PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 132,054: 80,074 80,829 2,454 2,112 40,109 1,302 1,473 6,192 90 243 622: 1,210 474
Old : 132,054: 80,074 80,829 2,454 2,112 40,109 1,302 1,473 6,192 90 243 622: 1,210 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 987: 923 826 -918 209 -811 -233 -933 1,560 0 -112 102: 364 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 61.2 1.9 1.6 30.4 1.0 1.1 4.7 0.1 0.2 0.5: 0.9 0.4
Old : 100.0: 60.6 61.2 1.9 1.6 30.4 1.0 1.1 4.7 0.1 0.2 0.5: 0.9 0.4
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 : 46: 28 27 5 . 6 . 4 . . . .:
Old : 46: 28 27 5 . 6 . 4 . . . .:
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 : 52.9 54.1 77.6 77.6 5.3 6.8 8.2 9.9
Old : 52.9 54.1 77.6 77.6 5.3 6.8 8.2 9.9
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,601: 5,957 2,958 0 3,211 366 0 0 0 0 44 0: 278 22
Old : 6,601: 5,957 2,958 0 3,211 366 0 0 0 0 44 0: 278 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -600: -480 -340 0 -100 -100 0 0 0 0 0 0: -20 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 44.8 0.0 48.6 5.5 0.0 0.0 0.0 0.0 0.7 0.0: 4.2 0.3
Old : 100.0: 90.2 44.8 0.0 48.6 5.5 0.0 0.0 0.0 0.0 0.7 0.0: 4.2 0.3
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 : 22: 11 10 0 4 . 0 0 0 0 . 0:
Old : 22: 11 10 0 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 : 52.5 79.6 86.6 95.1 44.9 67.0 71.2 73.3
Old : 52.5 79.6 86.6 95.1 44.9 67.0 71.2 73.3
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 23,981: 14,544 14,071 3,710 2,802 4,246 0 1,061 497 0 44 82: 902 1,178
Old : 23,981: 14,544 14,071 3,710 2,802 4,246 0 1,061 497 0 44 82: 902 1,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 659: 1,093 276 -78 31 116 -16 481 11 0 25 -16: -450 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 58.7 15.5 11.7 17.7 0.0 4.4 2.1 0.0 0.2 0.3: 3.8 4.9
Old : 100.0: 60.6 58.7 15.5 11.7 17.7 0.0 4.4 2.1 0.0 0.2 0.3: 3.8 4.9
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 : 31: 18 16 4 . 5 0 . . 0 . .:
Old : 31: 18 16 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 : 41.2 43.6 65.6 70.2 29.3 24.9 43.8 40.7
Old : 41.2 43.6 65.6 70.2 29.3 24.9 43.8 40.7
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,325: 20,195 17,078 1,851 5,337 7,142 0 740 360 0 400 130: 1,647 138
Old : 31,325: 20,195 17,078 1,851 5,337 7,142 0 740 360 0 400 130: 1,647 138
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -48: -106 -44 -54 -44 0 0 0 0 0 40 0: 112 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 54.5 5.9 17.0 22.8 0.0 2.4 1.1 0.0 1.3 0.4: 5.3 0.4
Old : 100.0: 64.5 54.5 5.9 17.0 22.8 0.0 2.4 1.1 0.0 1.3 0.4: 5.3 0.4
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 : 31: 21 18 . 4 5 0 . . 0 . .:
Old : 31: 21 18 . 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 : 38.3 46.6 56.4 71.3 23.3 31.0 35.4 42.9
Old : 38.3 46.6 56.4 71.3 23.3 31.0 35.4 42.9
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,148: 8,684 7,580 1,182 2,716 1,530 720 0 0 0 0 0: 1,032 1,322
Old : 13,148: 8,684 7,580 1,182 2,716 1,530 720 0 0 0 0 0: 1,032 1,322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -160: -160 -160 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 57.7 9.0 20.7 11.6 5.5 0.0 0.0 0.0 0.0 0.0: 7.8 10.1
Old : 100.0: 66.0 57.7 9.0 20.7 11.6 5.5 0.0 0.0 0.0 0.0 0.0: 7.8 10.1
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 : 24: 13 12 . 4 5 . 0 0 0 0 0:
Old : 24: 13 12 . 4 5 . 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 : 35.6 44.5 58.6 74.4 33.8 38.7 51.2 53.5
Old : 35.6 44.5 58.6 74.4 33.8 38.7 51.2 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,657: 28,099 36,087 7,454 383 9,159 36 0 737 7 0 13: 1,152 278
Old : 46,657: 28,099 36,087 7,454 383 9,159 36 0 737 7 0 13: 1,152 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 699: 263 1,376 1,048 -89 -554 -17 0 4 -9 0 9: -45 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 77.3 16.0 0.8 19.6 0.1 0.0 1.6 0.0 0.0 0.0: 2.5 0.6
Old : 100.0: 60.2 77.3 16.0 0.8 19.6 0.1 0.0 1.6 0.0 0.0 0.0: 2.5 0.6
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 : 25: 17 17 4 . 5 . 0 . . 0 .:
