CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,731: 6,400 5,975 0 1,071 120 0 105 0 915 135 45: 251 280 Old : 7,731: 6,400 5,975 0 1,071 120 0 105 0 915 135 45: 251 280 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : 82: 130 50 0 128 -75 0 0 0 0 -30 30: -2 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 77.3 0.0 13.9 1.6 0.0 1.4 0.0 11.8 1.7 0.6: 3.2 3.6 Old : 100.0: 82.8 77.3 0.0 13.9 1.6 0.0 1.4 0.0 11.8 1.7 0.6: 3.2 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 13 13 0 . . 0 . 0 . . .: Old : 20: 13 13 0 . . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 50.6 85.2 73.7 64.1 47.3 72.5 65.7 Old : 68.0 50.6 85.2 73.7 64.1 47.3 72.5 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 189,995: 117,545 112,642 2,707 11,925 46,860 2,573 765 16,146 122 0 766: 3,277 892 Old : 189,995: 117,545 112,642 2,707 11,925 46,860 2,573 765 16,146 122 0 766: 3,277 892 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -11,248: -6,388 -6,249 -84 -885 -2,317 -398 103 -1,765 -247 0 -162: 114 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.9 59.3 1.4 6.3 24.7 1.4 0.4 8.5 0.1 0.0 0.4: 1.7 0.5 Old : 100.0: 61.9 59.3 1.4 6.3 24.7 1.4 0.4 8.5 0.1 0.0 0.4: 1.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 27 22 6 4 9 4 . 4 . 0 .: Old : 44: 27 22 6 4 9 4 . 4 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 51.7 75.8 84.3 7.6 10.3 10.1 13.0 Old : 47.6 51.7 75.8 84.3 7.6 10.3 10.1 13.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 16,902: 9,928 11,098 3,199 2,019 2,039 0 360 40 0 368 0: 1,696 978 Old : 16,902: 9,928 11,098 3,199 2,019 2,039 0 360 40 0 368 0: 1,696 978 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -844: -255 -617 -319 130 -220 0 0 0 0 -46 0: -51 -92 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.7 65.7 18.9 11.9 12.1 0.0 2.1 0.2 0.0 2.2 0.0: 10.0 5.8 Old : 100.0: 58.7 65.7 18.9 11.9 12.1 0.0 2.1 0.2 0.0 2.2 0.0: 10.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 15 15 . . 5 0 . . 0 . 0: Old : 27: 15 15 . . 5 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 47.5 67.0 71.4 41.9 33.9 54.0 51.3 Old : 46.2 47.5 67.0 71.4 41.9 33.9 54.0 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 11,345: 6,588 7,594 1,074 927 1,070 0 0 0 649 0 0: 1,964 1,753 Old : 11,345: 6,588 7,594 1,074 927 1,070 0 0 0 649 0 0: 1,964 1,753 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 66.9 9.5 8.2 9.4 0.0 0.0 0.0 5.7 0.0 0.0: 17.3 15.5 Old : 100.0: 58.1 66.9 9.5 8.2 9.4 0.0 0.0 0.0 5.7 0.0 0.0: 17.3 15.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 10 . . . 0 0 0 . 0 0: Old : 20: 12 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 61.7 56.9 76.6 30.1 58.3 47.9 60.9 Old : 34.7 61.7 56.9 76.6 30.1 58.3 47.9 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 30,266: 19,062 11,740 1,876 9,970 6,028 0 1,440 70 0 580 130: 3,100 308 Old : 30,266: 19,062 11,740 1,876 9,970 6,028 0 1,440 70 0 580 130: 3,100 308 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -864: -520 -374 162 78 -422 0 -80 0 0 -46 0: -84 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 38.8 6.2 32.9 19.9 0.0 4.8 0.2 0.0 1.9 0.4: 10.2 1.0 Old : 100.0: 63.0 38.8 6.2 32.9 19.9 0.0 4.8 0.2 0.0 1.9 0.4: 10.2 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 16 . 5 7 0 . . 0 . .: Old : 31: 19 16 . 