Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 6,901 : : Positions : : 4,850 4,670 0 1,099 281 810 0 0 45 0 90 : : : : Changes from: September 25, 2012 : : -45 120 -45 21 -36 225 0 0 45 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 67.7 0.0 15.9 4.1 11.7 0.0 0.0 0.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 15 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 7,924 : : Positions : : 6,992 6,621 0 79 311 410 0 55 0 630 15 : : : : Changes from: September 25, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 83.6 0.0 1.0 3.9 5.2 0.0 0.7 0.0 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 17,711 : : Positions : : 5,927 1,961 1,047 1,192 893 0 4,174 800 6,081 5,184 2,508 : : : : Changes from: September 25, 2012 : : 377 -774 -8 -113 333 0 1,669 -515 -41 -324 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 11.1 5.9 6.7 5.0 0.0 23.6 4.5 34.3 29.3 14.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 7 . . . 0 4 4 9 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 9,170 : : Positions : : 2,955 2,710 385 30 210 255 1,340 450 3,300 2,505 1,290 : : : : Changes from: September 25, 2012 : : -230 755 100 -105 5 0 -770 300 85 35 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 29.6 4.2 0.3 2.3 2.8 14.6 4.9 36.0 27.3 14.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 6 . . . . . . 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 135,648 : : Positions : : 76,536 53,466 412 23,056 39,267 420 2,683 14,435 1,802 30 1,069 : : : : Changes from: September 25, 2012 : : -6,166 -8,523 -28 355 -5,957 -980 772 -5,288 29 -228 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 39.4 0.3 17.0 28.9 0.3 2.0 10.6 1.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 26 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 23,021 : : Positions : : 11,673 13,522 807 2,048 4,502 2,561 0 2,007 0 56 288 : : : : Changes from: September 25, 2012 : : -773 -1,144 49 -422 -1,174 -662 0 -472 -24 56 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 58.7 3.5 8.9 19.6 11.1 0.0 8.7 0.0 0.2 1.3 : : : : 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 October 2, 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 8,306 : : Positions : : 6,461 3,719 0 1,308 352 0 1,506 128 0 0 0 : : : : Changes from: September 25, 2012 : : 42 -338 0 -162 0 0 348 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 44.8 0.0 15.7 4.2 0.0 18.1 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 12,234 : : Positions : : 5,388 9,820 1,086 30 1,220 556 362 373 2,834 0 16 : : : : Changes from: September 25, 2012 : : -281 -465 60 -22 -134 -24 40 -56 -78 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 80.3 8.9 0.2 10.0 4.5 3.0 3.0 23.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 20,461 : : Positions : : 13,432 12,831 850 1,490 2,922 78 1,480 640 252 0 18 : : : : Changes from: September 25, 2012 : : -1,042 -444 -60 -704 -62 -50 -200 0 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 62.7 4.2 7.3 14.3 0.4 7.2 3.1 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 8,554 : : Positions : : 4,442 5,460 193 569 1,014 1,290 0 120 0 0 0 : : : : Changes from: September 25, 2012 : : -200 -239 79 35 -124 46 0 -66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.8 2.3 6.7 11.9 15.1 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 12,428 : : Positions : : 5,055 5,639 754 18 1,996 0 2,144 144 1,186 0 1,546 : : : : Changes from: September 25, 2012 : : -494 -252 738 -866 546 0 -8 -10 -1,502 0 1,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 45.4 6.1 0.1 16.1 0.0 17.3 1.2 9.5 0.0 12.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 11,896 : : Positions : : 6,887 6,168 1,453 1,425 771 248 936 796 0 1,334 0 : : : : Changes from: September 25, 2012 : : -397 -92 49 -41 -49 30 14 -44 0 -302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 51.8 12.2 12.0 6.5 2.1 7.9 6.7 0.0 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 55,250 : : Positions : : 50,377 45,684 2,745 7,438 2,128 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -2,230 -2,679 -209 -98 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.7 5.0 13.