Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 163,028 : : Positions : : 87,545 99,545 8,668 26,081 14,015 20,881 834 17,035 9,103 84 4,016 : : : : Changes from: November 15, 2011 : : 91 712 -1,946 194 469 1,803 334 217 1,033 -44 451 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 61.1 5.3 16.0 8.6 12.8 0.5 10.4 5.6 0.1 2.5 : : : : Number of Traders in Each Category Total Traders: 80 : : 43 36 8 7 9 9 . 6 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 69,916 : : Positions : : 55,339 40,539 4,224 18,913 6,491 224 457 2,870 279 135 484 : : : : Changes from: November 15, 2011 : : -1,335 -1,792 -280 -57 117 -124 -99 307 -52 130 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 58.0 6.0 27.1 9.3 0.3 0.7 4.1 0.4 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 . 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 587,985 : : Positions : : 532,424 323,073 6,208 202,448 43,962 0 15,019 1,284 2,467 559 1,640 : : : : Changes from: November 15, 2011 : : 5,243 10,680 -4,352 -13,948 8,160 0 4,743 0 -136 -720 -224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 54.9 1.1 34.4 7.5 0.0 2.6 0.2 0.4 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 19 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,667,572 : : Positions : :1,009,631 1,242,290 275,013 117,204 178,847 92,127 408 96,607 4,650 21,504 9,904 : : : : Changes from: November 15, 2011 : : 8,925 26,577 17,472 4,255 1,903 2,081 408 -9,752 690 -2,111 860 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 74.5 16.5 7.0 10.7 5.5 0.0 5.8 0.3 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 29 7 . 8 5 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 121,427 : : Positions : : 81,947 89,746 16,462 10,783 17,251 1,988 0 3,024 292 155 437 : : : : Changes from: November 15, 2011 : : -2,509 2,280 5,477 1,244 -3,278 170 0 31 159 -227 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 73.9 13.6 8.9 14.2 1.6 0.0 2.5 0.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 28 5 4 8 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 559,684 : : Positions : : 399,582 389,591 135,065 132,500 24,389 0 11,588 0 0 968 648 : : : : Changes from: November 15, 2011 : : 46,936 56,714 13,657 4,536 -6,264 0 -984 0 0 327 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 69.6 24.1 23.7 4.4 0.0 2.1 0.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 57,732 : : Positions : : 23,890 22,034 1,034 27,310 4,295 22,486 180 2,624 924 0 18 : : : : Changes from: November 15, 2011 : : -158 1,064 124 -534 282 -154 0 22 468 0 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 38.2 1.8 47.3 7.4 38.9 0.3 4.5 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 5 5 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 15,809 : : Positions : : 10,481 10,875 1,748 1,022 1,070 80 398 1,222 0 708 28 : : : : Changes from: November 15, 2011 : : 59 109 0 140 0 40 60 -50 0 -186 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 68.8 11.1 6.5 6.8 0.5 2.5 7.7 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,771 : : Positions : : 6,904 6,602 0 1,842 580 232 720 420 510 0 8 : : : : Changes from: November 15, 2011 : : 24 10 0 0 0 10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.3 0.0 17.1 5.4 2.2 6.7 3.9 4.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 12,041 : : Positions : : 5,168 7,608 1,092 1,452 1,460 600 352 88 2,714 0 0 : : : : Changes from: November 15, 2011 : : -60 300 0 0 0 0 120 0 120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 63.2 9.1 12.1 12.1 5.0 2.9 0.7 22.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 28,386 : : Positions : : 17,651 10,372 2,236 9,032 3,112 1,680 3,190 0 998 0 238 : : : : Changes from: November 15, 2011 : : 324 468 120 -264 10 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 36.5 7.9 31.8 11.0 5.9 11.2 0.0 3.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 10,741 : : Positions : : 4,037 6,280 234 1,960 361 4,248 168 570 0 0 0 : : : : Changes from: November 15, 2011 : : 306 144 -120 240 15 480 150 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 58.5 2.2 18.2 3.4 39.5 1.6 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 12,982 : : Positions : : 9,556 7,300 816 1,754 922 0 1,202 560 0 586 32 : : : : Changes from: November 15, 2011 : : 330 66 0 0 0 0 96 0 0 182 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 56.2 6.3 13.5 7.1 0.0 9.3 4.3 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 62,841 : : Positions : : 57,618 50,759 2,631 9,532 2,550 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 7,457 7,752 510 63 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 80.8 4.2 15.2 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,052,688 : : Positions : : 956,270 838,678 43,754 161,346 52,664 0 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 127,457 133,658 9,360 400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 79.7 4.2 15.3 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 36,541 : : Positions : : 21,904 14,227 13,344 0 1,188 0 0 0 105 21,126 0 : : : : Changes from: November 15, 2011 : : 4,335 2,550 0 0 0 0 0 0 0 1,785 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 38.9 36.5 0.0 3.3 0.0 0.0 0.0 0.3 57.