Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 8,307 : : Positions : : 7,335 5,795 0 1,585 196 0 165 120 390 0 0 : : : : Changes from: December 28, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 69.8 0.0 19.1 2.4 0.0 2.0 1.4 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 174,925 : : Positions : : 88,935 87,469 1,420 6,441 64,316 4,053 2,317 11,586 26 247 388 : : : : Changes from: December 28, 2010 : : -6,454 -7,096 -2,520 -1,913 382 220 -12 -2,610 26 25 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 50.0 0.8 3.7 36.8 2.3 1.3 6.6 0.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 24 4 4 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 16,952 : : Positions : : 11,700 12,119 3,089 2,047 508 0 608 0 0 244 30 : : : : Changes from: December 28, 2010 : : -479 -885 -251 239 -592 0 38 -20 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 71.5 18.2 12.1 3.0 0.0 3.6 0.0 0.0 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 31,325 : : Positions : : 20,846 13,075 1,620 10,002 4,586 0 1,520 70 150 784 280 : : : : Changes from: December 28, 2010 : : -478 -231 218 126 -446 0 -80 0 -14 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 41.7 5.2 31.9 14.6 0.0 4.9 0.2 0.5 2.5 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 11,568 : : Positions : : 8,326 7,522 742 1,954 552 130 0 40 0 326 0 : : : : Changes from: December 28, 2010 : : -480 -770 50 127 -207 -60 0 0 0 -8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 65.0 6.4 16.9 4.8 1.1 0.0 0.3 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 37,023 : : Positions : : 24,851 24,101 2,479 2,147 8,063 0 1,344 367 0 0 0 : : : : Changes from: December 28, 2010 : : -2,629 -2,546 -473 -603 -1,154 0 -84 -52 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 65.1 6.7 5.8 21.8 0.0 3.6 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 45,845 : : Positions : : 44,233 32,057 1,102 12,958 0 0 0 0 0 510 0 : : : : Changes from: December 28, 2010 : : -2,319 -2,124 -374 -759 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 69.9 2.4 28.3 0.0 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 638,686 : : Positions : : 619,918 385,809 18,768 243,517 0 0 0 0 0 9,360 0 : : : : Changes from: December 28, 2010 : : -47,000 -44,744 -7,520 -9,776 -2,632 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 60.4 2.9 38.1 0.0 0.0 0.0 0.0 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 30,657 : : Positions : : 26,440 25,413 3,855 5,244 0 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -2,012 -1,765 -575 0 0 0 0 0 0 -460 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 82.9 12.6 17.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 58,396 : : Positions : : 28,164 43,317 30,232 15,079 0 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -2,185 -2,507 -2,507 -2,208 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 74.2 51.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 1,007,527 : : Positions : : 455,203 771,357 552,324 236,170 0 0 0 0 0 0 0 : : : : Changes from: December 28, 2010 : : -28,576 -40,232 -40,984 -29,328 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 76.6 54.8 23.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 203,341 : : Positions : : 116,005 158,046 86,134 44,333 855 0 0 0 347 0 0 : : : : Changes from: December 28, 2010 : : -5,704 -4,232 -2,254 -4,209 0 0 0 0 -506 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 77.7 42.4 21.8 0.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 19 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 3,584,041 : : Positions : :2,097,204 2,808,762 1,473,224 761,258 13,613 0 0 0 0 408 0 : : : : Changes from: December 28, 2010 : : -104,248 -72,600 -31,208 -62,040 -752 0 0 0 0 -816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 78.4 41.1 21.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 20 4 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 60,660 : : Positions : : 40,467 52,903 10,568 1,230 4,285 1,275 190 0 3,933 1,410 132 : : : : Changes from: December 28, 2010 : : -3,197 -3,197 -115 -505 -105 -460 0 0 210 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 87.2 17.4 2.0 7.1 2.1 0.3 0.0 6.5 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 16 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 1,134,411 : : Positions : : 906,945 970,543 144,384 41,131 53,677 0 3,800 0 29,405 65,260 0 : : : : Changes from: December 28, 2010 : : -42,864 -48,504 -11,280 -1,720 0 0 0 0 0 -3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 85.6 12.7 3.6 4.7 0.0 0.3 0.0 2.6 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 15 21 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 51,824 : : Positions : : 38,457 33,667 3,570 9,180 8,415 1,020 0 255 0 264 0 : : : : Changes from: December 28, 2010 : : -2,108 -3,043 0 253 -483 0 0 0 -575 41 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 65.0 6.9 17.7 16.2 2.0 0.0 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 968,183 : : Positions : : 783,548 559,266 13,344 190,221 171,291 0 23,400 0 0 24,005 0 : : : : Changes from: December 28, 2010 : : -34,968 -52,264 -3,760 1,880 -7,520 0 0 0 -9,776 1,880 -1,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 57.8 1.4 19.6 17.7 0.0 2.4 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 4 . 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 7, 2011