CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,745: 5,225 5,645 0 1,050 75 825 0 60 939 0 168: 453 747 Old : 7,745: 5,225 5,645 0 1,050 75 825 0 60 939 0 168: 453 747 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -245: -335 -375 0 -45 45 90 0 0 15 0 -45: -15 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.5 72.9 0.0 13.6 1.0 10.7 0.0 0.8 12.1 0.0 2.2: 5.8 9.6 Old : 100.0: 67.5 72.9 0.0 13.6 1.0 10.7 0.0 0.8 12.1 0.0 2.2: 5.8 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 15 0 . . . 0 . 4 0 .: Old : 24: 14 15 0 . . . 0 . 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6 Old : 52.5 43.6 73.3 70.4 37.6 36.9 52.0 52.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 27,111: 7,918 6,788 1,160 1,212 2,378 710 3,999 1,510 8,150 5,649 5,085: 200 490 Old : 27,111: 7,918 6,788 1,160 1,212 2,378 710 3,999 1,510 8,150 5,649 5,085: 200 490 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -348: -1,212 556 -173 161 263 315 -115 -425 787 -696 352: -255 -444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 25.0 4.3 4.5 8.8 2.6 14.8 5.6 30.1 20.8 18.8: 0.7 1.8 Old : 100.0: 29.2 25.0 4.3 4.5 8.8 2.6 14.8 5.6 30.1 20.8 18.8: 0.7 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 9 9 . . . . . 4 10 11 14: Old : 38: 9 9 . . . . . 4 10 11 14: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8 Old : 42.6 38.2 62.3 59.7 37.8 27.4 48.3 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 10,950: 2,085 3,535 410 675 225 200 95 1,560 4,645 2,795 1,420: 405 645 Old : 10,950: 2,085 3,535 410 675 225 200 95 1,560 4,645 2,795 1,420: 405 645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -955: -1,270 515 -15 15 -40 30 -1,710 300 15 -75 -240: 265 280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 32.3 3.7 6.2 2.1 1.8 0.9 14.2 42.4 25.5 13.0: 3.7 5.9 Old : 100.0: 19.0 32.3 3.7 6.2 2.1 1.8 0.9 14.2 42.4 25.5 13.0: 3.7 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 6 8 . . . . . . 6 9 12: Old : 29: 6 8 . . . . . . 6 9 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5 Old : 58.3 42.4 77.2 62.9 41.6 31.4 52.5 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 108,744: 61,724 37,577 523 25,803 31,310 140 2,253 9,421 3,412 694 463: 1,750 1,223 Old : 108,744: 61,724 37,577 523 25,803 31,310 140 2,253 9,421 3,412 694 463: 1,750 1,223 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -15,829: -9,745 -9,793 -139 971 -3,387 -149 -1,626 -1,259 -27 547 -1,008: -114 -273 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 34.6 0.5 23.7 28.8 0.1 2.1 8.7 3.1 0.6 0.4: 1.6 1.1 Old : 100.0: 56.8 34.6 0.5 23.7 28.8 0.1 2.1 8.7 3.1 0.6 0.4: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 25 24 . 5 7 . . . . . .: Old : 41: 25 24 . 5 7 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 48.2 64.9 70.6 18.4 21.3 25.3 27.7 Old : 41.0 48.2 64.9 70.6 18.4 21.3 25.3 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS 0F 400 MEGAWATT HOURS) : : : Positions : All : 6,098: 4,450 5,135 844 564 64 0 0 0 84 0 0: 656 335 Old : 6,098: 4,450 5,135 844 564 64 0 0 0 84 0 0: 656 335 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 84.2 13.8 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 10.8 5.5 Old : 100.0: 73.0 84.2 13.8 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0: 10.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 13 . . . 0 0 0 . 0 0: Old : 20: 13 13 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4 Old : 54.8 62.9 82.6 88.1 54.4 52.9 69.5 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 19,553: 10,753 11,789 524 2,166 3,204 2,381 0 1,456 0 294 120: 1,114 524 Old : 19,553: 10,753 11,789 524 2,166 3,204 2,381 0 1,456 0 294 120: 1,114 524 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -1,581: -1,163 -1,006 -195 28 -309 297 0 -157 0 8 -8: -48 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.0 60.3 2.7 11.1 16.4 12.2 0.0 7.4 0.0 1.5 0.6: 5.7 2.7 Old : 100.0: 55.0 60.3 2.7 11.1 16.4 12.2 0.0 7.4 0.0 1.5 0.6: 5.7 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 14 . . 