Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 7,675 : : Positions : : 4,585 5,330 0 1,095 30 510 0 240 1,189 30 533 : : : : Changes from: December 11, 2012 : : -400 -230 0 45 -45 15 0 60 35 0 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 69.4 0.0 14.3 0.4 6.6 0.0 3.1 15.5 0.4 6.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 0 . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 9,192 : : Positions : : 5,919 7,389 285 0 255 1,725 0 480 255 672 147 : : : : Changes from: December 11, 2012 : : -717 -207 0 0 0 240 0 60 255 30 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 80.4 3.1 0.0 2.8 18.8 0.0 5.2 2.8 7.3 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 30,943 : : Positions : : 9,263 8,233 1,170 1,487 2,743 465 3,829 2,400 8,960 6,339 5,707 : : : : Changes from: December 11, 2012 : : 420 575 -5 10 280 100 -30 215 302 292 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 26.6 3.8 4.8 8.9 1.5 12.4 7.8 29.0 20.5 18.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 9 10 . . . . . 4 10 11 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 12,295 : : Positions : : 2,575 3,860 435 690 315 470 320 1,545 4,530 3,105 2,025 : : : : Changes from: December 11, 2012 : : 0 -50 0 -25 25 260 45 100 -185 250 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 31.4 3.5 5.6 2.6 3.8 2.6 12.6 36.8 25.3 16.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 5 8 . . . . . . 5 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 163,735 : : Positions : : 80,738 118,012 21,037 9,405 16,477 15,718 400 12,257 10,169 633 6,167 : : : : Changes from: December 11, 2012 : : 2,560 2,066 -1,554 1,041 2,220 317 -43 274 1,040 -641 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 72.1 12.8 5.7 10.1 9.6 0.2 7.5 6.2 0.4 3.8 : : : : Number of Traders in Each Category Total Traders: 83 : : 45 38 5 7 8 7 . 6 11 4 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 62,937 : : Positions : : 45,437 52,475 11,221 3,281 4,709 0 1,162 1,134 360 124 52 : : : : Changes from: December 11, 2012 : : 855 1,638 316 -336 -98 0 -79 78 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 83.4 17.8 5.2 7.5 0.0 1.8 1.8 0.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 556,758 : : Positions : : 473,692 408,247 32,647 85,338 45,611 0 13,659 1,936 2,296 1,391 576 : : : : Changes from: December 11, 2012 : : 28,468 22,969 -5,474 -615 -2,823 0 1,952 952 1,312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 73.3 5.9 15.3 8.2 0.0 2.5 0.3 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,670,594 : : Positions : :1,072,351 1,323,912 181,236 166,294 87,054 219,421 47,964 18,864 67,442 6,960 19,546 : : : : Changes from: December 11, 2012 : : 15,662 4,030 -22,160 -11,730 17,323 814 8,568 -32 4,166 2,294 -2,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 79.2 10.8 10.0 5.2 13.1 2.9 1.1 4.0 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 37 5 4 5 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 64,636 : : Positions : : 44,532 49,028 5,439 1,572 10,327 905 0 3,143 82 334 208 : : : : Changes from: December 11, 2012 : : -3,193 492 2,783 101 -1,253 905 -174 -319 -52 0 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 75.9 8.4 2.4 16.0 1.4 0.0 4.9 0.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 24 4 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 423,424 : : Positions : : 252,724 354,497 147,260 61,401 5,920 12,650 0 1,606 3,264 0 0 : : : : Changes from: December 11, 2012 : : -13,388 -12,368 1,029 0 0 -9 0 625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 83.7 34.8 14.5 1.4 3.0 0.0 0.4 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 54,985 : : Positions : : 41,216 13,868 500 29,348 5,392 140 1,449 3,019 3,438 819 60 : : : : Changes from: December 11, 2012 : : -832 370 -68 -850 552 0 -408 72 0 -12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 25.2 0.9 53.4 9.8 0.3 2.6 5.5 6.3 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 6,140 : : Positions : : 4,450 4,921 1,141 564 64 0 0 0 84 0 0 : : : : Changes from: December 11, 2012 : : -42 -256 297 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 80.1 18.6 9.2 1.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 13,754 : : Positions : : 7,275 9,152 1,001 690 1,526 1,250 0 1,456 0 294 120 : : : : Changes from: December 11, 2012 : : 20 20 0 0 0 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 66.5 7.3 5.0 11.1 9.1 0.0 10.6 0.0 2.1 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 7,648 : : Positions : : 6,032 3,228 104 1,322 194 0 1,544 0 0 0 0 : : : : Changes from: December 11, 2012 : : -38 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 42.2 1.4 17.3 2.5 0.0 20.2 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-All Futures Combined Positions as of December 18, 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 11,810 : : Positions : : 5,927 9,006 1,614 0 1,094 496 440 414 1,322 0 400 : : : : Changes from: December 11, 2012 : : 120 -38 -48 0 48 0 0 0 -130 0 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 76.3 13.7 0.0 9.3 4.2 3.7 3.5 11.2 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 5 0 