Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 160,154 : : Positions : : 85,572 101,981 8,924 26,832 12,466 22,165 62 15,043 11,828 63 2,985 : : : : Changes from: October 25, 2011 : : 318 3,588 702 -555 -558 2,837 62 456 -758 -121 817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 63.7 5.6 16.8 7.8 13.8 0.0 9.4 7.4 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 81 : : 41 37 7 8 10 10 . 6 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 74,473 : : Positions : : 58,268 46,096 4,787 18,837 6,629 944 173 1,868 1,178 0 643 : : : : Changes from: October 25, 2011 : : -530 422 -889 -1,277 -122 -139 -191 109 452 -136 207 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 61.9 6.4 25.3 8.9 1.3 0.2 2.5 1.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . 4 6 . . . 4 0 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 542,707 : : Positions : : 493,344 272,170 8,718 215,061 33,120 0 4,012 1,284 963 9,973 4,960 : : : : Changes from: October 25, 2011 : : -36,785 -40,187 -1,640 4,193 -5,562 0 -3,975 -969 -2,265 -2,530 248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 50.2 1.6 39.6 6.1 0.0 0.7 0.2 0.2 1.8 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 19 . . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,630,722 : : Positions : : 990,987 1,218,510 277,746 76,730 172,046 64,084 96 109,930 2,036 39,541 13,869 : : : : Changes from: October 25, 2011 : : 32,195 19,525 13,177 384 -14,879 -25,825 0 2,792 0 -362 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 74.7 17.0 4.7 10.6 3.9 0.0 6.7 0.1 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 29 6 4 8 5 . 6 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 131,634 : : Positions : : 91,205 93,215 10,868 6,525 25,299 859 2,050 2,702 77 1,212 572 : : : : Changes from: October 25, 2011 : : 2,870 -1,189 -2,665 385 79 -179 871 234 -29 351 -71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 70.8 8.3 5.0 19.2 0.7 1.6 2.1 0.1 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 27 28 5 4 7 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 508,375 : : Positions : : 371,327 329,714 105,276 126,948 31,444 0 18,644 0 0 1,297 328 : : : : Changes from: October 25, 2011 : : 356 7,661 5,402 321 -2,546 0 -1,273 0 0 -951 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 64.9 20.7 25.0 6.2 0.0 3.7 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 53,488 : : Positions : : 23,772 19,820 1,110 26,894 3,229 21,032 180 2,252 438 0 44 : : : : Changes from: October 25, 2011 : : 292 -804 32 648 -885 -226 -160 -246 -6 0 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 37.1 2.1 50.3 6.0 39.3 0.3 4.2 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 18 4 6 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 15,124 : : Positions : : 10,050 10,548 1,908 650 1,070 184 620 672 0 892 12 : : : : Changes from: October 25, 2011 : : -310 -747 -49 10 -110 2 0 8 0 434 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 69.7 12.6 4.3 7.1 1.2 4.1 4.4 0.0 5.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 9,987 : : Positions : : 6,604 5,114 0 1,890 492 0 858 282 510 0 8 : : : : Changes from: October 25, 2011 : : 176 -126 0 -139 -74 0 120 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 51.2 0.0 18.9 4.9 0.0 8.6 2.8 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,310 : : Positions : : 4,862 7,176 1,092 1,052 1,460 480 232 88 2,482 0 0 : : : : Changes from: October 25, 2011 : : -1,346 638 -78 181 -181 0 -40 30 1,720 -394 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 63.4 9.7 9.3 12.9 4.2 2.1 0.8 21.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 27,278 : : Positions : : 17,075 10,446 2,020 8,744 3,204 1,440 3,190 0 1,110 0 228 : : : : Changes from: October 25, 2011 : : 270 248 118 -55 -184 480 390 0 -152 0 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 38.3 7.4 32.1 11.7 5.3 11.7 0.0 4.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,388 : : Positions : : 3,477 6,040 492 1,720 280 3,528 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -154 100 -156 -74 -8 -222 0 -178 -100 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 64.3 5.2 18.3 3.0 37.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 11,662 : : Positions : : 8,322 6,740 816 1,434 922 0 882 490 0 362 60 : : : : Changes from: October 25, 2011 : : -508 164 -12 -19 -48 0 10 -10 0 -360 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 57.8 7.0 12.3 7.9 0.0 7.6 4.2 0.0 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 52,219 : : Positions : : 47,758 38,736 1,869 10,933 2,550 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 282 -1,575 -42 -336 -105 0 0 0 -2,151 0 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 74.2 3.6 20.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 891,535 : : Positions : : 804,477 651,676 34,394 187,195 52,664 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -2,578 -24,432 -816 -11,880 0 0 0 0 -32,918 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 73.1 3.9 21.