Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 6,708 : : Positions : : 5,480 3,365 0 2,279 587 0 45 105 0 0 0 : : : : Changes from: October 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 50.2 0.0 34.0 8.8 0.0 0.7 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 13 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 200,842 : : Positions : : 78,753 76,620 1,324 20,823 76,305 19,284 3,417 22,135 488 0 461 : : : : Changes from: October 18, 2011 : : 479 -10 -832 604 561 889 73 -611 -10 0 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 38.1 0.7 10.4 38.0 9.6 1.7 11.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 5 5 10 . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 27,845 : : Positions : : 14,268 14,694 2,176 2,260 6,806 574 120 2,740 0 458 6 : : : : Changes from: October 18, 2011 : : 138 191 16 -120 -120 -264 0 94 0 -364 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 52.8 7.8 8.1 24.4 2.1 0.4 9.8 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 10,158 : : Positions : : 6,505 5,243 0 2,103 569 0 738 282 535 0 8 : : : : Changes from: October 18, 2011 : : 530 134 0 23 0 -12 18 12 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 51.6 0.0 20.7 5.6 0.0 7.3 2.8 5.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 27,145 : : Positions : : 16,805 10,198 1,902 8,799 3,388 960 2,800 0 1,262 0 314 : : : : Changes from: October 18, 2011 : : 50 506 0 120 64 480 0 0 32 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 37.6 7.0 32.4 12.5 3.5 10.3 0.0 4.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 11,949 : : Positions : : 8,830 6,576 828 1,453 970 0 872 500 0 722 44 : : : : Changes from: October 18, 2011 : : 286 -14 0 0 240 0 360 180 0 280 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 55.0 6.9 12.2 8.1 0.0 7.3 4.2 0.0 6.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 54,655 : : Positions : : 47,476 40,311 1,911 11,269 2,655 0 0 0 2,151 0 399 : : : : Changes from: October 18, 2011 : : 22 -84 0 22 0 0 0 0 -84 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 73.8 3.5 20.6 4.9 0.0 0.0 0.0 3.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 927,847 : : Positions : : 807,055 676,108 35,210 199,075 52,664 0 0 0 32,918 0 0 : : : : Changes from: October 18, 2011 : : 768 0 -8 760 -400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 72.9 3.8 21.5 5.7 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 23,188 : : Positions : : 21,506 16,290 126 6,325 63 0 0 0 750 0 510 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 70.3 0.5 27.3 0.3 0.0 0.0 0.0 3.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 373,980 : : Positions : : 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 42,501 : : Positions : : 26,599 26,951 13,600 13,248 2,302 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.4 32.0 31.2 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- Options and Futures Combined Positions as of October 25, 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 791,682 : : Positions : : 499,767 505,378 250,880 245,269 41,035 0 0 0 0 0 0 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 63.8 31.7 31.0 5.2 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- Options and Futures Combined Positions as of October 25, 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 135,315 : : Positions : : 73,256 112,307 57,396 20,101 1,794 0 0 0 1,501 0 1,113 : : : : Changes from: October 18, 2011 : : 2,550 2,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 83.0 42.4 14.9 1.3 0.0 0.0 0.0 1.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 22 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 2,356,538 : : Positions : :1,253,500 1,935,825 1,042,590 337,790 37,632 0 0 0 7,930 30,405 14,886 : : : : Changes from: October 18, 2011 : : 45,123 42,043 0 0 0 0 0 0 0 3,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 82.1 44.2 14.3 1.6 0.0 0.0 0.0 0.3 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 22 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 44,746 : : Positions : : 31,526 36,374 4,573 2,076 3,555 519 820 756 3,370 718 447 : : : : Changes from: October 18, 2011 : : -195 615 -210 -510 126 0 0 0 510 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 81.3 10.2 4.6 7.9 1.2 1.8 1.7 7.5 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 1,094,319 : : Positions : : 877,306 640,892 46,560 332,752 97,473 23,520 0 0 36,300 10,042 13,160 : : : : Changes from: October 18, 2011 : : 10,035 24,400 0 -9,360 0 0 0 0 5,005 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 58.6 4.3 30.4 8.9 2.1 0.0 0.0 3.3 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 15 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 52,742 : : Positions : : 47,808 36,479 2,100 11,539 2,666 0 381 0 0 1,317 105 : : : : Changes from: October 18, 2011 : : 42 0 0 0 0 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 69.2 4.0 21.9 5.1 0.0 0.7 0.0 0.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 18,026 : : Positions : : 13,234 10,266 4,539 1,530 42 0 5,226 0 0 751 211 : : : : Changes from: October 18, 2011 : : 0 -1,275 0 0 0 0 0 0 -650 625 -405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 57.0 25.2 8.5 0.2 0.0 29.0 0.0 0.0 4.2 1.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 5 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 24,223 : : Positions : : 21,160 22,421 2,937 1,781 0 0 0 0 126 0 0 : : : : Changes from: October 18, 2011 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 92.6 12.1 7.4 0.0 0.0 0.0 0.0 0.5 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- Options and Futures Combined Positions as of October 25, 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 45,441 : : Positions : : 23,097 38,241 21,168 2,550 252 0 645 630 0 2,913 147 : : : : Changes from: October 18, 2011 : : -1,275 -510 0 0 0 0 0 0 0 -765 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 84.2 46.6 5.6 0.6 0.0 1.4 1.4 0.0 6.4 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 34,451 : : Positions : : 9,600 10,876 1,086 19,113 315 1,391 0 2,560 17,657 0 1,587 : : : : Changes from: October 18, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 31.6 3.2 55.5 0.9 4.0 0.0 7.4 51.3 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 21,283 : : Positions : : 13,762 11,471 4,069 6,567 2,457 0 277 168 765 88 0 : : : : Changes from: October 18, 2011 : : 112 12 -32 -18 26 0 -105 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 53.9 19.1 30.9 11.5 0.0 1.3 0.8 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 975,806 : : Positions : : 883,194 623,886 0 240,572 65,228 23,400 6,005 0 0 36,131 3,984 : : : : Changes from: October 18, 2011 : : 770 -4,620 0 0 0 0 0 0 -1,536 3,854 1,151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 63.9 0.0 24.7 6.7 2.4 0.6 0.0 0.0 3.7 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 914,933 : : Positions : : 354,776 772,547 376,332 69,324 46,800 47,040 225 11,625 63,948 0 14,412 : : : : Changes from: October 18, 2011 : : 11,850 11,625 0 0 0 0 225 11,625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 84.4 41.1 7.6 5.1 5.1 0.0 1.3 7.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 25, 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 131,724 : : Positions : : 127,704 71,206 2,402 52,895 1,618 0 0 0 0 6,005 0 : : : : Changes from: October 18, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 28, 2011