PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 40,961: 20,920 26,671 5,631 7,676 4,366 5,824 40 1,628 0 346 36: 2,556 198 Old : 40,961: 20,920 26,671 5,631 7,676 4,366 5,824 40 1,628 0 346 36: 2,556 198 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -45: 21 -595 6 -210 34 -680 0 614 0 32 -12: -28 92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 65.1 13.7 18.7 10.7 14.2 0.1 4.0 0.0 0.8 0.1: 6.2 0.5 Old : 100.0: 51.1 65.1 13.7 18.7 10.7 14.2 0.1 4.0 0.0 0.8 0.1: 6.2 0.5 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 : 42: 23 22 4 5 7 . . . 0 . .: Old : 42: 23 22 4 5 7 . . . 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 : 46.2 54.0 62.7 72.4 39.5 47.9 50.8 62.2 Old : 46.2 54.0 62.7 72.4 39.5 47.9 50.8 62.2 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 8,098: 6,264 5,742 278 1,229 82 92 0 0 0 46 0: 1,382 999 Old : 8,098: 6,264 5,742 278 1,229 82 92 0 0 0 46 0: 1,382 999 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 108: 108 87 0 21 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 70.9 3.4 15.2 1.0 1.1 0.0 0.0 0.0 0.6 0.0: 17.1 12.3 Old : 100.0: 77.4 70.9 3.4 15.2 1.0 1.1 0.0 0.0 0.0 0.6 0.0: 17.1 12.3 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 : 20: 11 12 . . . . 0 0 0 . 0: Old : 20: 11 12 . . . . 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 : 60.9 59.9 77.2 81.4 54.8 54.0 64.1 67.4 Old : 60.9 59.9 77.2 81.4 54.8 54.0 64.1 67.4 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 16,015: 11,086 12,064 3,034 1,517 770 0 380 20 0 378 4: 1,101 882 Old : 16,015: 11,086 12,064 3,034 1,517 770 0 380 20 0 378 4: 1,101 882 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 140: 44 34 0 0 0 0 0 0 0 -4 0: 96 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 75.3 18.9 9.5 4.8 0.0 2.4 0.1 0.0 2.4 0.0: 6.9 5.5 Old : 100.0: 69.2 75.3 18.9 9.5 4.8 0.0 2.4 0.1 0.0 2.4 0.0: 6.9 5.5 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 : 30: 19 16 4 . 6 0 . . 0 . .: Old : 30: 19 16 4 . 6 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 : 47.8 54.5 69.9 76.4 46.2 41.3 60.7 61.5 Old : 47.8 54.5 69.9 76.4 46.2 41.3 60.7 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 10,191: 6,299 7,445 1,352 790 448 0 0 0 699 0 0: 1,393 1,508 Old : 10,191: 6,299 7,445 1,352 790 448 0 0 0 699 0 0: 1,393 1,508 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 24: 0 24 0 0 0 0 0 0 24 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.8 73.1 13.3 7.8 4.4 0.0 0.0 0.0 6.9 0.0 0.0: 13.7 14.8 Old : 100.0: 61.8 73.1 13.3 7.8 4.4 0.0 0.0 0.0 6.9 0.0 0.0: 13.7 14.8 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: 13 11 . . . 0 0 0 . 0 0: Old : 21: 13 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 : 37.6 60.7 59.9 76.6 32.8 60.6 52.6 63.4 Old : 37.6 60.7 59.9 76.6 32.8 60.6 52.6 63.4 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 31,930: 21,660 13,310 1,262 9,876 5,046 0 1,600 70 164 804 280: 3,448 944 Old : 31,930: 21,660 13,310 1,262 9,876 5,046 0 1,600 70 164 804 280: 3,448 944 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 159: 159 15 0 20 0 0 0 0 0 114 0: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.8 41.7 4.0 30.9 15.8 0.0 5.0 0.2 0.5 2.5 0.9: 10.8 3.0 Old : 100.0: 67.8 41.7 4.0 30.9 15.8 0.0 5.0 0.2 0.5 2.5 0.9: 10.8 3.0 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 : 30: 18 17 . 5 7 0 . . . . .: Old : 30: 18 17 . 