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 342,972 : : Positions : : 341,386 233,298 1,586 109,674 0 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -4,132 -13,032 -816 -8,568 0 0 0 0 -16,652 0 -9,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 68.0 0.5 32.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 39,309 : : Positions : : 25,276 24,683 11,920 12,513 2,113 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -1,323 -2,268 -1,680 -735 -189 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 62.8 30.3 31.8 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 727,626 : : Positions : : 472,431 459,274 218,240 231,397 36,955 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -27,336 -46,104 -32,640 -13,872 -4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 63.1 30.0 31.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 125,774 : : Positions : : 69,941 106,147 53,637 17,896 1,731 0 0 0 210 0 0 : : : : Changes from: October 25, 2011 : : -3,315 -6,160 -3,759 -2,205 -63 0 0 0 -1,291 0 -1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 84.4 42.6 14.2 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 23 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 2,169,599 : : Positions : :1,151,215 1,840,281 977,718 296,582 32,736 0 0 0 7,930 0 0 : : : : Changes from: October 25, 2011 : : -102,285 -95,544 -64,872 -41,208 -4,896 0 0 0 0 -30,405 -14,886 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.8 45.1 13.7 1.5 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 23 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 45,736 : : Positions : : 35,976 38,204 4,006 2,559 3,072 729 610 546 1,275 613 132 : : : : Changes from: October 25, 2011 : : 4,450 1,830 -567 483 -483 210 -210 -210 -2,095 -105 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 83.5 8.8 5.6 6.7 1.6 1.3 1.2 2.8 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 1,101,438 : : Positions : : 911,515 613,414 43,181 332,752 90,537 23,520 47,040 0 23,400 8,410 9,285 : : : : Changes from: October 25, 2011 : : 34,209 -27,478 -3,379 0 -6,936 0 47,040 0 -12,900 -1,632 -3,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 55.7 3.9 30.2 8.2 2.1 4.3 0.0 2.1 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 51,854 : : Positions : : 47,403 35,822 1,995 12,751 2,414 0 381 0 0 231 0 : : : : Changes from: October 25, 2011 : : -405 -657 -105 1,212 -252 0 0 0 0 -1,086 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 69.1 3.8 24.6 4.7 0.0 0.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 17,396 : : Positions : : 13,025 10,640 4,371 1,530 0 0 5,100 0 0 126 0 : : : : Changes from: October 25, 2011 : : -209 374 -168 0 -42 0 -126 0 0 -625 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 61.2 25.1 8.8 0.0 0.0 29.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,630 : : Positions : : 20,071 21,038 2,433 1,592 0 0 0 0 126 0 0 : : : : Changes from: October 25, 2011 : : -1,089 -1,383 -504 -189 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 93.0 10.8 7.0 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 43,866 : : Positions : : 21,900 39,831 21,252 2,550 168 0 855 420 0 0 0 : : : : Changes from: October 25, 2011 : : -1,197 1,590 84 0 -84 0 210 -210 0 -2,913 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 90.8 48.4 5.8 0.4 0.0 1.9 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 33,428 : : Positions : : 11,349 11,524 1,149 18,777 210 1,265 0 2,560 16,283 0 357 : : : : Changes from: October 25, 2011 : : 1,749 648 63 -336 -105 -126 0 0 -1,374 0 -1,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 34.5 3.4 56.2 0.6 3.8 0.0 7.7 48.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 18,018 : : Positions : : 11,701 10,296 3,833 5,552 1,530 0 108 147 765 130 0 : : : : Changes from: October 25, 2011 : : -1,278 -336 -399 -1,680 0 -168 108 147 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 57.1 21.3 30.8 8.5 0.0 0.6 0.8 4.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 942,499 : : Positions : : 864,186 577,552 0 269,103 53,689 23,400 3,965 0 0 36,966 1,224 : : : : Changes from: October 25, 2011 : : -19,008 -46,334 0 28,531 -11,539 0 -2,040 0 0 835 -2,760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 61.3 0.0 28.6 5.7 2.5 0.4 0.0 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 919,931 : : Positions : : 407,840 808,703 371,436 64,428 46,800 93,855 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 53,064 36,156 -4,896 -4,896 0 46,815 -225 -11,625 -63,948 0 -14,412 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 87.9 40.4 7.0 5.1 10.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 1, 2011 : 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 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 120,185 : : Positions : : 116,981 67,534 1,586 47,068 1,618 0 0 0 0 3,965 0 : : : : Changes from: October 25, 2011 : : -10,723 -3,672 -816 -5,827 0 0 0 0 0 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 56.2 1.3 39.2 1.3 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011