Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 131,067 : : Positions : : 79,151 80,003 3,373 1,903 40,920 1,535 2,407 4,631 90 355 520 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 61.0 2.6 1.5 31.2 1.2 1.8 3.5 0.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 27 6 . 6 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 7,201 : : Positions : : 6,437 3,298 0 3,311 466 0 0 0 0 44 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 45.8 0.0 46.0 6.5 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 0 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 23,322 : : Positions : : 13,451 13,795 3,788 2,771 4,130 16 580 486 0 19 98 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 59.1 16.2 11.9 17.7 0.1 2.5 2.1 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 31,373 : : Positions : : 20,301 17,122 1,905 5,381 7,142 0 740 360 0 360 130 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 54.6 6.1 17.2 22.8 0.0 2.4 1.1 0.0 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 13,308 : : Positions : : 8,844 7,740 1,182 2,716 1,530 720 0 0 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 58.2 8.9 20.4 11.5 5.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . 4 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 45,958 : : Positions : : 27,836 34,711 6,406 473 9,713 54 0 734 16 0 4 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 75.5 13.9 1.0 21.1 0.1 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 4 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MWH X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 11,584 : : Positions : : 7,844 2,982 1,418 6,578 1,104 0 0 0 0 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 25.7 12.2 56.8 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 12 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A48 Open Interest is 19,359 : : Positions : : 7,138 15,318 11,922 2,980 172 0 0 0 0 762 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 79.1 61.6 15.4 0.9 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A50 Open Interest is 51,129 : : Positions : : 41,046 50,629 9,128 0 0 0 0 0 220 400 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 99.0 17.9 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 6 0 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A51 Open Interest is 855,778 : : Positions : : 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 96.4 19.6 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 5 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A54 Open Interest is 96,501 : : Positions : : 31,787 53,977 62,504 34,999 2,210 0 0 0 0 5,275 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 55.9 64.8 36.3 2.3 0.0 0.0 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 11 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A55 Open Interest is 1,616,042 : : Positions : : 488,464 963,168 1,107,318 562,784 20,260 0 0 0 0 69,830 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.2 59.6 68.5 34.8 1.3 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (80 MEGAWATT HOURS) : CFTC Code #064A56 Open Interest is 171,119 : : Positions : : 136,279 91,483 23,034 73,452 5,549 0 0 0 6,217 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 53.5 13.5 42.9 3.2 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,754,120 : : Positions : :2,255,387 1,506,197 357,768 1,210,163 37,760 7,760 0 0 95,445 0 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 54.7 13.0 43.9 1.4 0.3 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (80 MEGAWATT HOURS) : CFTC Code #064A58 Open Interest is 62,493 : : Positions : : 52,884 57,702 8,232 0 1,275 0 0 0 80 3,090 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 92.3 13.2 0.0 2.0 0.0 0.0 0.0 0.1 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (5 MEGAWATT HOURS) : CFTC Code #064A59 Open Interest is 1,032,176 : : Positions : : 871,859 761,224 95,120 123,880 65,197 0 0 0 0 81,875 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 73.7 9.2 12.0 6.3 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (80 MEGAWATT HOURS) : CFTC Code #064A60 Open Interest is 56,231 : : Positions : : 44,876 42,529 1,776 10,169 2,869 0 0 0 6,410 579 45 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 75.6 3.2 18.1 5.1 0.0 0.0 0.0 11.4 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . 4 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 1, 2009 : 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 (5 MEGAWATT HOURS) : CFTC Code #064A78 Open Interest is 1,026,976 : : Positions : : 837,393 710,560 1,875 222,608 58,408 0 23,400 0 129,300 12,000 0 : : : : Changes from: November 24, 2009 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 69.2 0.2 21.7 5.7 0.0 2.3 0.0 12.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 19 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 4, 2009