4 . 0 . 0 . .: Old : 27: 16 14 . . 4 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.0 58.3 65.9 78.2 32.5 40.3 45.2 47.6 Old : 42.0 58.3 65.9 78.2 32.5 40.3 45.2 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 7,668: 5,956 3,234 104 1,322 194 0 1,544 0 0 0 0: 1,414 1,374 Old : 7,668: 5,956 3,234 104 1,322 194 0 1,544 0 0 0 0: 1,414 1,374 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -450: -620 -372 54 -102 -30 0 214 -124 0 0 0: 270 -36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.7 42.2 1.4 17.2 2.5 0.0 20.1 0.0 0.0 0.0 0.0: 18.4 17.9 Old : 100.0: 77.7 42.2 1.4 17.2 2.5 0.0 20.1 0.0 0.0 0.0 0.0: 18.4 17.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 15 10 . . . 0 . 0 0 0 0: Old : 20: 15 10 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 44.8 62.9 70.2 30.0 38.1 47.0 52.0 Old : 43.5 44.8 62.9 70.2 30.0 38.1 47.0 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 11,424: 5,667 8,957 1,440 0 1,048 496 440 414 1,730 0 68: 561 497 Old : 11,424: 5,667 8,957 1,440 0 1,048 496 440 414 1,730 0 68: 561 497 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -644: -473 -571 81 0 -155 -30 40 -40 0 0 18: -45 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 78.4 12.6 0.0 9.2 4.3 3.9 3.6 15.1 0.0 0.6: 4.9 4.3 Old : 100.0: 49.6 78.4 12.6 0.0 9.2 4.3 3.9 3.6 15.1 0.0 0.6: 4.9 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 13 17 5 0 4 . . . . 0 .: Old : 27: 13 17 5 0 4 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.6 36.9 68.5 62.3 37.9 34.3 56.9 52.5 Old : 43.6 36.9 68.5 62.3 37.9 34.3 56.9 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 18,804: 11,945 13,388 1,746 652 2,356 18 1,080 580 512 0 18: 1,629 730 Old : 18,804: 11,945 13,388 1,746 652 2,356 18 1,080 580 512 0 18: 1,629 730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -1,372: -1,081 -486 196 -284 -358 18 -212 -18 -50 0 0: -79 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.5 71.2 9.3 3.5 12.5 0.1 5.7 3.1 2.7 0.0 0.1: 8.7 3.9 Old : 100.0: 63.5 71.2 9.3 3.5 12.5 0.1 5.7 3.1 2.7 0.0 0.1: 8.7 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 21 20 4 . 6 . . . . 0 .: Old : 34: 21 20 4 . 6 . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2 Old : 36.2 38.3 56.7 61.6 30.9 34.4 45.4 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 7,856: 3,872 4,450 371 609 776 1,010 0 120 0 0 0: 1,707 1,901 Old : 7,856: 3,872 4,450 371 609 776 1,010 0 120 0 0 0: 1,707 1,901 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -452: -284 -548 69 -13 -66 -120 0 0 0 0 0: -51 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.3 56.6 4.7 7.8 9.9 12.9 0.0 1.5 0.0 0.0 0.0: 21.7 24.2 Old : 100.0: 49.3 56.6 4.7 7.8 9.9 12.9 0.0 1.5 0.0 0.0 0.0: 21.7 24.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 15 12 . . . . 0 . 0 0 0: Old : 21: 15 12 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9 Old : 35.3 39.4 55.2 59.5 28.0 32.9 46.2 47.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 10,960: 4,236 4,936 1,000 86 1,518 0 1,506 124 794 0 1,536: 1,752 1,254 Old : 10,960: 4,236 4,936 1,000 86 1,518 0 1,506 124 794 0 1,536: 1,752 1,254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -865: -964 -857 304 34 -338 0 -144 -10 -160 0 40: 263 410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 45.0 9.1 0.8 13.9 0.0 13.7 1.1 7.2 0.0 14.0: 16.0 11.4 Old : 100.0: 38.6 45.0 9.1 0.8 13.9 0.0 13.7 1.1 7.2 0.0 14.0: 16.0 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 12 . . . 0 . . . 