Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 158,316 : : Positions : : 84,206 99,478 5,595 29,619 12,768 25,593 0 14,241 12,318 63 1,663 : : : : Changes from: September 20, 2011 : : -519 1,315 686 -1,463 -2,048 -1,633 0 120 1,381 -21 -127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 62.8 3.5 18.7 8.1 16.2 0.0 9.0 7.8 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 45 40 7 8 10 9 0 6 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 60,624 : : Positions : : 47,744 37,938 4,802 15,626 5,621 1,276 517 179 513 254 489 : : : : Changes from: September 20, 2011 : : -390 -272 52 540 152 156 24 102 370 -104 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 62.6 7.9 25.8 9.3 2.1 0.9 0.3 0.8 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 19 . 5 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 533,548 : : Positions : : 476,990 282,262 9,246 201,723 30,920 3,776 1,368 3,280 2,200 5,547 7,136 : : : : Changes from: September 20, 2011 : : 6,677 750 0 649 656 -672 374 984 -3,248 -328 3,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 52.9 1.7 37.8 5.8 0.7 0.3 0.6 0.4 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 21 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1,618,591 : : Positions : : 991,633 1,171,487 231,970 85,696 190,897 75,036 0 110,312 3,930 44,594 14,404 : : : : Changes from: September 20, 2011 : : 12,599 2,181 -320 8,528 -9,250 -7,359 -5,894 9,333 -408 -711 -1,201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 72.4 14.3 5.3 11.8 4.6 0.0 6.8 0.2 2.8 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 30 4 4 8 7 0 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 124,763 : : Positions : : 79,632 87,108 14,997 4,286 27,108 1,278 4,041 815 208 829 564 : : : : Changes from: September 20, 2011 : : 3,773 4,223 307 -432 -351 -153 26 50 26 162 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 69.8 12.0 3.4 21.7 1.0 3.2 0.7 0.2 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 29 4 4 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 472,369 : : Positions : : 344,191 275,088 92,038 132,603 31,964 1,920 25,008 0 1,600 7,050 328 : : : : Changes from: September 20, 2011 : : 3,536 12,223 656 -8,352 984 0 -656 0 0 977 -328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 58.2 19.5 28.1 6.8 0.4 5.3 0.0 0.3 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 55,528 : : Positions : : 24,487 22,419 1,256 24,824 5,125 20,432 380 1,896 384 18 296 : : : : Changes from: September 20, 2011 : : -476 858 528 -998 -10 -240 0 240 24 -24 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 40.4 2.3 44.7 9.2 36.8 0.7 3.4 0.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 . 6 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 15,428 : : Positions : : 9,946 10,846 2,258 592 1,142 0 520 400 0 884 0 : : : : Changes from: September 20, 2011 : : 38 26 -48 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 70.3 14.6 3.8 7.4 0.0 3.4 2.6 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 5 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 10,250 : : Positions : : 6,677 5,766 218 1,996 520 120 720 150 557 128 44 : : : : Changes from: September 20, 2011 : : 120 -28 0 168 -80 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 56.3 2.1 19.5 5.1 1.2 7.0 1.5 5.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 26,486 : : Positions : : 17,288 10,220 1,870 8,248 3,208 0 2,810 0 1,142 0 392 : : : : Changes from: September 20, 2011 : : 410 -10 0 -192 0 -960 -240 0 190 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 38.6 7.1 31.1 12.1 0.0 10.6 0.0 4.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 11,546 : : Positions : : 8,176 5,666 692 3,144 1,260 0 0 0 382 0 48 : : : : Changes from: September 20, 2011 : : -50 -30 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 49.1 6.0 27.2 10.9 0.0 0.0 0.0 3.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 11,210 : : Positions : : 8,258 6,990 928 1,270 752 0 502 330 0 302 0 : : : : Changes from: September 20, 2011 : : 296 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 62.4 8.3 11.3 6.7 0.0 4.5 2.9 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 53,644 : : Positions : : 46,402 40,280 1,953 10,352 2,655 0 0 0 2,193 0 357 : : : : Changes from: September 20, 2011 : : 127 43 0 0 0 0 0 0 -84 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.1 3.6 19.3 4.9 0.0 0.0 0.0 4.