Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 158,225 : : Positions : : 83,535 102,966 12,764 20,004 13,791 17,750 737 16,602 9,181 23 3,785 : : : : Changes from: December 13, 2011 : : -219 762 482 -1,715 -141 -2,964 -321 -106 1,644 -21 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 65.1 8.1 12.6 8.7 11.2 0.5 10.5 5.8 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 38 6 9 10 7 . 4 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 68,255 : : Positions : : 56,082 43,738 3,830 15,808 5,625 318 820 1,544 213 82 535 : : : : Changes from: December 13, 2011 : : 2,406 70 -77 1,638 -1,188 72 616 -795 5 82 71 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 64.1 5.6 23.2 8.2 0.5 1.2 2.3 0.3 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 25 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 603,727 : : Positions : : 496,378 385,398 20,338 134,170 75,771 0 5,853 1,280 9,649 944 311 : : : : Changes from: December 13, 2011 : : 7,500 14,174 18,722 15,072 -5,339 0 -3,000 280 1,288 944 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 63.8 3.4 22.2 12.6 0.0 1.0 0.2 1.6 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 23 4 . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,608,564 : : Positions : : 973,164 1,219,399 269,292 106,876 172,336 97,424 0 79,596 2,325 15,954 13,587 : : : : Changes from: December 13, 2011 : : -23,326 -14,466 16,566 -856 -23,761 -3,103 0 -11,184 -5,521 -62 5,553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 75.8 16.7 6.6 10.7 6.1 0.0 4.9 0.1 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 30 6 . 9 6 0 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 120,226 : : Positions : : 81,486 80,655 9,801 12,026 24,294 1,193 0 2,756 179 0 493 : : : : Changes from: December 13, 2011 : : -241 490 301 -409 3,307 -59 0 -18 55 0 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 67.1 8.2 10.0 20.2 1.0 0.0 2.3 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 27 4 5 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 564,671 : : Positions : : 416,694 378,407 99,741 130,558 47,588 0 5,872 0 0 1,598 648 : : : : Changes from: December 13, 2011 : : 16,428 5,185 -17,315 -1,312 21,132 0 -4,760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.0 17.7 23.1 8.4 0.0 1.0 0.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 65,168 : : Positions : : 28,565 20,006 2,310 33,361 5,534 24,086 260 1,824 770 3,000 62 : : : : Changes from: December 13, 2011 : : 3,324 620 552 2,898 -28 2,256 0 -510 54 2,640 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 30.7 3.5 51.2 8.5 37.0 0.4 2.8 1.2 4.6 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 17 . 7 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 16,889 : : Positions : : 10,767 11,718 1,579 1,272 1,108 340 174 1,612 0 516 50 : : : : Changes from: December 13, 2011 : : 274 534 0 0 0 200 -30 -90 0 -30 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 69.4 9.3 7.5 6.6 2.0 1.0 9.5 0.0 3.1 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . 4 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 10,666 : : Positions : : 6,878 6,326 0 1,739 458 0 858 402 487 0 8 : : : : Changes from: December 13, 2011 : : 28 -188 0 -66 2 -102 138 -138 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 59.3 0.0 16.3 4.3 0.0 8.0 3.8 4.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 13,083 : : Positions : : 6,124 7,614 1,014 1,627 1,549 0 1,286 164 3,450 0 0 : : : : Changes from: December 13, 2011 : : 432 164 0 -188 236 -120 624 60 338 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 58.2 7.8 12.4 11.8 0.0 9.8 1.3 26.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,508 : : Positions : : 17,996 12,184 2,574 8,553 2,842 1,528 2,460 260 866 0 142 : : : : Changes from: December 13, 2011 : : 802 320 0 -168 -120 -720 -360 140 -168 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 42.7 9.0 30.0 10.0 5.4 8.6 0.9 3.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 11,129 : : Positions : : 4,141 6,911 192 1,800 334 4,870 0 570 0 0 0 : : : : Changes from: December 13, 2011 : : 52 148 42 40 -30 40 0 -8 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 62.1 1.7 16.2 3.0 43.8 0.0 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 . . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 13,218 : : Positions : : 7,433 4,036 362 4,271 830 0 2,362 150 3,334 0 14 : : : : Changes from: December 13, 2011 : : 144 -112 0 -128 0 0 726 0 434 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 30.5 2.7 32.3 6.3 0.0 17.9 1.1 25.