Old : 25: 17 17 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 : 68.0 67.0 85.7 83.5 33.0 45.1 43.9 49.0
Old : 68.0 67.0 85.7 83.5 33.0 45.1 43.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 MWH X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 11,518: 7,998 3,168 1,418 6,278 1,238 0 0 0 0 0 0: 864 834
Old : 11,518: 7,998 3,168 1,418 6,278 1,238 0 0 0 0 0 0: 864 834
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -66: 154 186 0 -300 134 0 0 0 0 0 0: -354 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 27.5 12.3 54.5 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 7.2
Old : 100.0: 69.4 27.5 12.3 54.5 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 7.2
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 : 23: 17 13 . 4 6 0 0 0 0 0 0:
Old : 23: 17 13 . 4 6 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 : 38.8 68.3 66.5 81.6 34.1 60.5 51.6 64.4
Old : 38.8 68.3 66.5 81.6 34.1 60.5 51.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 19,859: 7,438 15,818 12,122 2,980 172 0 0 0 0 762 0: 127 127
Old : 19,859: 7,438 15,818 12,122 2,980 172 0 0 0 0 762 0: 127 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 500: 300 500 200 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 79.7 61.0 15.0 0.9 0.0 0.0 0.0 0.0 3.8 0.0: 0.6 0.6
Old : 100.0: 37.5 79.7 61.0 15.0 0.9 0.0 0.0 0.0 0.0 3.8 0.0: 0.6 0.6
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 : 20: 8 6 5 . . 0 0 0 0 . 0:
Old : 20: 8 6 5 . . 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 : 74.0 85.1 93.2 98.5 74.0 85.1 92.3 97.4
Old : 74.0 85.1 93.2 98.5 74.0 85.1 92.3 97.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 51,129: 41,046 50,629 9,128 0 0 0 0 0 220 400 0: 735 100
Old : 51,129: 41,046 50,629 9,128 0 0 0 0 0 220 400 0: 735 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 99.0 17.9 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 1.4 0.2
Old : 100.0: 80.3 99.0 17.9 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 1.4 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 : 24: 14 9 6 0 0 0 0 0 . . 0:
Old : 24: 14 9 6 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 : 58.6 87.1 78.7 98.8 58.6 74.4 72.9 81.8
Old : 58.6 87.1 78.7 98.8 58.6 74.4 72.9 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 855,778: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 0 0
Old : 855,778: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 96.4 19.6 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0: 0.0 0.0
Old : 100.0: 80.4 96.4 19.6 0.0 0.0 0.0 0.9 0.0 0.0 2.7 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 : 21: 10 7 5 0 0 0 . 0 0 . 0:
Old : 21: 10 7 5 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 : 61.3 86.4 85.2 98.6 60.8 75.0 77.1 80.5
Old : 61.3 86.4 85.2 98.6 60.8 75.0 77.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 96,861: 32,147 54,737 62,504 34,599 2,210 0 0 0 0 5,275 0: 0 40
Old : 96,861: 32,147 54,737 62,504 34,599 2,210 0 0 0 0 5,275 0: 0 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 360: 360 760 0 -400 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 56.5 64.5 35.7 2.3 0.0 0.0 0.0 0.0 5.4 0.0: 0.0 0.0
Old : 100.0: 33.2 56.5 64.5 35.7 2.3 0.0 0.0 0.0 0.0 5.4 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 : 28: 11 11 5 . . 0 0 0 0 . 0:
Old : 28: 11 11 5 . . 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 : 68.9 71.6 85.0 88.9 68.7 65.5 84.3 82.0
Old : 68.9 71.6 85.0 88.9 68.7 65.5 84.3 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, December 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,616,042: 488,464 963,168 1,107,318 562,784 20,260 0 0 0 0 69,830 0: 0 0
Old : 1,616,042: 488,464 963,168 1,107,318 562,784 20,260 0 0 0 0 69,830 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 59.6 68.5 34.8 1.3 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 30.2 59.6 68.5 34.8 1.3 0.0 0.0 0.0 0.0 4.3 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 : 25: 12 9 5 . . 0 0 0 0 . 0:
Old : 25: 12 9 5 . . 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 : 72.3 75.0 87.4 93.2 70.8 71.1 85.9 89.1
Old : 72.3 75.0 87.4 93.2 70.8 71.1 85.9 89.1