5 7 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 : 39.2 52.1 59.5 73.0 26.1 42.1 39.5 50.3 Old : 39.2 52.1 59.5 73.0 26.1 42.1 39.5 50.3 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,032: 8,598 8,238 692 1,683 763 190 0 40 0 352 0: 1,749 956 Old : 12,032: 8,598 8,238 692 1,683 763 190 0 40 0 352 0: 1,749 956 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : -88: -88 -16 0 0 0 0 0 0 0 0 0: 0 -72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 68.5 5.8 14.0 6.3 1.6 0.0 0.3 0.0 2.9 0.0: 14.5 7.9 Old : 100.0: 71.5 68.5 5.8 14.0 6.3 1.6 0.0 0.3 0.0 2.9 0.0: 14.5 7.9 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 : 24: 16 12 . . 4 . 0 . 0 . 0: Old : 24: 16 12 . . 4 . 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 : 45.1 48.4 66.2 76.4 43.0 41.6 61.2 64.4 Old : 45.1 48.4 66.2 76.4 43.0 41.6 61.2 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 24,226: 13,706 13,501 2,615 2,245 7,650 0 0 0 0 575 0: 255 255 Old : 24,226: 13,706 13,501 2,615 2,245 7,650 0 0 0 0 575 0: 255 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 56.6 55.7 10.8 9.3 31.6 0.0 0.0 0.0 0.0 2.4 0.0: 1.1 1.1 Old : 100.0: 56.6 55.7 10.8 9.3 31.6 0.0 0.0 0.0 0.0 2.4 0.0: 1.1 1.1 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 : 20: 9 6 . . . 0 0 0 0 . 0: Old : 20: 9 6 . . . 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 : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4 Old : 69.9 85.6 87.7 97.6 31.3 42.3 44.7 50.4 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,429: 9,303 8,371 1,328 2,866 1,418 232 0 132 0 0 0: 1,016 642 Old : 13,429: 9,303 8,371 1,328 2,866 1,418 232 0 132 0 0 0: 1,016 642 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 358: 120 0 0 240 0 100 -20 120 0 0 0: 18 18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.3 62.3 9.9 21.3 10.6 1.7 0.0 1.0 0.0 0.0 0.0: 7.6 4.8 Old : 100.0: 69.3 62.3 9.9 21.3 10.6 1.7 0.0 1.0 0.0 0.0 0.0: 7.6 4.8 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 : 32: 18 15 5 . 6 . 0 . 0 0 0: Old : 32: 18 15 5 . 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 : 44.2 61.0 59.3 79.4 41.9 51.4 52.7 64.4 Old : 44.2 61.0 59.3 79.4 41.9 51.4 52.7 64.4 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 MW X OFF PEAK HOURS PER MONTH) : : : Positions : All : 8,721: 5,673 3,141 1,154 3,966 832 0 0 0 0 0 0: 1,062 782 Old : 8,721: 5,673 3,141 1,154 3,966 832 0 0 0 0 0 0: 1,062 782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 65.0 36.0 13.2 45.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 9.0 Old : 100.0: 65.0 36.0 13.2 45.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.2 9.0 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: 16 13 . 4 4 0 0 0 0 0 0: Old : 22: 16 13 . 4 4 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 : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1 Old : 43.6 59.6 65.0 77.2 42.8 49.9 56.7 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 48,516: 46,467 34,181 1,476 13,676 63 0 0 0 0 510 0: 510 86 Old : 48,516: 46,467 34,181 1,476 13,676 63 0 0 0 0 510 0: 510 86 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 95.8 70.5 3.0 28.2 0.1 0.0 0.0 0.0 0.0 1.1 0.0: 1.1 0.2 Old : 100.0: 95.8 70.5 3.0 28.2 0.1 0.0 0.0 0.0 0.0 1.1 0.0: 1.1 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: 12 10 . . . 0 0 0 0 . 0: Old : 24: 12 10 . . . 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 : 86.7 80.7 95.0 96.3 86.7 80.7 95.0 96.3 Old : 86.7 80.7 95.0 96.3 86.7 80.7 95.0 96.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 694,279: 665,359 430,162 26,288 252,125 2,632 0 0 0 0 9,360 0: 0 0 Old : 694,279: 665,359 430,162 26,288 252,125 2,632 0 0 0 0 9,360 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 792: 792 408 0 384 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 62.0 3.8 36.3 0.4 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Old : 100.0: 95.8 62.0 3.8 36.3 0.4 0.0 0.0 0.0 0.0 1.3 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: 14 9 . . . 