Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 203,241 : : Positions : : 79,336 75,836 1,578 21,671 74,447 17,450 2,960 26,012 786 0 378 : : : : Changes from: November 8, 2011 : : 3,100 2,891 181 -568 1,707 -1,807 43 4,585 303 0 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 37.3 0.8 10.7 36.6 8.6 1.5 12.8 0.4 0.0 0.2 : : : : 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 15, 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 31,039 : : Positions : : 14,938 14,936 1,633 2,998 8,199 1,990 338 3,115 0 959 12 : : : : Changes from: November 8, 2011 : : 611 469 -202 821 1,055 1,264 218 228 0 155 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 48.1 5.3 9.7 26.4 6.4 1.1 10.0 0.0 3.1 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 15, 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 10,777 : : Positions : : 6,920 6,592 0 1,881 580 222 720 420 510 0 8 : : : : Changes from: November 8, 2011 : : -63 657 0 -45 86 222 -138 138 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 61.2 0.0 17.5 5.4 2.1 6.7 3.9 4.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 12,362 : : Positions : : 5,376 7,640 1,092 1,452 1,460 785 232 236 2,594 0 0 : : : : Changes from: November 8, 2011 : : -38 80 0 72 0 209 0 -44 48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 61.8 8.8 11.7 11.8 6.3 1.9 1.9 21.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 27,920 : : Positions : : 17,327 9,904 2,116 9,296 3,102 1,680 3,190 0 1,118 0 238 : : : : Changes from: November 8, 2011 : : 131 440 0 -168 -48 0 0 0 8 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 35.5 7.6 33.3 11.1 6.0 11.4 0.0 4.0 0.0 0.9 : : : : 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 15, 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 9,930 : : Positions : : 3,731 6,136 354 1,720 346 3,768 18 480 0 0 0 : : : : Changes from: November 8, 2011 : : 234 96 -138 0 66 240 18 480 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.6 61.8 3.6 17.3 3.5 37.9 0.2 4.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 12,660 : : Positions : : 9,226 7,234 816 1,754 922 0 1,106 560 0 404 62 : : : : Changes from: November 8, 2011 : : 668 36 0 40 0 0 464 -170 0 152 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 57.1 6.4 13.9 7.3 0.0 8.7 4.4 0.0 3.2 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 55,026 : : Positions : : 50,161 43,007 2,121 9,469 2,550 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : 1,380 1,466 0 66 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 78.2 3.9 17.2 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 918,630 : : Positions : : 828,813 705,020 34,394 160,946 52,664 0 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : 24,336 25,120 0 1,975 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 76.7 3.7 17.5 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 32,206 : : Positions : : 17,569 11,677 13,344 0 1,188 0 0 0 105 19,341 0 : : : : Changes from: November 8, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 36.3 41.4 0.0 3.7 0.0 0.0 0.0 0.3 60.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 8, 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 15, 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 8, 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 15, 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 8, 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 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 127,614 : : Positions : : 70,003 107,987 55,415 17,896 1,731 0 0 0 210 0 0 : : : : Changes from: November 8, 2011 : : -148 1,630 1,778 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 84.6 43.4 14.0 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 24 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.8 45.0 13.7 1.5 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 23 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 48,295 : : Positions : : 35,955 38,078 4,881 989 4,777 0 2,431 1,275 1,275 613 132 : : : : Changes from: November 8, 2011 : : -21 -126 875 -1,570 1,705 -729 1,821 729 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 78.8 10.1 2.0 9.9 0.0 5.0 2.6 2.6 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 5 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 1,169,033 : : Positions : : 938,043 616,422 43,181 356,272 131,604 23,520 47,040 0 23,400 8,410 9,285 : : : : Changes from: November 8, 2011 : : -752 -752 0 0 41,067 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 52.7 3.7 30.5 11.3 2.0 4.0 0.0 2.0 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 53,234 : : Positions : : 48,783 38,477 1,995 11,476 2,414 0 381 0 0 231 0 : : : : Changes from: November 8, 2011 : : 1,275 2,550 0 -1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 72.3 3.7 21.6 4.5 0.0 0.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 18,005 : : Positions : : 13,340 11,249 4,371 1,530 0 0 4,806 294 0 126 0 : : : : Changes from: November 8, 2011 : : 315 609 0 0 0 0 -294 294 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 62.5 24.3 8.5 0.0 0.0 26.7 1.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 8, 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 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 46,437 : : Positions : : 23,792 39,768 19,255 5,100 294 2,550 855 420 0 0 0 : : : : Changes from: November 8, 2011 : : 320 147 -215 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 85.6 41.5 11.0 0.6 5.5 1.8 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 33,443 : : Positions : : 11,349 12,049 1,242 17,595 882 1,265 0 2,560 15,533 0 357 : : : : Changes from: November 8, 2011 : : 0 525 93 -1,182 672 0 0 0 -750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 36.0 3.7 52.6 2.6 3.8 0.0 7.7 46.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 20,150 : : Positions : : 12,751 11,274 3,892 5,194 2,042 0 1,150 147 765 88 0 : : : : Changes from: November 8, 2011 : : 280 199 182 227 -302 0 546 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 55.9 19.3 25.8 10.1 0.0 5.7 0.7 3.8 0.4 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 15, 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 966,019 : : Positions : : 887,706 624,582 0 245,583 53,689 23,400 3,965 0 0 36,976 1,224 : : : : Changes from: November 8, 2011 : : 23,520 47,040 0 -23,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 64.7 0.0 25.4 5.6 2.4 0.4 0.0 0.0 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 980,219 : : Positions : : 449,552 775,391 386,047 154,063 50,765 93,855 0 0 0 0 0 : : : : Changes from: November 8, 2011 : : -408 -408 0 0 0 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 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 8, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 60.0 1.2 35.7 1.2 0.0 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 15, 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 11,034 : : Positions : : 3,656 4,388 2,110 79 3,875 342 1,705 846 71 0 107 : : : : Changes from: November 8, 2011 : : 329 153 -159 43 233 232 268 -40 62 0 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 39.8 19.1 0.7 35.1 3.1 15.5 7.7 0.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 5 . 6 . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated November 18, 2011