0 .: Old : 20: 12 12 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0 Old : 53.9 44.2 72.7 71.2 28.4 30.2 38.2 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 10,508: 6,137 5,300 1,451 1,355 773 0 1,070 804 0 806 0: 1,343 400 Old : 10,508: 6,137 5,300 1,451 1,355 773 0 1,070 804 0 806 0: 1,343 400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -610: -77 -330 59 -35 -59 -88 62 -72 0 -166 0: -373 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.4 50.4 13.8 12.9 7.4 0.0 10.2 7.7 0.0 7.7 0.0: 12.8 3.8 Old : 100.0: 58.4 50.4 13.8 12.9 7.4 0.0 10.2 7.7 0.0 7.7 0.0: 12.8 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 10 . . 4 0 . . 0 . 0: Old : 23: 15 10 . . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0 Old : 45.2 55.0 67.4 82.4 42.8 50.1 58.0 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 53,462: 48,228 44,537 3,155 6,846 2,079 0 0 0 0 0 0: 0 0 Old : 53,462: 48,228 44,537 3,155 6,846 2,079 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -1,521: -2,181 -1,209 663 -309 -3 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.2 83.3 5.9 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 90.2 83.3 5.9 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 15 4 . . 0 0 0 0 0 0: Old : 31: 19 15 4 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3 Old : 70.3 76.3 86.3 92.8 70.3 70.7 84.5 86.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 834,103: 753,137 697,527 43,526 99,136 37,440 0 0 0 0 0 0: 0 0 Old : 834,103: 753,137 697,527 43,526 99,136 37,440 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -45,038: -42,343 -44,388 -2,695 -650 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 83.6 5.2 11.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 90.3 83.6 5.2 11.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 15 . . . 0 0 0 0 0 0: Old : 27: 15 15 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0 Old : 69.3 82.9 89.2 93.9 68.6 76.1 87.4 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 67,722: 40,731 66,398 25,256 522 675 0 0 0 805 0 0: 255 127 Old : 67,722: 40,731 66,398 25,256 522 675 0 0 0 805 0 0: 255 127 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -6,321: -3,024 -6,279 -3,507 -231 210 0 0 0 0 0 0: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 0.2 Old : 100.0: 60.1 98.0 37.3 0.8 1.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.4 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 13 24 4 . . 0 0 0 . 0 0: Old : 38: 13 24 4 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2 Old : 75.5 44.1 89.2 72.1 74.9 44.1 86.0 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 889,446: 623,569 865,463 244,310 3,264 20,719 0 0 0 848 0 0: 0 0 Old : 889,446: 623,569 865,463 244,310 3,264 20,719 0 0 0 848 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -103,219: -52,399 -101,679 -50,820 -1,540 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 97.3 27.5 0.4 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Old : 100.0: 70.1 97.3 27.5 0.4 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 16 21 4 . . 0 0 0 . 0 0: Old : 36: 16 21 4 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0 Old : 69.5 46.2 87.0 68.4 67.2 46.2 79.1 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 54,690: 34,332 36,856 8,027 11,288 4,286 4,895 0 2,260 635 0 0: 255 0 Old : 54,690: 34,332 36,856 8,027 11,288 4,286 4,895 0 2,260 635 0 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -3,166: -1,675 -1,591 84 -105 -210 0 0 -1,260 -105 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 67.4 14.7 20.6 7.8 9.0 0.0 4.1 1.2 0.0 0.0: 0.5 0.0 Old : 100.0: 62.8 67.4 14.7 20.6 7.8 9.0 0.0 4.1 1.2 0.0 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 22 15 4 . 5 . 0 . . 0 0: Old : 35: 22 15 4 . 5 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5 Old : 40.5 49.2 60.8 72.8 35.7 42.8 54.8 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,104,678: 952,195 603,766 43,392 326,873 67,874 0 97,840 0 32,892 0 8,325: 0 0 Old : 1,104,678: 952,195 603,766 43,392 326,873 67,874 0 97,840 0 32,892 0 8,325: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -64,948: -56,863 -30,298 -1,155 -27,335 -1,155 0 -3,850 0 -3,465 0 -2,310: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.2 54.7 3.9 29.6 6.1 0.0 8.9 0.0 3.0 0.0 0.8: 0.0 0.0 Old : 100.0: 86.2 54.7 3.9 29.6 6.1 0.0 8.9 0.0 3.0 0.0 0.