Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 130,804 : : Positions : : 79,669 82,143 3,362 1,935 38,561 32 326 6,742 218 21 652 : : : : Changes from: January 26, 2010 : : -1,460 -2,852 -1,966 -1,200 7 -373 -86 -0 -315 21 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 62.8 2.6 1.5 29.5 0.0 0.2 5.2 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 5 . 6 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 21,530 : : Positions : : 12,879 13,066 3,495 1,988 3,895 0 920 420 0 74 26 : : : : Changes from: January 26, 2010 : : -433 -366 -415 -125 -22 0 -180 -30 0 38 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 60.7 16.2 9.2 18.1 0.0 4.3 2.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 31,103 : : Positions : : 19,967 16,484 1,436 4,758 7,331 0 680 360 0 740 130 : : : : Changes from: January 26, 2010 : : -368 -124 -144 -393 143 0 -40 0 0 -54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 53.0 4.6 15.3 23.6 0.0 2.2 1.2 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,640 : : Positions : : 8,440 6,900 752 2,624 1,522 660 0 0 0 108 0 : : : : Changes from: January 26, 2010 : : 380 -424 -8 -48 -32 -60 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 54.6 5.9 20.8 12.0 5.2 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . 4 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 43,823 : : Positions : : 26,552 32,994 5,362 0 9,376 618 0 709 0 0 0 : : : : Changes from: January 26, 2010 : : -1,637 -1,299 -736 -78 -242 542 0 -3 0 -0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 75.3 12.2 0.0 21.4 1.4 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 6 0 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MWH X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 10,920 : : Positions : : 7,028 3,698 1,706 5,598 1,182 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -108 24 -214 -312 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 33.9 15.6 51.3 10.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A34 Open Interest is 54,866 : : Positions : : 49,049 44,067 3,352 8,012 2,465 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -2,000 -2,440 -140 320 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 80.3 6.1 14.6 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A35 Open Interest is 847,444 : : Positions : : 744,984 666,555 97,780 176,209 4,680 0 0 0 0 0 0 : : : : Changes from: January 26, 2010 : : -43,672 -50,880 -15,688 -8,480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 78.7 11.5 20.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A50 Open Interest is 47,369 : : Positions : : 39,551 46,869 7,293 0 0 0 0 0 0 400 0 : : : : Changes from: January 26, 2010 : : -2,742 -3,025 -383 0 0 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 98.9 15.4 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 5 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A51 Open Interest is 775,528 : : Positions : : 650,504 761,448 125,024 0 0 0 3,520 0 0 10,560 0 : : : : Changes from: January 26, 2010 : : -46,760 -41,248 -11,448 0 0 0 -4,240 0 0 -12,720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 98.2 16.1 0.0 0.0 0.0 0.5 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 5 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A54 Open Interest is 90,693 : : Positions : : 29,937 53,233 58,563 31,473 2,042 0 0 0 0 3,945 0 : : : : Changes from: January 26, 2010 : : -3,727 -4,250 -1,446 -372 -168 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 58.7 64.6 34.7 2.3 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A55 Open Interest is 1,553,387 : : Positions : : 500,297 952,593 1,041,902 527,936 11,188 0 0 0 0 61,670 0 : : : : Changes from: January 26, 2010 : : -48,991 -74,431 -28,896 784 -4,016 0 0 0 0 -4,240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 61.3 67.1 34.0 0.7 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A56 Open Interest is 171,985 : : Positions : : 142,381 91,514 19,917 75,174 4,832 0 0 0 4,855 0 0 : : : : Changes from: January 26, 2010 : : -11,721 -10,249 830 -1,222 -348 0 0 0 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 53.2 11.6 43.7 2.8 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 19 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,809,554 : : Positions : :2,378,290 1,550,388 326,856 1,232,027 27,139 3,520 0 0 73,749 0 0 : : : : Changes from: January 26, 2010 : : -116,530 -113,138 -1,760 -26,776 -3,168 -4,240 0 0 -17,384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 55.2 11.6 43.9 1.0 0.1 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A58 Open Interest is 62,718 : : Positions : : 50,951 56,777 6,390 36 2,787 0 0 0 40 2,990 0 : : : : Changes from: January 26, 2010 : : 255 302 -105 36 237 0 0 0 -40 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 90.5 10.2 0.1 4.4 0.0 0.0 0.0 0.1 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A59 Open Interest is 1,025,611 : : Positions : : 873,686 787,470 91,040 103,176 60,885 0 0 0 0 74,080 0 : : : : Changes from: January 26, 2010 : : -12,520 12,496 -2,120 -25,016 0 0 0 0 0 -2,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 76.8 8.9 10.1 5.9 0.0 0.0 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A60 Open Interest is 57,655 : : Positions : : 43,605 42,312 1,776 7,384 7,399 0 0 0 4,830 495 45 : : : : Changes from: January 26, 2010 : : -2,017 -2,715 0 183 -483 0 0 0 -300 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 73.4 3.1 12.8 12.8 0.0 0.0 0.0 8.4 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 23 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A66 Open Interest is 11,536 : : Positions : : 7,428 7,494 1,556 3,059 728 0 0 0 472 0 0 : : : : Changes from: January 26, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 65.0 13.5 26.5 6.3 0.0 0.0 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (5 MEGAWATT HOURS) : CFTC Code #064A78 Open Interest is 1,047,520 : : Positions : : 805,657 707,288 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0 : : : : Changes from: January 26, 2010 : : -31,320 -33,440 2,080 2,928 -11,408 0 0 0 -6,360 -5,088 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 67.5 0.5 16.4 13.2 0.0 2.2 0.0 9.4 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 18 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 5, 2010