5 7 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 55.5 57.8 76.3 27.9 43.1 40.3 51.4 Old : 38.3 55.5 57.8 76.3 27.9 43.1 40.3 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 12,103: 7,436 7,368 1,778 2,570 884 180 0 60 0 102 62: 1,703 1,057 Old : 12,103: 7,436 7,368 1,778 2,570 884 180 0 60 0 102 62: 1,703 1,057 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -352: 174 -64 -66 249 -279 -100 0 0 0 16 -16: -65 -258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 60.9 14.7 21.2 7.3 1.5 0.0 0.5 0.0 0.8 0.5: 14.1 8.7 Old : 100.0: 61.4 60.9 14.7 21.2 7.3 1.5 0.0 0.5 0.0 0.8 0.5: 14.1 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 12 . . 5 . 0 . 0 . .: Old : 24: 15 12 . . 5 . 0 . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 47.4 63.9 75.1 41.9 41.2 58.5 61.7 Old : 44.0 47.4 63.9 75.1 41.9 41.2 58.5 61.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 26,410: 15,401 14,740 3,104 2,665 7,650 0 0 0 0 1,100 0: 255 255 Old : 26,410: 15,401 14,740 3,104 2,665 7,650 0 0 0 0 1,100 0: 255 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -2,604: -2,838 -1,659 -21 -420 0 0 0 0 0 -525 0: 255 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 55.8 11.8 10.1 29.0 0.0 0.0 0.0 0.0 4.2 0.0: 1.0 1.0 Old : 100.0: 58.3 55.8 11.8 10.1 29.0 0.0 0.0 0.0 0.0 4.2 0.0: 1.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 6 . . . 0 0 0 0 . 0: Old : 20: 9 6 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 80.9 82.7 96.7 29.9 41.2 45.8 54.5 Old : 65.2 80.9 82.7 96.7 29.9 41.2 45.8 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 43,565: 30,276 29,187 1,817 2,525 9,802 11 515 460 0 0 0: 1,199 1,076 Old : 43,565: 30,276 29,187 1,817 2,525 9,802 11 515 460 0 0 0: 1,199 1,076 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -2,791: -1,692 -1,669 -356 -231 -817 11 20 -45 0 0 0: 107 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.5 67.0 4.2 5.8 22.5 0.0 1.2 1.1 0.0 0.0 0.0: 2.8 2.5 Old : 100.0: 69.5 67.0 4.2 5.8 22.5 0.0 1.2 1.1 0.0 0.0 0.0: 2.8 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 20 18 4 . 5 . . . 0 0 0: Old : 30: 20 18 4 . 5 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 63.5 80.6 85.5 25.0 35.9 31.9 38.5 Old : 62.0 63.5 80.6 85.5 25.0 35.9 31.9 38.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MW X OFF PEAK HOURS PER MONTH) : : : Positions : All : 9,105: 6,081 3,043 868 4,188 1,050 0 0 0 0 0 0: 1,106 824 Old : 9,105: 6,081 3,043 868 4,188 1,050 0 0 0 0 0 0: 1,106 824 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -378: -350 -98 -124 -254 -8 0 0 0 0 0 0: 104 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.8 33.4 9.5 46.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.0 Old : 100.0: 66.8 33.4 9.5 46.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0: 12.1 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 15 13 . 4 4 0 0 0 0 0 0: Old : 22: 15 13 . 4 4 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.9 58.6 61.2 76.5 37.5 49.8 52.1 60.7 Old : 38.9 58.6 61.2 76.5 37.5 49.8 52.1 60.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 49,724: 46,914 34,093 1,938 14,547 510 0 0 0 0 510 0: 362 64 Old : 49,724: 46,914 34,093 1,938 14,547 510 0 0 0 0 510 0: 362 64 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -1,560: -1,203 -2,058 -399 -33 0 0 0 0 0 510 0: 42 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 68.6 3.9 29.3 1.0 0.0 0.0 0.0 0.0 1.0 0.0: 0.7 0.1 Old : 100.0: 94.3 68.6 3.9 29.3 1.0 0.0 0.0 0.0 0.0 1.0 0.0: 0.7 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 8 . . . 0 0 0 0 . 0: Old : 23: 10 8 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.4 82.2 94.9 97.4 85.4 82.2 94.9 97.1 Old : 85.4 82.2 94.9 97.4 85.4 82.2 94.9 97.