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 23 20 . 5 5 0 . 0 4 0 .: Old : 41: 23 20 . 5 5 0 . 0 4 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5 Old : 43.1 43.0 63.1 68.1 41.5 40.5 58.7 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 39,192: 28,402 31,015 9,770 3,465 1,000 0 2,182 0 0 1,275 0: 20 255 Old : 39,192: 28,402 31,015 9,770 3,465 1,000 0 2,182 0 0 1,275 0: 20 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -3,132: -2,649 -2,355 75 -135 -537 0 -21 0 0 -84 0: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 79.1 24.9 8.8 2.6 0.0 5.6 0.0 0.0 3.3 0.0: 0.1 0.7 Old : 100.0: 72.5 79.1 24.9 8.8 2.6 0.0 5.6 0.0 0.0 3.3 0.0: 0.1 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 12 . . . 0 . 0 0 . 0: Old : 27: 15 12 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2 Old : 60.5 78.8 84.1 93.3 57.8 68.7 74.2 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,722: 23,992 28,627 11,130 1,495 400 200 5,200 0 0 0 0: 0 0 Old : 35,722: 23,992 28,627 11,130 1,495 400 200 5,200 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -2,300: -1,216 -2,819 336 1,044 -420 -210 -105 0 0 0 0: -790 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.2 80.1 31.2 4.2 1.1 0.6 14.6 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 67.2 80.1 31.2 4.2 1.1 0.6 14.6 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 13 18 . . . . . 0 0 0 0: Old : 30: 13 18 . . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9 Old : 67.3 64.8 87.0 82.8 54.6 47.0 68.4 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 20,093: 11,473 12,301 500 3,827 1,940 1,355 0 1,495 2,800 0 530: 0 0 Old : 20,093: 11,473 12,301 500 3,827 1,940 1,355 0 1,495 2,800 0 530: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -3,318: -189 -2,016 -525 -609 -693 -315 0 0 -1,596 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 61.2 2.5 19.0 9.7 6.7 0.0 7.4 13.9 0.0 2.6: 0.0 0.0 Old : 100.0: 57.1 61.2 2.5 19.0 9.7 6.7 0.0 7.4 13.9 0.0 2.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 7 14 . . . . 0 . . 0 .: Old : 22: 7 14 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2 Old : 68.8 58.3 93.1 85.1 54.7 49.3 65.9 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 7,880: 7,479 5,970 0 510 0 126 0 0 0 0 0: 275 1,400 Old : 7,880: 7,479 5,970 0 510 0 126 0 0 0 0 0: 275 1,400 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.9 75.8 0.0 6.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0: 3.5 17.8 Old : 100.0: 94.9 75.8 0.0 6.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0: 3.5 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 14 13 0 . 0 . 0 0 0 0 0: Old : 20: 14 13 0 . 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6 Old : 64.8 58.0 86.4 76.3 60.5 54.5 77.4 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 20,395: 14,974 14,305 2,733 2,104 1,565 0 526 0 60 1,875 0: 1,063 20 Old : 20,395: 14,974 14,305 2,733 2,104 1,565 0 526 0 60 1,875 0: 1,063 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : 4,027: 2,638 4,372 1,417 -335 -199 0 105 0 -63 105 0: 234 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.4 70.1 13.4 10.3 7.7 0.0 2.6 0.0 0.3 9.2 0.0: 5.2 0.1 Old : 100.0: 73.4 70.1 13.4 10.3 7.7 0.0 2.6 0.0 0.3 9.2 0.0: 5.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 16 10 . . . 0 . 0 . . 0: Old : 29: 16 10 . . . 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5 Old : 41.8 76.3 65.5 92.3 40.4 70.5 60.2 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 12,310: 9,415 9,168 2,048 2,423 510 0 0 0 0 60 0: 337 149 Old : 12,310: 9,415 9,168 2,048 2,423 510 0 0 0 0 60 0: 337 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -291: -60 -61 -126 -84 -42 0 0 0 0 -63 0: -63 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.5 74.5 16.6 19.7 4.1 0.0 0.0 0.0 0.0 0.5 0.0: 2.7 1.2 Old : 100.0: 76.5 74.5 16.6 19.7 4.1 0.0 0.0 0.0 0.0 0.5 0.0: 2.7 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 13 10 . . . 