Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 191,783 : : Positions : : 75,180 71,561 1,298 22,545 72,172 19,319 2,726 21,052 423 0 278 : : : : Changes from: October 25, 2011 : : -3,573 -5,059 -26 1,722 -4,132 35 -691 -1,082 -65 0 -184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 37.3 0.7 11.8 37.6 10.1 1.4 11.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 5 5 10 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 27,568 : : Positions : : 13,973 13,985 2,064 2,282 6,835 675 120 2,781 0 892 12 : : : : Changes from: October 25, 2011 : : -295 -708 -112 22 30 100 0 41 0 434 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 50.7 7.5 8.3 24.8 2.4 0.4 10.1 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 10,027 : : Positions : : 6,643 5,115 0 1,928 493 0 858 282 510 0 8 : : : : Changes from: October 25, 2011 : : 138 -128 0 -175 -76 0 120 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 51.0 0.0 19.2 4.9 0.0 8.6 2.8 5.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 11,808 : : Positions : : 5,064 7,453 1,092 1,052 1,460 555 232 290 2,482 0 0 : : : : Changes from: October 25, 2011 : : -1,325 617 -78 181 -181 -41 -40 51 1,720 -394 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 63.1 9.2 8.9 12.4 4.7 2.0 2.5 21.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 27,278 : : Positions : : 17,075 10,446 2,020 8,744 3,204 1,440 3,190 0 1,110 0 228 : : : : Changes from: October 25, 2011 : : 270 248 118 -55 -184 480 390 0 -152 0 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 38.3 7.4 32.1 11.7 5.3 11.7 0.0 4.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,388 : : Positions : : 3,477 6,040 492 1,720 280 3,528 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -154 100 -156 -74 -8 -222 0 -178 -100 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.0 64.3 5.2 18.3 3.0 37.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 11,662 : : Positions : : 8,322 6,740 816 1,434 922 0 882 490 0 362 60 : : : : Changes from: October 25, 2011 : : -508 164 -12 -19 -48 0 10 -10 0 -360 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 57.8 7.0 12.3 7.9 0.0 7.6 4.2 0.0 3.1 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 52,219 : : Positions : : 47,758 38,736 1,869 10,933 2,550 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 282 -1,575 -42 -336 -105 0 0 0 -2,151 0 -399 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 74.2 3.6 20.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 891,535 : : Positions : : 804,477 651,676 34,394 187,195 52,664 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -2,578 -24,432 -816 -11,880 0 0 0 0 -32,918 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 73.1 3.9 21.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 342,972 : : Positions : : 341,386 233,298 1,586 109,674 0 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -4,132 -13,032 -816 -8,568 0 0 0 0 -16,652 0 -9,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 68.0 0.5 32.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 39,309 : : Positions : : 25,276 24,683 11,920 12,513 2,113 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -1,323 -2,268 -1,680 -735 -189 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 62.8 30.3 31.8 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 727,626 : : Positions : : 472,431 459,274 218,240 231,397 36,955 0 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : -27,336 -46,104 -32,640 -13,872 -4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 63.1 30.0 31.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 125,774 : : Positions : : 69,941 106,147 53,637 17,896 1,731 0 0 0 210 0 0 : : : : Changes from: October 25, 2011 : : -3,315 -6,160 -3,759 -2,205 -63 0 0 0 -1,291 0 -1,113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 84.4 42.6 14.2 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 13 23 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 2,169,599 : : Positions : :1,151,215 1,840,281 977,718 296,582 32,736 0 0 0 7,930 0 0 : : : : Changes from: October 25, 2011 : : -102,285 -95,544 -64,872 -41,208 -4,896 0 0 0 0 -30,405 -14,886 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 84.8 45.1 13.7 1.5 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 14 23 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 45,736 : : Positions : : 35,976 38,204 4,006 2,559 3,072 729 610 546 1,275 613 132 : : : : Changes from: October 25, 2011 : : 4,450 1,830 -567 483 -483 210 -210 -210 -2,095 -105 -315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 83.5 8.8 5.6 6.7 1.6 1.3 1.2 2.8 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 18 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 1,101,438 : : Positions : : 911,515 613,414 43,181 332,752 90,537 23,520 47,040 0 23,400 8,410 9,285 : : : : Changes from: October 25, 2011 : : 34,209 -27,478 -3,379 0 -6,936 0 47,040 0 -12,900 -1,632 -3,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 55.7 3.9 30.2 8.2 2.1 4.3 0.0 2.1 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 51,854 : : Positions : : 47,403 35,822 1,995 12,751 2,414 0 381 0 0 231 0 : : : : Changes from: October 25, 2011 : : -405 -657 -105 1,212 -252 0 0 0 0 -1,086 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 69.1 3.8 24.6 4.7 0.0 0.7 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 17,396 : : Positions : : 13,025 10,640 4,371 1,530 0 0 5,100 0 0 126 0 : : : : Changes from: October 25, 2011 : : -209 374 -168 0 -42 0 -126 0 0 -625 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 61.2 25.1 8.8 0.0 0.0 29.3 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,630 : : Positions : : 20,071 21,038 2,433 1,592 0 0 0 0 126 0 0 : : : : Changes from: October 25, 2011 : : -1,089 -1,383 -504 -189 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 93.0 10.8 7.0 0.0 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 43,866 : : Positions : : 21,900 39,831 21,252 2,550 168 0 855 420 0 0 0 : : : : Changes from: October 25, 2011 : : -1,197 1,590 84 0 -84 0 210 -210 0 -2,913 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 90.8 48.4 5.8 0.4 0.0 1.9 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 33,428 : : Positions : : 11,349 11,524 1,149 18,777 210 1,265 0 2,560 16,283 0 357 : : : : Changes from: October 25, 2011 : : 1,749 648 63 -336 -105 -126 0 0 -1,374 0 -1,230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 34.5 3.4 56.2 0.6 3.8 0.0 7.7 48.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 19,611 : : Positions : : 12,537 11,103 3,695 4,909 2,424 0 642 147 765 130 0 : : : : Changes from: October 25, 2011 : : -1,224 -368 -373 -1,658 -32 0 365 -21 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 56.6 18.8 25.0 12.4 0.0 3.3 0.7 3.9 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 942,499 : : Positions : : 864,186 577,552 0 269,103 53,689 23,400 3,965 0 0 36,966 1,224 : : : : Changes from: October 25, 2011 : : -19,008 -46,334 0 28,531 -11,539 0 -2,040 0 0 835 -2,760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 61.3 0.0 28.6 5.7 2.5 0.4 0.0 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 919,931 : : Positions : : 407,840 808,703 371,436 64,428 46,800 93,855 0 0 0 0 0 : : : : Changes from: October 25, 2011 : : 53,064 36,156 -4,896 -4,896 0 46,815 -225 -11,625 -63,948 0 -14,412 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 87.9 40.4 7.0 5.1 10.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 1, 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 120,185 : : Positions : : 116,981 67,534 1,586 47,068 1,618 0 0 0 0 3,965 0 : : : : Changes from: October 25, 2011 : : -10,723 -3,672 -816 -5,827 0 0 0 0 0 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 56.2 1.3 39.2 1.3 0.0 0.0 0.0 0.0 3.3 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 November 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 10,071 : : Positions : : 3,217 3,963 2,321 140 3,439 84 1,492 812 4 23 162 : : : : Changes from: October 25, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 39.4 23.0 1.4 34.2 0.8 14.8 8.1 0.0 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 5 . 6 . . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated November 10, 2011