Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 178,886 : : Positions : : 94,116 92,500 6,061 12,718 57,625 3,275 741 14,150 2 64 627 : : : : Changes from: November 30, 2010 : : -19,021 -15,080 3,863 620 13,534 487 -323 -454 -108 30 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 51.7 3.4 7.1 32.2 1.8 0.4 7.9 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 24 . 6 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 7,990 : : Positions : : 6,156 5,655 278 1,208 82 92 0 0 0 46 0 : : : : Changes from: November 30, 2010 : : -849 1,419 278 -1,716 0 -84 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 70.8 3.5 15.1 1.0 1.2 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 17,523 : : Positions : : 12,035 12,919 3,357 1,775 1,095 0 550 20 0 382 4 : : : : Changes from: November 30, 2010 : : 308 1,304 1,175 -218 -892 0 190 -20 0 42 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 73.7 19.2 10.1 6.2 0.0 3.1 0.1 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 4 . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 10,647 : : Positions : : 6,663 7,537 1,352 1,038 564 0 0 0 675 0 0 : : : : Changes from: November 30, 2010 : : 401 399 266 -22 -361 0 0 0 16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 70.8 12.7 9.7 5.3 0.0 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 31,771 : : Positions : : 21,501 13,295 1,262 9,856 5,046 0 1,600 70 164 690 280 : : : : Changes from: November 30, 2010 : : 1,069 1,705 422 -474 -892 0 160 0 0 104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 41.8 4.0 31.0 15.9 0.0 5.0 0.2 0.5 2.2 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 12,120 : : Positions : : 8,686 8,254 692 1,683 763 190 0 40 0 352 0 : : : : Changes from: November 30, 2010 : : 20 608 -348 -983 -385 0 0 -20 0 74 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 68.1 5.7 13.9 6.3 1.6 0.0 0.3 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 24,226 : : Positions : : 13,706 13,501 2,615 2,245 7,650 0 0 0 0 575 0 : : : : Changes from: November 30, 2010 : : -2,759 -1,239 575 -420 0 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 55.7 10.8 9.3 31.6 0.0 0.0 0.0 0.0 2.4 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 December 7, 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 40,052 : : Positions : : 27,593 26,491 1,677 2,562 9,368 0 591 415 0 1 0 : : : : Changes from: November 30, 2010 : : -3,061 -2,423 114 -26 -10 0 -37 -37 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 66.1 4.2 6.4 23.4 0.0 1.5 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 6 . 6 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 8,721 : : Positions : : 5,673 3,141 1,154 3,966 832 0 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : -770 72 594 -246 -276 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 36.0 13.2 45.5 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 48,516 : : Positions : : 46,467 34,181 1,476 13,676 63 0 0 0 0 510 0 : : : : Changes from: November 30, 2010 : : -2,817 -2,268 -154 -703 -245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 70.5 3.0 28.2 0.1 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 693,487 : : Positions : : 664,567 429,754 26,288 251,741 2,632 0 0 0 0 9,360 0 : : : : Changes from: November 30, 2010 : : -41,214 -38,904 -7,955 -10,265 -2,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 62.0 3.8 36.3 0.4 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 32,882 : : Positions : : 28,452 27,178 4,430 5,244 0 0 0 0 0 460 0 : : : : Changes from: November 30, 2010 : : -2,965 -1,995 550 0 0 0 0 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 82.7 13.5 15.9 0.0 0.0 0.0 0.0 0.0 1.4 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 December 7, 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 34,005 : : Positions : : 31,718 28,640 1,292 5,365 0 0 0 0 230 0 0 : : : : Changes from: November 30, 2010 : : -1,649 -1,677 182 0 0 0 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 84.2 3.8 15.8 0.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 5 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 503,787 : : Positions : : 483,899 408,603 19,888 95,184 0 0 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : -20,456 -15,725 3,191 -1,540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 81.1 3.9 18.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 12 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 63,101 : : Positions : : 30,339 45,814 32,739 17,287 0 0 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : -618 -2,184 -3,561 -2,016 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 72.6 51.9 27.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 13 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 1,077,087 : : Positions : : 483,779 811,589 593,308 265,498 0 0 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : -4,211 -39,270 -65,089 -30,030 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 75.4 55.1 24.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 208,481 : : Positions : : 118,262 157,711 88,366 49,565 937 0 0 0 916 0 0 : : : : Changes from: November 30, 2010 : : -158 -3,437 -2,137 648 0 0 0 0 -515 0 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 75.6 42.4 23.8 0.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 21 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 3,649,626 : : Positions : :2,140,464 2,790,658 1,502,441 852,247 6,721 0 0 0 0 0 0 : : : : Changes from: November 30, 2010 : : -21,046 -48,310 -36,635 -7,831 1,999 0 0 0 0 -1,540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 76.5 41.2 23.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 60,393 : : Positions : : 42,905 54,566 10,788 230 3,010 1,735 190 0 1,823 1,525 132 : : : : Changes from: November 30, 2010 : : -5,478 -2,747 1,425 0 0 1,275 0 0 181 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 90.4 17.9 0.4 5.0 2.9 0.3 0.0 3.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 18 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 1,146,781 : : Positions : : 911,835 1,013,354 154,141 13,368 51,400 0 3,800 0 29,405 64,859 0 : : : : Changes from: November 30, 2010 : : -76,604 -42,638 35,588 -1,843 -2,630 0 0 0 -5,390 -1,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.4 13.4 1.2 4.5 0.0 0.3 0.0 2.6 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 5 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 54,866 : : Positions : : 40,372 36,517 3,570 8,927 8,898 1,020 0 255 575 223 46 : : : : Changes from: November 30, 2010 : : -4,341 -3,423 2,135 671 -1,556 0 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 66.6 6.5 16.3 16.2 1.9 0.0 0.5 1.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 9,068 : : Positions : : 5,916 6,070 2,063 2,107 0 0 0 0 46 230 0 : : : : Changes from: November 30, 2010 : : -882 -806 -189 -118 -132 0 0 0 -42 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 66.9 22.8 23.2 0.0 0.0 0.0 0.0 0.5 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 36,239 : : Positions : : 28,155 26,934 4,073 5,484 2,992 0 0 0 510 0 0 : : : : Changes from: November 30, 2010 : : -1,776 287 1,189 -874 -318 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 74.3 11.2 15.1 8.3 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 432,408 : : Positions : : 244,448 242,280 47,560 40,328 140,400 0 0 0 0 9,400 0 : : : : Changes from: November 30, 2010 : : -48,670 -21,945 9,400 -7,700 0 0 0 0 0 -9,625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 56.0 11.0 9.3 32.5 0.0 0.0 0.0 0.0 2.2 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 December 7, 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 1,019,978 : : Positions : : 812,407 613,016 17,104 188,341 178,811 0 23,400 0 9,776 14,530 1,880 : : : : Changes from: November 30, 2010 : : -34,975 -76,130 -23,325 3,970 -11,625 0 0 0 -10,010 3,850 -3,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 60.1 1.7 18.5 17.5 0.0 2.3 0.0 1.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 22 . 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 412,232 : : Positions : : 371,952 347,179 36,520 49,688 0 0 0 0 0 11,605 3,760 : : : : Changes from: November 30, 2010 : : -11,550 9,973 -3,850 -29,223 0 0 0 0 0 3,850 -3,850 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 84.2 8.9 12.1 0.0 0.0 0.0 0.0 0.0 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . 0 0 0 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 10, 2010