0 0 0 0 . 0: Old : 21: 13 10 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8 Old : 57.6 69.4 86.1 93.1 57.1 65.4 79.8 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0 Old : 606,899: 425,248 474,104 145,955 76,136 12,296 0 80 23,400 0 20,883 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -69,685: -77,505 -47,740 14,940 -9,435 -7,120 0 0 0 0 -5,390 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0: 0.0 0.0 Old : 100.0: 70.1 78.1 24.0 12.5 2.0 0.0 0.0 3.9 0.0 3.4 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 17 10 . . . 0 . . 0 . 0: Old : 26: 17 10 . . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5 Old : 57.9 76.2 81.6 91.5 51.2 57.1 64.2 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 848,738: 610,658 579,066 182,216 98,688 51,624 4,240 119,360 0 0 0 0: 0 0 Old : 848,738: 610,658 579,066 182,216 98,688 51,624 4,240 119,360 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -65,450: -32,725 -56,980 -28,875 -4,620 0 -3,850 -3,850 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.9 68.2 21.5 11.6 6.1 0.5 14.1 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 71.9 68.2 21.5 11.6 6.1 0.5 14.1 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 17 . . . . . 0 0 0 0: Old : 28: 14 17 . . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5 Old : 61.9 72.4 89.2 86.7 41.9 52.0 61.1 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 443,885: 139,250 316,085 123,936 0 65,416 76,893 0 1,272 424 24,418 36,694: 0 0 Old : 443,885: 139,250 316,085 123,936 0 65,416 76,893 0 1,272 424 24,418 36,694: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -44,328: -10,063 -16,993 22,051 -1,049 -25,901 -4,620 0 0 -992 24,418 -24,803: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 71.2 27.9 0.0 14.7 17.3 0.0 0.3 0.1 5.5 8.3: 0.0 0.0 Old : 100.0: 31.4 71.2 27.9 0.0 14.7 17.3 0.0 0.3 0.1 5.5 8.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 9 13 5 0 . . 0 . . . .: Old : 24: 9 13 5 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3 Old : 58.3 54.7 83.6 81.1 43.5 45.4 60.0 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 201,064: 150,024 107,480 42,560 80,424 8,480 0 0 0 0 4,680 0: 0 0 Old : 201,064: 150,024 107,480 42,560 80,424 8,480 0 0 0 0 4,680 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : 5,630: -13,920 505 26,441 12,016 -6,891 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.6 53.5 21.2 40.0 4.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.0 Old : 100.0: 74.6 53.5 21.2 40.0 4.2 0.0 0.0 0.0 0.0 2.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 9 . . . 0 0 0 0 . 0: Old : 23: 12 9 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2 Old : 48.4 63.1 79.3 92.2 44.4 56.7 70.0 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Disaggregated Commitments of Traders - Options and Futures Combined, December 4, 2012 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 9,563: 4,001 6,437 2,242 64 2,770 379 0 141 0 141 11: 20 1 Old : 9,563: 4,001 6,437 2,242 64 2,770 379 0 141 0 141 11: 20 1 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 27, 2012 : : -345: -302 -177 113 21 -116 -34 0 10 0 -68 2: -19 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 67.3 23.4 0.7 29.0 4.0 0.0 1.5 0.0 1.5 0.1: 0.2 0.0 Old : 100.0: 41.8 67.3 23.4 0.7 29.0 4.0 0.0 1.5 0.0 1.5 0.1: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 15 4 . 5 . 0 . 0 . .: Old : 23: 13 15 4 . 5 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 49.2 76.6 72.4 23.4 26.7 31.4 31.4 Old : 47.8 49.2 76.6 72.4 23.4 26.7 31.4 31.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012