 45 90 0 0 15 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 72.9 0.0 13.6 1.0 10.7 0.0 0.8 12.1 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 15 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 27,111 : : Positions : : 7,918 6,788 1,160 1,212 2,378 710 3,999 1,510 8,150 5,649 5,085 : : : : Changes from: November 27, 2012 : : -1,212 556 -173 161 263 315 -115 -425 787 -696 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 25.0 4.3 4.5 8.8 2.6 14.8 5.6 30.1 20.8 18.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 9 . . . . . 4 10 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 10,950 : : Positions : : 2,085 3,535 410 675 225 200 95 1,560 4,645 2,795 1,420 : : : : Changes from: November 27, 2012 : : -1,270 515 -15 15 -40 30 -1,710 300 15 -75 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.0 32.3 3.7 6.2 2.1 1.8 0.9 14.2 42.4 25.5 13.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 6 8 . . . . . . 6 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 108,744 : : Positions : : 61,724 37,577 523 25,803 31,310 140 2,253 9,421 3,412 694 463 : : : : Changes from: November 27, 2012 : : -9,745 -9,793 -139 971 -3,387 -149 -1,626 -1,259 -27 547 -1,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 34.6 0.5 23.7 28.8 0.1 2.1 8.7 3.1 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 24 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 6,098 : : Positions : : 4,450 5,135 844 564 64 0 0 0 84 0 0 : : : : Changes from: November 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.2 13.8 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 19,553 : : Positions : : 10,753 11,789 524 2,166 3,204 2,381 0 1,456 0 294 120 : : : : Changes from: November 27, 2012 : : -1,163 -1,006 -195 28 -309 297 0 -157 0 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 60.3 2.7 11.1 16.4 12.2 0.0 7.4 0.0 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,668 : : Positions : : 5,956 3,234 104 1,322 194 0 1,544 0 0 0 0 : : : : Changes from: November 27, 2012 : : -620 -372 54 -102 -30 0 214 -124 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 42.2 1.4 17.2 2.5 0.0 20.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 11,424 : : Positions : : 5,667 8,957 1,440 0 1,048 496 440 414 1,730 0 68 : : : : Changes from: November 27, 2012 : : -473 -571 81 0 -155 -30 40 -40 0 0 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 78.4 12.6 0.0 9.2 4.3 3.9 3.6 15.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 5 0 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 18,804 : : Positions : : 11,945 13,388 1,746 652 2,356 18 1,080 580 512 0 18 : : : : Changes from: November 27, 2012 : : -1,081 -486 196 -284 -358 18 -212 -18 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 71.2 9.3 3.5 12.5 0.1 5.7 3.1 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 7,856 : : Positions : : 3,872 4,450 371 609 776 1,010 0 120 0 0 0 : : : : Changes from: November 27, 2012 : : -284 -548 69 -13 -66 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 56.6 4.7 7.8 9.9 12.9 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 10,960 : : Positions : : 4,236 4,936 1,000 86 1,518 0 1,506 124 794 0 1,536 : : : : Changes from: November 27, 2012 : : -964 -857 304 34 -338 0 -144 -10 -160 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 45.0 9.1 0.8 13.9 0.0 13.7 1.1 7.2 0.0 14.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 10,508 : : Positions : : 6,137 5,300 1,451 1,355 773 0 1,070 804 0 806 0 : : : : Changes from: November 27, 2012 : : -77 -330 59 -35 -59 -88 62 -72 0 -166 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 50.4 13.8 12.9 7.4 0.0 10.2 7.7 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 53,462 : : Positions : : 48,228 44,537 3,155 6,846 2,079 0 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : -2,181 -1,209 663 -309 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 83.3 5.9 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 834,103 : : Positions : : 753,137 697,527 43,526 99,136 37,440 0 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : -42,343 -44,388 -2,695 -650 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 83.6 5.2 11.