Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 157,297 : : Positions : : 82,023 100,820 11,348 21,821 13,047 21,432 693 16,077 8,116 0 3,671 : : : : Changes from: November 29, 2011 : : -4,420 -956 1,437 -1,931 -777 1,415 468 -1,498 -938 -84 -308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 64.1 7.2 13.9 8.3 13.6 0.4 10.2 5.2 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 38 7 8 9 7 . . 8 0 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 68,027 : : Positions : : 54,425 43,207 3,906 15,483 6,153 373 125 2,595 135 29 435 : : : : Changes from: November 29, 2011 : : -1,426 1,369 -397 -3,130 -697 100 -385 -146 -394 29 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 63.5 5.7 22.8 9.0 0.5 0.2 3.8 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 566,963 : : Positions : : 508,097 349,618 656 148,539 50,666 0 17,829 0 7,233 0 311 : : : : Changes from: November 29, 2011 : : -26,314 19,148 -3,277 -52,879 2,529 -300 3,199 -1,312 -641 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 61.7 0.1 26.2 8.9 0.0 3.1 0.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . 5 4 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,619,641 : : Positions : : 970,206 1,200,913 268,343 122,612 173,480 99,481 0 92,717 7,463 21,953 7,158 : : : : Changes from: November 29, 2011 : : -38,885 -43,176 -5,462 1,456 -6,544 3,393 -408 -3,466 784 1,958 -3,518 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 74.1 16.6 7.6 10.7 6.1 0.0 5.7 0.5 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 27 7 . 9 6 0 6 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 122,860 : : Positions : : 85,003 85,653 9,460 10,463 22,842 1,855 0 3,156 0 197 518 : : : : Changes from: November 29, 2011 : : 557 -6,155 -6,798 -265 5,179 -80 0 -125 -135 -36 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 69.7 7.7 8.5 18.6 1.5 0.0 2.6 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 29 4 5 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 576,177 : : Positions : : 412,268 403,821 137,888 132,500 25,373 0 11,916 0 0 1,919 648 : : : : Changes from: November 29, 2011 : : 7,894 13,278 5,712 0 -2,856 0 0 0 0 328 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 70.1 23.9 23.0 4.4 0.0 2.1 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 58,718 : : Positions : : 25,093 20,527 1,542 29,640 4,466 21,894 260 2,612 836 0 302 : : : : Changes from: November 29, 2011 : : 1,213 -2,013 -188 1,742 692 -1,116 -80 -32 -324 0 284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 35.0 2.6 50.5 7.6 37.3 0.4 4.4 1.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 19 . 7 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 15,384 : : Positions : : 10,147 10,598 1,579 984 1,088 200 524 1,202 0 558 24 : : : : Changes from: November 29, 2011 : : -418 -365 -169 2 18 120 126 -20 0 -106 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 68.9 10.3 6.4 7.1 1.3 3.4 7.8 0.0 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 10,622 : : Positions : : 6,524 6,428 0 1,685 576 222 720 420 485 0 8 : : : : Changes from: November 29, 2011 : : -276 -280 0 -77 -124 -130 0 120 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.5 0.0 15.9 5.4 2.1 6.8 4.0 4.6 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 December 6, 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 11,946 : : Positions : : 5,262 7,546 1,014 1,743 1,313 600 438 88 2,800 0 0 : : : : Changes from: November 29, 2011 : : 94 -134 -78 219 -99 0 90 0 -54 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 63.2 8.5 14.6 11.0 5.0 3.7 0.7 23.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 28,037 : : Positions : : 16,838 10,646 2,574 8,673 3,010 1,920 3,180 0 1,034 0 142 : : : : Changes from: November 29, 2011 : : -837 274 318 -239 -82 240 -10 0 66 0 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 38.0 9.2 30.9 10.7 6.8 11.3 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 10,999 : : Positions : : 3,863 6,466 150 1,790 364 4,770 0 638 0 0 0 : : : : Changes from: November 29, 2011 : : -154 256 -84 -170 3 522 -98 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 58.8 1.4 16.3 3.3 43.4 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 12,684 : : Positions : : 9,392 7,030 804 1,691 918 0 1,260 550 0 618 36 : : : : Changes from: November 29, 2011 : : -200 -270 -12 -63 -4 0 10 -10 0 24 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 55.4 6.3 13.3 7.2 0.0 9.9 4.3 0.0 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 63,247 : : Positions : : 58,087 51,586 2,589 9,111 2,550 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -2,101 -1,743 -42 -421 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 81.6 4.1 14.4 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,029,530 : : Positions : : 933,882 826,311 42,984 150,555 52,664 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -23,180 -12,759 -770 -11,191 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 80.3 4.2 14.6 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 