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 22, 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: November 15, 2011 : : 0 0 0 0 0 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 22, 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: November 15, 2011 : : 0 0 0 0 0 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 22, 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 127,614 : : Positions : : 70,003 107,987 55,415 17,896 1,731 0 0 0 210 0 0 : : : : Changes from: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.6 43.4 14.0 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 24 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 2,170,823 : : Positions : :1,152,439 1,841,505 977,718 296,582 32,736 0 0 0 7,930 0 0 : : : : Changes from: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.8 45.0 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 22, 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 52,727 : : Positions : : 38,367 41,235 5,206 1,719 5,832 0 1,281 1,915 1,275 613 132 : : : : Changes from: November 15, 2011 : : 2,412 3,157 325 730 1,055 0 -1,150 640 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 78.2 9.9 3.3 11.1 0.0 2.4 3.6 2.4 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 1,192,553 : : Positions : : 938,043 597,606 66,701 398,608 131,604 23,520 47,040 0 23,400 8,410 9,285 : : : : Changes from: November 15, 2011 : : 0 -18,816 23,520 42,336 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 50.1 5.6 33.4 11.0 2.0 3.9 0.0 2.0 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 53,489 : : Positions : : 49,038 38,732 1,995 11,476 2,414 0 381 0 0 231 0 : : : : Changes from: November 15, 2011 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 72.4 3.7 21.5 4.5 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 22, 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 18,005 : : Positions : : 13,340 11,249 4,371 1,530 0 0 4,806 294 0 126 0 : : : : Changes from: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 62.5 24.3 8.5 0.0 0.0 26.7 1.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 24,691 : : Positions : : 22,132 19,784 2,433 4,907 0 0 0 0 126 0 0 : : : : Changes from: November 15, 2011 : : 2,061 -1,254 0 3,315 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 80.1 9.9 19.9 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 46,437 : : Positions : : 24,047 39,768 19,000 5,100 294 2,550 855 420 0 0 0 : : : : Changes from: November 15, 2011 : : 255 0 -255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 85.6 40.9 11.0 0.6 5.5 1.8 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 35,228 : : Positions : : 11,349 13,834 1,242 17,595 882 1,265 0 2,560 17,318 0 357 : : : : Changes from: November 15, 2011 : : 0 1,785 0 0 0 0 0 0 1,785 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 39.3 3.5 49.9 2.5 3.6 0.0 7.3 49.2 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 18,784 : : Positions : : 11,701 11,104 3,833 5,552 1,530 0 108 147 765 88 0 : : : : Changes from: November 15, 2011 : : 0 256 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 59.1 20.4 29.6 8.1 0.0 0.6 0.8 4.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 970,723 : : Positions : : 892,410 629,286 0 245,583 53,689 23,400 3,965 0 0 36,976 1,224 : : : : Changes from: November 15, 2011 : : 4,704 4,704 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 64.8 0.0 25.3 5.5 2.4 0.4 0.0 0.0 3.8 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 22, 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 980,219 : : Positions : : 453,427 775,391 386,047 154,063 50,765 89,980 0 0 0 0 0 : : : : Changes from: November 15, 2011 : : 3,875 0 0 0 0 -3,875 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 79.1 39.4 15.7 5.2 9.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 22, 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 131,780 : : Positions : : 128,576 79,129 1,586 47,068 1,618 0 0 0 0 3,965 0 : : : : Changes from: November 15, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 60.0 1.2 35.7 1.2 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 28, 2011