PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 178,886: 94,116 92,500 6,061 12,718 57,625 3,275 741 14,150 2 64 627: 3,030 460
Old : 178,886: 94,116 92,500 6,061 12,718 57,625 3,275 741 14,150 2 64 627: 3,030 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -1,616: -19,021 -15,080 3,863 620 13,534 487 -323 -454 -108 30 6: 78 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.6 51.7 3.4 7.1 32.2 1.8 0.4 7.9 0.0 0.0 0.4: 1.7 0.3
Old : 100.0: 52.6 51.7 3.4 7.1 32.2 1.8 0.4 7.9 0.0 0.0 0.4: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 28 24 . 6 9 . . 4 . . .:
Old : 46: 28 24 . 6 9 . . 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 52.3 76.9 86.2 9.1 10.8 11.6 13.9
Old : 49.5 52.3 76.9 86.2 9.1 10.8 11.6 13.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 7,990: 6,156 5,655 278 1,208 82 92 0 0 0 46 0: 1,382 999
Old : 7,990: 6,156 5,655 278 1,208 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: November 30, 2010 :
: -403: -849 1,419 278 -1,716 0 -84 -125 0 0 0 0: 252 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 70.8 3.5 15.1 1.0 1.2 0.0 0.0 0.0 0.6 0.0: 17.3 12.5
Old : 100.0: 77.0 70.8 3.5 15.1 1.0 1.2 0.0 0.0 0.0 0.6 0.0: 17.3 12.5
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 : 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 : 60.4 59.3 76.9 81.1 54.2 53.4 63.6 67.0
Old : 60.4 59.3 76.9 81.1 54.2 53.4 63.6 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 17,523: 12,035 12,919 3,357 1,775 1,095 0 550 20 0 382 4: 1,012 779
Old : 17,523: 12,035 12,919 3,357 1,775 1,095 0 550 20 0 382 4: 1,012 779
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 177: 308 1,304 1,175 -218 -892 0 190 -20 0 42 -8: -386 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 73.7 19.2 10.1 6.2 0.0 3.1 0.1 0.0 2.2 0.0: 5.8 4.4
Old : 100.0: 68.7 73.7 19.2 10.1 6.2 0.0 3.1 0.1 0.0 2.2 0.0: 5.8 4.4
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 : 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 : 46.1 54.0 66.8 75.9 43.5 39.7 58.0 59.6
Old : 46.1 54.0 66.8 75.9 43.5 39.7 58.0 59.6
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 - Options and Futures Combined, December 7, 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 : 10,647: 6,663 7,537 1,352 1,038 564 0 0 0 675 0 0: 1,393 1,508
Old : 10,647: 6,663 7,537 1,352 1,038 564 0 0 0 675 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: November 30, 2010 :
: -176: 401 399 266 -22 -361 0 0 0 16 0 0: -498 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 70.8 12.7 9.7 5.3 0.0 0.0 0.0 6.3 0.0 0.0: 13.1 14.2
Old : 100.0: 62.6 70.8 12.7 9.7 5.3 0.0 0.0 0.0 6.3 0.0 0.0: 13.1 14.2
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 : 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 : 35.9 61.2 57.8 77.2 31.2 57.8 50.1 61.7
Old : 35.9 61.2 57.8 77.2 31.2 57.8 50.1 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 31,771: 21,501 13,295 1,262 9,856 5,046 0 1,600 70 164 690 280: 3,448 934
Old : 31,771: 21,501 13,295 1,262 9,856 5,046 0 1,600 70 164 690 280: 3,448 934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 967: 1,069 1,705 422 -474 -892 0 160 0 0 104 0: 368 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 41.8 4.0 31.0 15.9 0.0 5.0 0.2 0.5 2.2 0.9: 10.9 2.9
Old : 100.0: 67.7 41.8 4.0 31.0 15.9 0.0 5.0 0.2 0.5 2.2 0.9: 10.9 2.9
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 : 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 : 39.4 52.3 59.8 73.4 26.3 42.2 39.5 50.1
Old : 39.4 52.3 59.8 73.4 26.3 42.2 39.5 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 12,120: 8,686 8,254 692 1,683 763 190 0 40 0 352 0: 1,749 1,028
Old : 12,120: 8,686 8,254 692 1,683 763 190 0 40 0 352 0: 1,749 1,028
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -914: 20 608 -348 -983 -385 0 0 -20 0 74 -12: -169 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 68.1 5.7 13.9 6.3 1.6 0.0 0.3 0.0 2.9 0.0: 14.4 8.5
Old : 100.0: 71.7 68.1 5.7 13.9 6.3 1.6 0.0 0.3 0.0 2.9 0.0: 14.4 8.5
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 : 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 : 45.3 47.6 66.4 76.0 43.4 41.3 61.5 64.1
Old : 45.3 47.6 66.4 76.0 43.4 41.3 61.5 64.1