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 789,359 : : Positions : : 666,607 552,757 37,187 183,187 52,647 0 0 0 32,150 0 768 : : : : Changes from: September 20, 2011 : : 768 0 -768 6,005 768 0 0 0 6,005 0 -2,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 70.0 4.7 23.2 6.7 0.0 0.0 0.0 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 332,964 : : Positions : : 294,134 267,450 3,170 56,106 0 0 0 0 26,252 0 9,408 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.3 1.0 16.9 0.0 0.0 0.0 0.0 7.9 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 43,175 : : Positions : : 24,837 29,471 15,798 11,164 2,540 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 68.3 36.6 25.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 797,410 : : Positions : : 470,167 548,770 282,368 203,765 44,875 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 68.8 35.4 25.6 5.6 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 September 27, 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 138,705 : : Positions : : 76,481 112,988 57,184 22,768 2,025 0 0 0 1,900 0 924 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 81.5 41.2 16.4 1.5 0.0 0.0 0.0 1.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 2,405,754 : : Positions : :1,309,681 1,947,158 1,047,696 389,672 26,454 0 0 0 3,965 24,512 17,958 : : : : Changes from: September 20, 2011 : : 3,965 -7,930 -2,040 0 0 0 0 0 0 9,855 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 80.9 43.5 16.2 1.1 0.0 0.0 0.0 0.2 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 22 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 43,696 : : Positions : : 28,895 36,134 7,867 2,133 2,352 645 820 630 2,587 907 720 : : : : Changes from: September 20, 2011 : : 0 510 510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 82.7 18.0 4.9 5.4 1.5 1.9 1.4 5.9 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 1,137,199 : : Positions : : 923,396 651,401 53,472 338,272 100,161 23,520 23,520 0 23,400 10,595 13,250 : : : : Changes from: September 20, 2011 : : -2,448 9,360 9,360 -2,040 0 0 0 0 -210 -618 -1,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 57.3 4.7 29.7 8.8 2.1 2.1 0.0 2.1 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 50,081 : : Positions : : 44,940 34,181 2,205 11,602 2,663 0 0 0 0 1,191 189 : : : : Changes from: September 20, 2011 : : -210 -210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.3 4.4 23.2 5.3 0.0 0.0 0.0 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 19,480 : : Positions : : 13,549 11,877 4,539 1,530 126 0 5,226 0 650 105 616 : : : : Changes from: September 20, 2011 : : 3,951 0 0 0 0 0 3,951 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 61.0 23.3 7.9 0.6 0.0 26.8 0.0 3.3 0.5 3.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 39,582 : : Positions : : 21,021 31,512 17,259 2,550 336 0 645 630 0 3,657 168 : : : : Changes from: September 20, 2011 : : 0 84 0 0 0 0 0 0 0 -84 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 79.6 43.6 6.4 0.8 0.0 1.6 1.6 0.0 9.2 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 20,645 : : Positions : : 13,530 10,437 4,631 8,657 1,530 189 0 0 510 0 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 50.6 22.4 41.9 7.4 0.9 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 946,259 : : Positions : : 843,350 572,560 0 257,444 73,220 23,400 7,925 0 1,536 30,357 4,753 : : : : Changes from: September 20, 2011 : : 7,750 0 0 0 0 0 0 0 0 7,750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 60.5 0.0 27.2 7.7 2.5 0.8 0.0 0.2 3.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 880,466 : : Positions : : 353,534 747,242 353,580 70,092 47,952 47,040 0 0 63,180 0 15,180 : : : : Changes from: September 20, 2011 : : 0 0 6,005 0 0 0 0 0 -6,005 0 6,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 84.9 40.2 8.0 5.4 5.3 0.0 0.0 7.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 27, 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 140,556 : : Positions : : 135,768 74,662 3,170 58,271 1,618 0 0 0 0 6,005 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011