Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 7,920 : : Positions : : 5,400 5,970 0 1,185 45 720 0 60 1,029 0 123 : : : : Changes from: November 6, 2012 : : 210 500 0 -195 -60 0 0 0 15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 75.4 0.0 15.0 0.6 9.1 0.0 0.8 13.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 0 . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 8,548 : : Positions : : 6,544 7,167 318 0 255 1,200 0 120 0 647 0 : : : : Changes from: November 6, 2012 : : -110 45 -15 0 0 120 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 83.8 3.7 0.0 3.0 14.0 0.0 1.4 0.0 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 24,585 : : Positions : : 8,635 5,759 1,113 1,701 1,357 120 3,349 1,510 7,954 6,081 3,483 : : : : Changes from: November 6, 2012 : : 1,179 309 120 -220 620 -10 205 -45 -386 72 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 23.4 4.5 6.9 5.5 0.5 13.6 6.1 32.4 24.7 14.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 9 9 . . . . . 4 9 9 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 10,955 : : Positions : : 3,320 3,425 440 185 235 170 1,790 595 4,450 2,670 1,700 : : : : Changes from: November 6, 2012 : : 360 -20 0 0 5 0 355 -25 185 145 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 31.3 4.0 1.7 2.1 1.6 16.3 5.4 40.6 24.4 15.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 7 8 . . . . . . 6 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 123,760 : : Positions : : 70,802 47,095 661 24,593 34,788 280 3,451 10,918 3,196 204 1,263 : : : : Changes from: November 6, 2012 : : 1,375 346 -7 773 466 0 -14 -185 -4 201 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 38.1 0.5 19.9 28.1 0.2 2.8 8.8 2.6 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 21,018 : : Positions : : 11,721 12,714 648 2,091 3,522 2,142 0 1,648 0 242 140 : : : : Changes from: November 6, 2012 : : 106 67 63 -47 -71 -262 0 71 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 60.5 3.1 9.9 16.8 10.2 0.0 7.8 0.0 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 7,824 : : Positions : : 5,863 3,455 50 1,424 224 0 1,330 124 0 0 0 : : : : Changes from: November 6, 2012 : : -480 -48 0 0 0 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 44.2 0.6 18.2 2.9 0.0 17.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 11,849 : : Positions : : 5,494 9,216 1,479 0 1,203 526 401 454 1,650 0 146 : : : : Changes from: November 6, 2012 : : 120 -0 48 0 72 -120 0 120 -18 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 77.8 12.5 0.0 10.2 4.4 3.4 3.8 13.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 0 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 19,874 : : Positions : : 13,134 13,412 1,310 816 2,784 0 1,292 598 202 0 18 : : : : Changes from: November 6, 2012 : : 62 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 67.5 6.6 4.1 14.0 0.0 6.5 3.0 1.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 4 . 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,294 : : Positions : : 4,022 5,168 302 630 834 1,130 0 120 0 0 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 62.3 3.6 7.6 10.1 13.6 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,627 : : Positions : : 4,830 5,843 944 52 1,728 0 1,650 134 1,026 0 1,496 : : : : Changes from: November 6, 2012 : : 120 14 -50 0 50 0 0 0 -2 0 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 50.3 8.1 0.4 14.9 0.0 14.2 1.2 8.8 0.0 12.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,034 : : Positions : : 6,122 5,630 1,392 1,390 832 208 936 756 0 1,092 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 51.0 12.6 12.6 7.5 1.9 8.5 6.9 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 52,964 : : Positions : : 48,390 43,791 2,492 7,051 2,082 0 0 0 0 0 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 82.7 4.7 13.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 875,069 : : Positions : : 791,408 737,451 46,221 100,178 37,440 0 0 0 0 0 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.3 5.3 11.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 72,748 : : Positions : : 43,225 71,382 28,763 753 465 0 0 0 40 0 0 : : : : Changes from: November 6, 2012 : : 511 551 0 0 0 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 98.1 39.5 1.0 0.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 24 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 982,906 : : Positions : : 666,209 957,383 295,130 4,804 20,719 0 0 0 848 0 0 : : : : Changes from: November 6, 2012 : : 9,344 10,192 0 0 0 0 0 0 848 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 97.4 30.0 0.5 2.1 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 20 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 57,091 : : Positions : : 35,242 37,682 7,943 11,393 4,496 4,895 0 3,520 740 0 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 66.0 13.9 20.0 7.9 8.6 0.0 6.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,155,948 : : Positions : : 995,380 624,626 44,547 349,968 69,029 0 101,690 0 36,357 0 10,635 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 54.0 3.9 30.3 6.0 0.0 8.8 0.0 3.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 42,264 : : Positions : : 30,991 33,055 9,695 3,600 1,537 0 2,203 0 0 1,359 0 : : : : Changes from: November 6, 2012 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 78.2 22.9 8.5 3.6 0.0 5.2 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,022 : : Positions : : 25,488 31,446 10,794 451 820 410 5,305 0 0 0 0 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 82.7 28.4 1.2 2.2 1.1 14.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 20,861 : : Positions : : 10,387 11,767 1,025 4,436 2,633 1,670 0 1,495 3,121 0 530 : : : : Changes from: November 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 56.4 4.9 21.3 12.6 8.0 0.0 7.2 15.0 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 16,005 : : Positions : : 11,702 9,810 1,826 2,737 1,526 0 121 0 123 1,770 0 : : : : Changes from: November 6, 2012 : : 1,951 1,362 0 508 2 0 121 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 61.3 11.4 17.1 9.5 0.0 0.8 0.0 0.8 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . 4 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 677,008 : : Positions : : 503,177 522,268 131,015 85,571 19,416 0 80 23,400 0 26,273 0 : : : : Changes from: November 6, 2012 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 77.1 19.4 12.6 2.9 0.0 0.0 3.5 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 913,444 : : Positions : : 642,639 635,302 211,091 103,308 51,624 8,090 123,210 0 0 0 0 : : : : Changes from: November 6, 2012 : : -4,680 -4,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 69.6 23.1 11.3 5.7 0.9 13.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 479,927 : : Positions : : 149,313 300,123 101,885 1,049 91,317 81,513 0 1,272 39 31,578 54,588 : : : : Changes from: November 6, 2012 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 62.5 21.2 0.2 19.0 17.0 0.0 0.3 0.0 6.6 11.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 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 186,074 : : Positions : : 154,584 106,975 24,209 67,138 7,281 0 0 0 0 4,680 0 : : : : Changes from: November 6, 2012 : : 28,080 18,720 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 57.5 13.0 36.1 3.9 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 9,902 : : Positions : : 4,337 6,589 2,069 21 2,928 398 0 140 0 209 10 : : : : Changes from: November 6, 2012 : : 138 288 127 -24 53 29 0 -3 0 27 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 66.5 20.9 0.2 29.6 4.0 0.0 1.4 0.0 2.1 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 16, 2012