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 732,473: 693,158 455,755 34,635 262,678 4,680 0 0 0 0 9,360 0: 0 0 Old : 732,473: 693,158 455,755 34,635 262,678 4,680 0 0 0 0 9,360 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -31,704: -20,688 -40,824 -11,016 -240 0 0 0 0 0 9,360 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.6 62.2 4.7 35.9 0.6 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Old : 100.0: 94.6 62.2 4.7 35.9 0.6 0.0 0.0 0.0 0.0 1.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 13 6 . . . 0 0 0 0 . 0: Old : 25: 13 6 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 84.6 82.8 94.0 98.3 84.6 82.8 93.0 98.0 Old : 84.6 82.8 94.0 98.3 84.6 82.8 93.0 98.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,297: 30,791 29,173 4,506 5,244 0 0 0 0 0 880 0: 0 0 Old : 35,297: 30,791 29,173 4,506 5,244 0 0 0 0 0 880 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -2,562: -2,016 -1,827 -546 -315 0 0 0 0 0 -420 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.2 82.7 12.8 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.0 Old : 100.0: 87.2 82.7 12.8 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 7 . . 0 0 0 0 0 . 0: Old : 21: 11 7 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 85.3 87.7 98.1 60.0 76.3 77.8 85.5 Old : 67.0 85.3 87.7 98.1 60.0 76.3 77.8 85.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 35,172: 31,177 29,552 2,790 5,365 0 0 0 0 440 0 0: 765 255 Old : 35,172: 31,177 29,552 2,790 5,365 0 0 0 0 440 0 0: 765 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : 1,278: 1,573 -1,282 -735 2,560 0 0 0 0 440 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 84.0 7.9 15.3 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 2.2 0.7 Old : 100.0: 88.6 84.0 7.9 15.3 0.0 0.0 0.0 0.0 1.3 0.0 0.0: 2.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 8 5 . 0 0 0 0 . 0 0: Old : 23: 10 8 5 . 0 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.9 73.2 92.3 98.0 66.1 73.2 76.5 83.5 Old : 81.9 73.2 92.3 98.0 66.1 73.2 76.5 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 509,812: 464,478 413,088 45,334 96,724 0 0 0 0 0 0 0: 0 0 Old : 509,812: 464,478 413,088 45,334 96,724 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : 23,624: 35,864 -21,624 -12,240 45,248 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 81.0 8.9 19.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 91.1 81.0 8.9 19.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 9 12 4 . 0 0 0 0 0 0 0: Old : 23: 9 12 4 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.7 76.5 96.3 96.7 64.8 71.7 75.0 77.6 Old : 85.7 76.5 96.3 96.7 64.8 71.7 75.0 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 67,301: 27,458 47,998 39,799 19,303 0 0 0 0 0 0 0: 44 0 Old : 67,301: 27,458 47,998 39,799 19,303 0 0 0 0 0 0 0: 44 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -4,095: -1,491 -2,289 -2,583 -1,806 0 0 0 0 0 0 0: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 71.3 59.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 40.8 71.3 59.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 11 13 6 . 0 0 0 0 0 0 0: Old : 27: 11 13 6 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.9 66.9 91.2 88.3 68.9 66.5 88.0 88.0 Old : 68.9 66.9 91.2 88.3 68.9 66.5 88.0 88.