Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 132,054 : : Positions : : 80,074 80,829 2,454 2,112 40,109 1,302 1,473 6,192 90 243 622 : : : : Changes from: December 1, 2009 : : 923 826 -918 209 -811 -233 -933 1,560 0 -112 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 61.2 1.9 1.6 30.4 1.0 1.1 4.7 0.1 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 27 5 . 6 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 6,601 : : Positions : : 5,957 2,958 0 3,211 366 0 0 0 0 44 0 : : : : Changes from: December 1, 2009 : : -480 -340 0 -100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 44.8 0.0 48.6 5.5 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 23,981 : : Positions : : 14,544 14,071 3,710 2,802 4,246 0 1,061 497 0 44 82 : : : : Changes from: December 1, 2009 : : 1,093 276 -78 31 116 -16 481 11 0 25 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 58.7 15.5 11.7 17.7 0.0 4.4 2.1 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 31,325 : : Positions : : 20,195 17,078 1,851 5,337 7,142 0 740 360 0 400 130 : : : : Changes from: December 1, 2009 : : -106 -44 -54 -44 0 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 54.5 5.9 17.0 22.8 0.0 2.4 1.1 0.0 1.3 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 8, 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 13,148 : : Positions : : 8,684 7,580 1,182 2,716 1,530 720 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : -160 -160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 57.7 9.0 20.7 11.6 5.5 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 8, 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 46,657 : : Positions : : 28,099 36,087 7,454 383 9,159 36 0 737 7 0 13 : : : : Changes from: December 1, 2009 : : 263 1,376 1,048 -89 -554 -17 0 4 -9 0 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 77.3 16.0 0.8 19.6 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 8, 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 11,518 : : Positions : : 7,998 3,168 1,418 6,278 1,238 0 0 0 0 0 0 : : : : Changes from: December 1, 2009 : : 154 186 0 -300 134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 27.5 12.3 54.5 10.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . 4 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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 19,859 : : Positions : : 7,438 15,818 12,122 2,980 172 0 0 0 0 762 0 : : : : Changes from: December 1, 2009 : : 300 500 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 79.7 61.0 15.0 0.9 0.0 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 6 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 96,861 : : Positions : : 32,147 54,737 62,504 34,599 2,210 0 0 0 0 5,275 0 : : : : Changes from: December 1, 2009 : : 360 760 0 -400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 56.5 64.5 35.7 2.3 0.0 0.0 0.0 0.0 5.4 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 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 173,469 : : Positions : : 139,400 94,208 22,198 72,972 5,634 0 0 0 6,217 0 0 : : : : Changes from: December 1, 2009 : : 3,121 2,725 -836 -480 85 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 54.3 12.8 42.1 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 8, 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 2,753,704 : : Positions : :2,259,627 1,510,437 357,768 1,210,163 33,104 7,760 0 0 95,445 0 0 : : : : Changes from: December 1, 2009 : : 4,240 4,240 0 0 -4,656 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 54.9 13.0 43.9 1.2 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 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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: December 1, 2009 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 : : 44,983 42,529 1,776 10,276 2,762 0 0 0 6,410 579 45 : : : : Changes from: December 1, 2009 : : 107 0 0 107 -107 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 75.6 3.2 18.3 4.9 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 8, 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 : : 838,993 710,560 1,875 224,208 56,808 0 23,400 0 129,300 12,000 0 : : : : Changes from: December 1, 2009 : : 1,600 0 0 1,600 -1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 69.2 0.2 21.8 5.5 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 11, 2009