Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 202,737 : : Positions : : 77,816 71,854 2,479 25,280 72,933 16,523 1,556 29,034 733 0 756 : : : : Changes from: November 29, 2011 : : 3,660 173 117 1,938 1,290 -2,477 -1,165 3,168 -378 0 378 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 35.4 1.2 12.5 36.0 8.1 0.8 14.3 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 4 6 10 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 30,853 : : Positions : : 14,525 14,792 1,292 2,979 8,520 2,298 524 3,049 0 558 24 : : : : Changes from: November 29, 2011 : : -250 -154 -225 286 380 503 126 63 0 -106 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 47.9 4.2 9.7 27.6 7.4 1.7 9.9 0.0 1.8 0.1 : : : : 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 December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,622 : : Positions : : 6,524 6,428 0 1,685 576 222 720 420 485 0 8 : : : : Changes from: November 29, 2011 : : -276 -280 0 -77 -124 -130 0 120 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.5 0.0 15.9 5.4 2.1 6.8 4.0 4.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 12,446 : : Positions : : 5,406 7,882 1,014 1,743 1,313 792 438 232 2,800 0 0 : : : : Changes from: November 29, 2011 : : 79 -119 -78 219 -99 31 90 -15 -54 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 63.3 8.1 14.0 10.5 6.4 3.5 1.9 22.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,037 : : Positions : : 16,838 10,646 2,574 8,673 3,010 1,920 3,180 0 1,034 0 142 : : : : Changes from: November 29, 2011 : : -837 274 318 -239 -82 240 -10 0 66 0 -98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 38.0 9.2 30.9 10.7 6.8 11.3 0.0 3.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 10,999 : : Positions : : 3,863 6,466 150 1,790 364 4,770 0 638 0 0 0 : : : : Changes from: November 29, 2011 : : -154 256 -84 -170 3 522 -98 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 58.8 1.4 16.3 3.3 43.4 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,684 : : Positions : : 9,392 7,030 804 1,691 918 0 1,260 550 0 618 36 : : : : Changes from: November 29, 2011 : : -200 -270 -12 -63 -4 0 10 -10 0 24 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 55.4 6.3 13.3 7.2 0.0 9.9 4.3 0.0 4.9 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 63,247 : : Positions : : 58,087 51,586 2,589 9,111 2,550 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -2,101 -1,743 -42 -421 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 81.6 4.1 14.4 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,029,530 : : Positions : : 933,882 826,311 42,984 150,555 52,664 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -23,180 -12,759 -770 -11,191 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 80.3 4.2 14.6 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 315,637 : : Positions : : 314,821 214,048 816 101,589 0 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -26,565 -19,250 -770 -8,085 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 67.8 0.3 32.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 35,697 : : Positions : : 23,743 22,415 10,240 11,568 1,714 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -1,533 -2,268 -1,680 -945 -399 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 62.8 28.7 32.4 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 659,481 : : Positions : : 438,936 415,769 187,440 210,607 33,105 0 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -33,495 -43,505 -30,800 -20,790 -3,850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.0 28.4 31.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 119,139 : : Positions : : 67,240 101,990 50,081 15,691 1,458 0 0 0 105 0 0 : : : : Changes from: November 29, 2011 : : -2,763 -5,997 -5,334 -2,205 -273 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 85.6 42.0 13.2 1.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 24 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,006,078 : : Positions : :1,092,064 1,720,265 881,818 257,697 28,116 0 0 0 4,080 0 0 : : : : Changes from: November 29, 2011 : : -60,375 -121,240 -95,900 -38,885 -4,620 0 0 0 -3,850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 85.8 44.0 12.8 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 22 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 49,104 : : Positions : : 34,672 36,514 6,964 5,877 2,871 304 400 2,886 1,275 424 132 : : : : Changes from: November 29, 2011 : : -1,359 -1,035 483 2,043 -2,688 304 -1,391 971 0 -189 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.4 14.2 12.0 5.8 0.6 0.8 5.9 2.6 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 17 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,182,422 : : Positions : : 916,763 563,903 51,306 396,683 162,876 14,112 37,365 0 23,400 7,630 13,965 : : : : Changes from: November 29, 2011 : : -22,504 -34,927 -15,395 -1,925 7,752 -9,408 -9,675 0 0 -780 4,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 47.7 4.3 33.5 13.8 1.2 3.2 0.0 2.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 51,399 : : Positions : : 47,326 36,779 1,890 11,413 2,162 0 381 0 0 409 0 : : : : Changes from: November 29, 2011 : : -1,712 -1,953 -105 -63 -252 0 0 0 0 178 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 71.6 3.7 22.2 4.2 0.0 0.7 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 24,962 : : Positions : : 20,570 10,682 3,888 8,970 210 0 4,806 294 0 0 0 : : : : Changes from: November 29, 2011 : : 7,230 -567 -483 7,440 210 0 0 0 0 -126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.8 15.6 35.9 0.8 0.0 19.3 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 48,771 : : Positions : : 26,612 40,911 19,084 5,100 210 2,550 2,340 210 0 0 0 : : : : Changes from: November 29, 2011 : : 15 -1,407 84 0 -84 0 1,485 -210 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 83.9 39.1 10.5 0.4 5.2 4.8 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 15 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 41,446 : : Positions : : 10,174 20,640 9,291 17,595 441 1,265 0 2,560 17,250 0 210 : : : : Changes from: November 29, 2011 : : -1,175 6,806 8,049 0 -441 0 0 0 -68 0 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 49.8 22.4 42.5 1.1 3.1 0.0 6.2 41.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 18,147 : : Positions : : 11,118 11,073 3,514 3,590 1,942 0 1,179 21 765 88 0 : : : : Changes from: November 29, 2011 : : -1,626 -438 -164 -1,604 -100 0 1,071 -126 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 61.0 19.4 19.8 10.7 0.0 6.5 0.1 4.2 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 December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 915,333 : : Positions : : 851,650 585,071 0 254,053 39,059 23,400 2,040 0 0 33,886 1,224 : : : : Changes from: November 29, 2011 : : -40,760 -44,215 0 8,470 -14,630 0 -1,925 0 0 -3,090 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 63.9 0.0 27.8 4.3 2.6 0.2 0.0 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 977,452 : : Positions : : 449,525 777,244 383,352 151,368 48,840 95,735 0 0 0 0 0 : : : : Changes from: November 29, 2011 : : -3,902 -3,902 -2,695 -2,695 -1,925 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 79.5 39.2 15.5 5.0 9.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 119,845 : : Positions : : 117,411 75,664 816 40,523 1,618 0 0 0 0 2,040 0 : : : : Changes from: November 29, 2011 : : -11,165 -3,465 -770 -6,545 0 0 0 0 0 -1,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 63.1 0.7 33.8 1.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 11,443 : : Positions : : 3,840 4,549 2,183 149 3,903 221 1,717 1,018 180 0 74 : : : : Changes from: November 29, 2011 : : 235 151 79 62 12 -69 142 126 104 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 39.8 19.1 1.3 34.1 1.9 15.0 8.9 1.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 11 5 . 6 . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated December 9, 2011