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 67,722 : : Positions : : 40,731 66,398 25,256 522 675 0 0 0 805 0 0 : : : : Changes from: November 27, 2012 : : -3,024 -6,279 -3,507 -231 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 24 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 889,446 : : Positions : : 623,569 865,463 244,310 3,264 20,719 0 0 0 848 0 0 : : : : Changes from: November 27, 2012 : : -52,399 -101,679 -50,820 -1,540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 97.3 27.5 0.4 2.3 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 54,690 : : Positions : : 34,332 36,856 8,027 11,288 4,286 4,895 0 2,260 635 0 0 : : : : Changes from: November 27, 2012 : : -1,675 -1,591 84 -105 -210 0 0 -1,260 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 67.4 14.7 20.6 7.8 9.0 0.0 4.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 15 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 1,104,678 : : Positions : : 952,195 603,766 43,392 326,873 67,874 0 97,840 0 32,892 0 8,325 : : : : Changes from: November 27, 2012 : : -56,863 -30,298 -1,155 -27,335 -1,155 0 -3,850 0 -3,465 0 -2,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 54.7 3.9 29.6 6.1 0.0 8.9 0.0 3.0 0.0 0.8 : : : : 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 December 4, 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 39,192 : : Positions : : 28,402 31,015 9,770 3,465 1,000 0 2,182 0 0 1,275 0 : : : : Changes from: November 27, 2012 : : -2,649 -2,355 75 -135 -537 0 -21 0 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 79.1 24.9 8.8 2.6 0.0 5.6 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 35,722 : : Positions : : 23,992 28,627 11,130 1,495 400 200 5,200 0 0 0 0 : : : : Changes from: November 27, 2012 : : -1,216 -2,819 336 1,044 -420 -210 -105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 80.1 31.2 4.2 1.1 0.6 14.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 20,093 : : Positions : : 11,473 12,301 500 3,827 1,940 1,355 0 1,495 2,800 0 530 : : : : Changes from: November 27, 2012 : : -189 -2,016 -525 -609 -693 -315 0 0 -1,596 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 61.2 2.5 19.0 9.7 6.7 0.0 7.4 13.9 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 7,880 : : Positions : : 7,479 5,970 0 510 0 126 0 0 0 0 0 : : : : Changes from: November 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 75.8 0.0 6.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 20,395 : : Positions : : 14,974 14,305 2,733 2,104 1,565 0 526 0 60 1,875 0 : : : : Changes from: November 27, 2012 : : 2,638 4,372 1,417 -335 -199 0 105 0 -63 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 70.1 13.4 10.3 7.7 0.0 2.6 0.0 0.3 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,310 : : Positions : : 9,415 9,168 2,048 2,423 510 0 0 0 0 60 0 : : : : Changes from: November 27, 2012 : : -60 -61 -126 -84 -42 0 0 0 0 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 74.5 16.6 19.7 4.1 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 606,899 : : Positions : : 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0 : : : : Changes from: November 27, 2012 : : -77,505 -47,740 14,940 -9,435 -7,120 0 0 0 0 -5,390 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 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 December 4, 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 848,738 : : Positions : : 610,658 579,066 182,216 98,688 51,624 4,240 119,360 0 0 0 0 : : : : Changes from: November 27, 2012 : : -32,725 -56,980 -28,875 -4,620 0 -3,850 -3,850 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.2 21.5 11.6 6.1 0.5 14.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 443,885 : : Positions : : 139,250 316,085 123,936 0 65,416 76,893 0 1,272 424 24,418 36,694 : : : : Changes from: November 27, 2012 : : -10,063 -16,993 22,051 -1,049 -25,901 -4,620 0 0 -992 24,418 -24,803 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 71.2 27.9 0.0 14.7 17.3 0.0 0.3 0.1 5.5 8.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 5 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 201,064 : : Positions : : 150,024 107,480 42,560 80,424 8,480 0 0 0 0 4,680 0 : : : : Changes from: November 27, 2012 : : -13,920 505 26,441 12,016 -6,891 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 53.5 21.2 40.0 4.2 0.0 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 4, 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 9,563 : : Positions : : 4,001 6,437 2,242 64 2,770 379 0 141 0 141 11 : : : : Changes from: November 27, 2012 : : -302 -177 113 21 -116 -34 0 10 0 -68 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 67.3 23.4 0.7 29.0 4.0 0.0 1.5 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 7, 2012