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 173,469: 139,400 94,208 22,198 72,972 5,634 0 0 0 6,217 0 0: 20 655
Old : 173,469: 139,400 94,208 22,198 72,972 5,634 0 0 0 6,217 0 0: 20 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 2,350: 3,121 2,725 -836 -480 85 0 0 0 0 0 0: -20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 54.3 12.8 42.1 3.2 0.0 0.0 0.0 3.6 0.0 0.0: 0.0 0.4
Old : 100.0: 80.4 54.3 12.8 42.1 3.2 0.0 0.0 0.0 3.6 0.0 0.0: 0.0 0.4
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 : 37: 18 22 . 5 . 0 0 0 . 0 0:
Old : 37: 18 22 . 5 . 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 : 50.6 60.6 73.0 77.6 46.4 59.2 67.3 76.1
Old : 50.6 60.6 73.0 77.6 46.4 59.2 67.3 76.1
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(50 MEGAWATT HOURS) :
: : Positions :
All : 2,753,704: 2,259,627 1,510,437 357,768 1,210,163 33,104 7,760 0 0 95,445 0 0: 0 0
Old : 2,753,704: 2,259,627 1,510,437 357,768 1,210,163 33,104 7,760 0 0 95,445 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -416: 4,240 4,240 0 0 -4,656 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 54.9 13.0 43.9 1.2 0.3 0.0 0.0 3.5 0.0 0.0: 0.0 0.0
Old : 100.0: 82.1 54.9 13.0 43.9 1.2 0.3 0.0 0.0 3.5 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 : 33: 16 15 . 6 . . 0 0 . 0 0:
Old : 33: 16 15 . 6 . . 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 : 65.3 67.3 82.8 84.2 63.7 66.7 80.4 81.8
Old : 65.3 67.3 82.8 84.2 63.7 66.7 80.4 81.8
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 62,493: 52,884 57,702 8,232 0 1,275 0 0 0 80 3,090 0: 22 426
Old : 62,493: 52,884 57,702 8,232 0 1,275 0 0 0 80 3,090 0: 22 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 92.3 13.2 0.0 2.0 0.0 0.0 0.0 0.1 4.9 0.0: 0.0 0.7
Old : 100.0: 84.6 92.3 13.2 0.0 2.0 0.0 0.0 0.0 0.1 4.9 0.0: 0.0 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 : 26: 16 14 4 0 . 0 0 0 . . 0:
Old : 26: 16 14 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 : 61.4 69.2 80.6 89.0 52.0 66.4 67.7 77.8
Old : 61.4 69.2 80.6 89.0 52.0 66.4 67.7 77.8
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,032,176: 871,859 761,224 95,120 123,880 65,197 0 0 0 0 81,875 0: 0 0
Old : 1,032,176: 871,859 761,224 95,120 123,880 65,197 0 0 0 0 81,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 73.7 9.2 12.0 6.3 0.0 0.0 0.0 0.0 7.9 0.0: 0.0 0.0
Old : 100.0: 84.5 73.7 9.2 12.0 6.3 0.0 0.0 0.0 0.0 7.9 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 : 22: 11 11 . . . 0 0 0 0 . 0:
Old : 22: 11 11 . . . 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 : 70.6 64.6 88.4 89.2 69.7 60.6 84.3 83.4
Old : 70.6 64.6 88.4 89.2 69.7 60.6 84.3 83.4
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 56,231: 44,983 42,529 1,776 10,276 2,762 0 0 0 6,410 579 45: 255 40
Old : 56,231: 44,983 42,529 1,776 10,276 2,762 0 0 0 6,410 579 45: 255 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 107 0 0 107 -107 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 75.6 3.2 18.3 4.9 0.0 0.0 0.0 11.4 1.0 0.1: 0.5 0.1
Old : 100.0: 80.0 75.6 3.2 18.3 4.9 0.0 0.0 0.0 11.4 1.0 0.1: 0.5 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 : 34: 19 20 . 4 5 0 0 0 . . .:
Old : 34: 19 20 . 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 : 53.2 46.3 74.8 64.1 50.4 40.1 67.7 55.3
Old : 53.2 46.3 74.8 64.1 50.4 40.1 67.7 55.3
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 8, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,026,976: 838,993 710,560 1,875 224,208 56,808 0 23,400 0 129,300 12,000 0: 0 0
Old : 1,026,976: 838,993 710,560 1,875 224,208 56,808 0 23,400 0 129,300 12,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 0: 1,600 0 0 1,600 -1,600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 69.2 0.2 21.8 5.5 0.0 2.3 0.0 12.6 1.2 0.0: 0.0 0.0
Old : 100.0: 81.7 69.2 0.2 21.8 5.5 0.0 2.3 0.0 12.6 1.2 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 : 38: 21 19 . 5 . 0 . 0 . . 0:
Old : 38: 21 19 . 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 : 48.4 50.0 71.3 68.9 48.0 45.2 66.1 60.1
Old : 48.4 50.0 71.3 68.9 48.0 45.2 66.1 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009