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 18,628 : : Positions : : 12,081 13,212 1,386 652 2,356 66 1,080 580 512 0 18 : : : : Changes from: December 11, 2012 : : 148 -164 -360 0 0 48 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 70.9 7.4 3.5 12.6 0.4 5.8 3.1 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 7,880 : : Positions : : 3,892 4,450 371 729 656 962 0 168 0 0 0 : : : : Changes from: December 11, 2012 : : 20 0 0 0 0 -48 0 48 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 56.5 4.7 9.3 8.3 12.2 0.0 2.1 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-All Futures Combined Positions as of December 18, 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 10,853 : : Positions : : 4,256 5,019 1,240 86 1,518 0 1,506 124 490 0 1,516 : : : : Changes from: December 11, 2012 : : 20 -120 0 0 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 46.2 11.4 0.8 14.0 0.0 13.9 1.1 4.5 0.0 14.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 10,676 : : Positions : : 6,149 5,340 1,511 1,355 773 0 1,280 770 0 656 10 : : : : Changes from: December 11, 2012 : : 0 0 60 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 50.0 14.2 12.7 7.2 0.0 12.0 7.2 0.0 6.1 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 55,145 : : Positions : : 49,889 46,367 3,155 6,677 2,101 0 0 0 0 0 0 : : : : Changes from: December 11, 2012 : : 233 192 0 41 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.1 5.7 12.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 851,822 : : Positions : : 770,856 714,894 43,526 99,488 37,440 0 0 0 0 0 0 : : : : Changes from: December 11, 2012 : : 20,695 20,343 0 352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 83.9 5.1 11.7 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 450,206 : : Positions : : 330,617 62,587 72,371 4,664 5,538 0 0 0 41,680 377,417 0 : : : : Changes from: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 13.9 16.1 1.0 1.2 0.0 0.0 0.0 9.3 83.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 0 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-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 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-All Futures Combined Positions as of December 18, 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 55,200 : : Positions : : 34,842 37,366 8,027 11,288 4,286 4,895 0 2,260 635 0 0 : : : : Changes from: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 67.7 14.5 20.4 7.8 8.9 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-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 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-All Futures Combined Positions as of December 18, 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 35,890 : : Positions : : 24,202 28,627 10,920 1,495 568 200 5,200 0 0 0 0 : : : : Changes from: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 79.8 30.4 4.2 1.6 0.6 14.5 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-All Futures Combined Positions as of December 18, 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 23,957 : : Positions : : 12,787 14,885 500 3,827 1,940 1,355 0 1,495 4,070 0 1,810 : : : : Changes from: December 11, 2012 : : 1,280 0 0 0 0 0 0 0 -1,280 0 1,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 62.1 2.1 16.0 8.1 5.7 0.0 6.2 17.0 0.0 7.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 8,780 : : Positions : : 8,211 6,358 168 1,042 0 126 0 0 0 0 0 : : : : Changes from: December 11, 2012 : : 88 256 168 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 72.4 1.9 11.9 0.0 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 21,196 : : Positions : : 15,775 14,851 2,733 1,594 1,565 0 526 0 60 2,640 0 : : : : Changes from: December 11, 2012 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 70.1 12.9 7.5 7.4 0.0 2.5 0.0 0.3 12.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 12,864 : : Positions : : 9,969 9,678 2,048 2,423 510 0 0 0 0 60 0 : : : : Changes from: December 11, 2012 : : 554 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 75.2 15.9 18.8 4.0 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-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 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-All Futures Combined Positions as of December 18, 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: December 11, 2012 : : 0 0 0 0 0 0 0 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-All Futures Combined Positions as of December 18, 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 482,231 : : Positions : : 152,948 353,183 123,936 0 65,416 76,893 0 1,272 424 1,018 61,342 : : : : Changes from: December 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 73.2 25.7 0.0 13.6 15.9 0.0 0.3 0.1 0.2 12.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 14 5 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 18, 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 233,896 : : Positions : : 173,496 140,312 51,920 80,424 8,480 0 0 0 0 4,680 0 : : : : Changes from: December 11, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 60.0 22.2 34.4 3.6 0.0 0.0 0.0 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 21, 2012