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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -2,184: -2,759 -1,239 575 -420 0 0 0 0 0 -525 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 - Options and Futures Combined, December 7, 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 : 40,052: 27,593 26,491 1,677 2,562 9,368 0 591 415 0 1 0: 999 624
Old : 40,052: 27,593 26,491 1,677 2,562 9,368 0 591 415 0 1 0: 999 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,940: -3,061 -2,423 114 -26 -10 0 -37 -37 0 -1 0: 54 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 66.1 4.2 6.4 23.4 0.0 1.5 1.0 0.0 0.0 0.0: 2.5 1.6
Old : 100.0: 68.9 66.1 4.2 6.4 23.4 0.0 1.5 1.0 0.0 0.0 0.0: 2.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 6 . 6 0 . . 0 . 0:
Old : 33: 21 17 6 . 6 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 : 62.5 64.2 80.8 85.8 25.7 36.7 32.0 39.6
Old : 62.5 64.2 80.8 85.8 25.7 36.7 32.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -502: -770 72 594 -246 -276 0 0 0 0 0 0: -50 -52
: : :
: : 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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -3,216: -2,817 -2,268 -154 -703 -245 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 : 86.8 80.7 95.1 96.3 86.8 80.7 95.1 96.3
Old : 86.8 80.7 95.1 96.3 86.8 80.7 95.1 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 - Options and Futures Combined, December 7, 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 : 693,487: 664,567 429,754 26,288 251,741 2,632 0 0 0 0 9,360 0: 0 0
Old : 693,487: 664,567 429,754 26,288 251,741 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: November 30, 2010 :
: -51,609: -41,214 -38,904 -7,955 -10,265 -2,440 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 : 84.9 83.1 94.2 97.6 84.8 83.1 93.7 97.3
Old : 84.9 83.1 94.2 97.6 84.8 83.1 93.7 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -2,415: -2,965 -1,995 550 0 0 0 0 0 0 -420 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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -1,677: -1,649 -1,677 182 0 0 0 0 0 -210 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 : 24: 10 9 5 . 0 0 0 0 . 0 0:
Old : 24: 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 77.6 83.7
Old : 82.4 73.0 93.8 97.1 66.2 71.7 77.6 83.7
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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -17,265: -20,456 -15,725 3,191 -1,540 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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -4,200: -618 -2,184 -3,561 -2,016 0 0 0 0 0 0 0: -21 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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -69,300: -4,211 -39,270 -65,089 -30,030 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 - Options and Futures Combined, December 7, 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 : 208,481: 118,262 157,711 88,366 49,565 937 0 0 0 916 0 0: 0 268
Old : 208,481: 118,262 157,711 88,366 49,565 937 0 0 0 916 0 0: 0 268
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -3,125: -158 -3,437 -2,137 648 0 0 0 0 -515 0 -315: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 75.6 42.4 23.8 0.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.1
Old : 100.0: 56.7 75.6 42.4 23.8 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: 22 21 . 6 . 0 0 0 . 0 0:
Old : 42: 22 21 . 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 : 66.1 57.6 87.3 79.5 66.1 57.2 86.4 77.8
Old : 66.1 57.6 87.3 79.5 66.1 57.2 86.4 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 3,649,626: 2,140,464 2,790,658 1,502,441 852,247 6,721 0 0 0 0 0 0: 0 0
Old : 3,649,626: 2,140,464 2,790,658 1,502,441 852,247 6,721 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: November 30, 2010 :
: -55,682: -21,046 -48,310 -36,635 -7,831 1,999 0 0 0 0 -1,540 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 76.5 41.2 23.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.6 76.5 41.2 23.4 0.2 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 : 40: 20 20 . 6 . 0 0 0 0 0 0:
Old : 40: 20 20 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 61.4 88.5 81.5 67.3 61.3 86.9 81.2
