Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,731 : : Positions : : 6,400 5,975 0 1,071 120 0 105 0 915 135 45 : : : : Changes from: October 26, 2010 : : 130 50 0 128 -75 0 0 0 0 -30 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 77.3 0.0 13.9 1.6 0.0 1.4 0.0 11.8 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 189,995 : : Positions : : 117,545 112,642 2,707 11,925 46,860 2,573 765 16,146 122 0 766 : : : : Changes from: October 26, 2010 : : -6,388 -6,249 -84 -885 -2,317 -398 103 -1,765 -247 0 -162 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 59.3 1.4 6.3 24.7 1.4 0.4 8.5 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 6 4 9 4 . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 16,902 : : Positions : : 9,928 11,098 3,199 2,019 2,039 0 360 40 0 368 0 : : : : Changes from: October 26, 2010 : : -255 -617 -319 130 -220 0 0 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 65.7 18.9 11.9 12.1 0.0 2.1 0.2 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 11,345 : : Positions : : 6,588 7,594 1,074 927 1,070 0 0 0 649 0 0 : : : : Changes from: October 26, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 66.9 9.5 8.2 9.4 0.0 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 30,266 : : Positions : : 19,062 11,740 1,876 9,970 6,028 0 1,440 70 0 580 130 : : : : Changes from: October 26, 2010 : : -520 -374 162 78 -422 0 -80 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 38.8 6.2 32.9 19.9 0.0 4.8 0.2 0.0 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 12,103 : : Positions : : 7,436 7,368 1,778 2,570 884 180 0 60 0 102 62 : : : : Changes from: October 26, 2010 : : 174 -64 -66 249 -279 -100 0 0 0 16 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.9 14.7 21.2 7.3 1.5 0.0 0.5 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 26,410 : : Positions : : 15,401 14,740 3,104 2,665 7,650 0 0 0 0 1,100 0 : : : : Changes from: October 26, 2010 : : -2,838 -1,659 -21 -420 0 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 55.8 11.8 10.1 29.0 0.0 0.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 43,565 : : Positions : : 30,276 29,187 1,817 2,525 9,802 11 515 460 0 0 0 : : : : Changes from: October 26, 2010 : : -1,692 -1,669 -356 -231 -817 11 20 -45 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 67.0 4.2 5.8 22.5 0.0 1.2 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 9,105 : : Positions : : 6,081 3,043 868 4,188 1,050 0 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : -350 -98 -124 -254 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 33.4 9.5 46.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 49,724 : : Positions : : 46,914 34,093 1,938 14,547 510 0 0 0 0 510 0 : : : : Changes from: October 26, 2010 : : -1,203 -2,058 -399 -33 0 0 0 0 0 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 68.6 3.9 29.3 1.0 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 732,473 : : Positions : : 693,158 455,755 34,635 262,678 4,680 0 0 0 0 9,360 0 : : : : Changes from: October 26, 2010 : : -20,688 -40,824 -11,016 -240 0 0 0 0 0 9,360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 62.2 4.7 35.9 0.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 35,297 : : Positions : : 30,791 29,173 4,506 5,244 0 0 0 0 0 880 0 : : : : Changes from: October 26, 2010 : : -2,016 -1,827 -546 -315 0 0 0 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.7 12.8 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 35,172 : : Positions : : 31,177 29,552 2,790 5,365 0 0 0 0 440 0 0 : : : : Changes from: October 26, 2010 : : 1,573 -1,282 -735 2,560 0 0 0 0 440 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 84.0 7.9 15.3 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 5 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 509,812 : : Positions : : 464,478 413,088 45,334 96,724 0 0 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : 35,864 -21,624 -12,240 45,248 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 81.0 8.9 19.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 67,301 : : Positions : : 27,458 47,998 39,799 19,303 0 0 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : -1,491 -2,289 -2,583 -1,806 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 71.3 59.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,146,387 : : Positions : : 438,084 850,859 708,303 295,528 0 0 0 0 0 0 0 : : : : Changes from: October 26, 2010 : : -26,928 -43,656 -48,552 -31,824 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 74.2 61.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 210,548 : : Positions : : 117,132 152,589 90,733 56,556 937 0 0 0 1,431 0 315 : : : : Changes from: October 26, 2010 : : -5,277 226 2,227 -3,927 0 0 0 0 -567 0 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 72.5 43.1 26.9 0.4 0.0 0.0 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 3,684,316 : : Positions : :2,140,518 2,704,657 1,539,076 973,397 4,722 0 0 0 0 1,540 0 : : : : Changes from: October 26, 2010 : : -152,637 -30,709 43,184 -76,704 -816 0 0 0 0 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.4 41.8 26.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 . 7 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 59,635 : : Positions : : 48,406 53,556 6,738 725 3,069 0 0 0 1,422 2,030 0 : : : : Changes from: October 26, 2010 : : -2,433 -2,667 -234 0 129 0 0 0 -105 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.8 11.3 1.2 5.1 0.0 0.0 0.0 2.4 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 5 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,143,537 : : Positions : : 965,357 1,005,416 93,853 18,384 55,537 0 3,800 0 28,790 60,400 0 : : : : Changes from: October 26, 2010 : : -44,765 -18,917 22,800 -2,232 -25,248 0 0 0 -1,224 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 87.9 8.2 1.6 4.9 0.0 0.3 0.0 2.5 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 20 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 55,954 : : Positions : : 42,921 31,544 2,455 14,721 9,434 0 0 0 1,100 0 0 : : : : Changes from: October 26, 2010 : : -2,310 -3,003 70 238 -511 0 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 56.4 4.4 26.3 16.9 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 9,719 : : Positions : : 5,928 6,667 3,017 2,225 132 0 0 0 88 440 0 : : : : Changes from: October 26, 2010 : : -1,242 -585 -189 -210 -63 0 0 0 -42 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 68.6 31.0 22.9 1.4 0.0 0.0 0.0 0.9 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 36,923 : : Positions : : 28,438 26,428 4,156 6,421 3,245 0 0 0 510 0 0 : : : : Changes from: October 26, 2010 : : -541 -321 -463 -429 1,029 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 71.6 11.3 17.4 8.8 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 471,678 : : Positions : : 273,589 264,225 57,689 48,028 140,400 0 0 0 0 19,025 0 : : : : Changes from: October 26, 2010 : : -41,208 -23,256 -408 -8,160 0 0 0 0 0 -10,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 56.0 12.2 10.2 29.8 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 2, 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 (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 1,049,052 : : Positions : : 800,151 546,032 31,069 277,709 190,436 0 23,400 0 19,786 3,865 7,610 : : : : Changes from: October 26, 2010 : : -33,910 -52,270 -2,040 3,264 -10,200 0 0 0 -10,200 2,856 -2,856 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 52.1 3.0 26.5 18.2 0.0 2.2 0.0 1.9 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 19 . 5 4 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 5, 2010