0 0 0 0 . 0: Old : 25: 14 9 . . . 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 : 84.8 83.0 94.1 97.5 84.7 83.0 93.6 97.2 Old : 84.8 83.0 94.1 97.5 84.7 83.0 93.6 97.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A42 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 32,669: 21,881 32,259 10,254 0 0 0 0 0 0 410 0: 534 0 Old : 32,669: 21,881 32,259 10,254 0 0 0 0 0 0 410 0: 534 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 98.7 31.4 0.0 0.0 0.0 0.0 0.0 0.0 1.3 0.0: 1.6 0.0 Old : 100.0: 67.0 98.7 31.4 0.0 0.0 0.0 0.0 0.0 0.0 1.3 0.0: 1.6 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 : 20: 10 4 5 0 0 0 0 0 0 . 0: Old : 20: 10 4 5 0 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 : 74.1 98.7 89.7 100.0 74.1 98.7 89.7 100.0 Old : 74.1 98.7 89.7 100.0 74.1 98.7 89.7 100.0 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 32,882: 28,452 27,178 4,430 5,244 0 0 0 0 0 460 0: 0 0 Old : 32,882: 28,452 27,178 4,430 5,244 0 0 0 0 0 460 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 86.5 82.7 13.5 15.9 0.0 0.0 0.0 0.0 0.0 1.4 0.0: 0.0 0.0 Old : 100.0: 86.5 82.7 13.5 15.9 0.0 0.0 0.0 0.0 0.0 1.4 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 : 21: 11 7 . . 0 0 0 0 0 . 0: Old : 21: 11 7 . . 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 : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7 Old : 69.3 86.1 88.4 98.1 60.6 79.0 79.1 87.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 34,005: 31,718 28,640 1,292 5,365 0 0 0 0 230 0 0: 765 0 Old : 34,005: 31,718 28,640 1,292 5,365 0 0 0 0 230 0 0: 765 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 93.3 84.2 3.8 15.8 0.0 0.0 0.0 0.0 0.7 0.0 0.0: 2.2 0.0 Old : 100.0: 93.3 84.2 3.8 15.8 0.0 0.0 0.0 0.0 0.7 0.0 0.0: 2.2 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 : 23: 10 9 5 . 0 0 0 0 . 0 0: Old : 23: 10 9 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 : 82.4 73.0 93.8 97.1 66.2 71.7 76.9 83.1 Old : 82.4 73.0 93.8 97.1 66.2 71.7 76.9 83.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 503,787: 483,899 408,603 19,888 95,184 0 0 0 0 0 0 0: 0 0 Old : 503,787: 483,899 408,603 19,888 95,184 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 96.1 81.1 3.9 18.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 96.1 81.1 3.9 18.9 0.0 0.0 0.0 0.0 0.0 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 : 24: 10 12 4 . 0 0 0 0 0 0 0: Old : 24: 10 12 4 . 0 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 : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7 Old : 85.2 76.6 97.2 98.1 65.0 71.0 76.2 78.7 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 63,101: 30,339 45,814 32,739 17,287 0 0 0 0 0 0 0: 23 0 Old : 63,101: 30,339 45,814 32,739 17,287 0 0 0 0 0 0 0: 23 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 48.1 72.6 51.9 27.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 48.1 72.6 51.9 27.4 0.0 0.0 0.0 0.0 0.0 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 : 28: 13 13 5 . 0 0 0 0 0 0 0: Old : 28: 13 13 5 . 0 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 : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0 Old : 67.4 68.4 89.7 89.2 67.4 68.2 86.6 89.0 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 1,077,087: 483,779 811,589 593,308 265,498 0 0 0 0 0 0 0: 0 0 Old : 1,077,087: 483,779 811,589 593,308 265,498 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 44.9 75.4 55.1 24.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 44.9 75.4 55.1 24.6 0.0 0.0 0.0 0.0 0.0 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 : 26: 13 11 5 . 0 0 0 0 0 0 0: Old : 26: 13 11 5 . 