Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 126,734 : : Positions : : 76,629 77,986 3,562 3,441 38,134 452 574 5,664 352 55 477 : : : : Changes from: December 29, 2009 : : -4,776 -3,890 494 -453 -1,694 -975 -261 -653 57 17 -144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 61.5 2.8 2.7 30.1 0.4 0.5 4.5 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 27 5 . 6 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 22,650 : : Positions : : 13,425 13,248 3,769 2,375 3,961 0 1,151 434 3 0 83 : : : : Changes from: December 29, 2009 : : -852 -460 -180 -550 -138 0 34 -35 3 -22 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 58.5 16.6 10.5 17.5 0.0 5.1 1.9 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 4 . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 31,271 : : Positions : : 19,830 16,412 1,944 5,393 7,028 0 720 360 0 550 120 : : : : Changes from: December 29, 2009 : : -471 -626 -33 32 -94 0 -20 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 52.5 6.2 17.2 22.5 0.0 2.3 1.2 0.0 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,038 : : Positions : : 7,876 7,244 760 2,744 1,482 720 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -892 -536 -440 28 -48 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 55.6 5.8 21.0 11.4 5.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . 4 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 45,636 : : Positions : : 27,583 34,530 7,178 289 9,001 54 0 726 0 5 0 : : : : Changes from: December 29, 2009 : : -837 -1,931 -1,167 -180 57 10 0 -1 -10 5 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 75.7 15.7 0.6 19.7 0.1 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 5 . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MWH X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 11,208 : : Positions : : 6,976 3,246 1,920 5,936 1,182 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -750 -76 96 -372 -72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 29.0 17.1 53.0 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A34 Open Interest is 55,508 : : Positions : : 50,791 44,807 1,792 7,434 2,925 0 0 0 0 0 0 : : : : Changes from: December 29, 2009 : : -1,760 -3,080 0 1,320 -1,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 80.7 3.2 13.4 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A50 Open Interest is 49,744 : : Positions : : 40,163 49,244 8,956 0 0 0 0 0 0 400 0 : : : : Changes from: December 29, 2009 : : -1,848 -2,750 -572 0 0 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 99.0 18.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 6 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A51 Open Interest is 822,066 : : Positions : : 662,154 791,026 159,912 0 0 0 7,760 0 0 23,280 0 : : : : Changes from: December 29, 2009 : : -25,480 -33,712 -8,232 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 96.2 19.5 0.0 0.0 0.0 0.9 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 5 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A54 Open Interest is 91,298 : : Positions : : 28,534 50,818 59,754 33,125 2,210 0 0 0 0 4,345 0 : : : : Changes from: December 29, 2009 : : -3,764 -4,070 -2,750 -1,474 0 0 0 0 0 -930 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 55.7 65.4 36.3 2.4 0.0 0.0 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 10 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A55 Open Interest is 1,537,250 : : Positions : : 455,928 905,544 1,065,766 550,240 15,556 0 0 0 0 65,910 0 : : : : Changes from: December 29, 2009 : : -32,536 -57,624 -41,552 -12,544 -4,704 0 0 0 0 -3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 58.9 69.3 35.8 1.0 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A56 Open Interest is 168,419 : : Positions : : 138,002 89,924 20,267 73,115 4,775 0 0 0 5,375 0 0 : : : : Changes from: December 29, 2009 : : -5,614 -5,088 -1,531 -2,829 -1,219 0 0 0 -842 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 53.4 12.0 43.4 2.8 0.0 0.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,708,942 : : Positions : :2,236,817 1,478,331 345,224 1,202,603 28,008 7,760 0 0 91,133 0 0 : : : : Changes from: December 29, 2009 : : -93,296 -50,176 -12,544 -59,976 -5,096 0 0 0 -4,312 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 54.6 12.7 44.4 1.0 0.3 0.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A58 Open Interest is 61,096 : : Positions : : 51,971 55,200 6,495 0 2,550 0 0 0 80 3,090 0 : : : : Changes from: December 29, 2009 : : -1,738 -2,222 -462 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 90.3 10.6 0.0 4.2 0.0 0.0 0.0 0.1 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A59 Open Interest is 1,008,456 : : Positions : : 854,411 739,464 93,160 128,192 60,885 0 0 0 0 79,915 0 : : : : Changes from: December 29, 2009 : : -19,992 -24,304 -1,960 4,312 -4,312 0 0 0 0 -1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 73.3 9.2 12.7 6.0 0.0 0.0 0.0 0.0 7.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A60 Open Interest is 57,176 : : Positions : : 42,088 42,258 1,776 6,436 7,882 0 0 0 5,130 515 45 : : : : Changes from: December 29, 2009 : : -924 -880 0 0 0 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 73.9 3.1 11.3 13.8 0.0 0.0 0.0 9.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A78 Open Interest is 1,038,064 : : Positions : : 780,513 698,328 2,675 154,640 149,696 0 23,400 0 105,180 12,000 0 : : : : Changes from: December 29, 2009 : : -19,600 -19,992 0 392 -392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 67.3 0.3 14.9 14.4 0.0 2.3 0.0 10.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 . 6 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 8, 2010