Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 6,470 : : Positions : : 4,775 4,085 0 975 435 495 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -85 -625 0 -45 45 -510 0 0 0 -165 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 63.1 0.0 15.1 6.7 7.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 14,884 : : Positions : : 4,370 1,726 652 587 808 0 1,585 1,600 4,998 5,973 1,801 : : : : Changes from: August 28, 2012 : : 245 -80 -55 135 245 0 355 -240 200 -170 169 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.4 11.6 4.4 3.9 5.4 0.0 10.6 10.7 33.6 40.1 12.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 4 4 . . . 0 4 4 5 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 6,585 : : Positions : : 1,445 2,125 0 15 180 255 385 525 2,735 1,670 1,070 : : : : Changes from: August 28, 2012 : : 50 105 0 -20 20 0 -120 165 0 -60 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.9 32.3 0.0 0.2 2.7 3.9 5.8 8.0 41.5 25.4 16.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 5 5 0 . . . . . 4 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 149,754 : : Positions : : 79,615 60,698 440 21,775 44,917 1,792 734 19,378 1,550 193 463 : : : : Changes from: August 28, 2012 : : -5,876 -10,539 308 -44 -5,391 -3,967 734 -3,983 -20 114 -124 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 40.5 0.3 14.5 30.0 1.2 0.5 12.9 1.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 27 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 25,537 : : Positions : : 12,227 14,048 622 2,594 5,522 3,330 0 2,432 0 222 184 : : : : Changes from: August 28, 2012 : : -1,315 -982 -2 -6 -811 -65 0 -710 0 -450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 55.0 2.4 10.2 21.6 13.0 0.0 9.5 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 8,008 : : Positions : : 5,905 3,475 0 1,606 352 0 1,278 18 0 0 0 : : : : Changes from: August 28, 2012 : : -546 -310 0 -278 115 0 -22 -10 -264 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 43.4 0.0 20.1 4.4 0.0 16.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 12,841 : : Positions : : 5,399 10,095 1,026 52 1,354 460 322 549 3,192 0 0 : : : : Changes from: August 28, 2012 : : -215 -389 2 -12 -246 146 80 -266 -102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 78.6 8.0 0.4 10.5 3.6 2.5 4.3 24.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 21,565 : : Positions : : 14,870 12,827 520 2,660 2,830 128 1,680 640 278 0 18 : : : : Changes from: August 28, 2012 : : -1,168 -421 -142 -740 -100 -20 -200 0 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 59.5 2.4 12.3 13.1 0.6 7.8 3.0 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 8,543 : : Positions : : 3,986 5,409 474 414 1,138 1,364 0 66 0 0 0 : : : : Changes from: August 28, 2012 : : -531 -313 50 -10 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 63.3 5.5 4.8 13.3 16.0 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 11,435 : : Positions : : 5,457 5,881 16 812 1,472 0 2,422 104 3,120 0 24 : : : : Changes from: August 28, 2012 : : -376 -226 -34 -278 0 0 -104 -26 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 51.4 0.1 7.1 12.9 0.0 21.2 0.9 27.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 12,006 : : Positions : : 7,492 6,474 1,346 1,346 826 218 874 840 0 1,280 0 : : : : Changes from: August 28, 2012 : : -885 -294 79 197 -79 -80 0 0 0 -472 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 53.9 11.2 11.2 6.9 1.8 7.3 7.0 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 53,238 : : Positions : : 47,267 43,127 2,954 7,432 2,679 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -3,645 -3,020 -92 -379 -184 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 81.0 5.5 14.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 893,481 : : Positions : : 794,916 739,902 51,765 106,779 46,800 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -38,305 -33,081 -752 -5,976 -3,008 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.8 5.8 12.0 5.2 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 85,368 : : Positions : : 49,811 83,517 34,837 1,196 465 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -4,784 -8,096 -3,565 -230 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.8 40.8 1.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,173,458 : : Positions : : 731,345 1,144,767 421,394 7,972 20,719 0 0 0 0 0 0 : : : : Changes from: August 28, 2012 : : -53,016 -111,672 -58,280 -1,504 0 0 0 0 -1,880 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 97.6 35.9 0.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 61,709 : : Positions : : 39,103 38,810 7,875 9,818 4,816 1,025 580 7,685 950 0 0 : : : : Changes from: August 28, 2012 : : -1,712 -2,829 92 -115 -230 -695 445 -1,605 -439 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 62.9 12.8 15.9 7.8 1.7 0.9 12.5 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 1,227,214 : : Positions : :1,033,038 616,236 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387 : : : : Changes from: August 28, 2012 : : -56,400 -39,856 -1,128 -15,416 -1,128 0 -3,760 0 -1,504 0 -2,256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.2 3.7 32.0 7.8 0.0 8.8 0.0 3.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 48,232 : : Positions : : 36,161 37,449 9,485 4,020 2,503 0 2,245 0 0 1,505 0 : : : : Changes from: August 28, 2012 : : -4,071 -2,285 1,395 -230 -529 0 -23 0 0 -161 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 77.6 19.7 8.3 5.2 0.0 4.7 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 38,968 : : Positions : : 26,022 30,880 9,927 913 1,660 830 5,515 0 0 0 0 : : : : Changes from: August 28, 2012 : : -1,280 -1,418 -427 -427 -355 -230 -115 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 79.2 25.5 2.3 4.3 2.1 14.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 25,641 : : Positions : : 7,824 15,183 3,347 6,926 2,747 5,070 0 0 6,123 0 530 : : : : Changes from: August 28, 2012 : : -207 -2,486 -1,334 -1,426 0 -345 0 0 -1,771 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.5 59.2 13.1 27.0 10.7 19.8 0.0 0.0 23.9 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 14,822 : : Positions : : 10,310 8,992 1,868 2,564 1,504 0 0 0 249 1,577 19 : : : : Changes from: August 28, 2012 : : -575 -690 -253 -69 -299 0 0 0 -69 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 60.7 12.6 17.3 10.1 0.0 0.0 0.0 1.7 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 791,220 : : Positions : : 617,389 581,200 128,724 118,128 21,707 0 80 23,400 0 46,705 0 : : : : Changes from: August 28, 2012 : : -74,000 -27,744 23,696 -16,168 -376 0 0 0 0 -6,392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 73.5 16.3 14.9 2.7 0.0 0.0 3.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 935,820 : : Positions : : 608,963 644,414 255,063 112,812 51,624 16,010 122,810 4,160 0 0 0 : : : : Changes from: August 28, 2012 : : -14,848 -37,600 -19,744 -4,512 -936 -3,760 3,760 -3,760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.9 27.3 12.1 5.5 1.7 13.1 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 500,805 : : Positions : : 121,996 265,428 117,615 75,849 71,957 68,330 0 7,715 33,336 0 79,856 : : : : Changes from: August 28, 2012 : : -10,904 -22,936 -11,280 -24,440 0 -7,520 0 0 -17,672 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 53.0 23.5 15.1 14.4 13.6 0.0 1.5 6.7 0.0 15.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012 : 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 9,410 : : Positions : : 4,078 6,122 1,863 0 2,968 274 0 175 0 112 32 : : : : Changes from: August 28, 2012 : : -77 -108 -72 0 -66 41 0 -35 0 -1 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 65.1 19.8 0.0 31.5 2.9 0.0 1.9 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 4, 2012