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,146,387: 438,084 850,859 708,303 295,528 0 0 0 0 0 0 0: 0 0 Old : 1,146,387: 438,084 850,859 708,303 295,528 0 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -75,480: -26,928 -43,656 -48,552 -31,824 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 74.2 61.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 38.2 74.2 61.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 11 12 6 . 0 0 0 0 0 0 0: Old : 26: 11 12 6 . 0 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 66.4 90.9 90.6 69.0 65.3 86.9 88.0 Old : 69.0 66.4 90.9 90.6 69.0 65.3 86.9 88.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 210,548: 117,132 152,589 90,733 56,556 937 0 0 0 1,431 0 315: 0 151 Old : 210,548: 117,132 152,589 90,733 56,556 937 0 0 0 1,431 0 315: 0 151 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -3,470: -5,277 226 2,227 -3,927 0 0 0 0 -567 0 147: 0 84 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.6 72.5 43.1 26.9 0.4 0.0 0.0 0.0 0.7 0.0 0.1: 0.0 0.1 Old : 100.0: 55.6 72.5 43.1 26.9 0.4 0.0 0.0 0.0 0.7 0.0 0.1: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 21 19 . 7 . 0 0 0 . 0 .: Old : 41: 21 19 . 7 . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 59.1 86.4 78.8 65.9 58.4 85.0 76.7 Old : 65.9 59.1 86.4 78.8 65.9 58.4 85.0 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 MEGAWATT HOURS) : : : Positions : All : 3,684,316: 2,140,518 2,704,657 1,539,076 973,397 4,722 0 0 0 0 1,540 0: 0 0 Old : 3,684,316: 2,140,518 2,704,657 1,539,076 973,397 4,722 0 0 0 0 1,540 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -110,269: -152,637 -30,709 43,184 -76,704 -816 0 0 0 0 -2,040 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 73.4 41.8 26.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 58.1 73.4 41.8 26.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 19 17 . 7 . 0 0 0 0 . 0: Old : 39: 19 17 . 7 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.9 63.1 88.4 81.4 67.8 63.0 86.3 80.9 Old : 67.9 63.1 88.4 81.4 67.8 63.0 86.3 80.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 59,635: 48,406 53,556 6,738 725 3,069 0 0 0 1,422 2,030 0: 0 255 Old : 59,635: 48,406 53,556 6,738 725 3,069 0 0 0 1,422 2,030 0: 0 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -2,643: -2,433 -2,667 -234 0 129 0 0 0 -105 -105 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 89.8 11.3 1.2 5.1 0.0 0.0 0.0 2.4 3.4 0.0: 0.0 0.4 Old : 100.0: 81.2 89.8 11.3 1.2 5.1 0.0 0.0 0.0 2.4 3.4 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 17 5 . . 0 0 0 . . 0: Old : 35: 19 17 5 . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 59.6 66.0 74.7 44.8 53.1 57.6 62.3 Old : 48.3 59.6 66.0 74.7 44.8 53.1 57.6 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,143,537: 965,357 1,005,416 93,853 18,384 55,537 0 3,800 0 28,790 60,400 0: 0 0 Old : 1,143,537: 965,357 1,005,416 93,853 18,384 55,537 0 3,800 0 28,790 60,400 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -48,437: -44,765 -18,917 22,800 -2,232 -25,248 0 0 0 -1,224 -2,040 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.4 87.9 8.2 1.6 4.9 0.0 0.3 0.0 2.5 5.3 0.0: 0.0 0.0 Old : 100.0: 84.4 87.9 8.2 1.6 4.9 0.0 0.3 0.0 2.5 5.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 20 4 . 5 0 . 0 . . 0: Old : 37: 19 20 4 . 5 0 . 