0 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 : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2 Old : 67.3 68.4 89.3 92.1 67.3 67.3 85.4 89.2 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 208,760: 118,601 159,233 88,388 48,542 855 0 0 0 916 0 0: 0 130 Old : 208,760: 118,601 159,233 88,388 48,542 855 0 0 0 916 0 0: 0 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 279: 339 1,522 22 -1,023 -82 0 0 0 0 0 0: 0 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.8 76.3 42.3 23.3 0.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.1 Old : 100.0: 56.8 76.3 42.3 23.3 0.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 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 : 42: 21 22 4 5 . 0 0 0 . 0 0: Old : 42: 21 22 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 : 66.2 57.5 87.0 79.4 66.2 57.1 86.5 77.7 Old : 66.2 57.5 87.0 79.4 66.2 57.1 86.5 77.7 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 50 MEGAWATT HOURS) : : : Positions : All : 3,666,429: 2,151,432 2,824,966 1,502,441 828,907 12,556 0 0 0 0 0 0: 0 0 Old : 3,666,429: 2,151,432 2,824,966 1,502,441 828,907 12,556 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 16,803: 10,968 34,308 0 -23,340 5,835 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 77.0 41.0 22.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 58.7 77.0 41.0 22.6 0.3 0.0 0.0 0.0 0.0 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 : 39: 19 20 . 6 4 0 0 0 0 0 0: Old : 39: 19 20 . 6 4 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 : 67.5 61.1 88.2 81.1 67.4 61.0 86.6 80.8 Old : 67.5 61.1 88.2 81.1 67.4 61.0 86.6 80.8 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 63,066: 43,028 54,584 10,683 715 4,390 1,735 190 0 1,823 1,525 1,407: 0 255 Old : 63,066: 43,028 54,584 10,683 715 4,390 1,735 190 0 1,823 1,525 1,407: 0 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 2,673: 123 18 -105 485 1,380 0 0 0 0 0 1,275: 0 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 86.6 16.9 1.1 7.0 2.8 0.3 0.0 2.9 2.4 2.2: 0.0 0.4 Old : 100.0: 68.2 86.6 16.9 1.1 7.0 2.8 0.3 0.0 2.9 2.4 2.2: 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 : 40: 18 18 5 . 4 . . 0 . . .: Old : 40: 18 18 5 . 4 . . 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 : 49.8 58.2 68.8 72.7 45.0 55.1 58.3 67.1 Old : 49.8 58.2 68.8 72.7 45.0 55.1 58.3 67.1 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 1,181,715: 939,169 1,024,888 157,941 36,768 51,400 0 3,800 0 33,205 64,100 0: 0 759 Old : 1,181,715: 939,169 1,024,888 157,941 36,768 51,400 0 3,800 0 33,205 64,100 0: 0 759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 34,934: 27,334 11,534 3,800 23,400 0 0 0 0 3,800 -759 0: 0 759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 86.7 13.4 3.1 4.3 0.0 0.3 0.0 2.8 5.4 0.0: 0.0 0.1 Old : 100.0: 79.5 86.7 13.4 3.1 4.3 0.0 0.3 0.0 2.8 5.4 0.0: 0.0 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 : 40: 20 22 5 . . 0 . 0 . . 0: Old : 40: 20 22 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 : 50.5 53.7 69.2 75.2 48.7 50.5 64.3 70.4 Old : 50.5 53.7 69.2 75.2 48.7 50.5 64.3 70.4 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 55,059: 40,565 36,710 3,570 8,927 8,898 1,020 0 255 575 223 46: 130 0 Old : 55,059: 40,565 36,710 3,570 8,927 8,898 1,020 0 255 575 223 46: 130 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 193: 193 193 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 66.7 6.5 16.2 16.2 1.9 0.0 0.5 1.0 0.4 0.1: 0.2 0.0 Old : 100.0: 73.7 66.7 6.5 16.2 16.2 1.9 0.0 0.5 1.0 0.4 0.1: 0.2 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 : 34: 19 20 . 4 4 . 0 . . . .: Old : 34: 19 20 . 4 4 . 