Old : 67.5 61.4 88.5 81.5 67.3 61.3 86.9 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 60,393: 42,905 54,566 10,788 230 3,010 1,735 190 0 1,823 1,525 132: 0 740
Old : 60,393: 42,905 54,566 10,788 230 3,010 1,735 190 0 1,823 1,525 132: 0 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -2,597: -5,478 -2,747 1,425 0 0 1,275 0 0 181 -105 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 90.4 17.9 0.4 5.0 2.9 0.3 0.0 3.0 2.5 0.2: 0.0 1.2
Old : 100.0: 71.0 90.4 17.9 0.4 5.0 2.9 0.3 0.0 3.0 2.5 0.2: 0.0 1.2
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 : 38: 18 18 5 . . . . 0 . . .:
Old : 38: 18 18 5 . . . . 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 : 49.9 61.0 69.5 76.2 46.9 57.7 59.9 70.2
Old : 49.9 61.0 69.5 76.2 46.9 57.7 59.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 1,146,781: 911,835 1,013,354 154,141 13,368 51,400 0 3,800 0 29,405 64,859 0: 0 0
Old : 1,146,781: 911,835 1,013,354 154,141 13,368 51,400 0 3,800 0 29,405 64,859 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -49,036: -76,604 -42,638 35,588 -1,843 -2,630 0 0 0 -5,390 -1,925 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 88.4 13.4 1.2 4.5 0.0 0.3 0.0 2.6 5.7 0.0: 0.0 0.0
Old : 100.0: 79.5 88.4 13.4 1.2 4.5 0.0 0.3 0.0 2.6 5.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 19 22 5 . . 0 . 0 . . 0:
Old : 39: 19 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 : 51.5 55.0 70.5 77.0 49.4 51.7 65.1 72.3
Old : 51.5 55.0 70.5 77.0 49.4 51.7 65.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, December 7, 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 : 54,866: 40,372 36,517 3,570 8,927 8,898 1,020 0 255 575 223 46: 130 0
Old : 54,866: 40,372 36,517 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: November 30, 2010 :
: -4,308: -4,341 -3,423 2,135 671 -1,556 0 0 0 -525 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 66.6 6.5 16.3 16.2 1.9 0.0 0.5 1.0 0.4 0.1: 0.2 0.0
Old : 100.0: 73.6 66.6 6.5 16.3 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 : 54.1 47.2 76.1 73.4 32.3 34.2 45.0 48.2
Old : 54.1 47.2 76.1 73.4 32.3 34.2 45.0 48.2
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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -1,266: -882 -806 -189 -118 -132 0 0 0 -42 -210 0: -21 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 - Options and Futures Combined, December 7, 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 : 36,239: 28,155 26,934 4,073 5,484 2,992 0 0 0 510 0 0: 510 829
Old : 36,239: 28,155 26,934 4,073 5,484 2,992 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: November 30, 2010 :
: -904: -1,776 287 1,189 -874 -318 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 74.3 11.2 15.1 8.3 0.0 0.0 0.0 1.4 0.0 0.0: 1.4 2.3
Old : 100.0: 77.7 74.3 11.2 15.1 8.3 0.0 0.0 0.0 1.4 0.0 0.0: 1.4 2.3
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 9 . . . 0 0 0 . 0 0:
Old : 20: 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 : 66.0 82.4 88.3 94.8 52.7 63.7 64.8 68.0
Old : 66.0 82.4 88.3 94.8 52.7 63.7 64.8 68.0
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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -39,270: -48,670 -21,945 9,400 -7,700 0 0 0 0 0 -9,625 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 - Options and Futures Combined, December 7, 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 : 1,019,978: 812,407 613,016 17,104 188,341 178,811 0 23,400 0 9,776 14,530 1,880: 0 0
Old : 1,019,978: 812,407 613,016 17,104 188,341 178,811 0 23,400 0 9,776 14,530 1,880: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -83,785: -34,975 -76,130 -23,325 3,970 -11,625 0 0 0 -10,010 3,850 -3,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 60.1 1.7 18.5 17.5 0.0 2.3 0.0 1.0 1.4 0.2: 0.0 0.0
Old : 100.0: 79.6 60.1 1.7 18.5 17.5 0.0 2.3 0.0 1.0 1.4 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 : 54.1 50.9 76.6 74.9 31.2 31.4 43.8 41.2
Old : 54.1 50.9 76.6 74.9 31.2 31.4 43.8 41.2
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 - Options and Futures Combined, December 7, 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: November 30, 2010 :
: -19,250: -11,550 9,973 -3,850 -29,223 0 0 0 0 0 3,850 -3,850: 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 10, 2010