Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,595 : : Positions : : 6,340 5,785 0 1,005 135 0 105 0 915 285 0 : : : : Changes from: November 2, 2010 : : -60 -190 0 -66 15 0 0 0 0 150 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 76.2 0.0 13.2 1.8 0.0 1.4 0.0 12.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 188,316 : : Positions : : 116,961 111,395 2,974 12,155 46,792 2,168 971 15,269 99 93 785 : : : : Changes from: November 2, 2010 : : -583 -1,248 267 231 -68 -405 206 -877 -23 93 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 59.2 1.6 6.5 24.8 1.2 0.5 8.1 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 22 5 5 9 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 17,219 : : Positions : : 10,437 11,307 3,206 2,054 2,055 0 360 40 0 378 0 : : : : Changes from: November 2, 2010 : : 509 209 7 35 15 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 65.7 18.6 11.9 11.9 0.0 2.1 0.2 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 11,397 : : Positions : : 6,582 7,656 1,074 920 1,064 0 0 0 667 0 0 : : : : Changes from: November 2, 2010 : : -6 62 0 -8 -6 0 0 0 18 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 67.2 9.4 8.1 9.3 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 30,262 : : Positions : : 18,890 11,514 1,924 9,970 6,028 0 1,440 70 0 580 130 : : : : Changes from: November 2, 2010 : : -172 -226 48 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 38.0 6.4 32.9 19.9 0.0 4.8 0.2 0.0 1.9 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 12,523 : : Positions : : 7,778 7,628 1,778 2,570 884 180 0 60 0 212 44 : : : : Changes from: November 2, 2010 : : 342 260 0 0 0 0 0 0 0 110 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 60.9 14.2 20.5 7.1 1.4 0.0 0.5 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 26,410 : : Positions : : 15,401 14,740 3,104 2,665 7,650 0 0 0 0 1,100 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 55.8 11.8 10.1 29.0 0.0 0.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 43,039 : : Positions : : 29,887 28,970 1,916 2,283 9,789 39 534 405 0 3 0 : : : : Changes from: November 2, 2010 : : -389 -217 100 -242 -14 28 19 -56 0 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 67.3 4.5 5.3 22.7 0.1 1.2 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 5 . 6 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 9,301 : : Positions : : 6,153 3,043 872 4,384 1,050 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 72 0 4 196 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 32.7 9.4 47.1 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 49,724 : : Positions : : 46,914 34,093 1,938 14,547 510 0 0 0 0 510 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 68.6 3.9 29.3 1.0 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 732,473 : : Positions : : 693,158 455,755 34,635 262,678 4,680 0 0 0 0 9,360 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 62.2 4.7 35.9 0.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 35,297 : : Positions : : 30,791 29,173 4,506 5,244 0 0 0 0 0 880 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.7 12.8 14.9 0.0 0.0 0.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 35,682 : : Positions : : 31,177 30,317 3,300 5,365 0 0 0 0 440 0 0 : : : : Changes from: November 2, 2010 : : 0 765 510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 85.0 9.2 15.0 0.0 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 5 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 519,172 : : Positions : : 464,478 422,448 54,694 96,724 0 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 0 9,360 9,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 81.4 10.5 18.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 12 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 67,301 : : Positions : : 27,458 47,998 39,799 19,303 0 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 71.3 59.1 28.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 13 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 1,146,387 : : Positions : : 438,084 850,859 708,303 295,528 0 0 0 0 0 0 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 74.2 61.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 211,058 : : Positions : : 117,642 152,589 90,733 57,066 937 0 0 0 1,431 0 315 : : : : Changes from: November 2, 2010 : : 510 0 0 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 72.3 43.0 27.0 0.4 0.0 0.0 0.0 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 19 . 7 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 3,693,676 : : Positions : :2,149,878 2,704,657 1,539,076 982,757 4,722 0 0 0 0 1,540 0 : : : : Changes from: November 2, 2010 : : 9,360 0 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 73.2 41.7 26.6 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 17 . 7 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 62,175 : : Positions : : 48,646 56,566 8,563 0 3,324 0 0 0 1,642 2,030 0 : : : : Changes from: November 2, 2010 : : 240 3,010 1,825 -725 255 0 0 0 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 91.0 13.8 0.0 5.3 0.0 0.0 0.0 2.6 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 6 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 1,158,902 : : Positions : : 965,357 1,020,781 100,040 15,211 58,710 0 3,800 0 34,795 60,400 0 : : : : Changes from: November 2, 2010 : : 0 15,365 6,187 -3,173 3,173 0 0 0 6,005 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 88.1 8.6 1.3 5.1 0.0 0.3 0.0 3.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 21 6 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 58,837 : : Positions : : 44,631 33,648 1,435 14,466 10,454 1,020 0 0 1,100 223 46 : : : : Changes from: November 2, 2010 : : 1,710 2,104 -1,020 -255 1,020 1,020 0 0 0 223 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 57.2 2.4 24.6 17.8 1.7 0.0 0.0 1.9 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 9,719 : : Positions : : 5,928 6,667 3,017 2,225 132 0 0 0 88 440 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 68.6 31.0 22.9 1.4 0.0 0.0 0.0 0.9 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 36,322 : : Positions : : 27,865 25,822 4,059 6,357 3,314 0 0 0 510 0 0 : : : : Changes from: November 2, 2010 : : -573 -606 -98 -65 69 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 71.1 11.2 17.5 9.1 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 471,678 : : Positions : : 273,589 264,225 57,689 48,028 140,400 0 0 0 0 19,025 0 : : : : Changes from: November 2, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 56.0 12.2 10.2 29.8 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 1,086,843 : : Positions : : 837,942 585,040 31,069 275,357 190,436 0 23,400 0 19,786 5,000 7,610 : : : : Changes from: November 2, 2010 : : 37,791 39,008 0 -2,352 0 0 0 0 0 1,135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 53.8 2.9 25.3 17.5 0.0 2.2 0.0 1.8 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 20 . 5 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 9, 2010 : 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 426,956 : : Positions : : 368,291 332,680 45,050 55,511 0 0 23,400 0 6,005 7,755 7,610 : : : : Changes from: November 2, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 77.9 10.6 13.0 0.0 0.0 5.5 0.0 1.4 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 7 . . 0 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 15, 2010