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 54.5 71.0 76.4 48.2 51.2 61.4 69.4 Old : 50.4 54.5 71.0 76.4 48.2 51.2 61.4 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 55,954: 42,921 31,544 2,455 14,721 9,434 0 0 0 1,100 0 0: 44 255 Old : 55,954: 42,921 31,544 2,455 14,721 9,434 0 0 0 1,100 0 0: 44 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -3,276: -2,310 -3,003 70 238 -511 0 0 0 -525 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.7 56.4 4.4 26.3 16.9 0.0 0.0 0.0 2.0 0.0 0.0: 0.1 0.5 Old : 100.0: 76.7 56.4 4.4 26.3 16.9 0.0 0.0 0.0 2.0 0.0 0.0: 0.1 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 20 . 4 5 0 0 0 . 0 0: Old : 34: 20 20 . 4 5 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 46.5 72.9 73.4 30.4 33.4 42.3 48.0 Old : 52.7 46.5 72.9 73.4 30.4 33.4 42.3 48.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 9,719: 5,928 6,667 3,017 2,225 132 0 0 0 88 440 0: 554 255 Old : 9,719: 5,928 6,667 3,017 2,225 132 0 0 0 88 440 0: 554 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -1,068: -1,242 -585 -189 -210 -63 0 0 0 -42 -210 0: 468 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 68.6 31.0 22.9 1.4 0.0 0.0 0.0 0.9 4.5 0.0: 5.7 2.6 Old : 100.0: 61.0 68.6 31.0 22.9 1.4 0.0 0.0 0.0 0.9 4.5 0.0: 5.7 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 11 . . . 0 0 0 . . 0: Old : 22: 12 11 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 64.9 85.2 85.8 63.7 61.3 74.5 75.9 Old : 66.1 64.9 85.2 85.8 63.7 61.3 74.5 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 36,923: 28,438 26,428 4,156 6,421 3,245 0 0 0 510 0 0: 574 829 Old : 36,923: 28,438 26,428 4,156 6,421 3,245 0 0 0 510 0 0: 574 829 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : 280: -541 -321 -463 -429 1,029 0 0 0 0 0 0: 255 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.0 71.6 11.3 17.4 8.8 0.0 0.0 0.0 1.4 0.0 0.0: 1.6 2.2 Old : 100.0: 77.0 71.6 11.3 17.4 8.8 0.0 0.0 0.0 1.4 0.0 0.0: 1.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 8 4 . . 0 0 0 . 0 0: Old : 21: 11 8 4 . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 83.6 84.5 94.0 47.6 62.0 61.2 66.3 Old : 63.5 83.6 84.5 94.0 47.6 62.0 61.2 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 471,678: 273,589 264,225 57,689 48,028 140,400 0 0 0 0 19,025 0: 0 0 Old : 471,678: 273,589 264,225 57,689 48,028 140,400 0 0 0 0 19,025 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -41,616: -41,208 -23,256 -408 -8,160 0 0 0 0 0 -10,200 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.0 56.0 12.2 10.2 29.8 0.0 0.0 0.0 0.0 4.0 0.0: 0.0 0.0 Old : 100.0: 58.0 56.0 12.2 10.2 29.8 0.0 0.0 0.0 0.0 4.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 7 4 . . 0 0 0 0 . 0: Old : 20: 9 7 4 . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.9 81.4 87.1 96.9 30.2 37.8 44.8 50.6 Old : 69.9 81.4 87.1 96.9 30.2 37.8 44.8 50.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Options and Futures Combined, November 2, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,049,052: 800,151 546,032 31,069 277,709 190,436 0 23,400 0 19,786 3,865 7,610: 0 0 Old : 1,049,052: 800,151 546,032 31,069 277,709 190,436 0 23,400 0 19,786 3,865 7,610: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : -59,206: -33,910 -52,270 -2,040 3,264 -10,200 0 0 0 -10,200 2,856 -2,856: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 52.1 3.0 26.5 18.2 0.0 2.2 0.0 1.9 0.4 0.7: 0.0 0.0 Old : 100.0: 76.3 52.1 3.0 26.5 18.2 0.0 2.2 0.0 1.9 0.4 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 19 19 . 5 4 0 . 0 . . .: Old : 38: 19 19 . 5 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 49.2 71.5 73.9 28.9 30.4 41.3 39.8 Old : 51.8 49.2 71.5 73.9 28.9 30.4 41.3 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010