315,637 : : Positions : : 314,821 214,048 816 101,589 0 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -26,565 -19,250 -770 -8,085 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 67.8 0.3 32.2 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 December 6, 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 35,697 : : Positions : : 23,743 22,415 10,240 11,568 1,714 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -1,533 -2,268 -1,680 -945 -399 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 62.8 28.7 32.4 4.8 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 December 6, 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 659,481 : : Positions : : 438,936 415,769 187,440 210,607 33,105 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -33,495 -43,505 -30,800 -20,790 -3,850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.0 28.4 31.9 5.0 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 December 6, 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 119,139 : : Positions : : 67,240 101,990 50,081 15,691 1,458 0 0 0 105 0 0 : : : : Changes from: November 29, 2011 : : -2,763 -5,997 -5,334 -2,205 -273 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 85.6 42.0 13.2 1.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 24 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 2,006,078 : : Positions : :1,092,064 1,720,265 881,818 257,697 28,116 0 0 0 4,080 0 0 : : : : Changes from: November 29, 2011 : : -60,375 -121,240 -95,900 -38,885 -4,620 0 0 0 -3,850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 85.8 44.0 12.8 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 22 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 49,104 : : Positions : : 34,672 36,514 6,964 5,877 2,871 304 400 2,886 1,275 424 132 : : : : Changes from: November 29, 2011 : : -1,359 -1,035 483 2,043 -2,688 304 -1,391 971 0 -189 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.4 14.2 12.0 5.8 0.6 0.8 5.9 2.6 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 1,182,422 : : Positions : : 916,763 563,903 51,306 396,683 162,876 14,112 37,365 0 23,400 7,630 13,965 : : : : Changes from: November 29, 2011 : : -22,504 -34,927 -15,395 -1,925 7,752 -9,408 -9,675 0 0 -780 4,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 47.7 4.3 33.5 13.8 1.2 3.2 0.0 2.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 51,399 : : Positions : : 47,326 36,779 1,890 11,413 2,162 0 381 0 0 409 0 : : : : Changes from: November 29, 2011 : : -1,712 -1,953 -105 -63 -252 0 0 0 0 178 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 71.6 3.7 22.2 4.2 0.0 0.7 0.0 0.0 0.8 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 December 6, 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 24,962 : : Positions : : 20,570 10,682 3,888 8,970 210 0 4,806 294 0 0 0 : : : : Changes from: November 29, 2011 : : 7,230 -567 -483 7,440 210 0 0 0 0 -126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.8 15.6 35.9 0.8 0.0 19.3 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 48,771 : : Positions : : 26,612 40,911 19,084 5,100 210 2,550 2,340 210 0 0 0 : : : : Changes from: November 29, 2011 : : 15 -1,407 84 0 -84 0 1,485 -210 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 83.9 39.1 10.5 0.4 5.2 4.8 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 41,446 : : Positions : : 10,174 20,640 9,291 17,595 441 1,265 0 2,560 17,250 0 210 : : : : Changes from: November 29, 2011 : : -1,175 6,806 8,049 0 -441 0 0 0 -68 0 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 49.8 22.4 42.5 1.1 3.1 0.0 6.2 41.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 17,713 : : Positions : : 10,966 10,768 3,644 3,872 1,530 0 1,179 21 765 88 0 : : : : Changes from: November 29, 2011 : : -1,575 -336 -189 -1,680 0 0 1,071 -126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 60.8 20.6 21.9 8.6 0.0 6.7 0.1 4.3 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 December 6, 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 915,333 : : Positions : : 851,650 585,071 0 254,053 39,059 23,400 2,040 0 0 33,886 1,224 : : : : Changes from: November 29, 2011 : : -40,760 -44,215 0 8,470 -14,630 0 -1,925 0 0 -3,090 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 63.9 0.0 27.8 4.3 2.6 0.2 0.0 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 977,452 : : Positions : : 449,525 777,244 383,352 151,368 48,840 95,735 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -3,902 -3,902 -2,695 -2,695 -1,925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 79.5 39.2 15.5 5.0 9.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 6, 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 119,845 : : Positions : : 117,411 75,664 816 40,523 1,618 0 0 0 0 2,040 0 : : : : Changes from: November 29, 2011 : : -11,165 -3,465 -770 -6,545 0 0 0 0 0 -1,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 63.1 0.7 33.8 1.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011