Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 194,404 : : Positions : : 76,237 72,945 1,397 22,239 72,740 19,257 2,917 21,428 484 0 268 : : : : Changes from: November 1, 2011 : : 1,057 1,384 99 -306 568 -62 191 375 60 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 37.5 0.7 11.4 37.4 9.9 1.5 11.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 22 5 5 10 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 28,090 : : Positions : : 14,327 14,468 1,835 2,177 7,144 726 120 2,887 0 804 12 : : : : Changes from: November 1, 2011 : : 354 482 -229 -106 308 51 0 106 0 -88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 51.5 6.5 7.7 25.4 2.6 0.4 10.3 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 17 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 10,367 : : Positions : : 6,982 5,936 0 1,926 494 0 858 282 510 0 8 : : : : Changes from: November 1, 2011 : : 339 821 0 -1 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 57.3 0.0 18.6 4.8 0.0 8.3 2.7 4.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 12,232 : : Positions : : 5,414 7,560 1,092 1,380 1,460 576 232 280 2,546 0 0 : : : : Changes from: November 1, 2011 : : 349 107 0 328 0 21 0 -11 64 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 61.8 8.9 11.3 11.9 4.7 1.9 2.3 20.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 27,702 : : Positions : : 17,196 9,464 2,116 9,464 3,150 1,680 3,190 0 1,110 0 228 : : : : Changes from: November 1, 2011 : : 121 -982 96 720 -54 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 34.2 7.6 34.2 11.4 6.1 11.5 0.0 4.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,408 : : Positions : : 3,497 6,040 492 1,720 280 3,528 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : 20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 64.2 5.2 18.3 3.0 37.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 12,144 : : Positions : : 8,558 7,198 816 1,714 922 0 642 730 0 252 68 : : : : Changes from: November 1, 2011 : : 236 458 0 280 0 0 -240 240 0 -110 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 59.3 6.7 14.1 7.6 0.0 5.3 6.0 0.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 53,494 : : Positions : : 48,781 41,541 2,121 9,403 2,550 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : 1,023 2,805 252 -1,530 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 77.7 4.0 17.6 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 891,535 : : Positions : : 804,477 679,900 34,394 158,971 52,664 0 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : 0 28,224 0 -28,224 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 76.3 3.9 17.8 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1, 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- Options and Futures Combined Positions as of November 8, 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 1, 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- Options and Futures Combined Positions as of November 8, 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 1, 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- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 125,984 : : Positions : : 70,151 106,357 53,637 17,896 1,731 0 0 0 210 0 0 : : : : Changes from: November 1, 2011 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 84.4 42.6 14.2 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 24 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1, 2011 : : 1,224 1,224 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- Options and Futures Combined Positions as of November 8, 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 1,128,718 : : Positions : : 938,795 617,174 43,181 356,272 90,537 23,520 47,040 0 23,400 8,410 9,285 : : : : Changes from: November 1, 2011 : : 27,280 3,760 0 23,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 54.7 3.8 31.6 8.0 2.1 4.2 0.0 2.1 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 51,959 : : Positions : : 47,508 35,927 1,995 12,751 2,414 0 381 0 0 231 0 : : : : Changes from: November 1, 2011 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 69.1 3.8 24.5 4.6 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- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 17,396 : : Positions : : 13,025 10,640 4,371 1,530 0 0 5,100 0 0 126 0 : : : : Changes from: November 1, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 61.2 25.1 8.8 0.0 0.0 29.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,630 : : Positions : : 20,071 21,038 2,433 1,592 0 0 0 0 126 0 0 : : : : Changes from: November 1, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 93.0 10.8 7.0 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 46,332 : : Positions : : 23,472 39,621 19,470 5,100 294 2,550 855 420 0 0 0 : : : : Changes from: November 1, 2011 : : 1,572 -210 -1,782 2,550 126 2,550 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 85.5 42.0 11.0 0.6 5.5 1.8 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 33,428 : : Positions : : 11,349 11,524 1,149 18,777 210 1,265 0 2,560 16,283 0 357 : : : : Changes from: November 1, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 34.5 3.4 56.2 0.6 3.8 0.0 7.7 48.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 19,480 : : Positions : : 12,472 11,075 3,710 4,967 2,344 0 604 147 765 88 0 : : : : Changes from: November 1, 2011 : : -66 -28 15 58 -81 0 -38 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 56.9 19.0 25.5 12.0 0.0 3.1 0.8 3.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 942,499 : : Positions : : 864,186 577,542 0 269,103 53,689 23,400 3,965 0 0 36,976 1,224 : : : : Changes from: November 1, 2011 : : 0 -10 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 61.3 0.0 28.6 5.7 2.5 0.4 0.0 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 980,627 : : Positions : : 449,960 775,799 386,047 154,063 50,765 93,855 0 0 0 0 0 : : : : Changes from: November 1, 2011 : : 42,120 -32,904 14,611 89,635 3,965 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 79.1 39.4 15.7 5.2 9.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 1, 2011 : : 11,595 11,595 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 8, 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 ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 10,429 : : Positions : : 3,327 4,235 2,269 35 3,642 110 1,438 886 9 0 158 : : : : Changes from: November 1, 2011 : : 110 271 -52 -104 203 26 -54 75 4 -23 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 40.6 21.8 0.3 34.9 1.1 13.8 8.5 0.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 5 . 6 . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2011