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 906,113 : : Positions : : 819,820 764,230 48,853 104,443 37,440 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -29,328 -29,536 -2,912 -2,704 -9,360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.3 5.4 11.5 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 79,250 : : Positions : : 46,486 77,608 32,044 1,006 465 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -3,325 -5,909 -2,793 -190 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 97.9 40.4 1.3 0.6 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 October 2, 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 1,058,226 : : Positions : : 692,745 1,031,199 344,762 6,308 20,719 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -38,600 -113,568 -76,632 -1,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.4 32.6 0.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 60,297 : : Positions : : 37,045 39,263 7,951 11,508 4,626 4,665 0 4,900 855 0 0 : : : : Changes from: September 25, 2012 : : -2,058 -312 76 -95 -190 1,670 0 -2,090 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 65.1 13.2 19.1 7.7 7.7 0.0 8.1 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 1,161,406 : : Positions : : 969,622 603,764 45,675 345,824 93,477 0 105,450 0 39,741 0 12,891 : : : : Changes from: September 25, 2012 : : -64,168 -13,224 832 -47,096 -1,664 0 -2,080 0 936 0 -2,496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 52.0 3.9 29.8 8.0 0.0 9.1 0.0 3.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 45,390 : : Positions : : 33,680 35,391 9,580 3,830 2,066 0 2,226 0 0 1,367 0 : : : : Changes from: September 25, 2012 : : -2,853 -2,568 95 -190 -437 0 -19 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 78.0 21.1 8.4 4.6 0.0 4.9 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 38,546 : : Positions : : 26,455 31,142 9,661 704 1,280 640 5,420 0 0 0 0 : : : : Changes from: September 25, 2012 : : -587 -758 -266 -209 -380 -190 -95 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 80.8 25.1 1.8 3.3 1.7 14.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 24,319 : : Positions : : 10,418 14,019 2,245 5,748 2,747 2,235 0 1,275 4,869 0 530 : : : : Changes from: September 25, 2012 : : -171 -1,634 -1,102 -1,178 0 -285 0 0 -1,254 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 57.6 9.2 23.6 11.3 9.2 0.0 5.2 20.0 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 14,467 : : Positions : : 10,128 8,626 1,849 2,507 1,447 0 0 0 192 1,759 0 : : : : Changes from: September 25, 2012 : : -437 -456 -19 -57 -57 0 0 0 -57 19 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 59.6 12.8 17.3 10.0 0.0 0.0 0.0 1.3 12.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 722,049 : : Positions : : 548,218 539,485 129,140 100,240 21,291 0 80 23,400 0 37,553 0 : : : : Changes from: September 25, 2012 : : -69,171 -41,715 416 -17,888 -416 0 0 0 0 -9,152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 74.7 17.9 13.9 2.9 0.0 0.0 3.2 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 913,873 : : Positions : : 616,968 627,459 233,431 107,820 51,624 11,850 126,970 0 0 0 0 : : : : Changes from: September 25, 2012 : : -7,280 -32,240 -21,632 -4,992 0 -4,160 4,160 -4,160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 68.7 25.5 11.8 5.6 1.3 13.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 455,101 : : Positions : : 118,409 253,004 111,375 48,809 69,877 72,490 0 3,555 0 461 79,395 : : : : Changes from: September 25, 2012 : : -12,480 -15,392 -6,240 -27,040 -2,080 4,160 0 -4,160 -27,411 461 -461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 55.6 24.5 10.7 15.4 15.9 0.0 0.8 0.0 0.1 17.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 2, 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 9,699 : : Positions : : 4,205 6,437 2,050 5 2,906 337 0 160 0 166 21 : : : : Changes from: September 25, 2012 : : 98 70 -22 -18 -9 7 0 -15 0 30 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 66.4 21.1 0.1 30.0 3.5 0.0 1.7 0.0 1.7 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 5, 2012