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,838 : : Positions : : 9,466 6,534 804 1,691 918 0 1,572 550 0 582 24 : : : : Changes from: December 13, 2011 : : 28 -180 0 0 0 0 240 0 0 -72 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 50.9 6.3 13.2 7.2 0.0 12.2 4.3 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 68,921 : : Positions : : 63,375 57,282 2,892 9,006 2,633 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 1,103 1,616 303 -210 83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 83.1 4.2 13.1 3.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,084,209 : : Positions : : 988,561 880,278 42,984 151,267 52,664 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 13,352 12,992 0 360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 81.2 4.0 14.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A38 Open Interest is 37,196 : : Positions : : 22,664 13,534 13,281 0 1,104 0 0 0 147 22,558 0 : : : : Changes from: December 13, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 36.4 35.7 0.0 3.0 0.0 0.0 0.0 0.4 60.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 315,637 : : Positions : : 314,821 214,048 816 101,589 0 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 67.8 0.3 32.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 35,907 : : Positions : : 23,743 22,625 10,240 11,358 1,924 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 63.0 28.5 31.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 659,481 : : Positions : : 438,936 415,769 187,440 210,607 33,105 0 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 63.0 28.4 31.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 124,113 : : Positions : : 72,424 106,964 49,871 15,691 1,458 0 0 0 105 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 86.2 40.2 12.6 1.2 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 24 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,006,078 : : Positions : :1,092,064 1,720,265 881,818 257,697 28,116 0 0 0 4,080 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 85.8 44.0 12.8 1.4 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 22 4 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 61,426 : : Positions : : 39,579 40,196 6,754 6,387 3,081 2,214 3,070 8,136 1,275 169 387 : : : : Changes from: December 13, 2011 : : 1,191 981 -210 0 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.4 11.0 10.4 5.0 3.6 5.0 13.2 2.1 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 17 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 1,199,254 : : Positions : : 933,595 525,260 44,427 431,119 160,395 14,112 37,365 0 23,400 21,790 23,325 : : : : Changes from: December 13, 2011 : : 23,216 -27,579 0 27,275 0 0 0 0 -3,770 19,750 3,770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 43.8 3.7 35.9 13.4 1.2 3.1 0.0 2.0 1.8 1.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 17 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 51,654 : : Positions : : 47,581 37,034 1,890 11,413 2,162 0 381 0 0 409 0 : : : : Changes from: December 13, 2011 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 71.7 3.7 22.1 4.2 0.0 0.7 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 24,962 : : Positions : : 20,570 10,682 3,888 8,970 210 0 4,806 294 0 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 42.8 15.6 35.9 0.8 0.0 19.3 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 56,104 : : Positions : : 33,945 48,244 19,084 5,100 210 2,550 2,340 210 0 0 0 : : : : Changes from: December 13, 2011 : : 703 703 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 86.0 34.0 9.1 0.4 4.5 4.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 42,208 : : Positions : : 10,936 21,402 9,291 17,595 441 1,265 0 2,560 17,250 0 210 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 50.7 22.0 41.7 1.0 3.0 0.0 6.1 40.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 17,713 : : Positions : : 10,966 10,768 3,644 3,872 1,530 0 1,179 21 765 88 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 60.8 20.6 21.9 8.6 0.0 6.7 0.1 4.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 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 921,258 : : Positions : : 857,575 585,071 0 254,053 39,059 23,400 2,040 0 0 39,811 1,224 : : : : Changes from: December 13, 2011 : : 5,925 0 0 0 0 0 0 0 0 5,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 63.5 0.0 27.6 4.2 2.5 0.2 0.0 0.0 4.3 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 977,452 : : Positions : : 449,525 777,244 383,352 151,368 48,840 95,735 0 0 0 0 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 79.5 39.2 15.5 5.0 9.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of December 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 119,845 : : Positions : : 117,411 75,664 816 40,523 1,618 0 0 0 0 2,040 0 : : : : Changes from: December 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 63.1 0.7 33.8 1.4 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated December 23, 2011