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 : 53.9 47.5 75.9 73.7 32.2 34.5 44.8 48.1 Old : 53.9 47.5 75.9 73.7 32.2 34.5 44.8 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 9,068: 5,916 6,070 2,063 2,107 0 0 0 0 46 230 0: 1,043 661 Old : 9,068: 5,916 6,070 2,063 2,107 0 0 0 0 46 230 0: 1,043 661 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 65.2 66.9 22.8 23.2 0.0 0.0 0.0 0.0 0.5 2.5 0.0: 11.5 7.3 Old : 100.0: 65.2 66.9 22.8 23.2 0.0 0.0 0.0 0.0 0.5 2.5 0.0: 11.5 7.3 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 : 20: 12 8 . . 0 0 0 0 . . 0: Old : 20: 12 8 . . 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 : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3 Old : 66.6 70.0 84.2 87.6 61.5 68.0 77.3 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 80 Megawatt Hours) : : : Positions : All : 16,750: 11,649 7,923 3,685 7,602 396 0 0 0 510 0 0: 510 829 Old : 16,750: 11,649 7,923 3,685 7,602 396 0 0 0 510 0 0: 510 829 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 82: 82 82 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 47.3 22.0 45.4 2.4 0.0 0.0 0.0 3.0 0.0 0.0: 3.0 4.9 Old : 100.0: 69.5 47.3 22.0 45.4 2.4 0.0 0.0 0.0 3.0 0.0 0.0: 3.0 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 : 21: 13 9 . . . 0 0 0 . 0 0: Old : 21: 13 9 . . . 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 : 63.5 69.2 79.4 90.1 62.1 62.3 76.9 82.5 Old : 63.5 69.2 79.4 90.1 62.1 62.3 76.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 432,408: 244,448 242,280 47,560 40,328 140,400 0 0 0 0 9,400 0: 0 0 Old : 432,408: 244,448 242,280 47,560 40,328 140,400 0 0 0 0 9,400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 56.5 56.0 11.0 9.3 32.5 0.0 0.0 0.0 0.0 2.2 0.0: 0.0 0.0 Old : 100.0: 56.5 56.0 11.0 9.3 32.5 0.0 0.0 0.0 0.0 2.2 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 : 20: 9 7 4 . . 0 0 0 0 . 0: Old : 20: 9 7 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 : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5 Old : 75.0 86.2 91.5 98.3 31.7 38.5 42.7 46.5 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 - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 1,021,408: 813,837 610,646 17,104 188,341 178,811 0 23,400 0 9,776 18,330 1,880: 0 0 Old : 1,021,408: 813,837 610,646 17,104 188,341 178,811 0 23,400 0 9,776 18,330 1,880: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 1,430: 1,430 -2,370 0 0 0 0 0 0 0 3,800 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.7 59.8 1.7 18.4 17.5 0.0 2.3 0.0 1.0 1.8 0.2: 0.0 0.0 Old : 100.0: 79.7 59.8 1.7 18.4 17.5 0.0 2.3 0.0 1.0 1.8 0.2: 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 : 39: 19 22 . 5 4 0 . 0 . . .: Old : 39: 19 22 . 5 4 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 : 54.0 48.4 76.5 72.2 33.5 31.1 46.1 41.8 Old : 54.0 48.4 76.5 72.2 33.5 31.1 46.1 41.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, December 14, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 of 5 Megawatt Hours) : : : Positions : All : 412,232: 371,952 347,179 36,520 49,688 0 0 0 0 0 11,605 3,760: 0 0 Old : 412,232: 371,952 347,179 36,520 49,688 0 0 0 0 0 11,605 3,760: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 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: 90.2 84.2 8.9 12.1 0.0 0.0 0.0 0.0 0.0 2.8 0.9: 0.0 0.0 Old : 100.0: 90.2 84.2 8.9 12.1 0.0 0.0 0.0 0.0 0.0 2.8 0.9: 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 : 23: 12 9 . . 0 0 0 0 0 . .: Old : 23: 12 9 . . 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 : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8 Old : 68.6 78.4 91.2 95.1 63.2 74.8 76.5 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010