Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 134,766 : : Positions : : 81,129 84,994 5,328 3,135 38,554 405 412 6,742 532 0 620 : : : : Changes from: January 19, 2010 : : 2,254 3,073 975 149 -1,037 37 136 -22 28 -15 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 63.1 4.0 2.3 28.6 0.3 0.3 5.0 0.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 28 5 . 6 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 22,572 : : Positions : : 13,313 13,432 3,910 2,114 3,917 0 1,100 450 0 36 64 : : : : Changes from: January 19, 2010 : : -127 155 200 -60 -96 0 -42 20 0 21 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 59.5 17.3 9.4 17.4 0.0 4.9 2.0 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 31,639 : : Positions : : 20,335 16,608 1,580 5,151 7,188 0 720 360 0 794 130 : : : : Changes from: January 19, 2010 : : 436 340 -44 -34 -68 0 0 0 0 100 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 52.5 5.0 16.3 22.7 0.0 2.3 1.1 0.0 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 16 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 13,238 : : Positions : : 8,060 7,324 760 2,672 1,554 720 0 0 0 88 0 : : : : Changes from: January 19, 2010 : : -336 -36 0 48 -48 0 0 0 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 55.3 5.7 20.2 11.7 5.4 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . 4 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 45,468 : : Positions : : 28,189 34,293 6,098 78 9,618 76 0 712 0 0 0 : : : : Changes from: January 19, 2010 : : 422 127 -378 -91 307 10 0 -7 0 -0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 75.4 13.4 0.2 21.2 0.2 0.0 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 5 . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 11,300 : : Positions : : 7,136 3,674 1,920 5,910 1,182 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 6 64 0 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 32.5 17.0 52.3 10.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 57,466 : : Positions : : 51,049 46,507 3,492 7,692 2,925 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 80.9 6.1 13.4 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 906,804 : : Positions : : 788,656 717,435 113,468 184,689 4,680 0 0 0 0 0 0 : : : : Changes from: January 19, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 79.1 12.5 20.4 0.5 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 January 26, 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 50,594 : : Positions : : 42,293 49,894 7,676 0 0 0 0 0 0 600 0 : : : : Changes from: January 19, 2010 : : 1,930 650 -1,280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 98.6 15.2 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 5 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 833,736 : : Positions : : 697,264 802,696 136,472 0 0 0 7,760 0 0 23,280 0 : : : : Changes from: January 19, 2010 : : 35,110 11,670 -23,440 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 96.3 16.4 0.0 0.0 0.0 0.9 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 5 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 95,883 : : Positions : : 33,664 57,483 60,009 31,845 2,210 0 0 0 0 4,345 0 : : : : Changes from: January 19, 2010 : : 5,130 6,410 0 -1,280 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 60.0 62.6 33.2 2.3 0.0 0.0 0.0 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 10 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,635,290 : : Positions : : 549,288 1,027,024 1,070,798 527,152 15,204 0 0 0 0 65,910 0 : : : : Changes from: January 19, 2010 : : 93,360 116,800 0 -23,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 62.8 65.5 32.2 0.9 0.0 0.0 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 183,944 : : Positions : : 154,102 101,763 19,087 76,396 5,180 0 0 0 5,575 0 0 : : : : Changes from: January 19, 2010 : : 8,032 8,032 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 55.3 10.4 41.5 2.8 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 2,952,636 : : Positions : :2,494,820 1,663,526 328,616 1,258,803 30,307 7,760 0 0 91,133 0 0 : : : : Changes from: January 19, 2010 : : 146,324 146,324 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 56.3 11.1 42.6 1.0 0.3 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 62,371 : : Positions : : 50,696 56,475 6,495 0 2,550 0 0 0 80 3,090 0 : : : : Changes from: January 19, 2010 : : -1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.5 10.4 0.0 4.1 0.0 0.0 0.0 0.1 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 4 0 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,040,251 : : Positions : : 886,206 774,974 93,160 128,192 60,885 0 0 0 0 76,200 0 : : : : Changes from: January 19, 2010 : : 31,795 35,510 0 0 0 0 0 0 0 -3,715 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 74.5 9.0 12.3 5.9 0.0 0.0 0.0 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 60,710 : : Positions : : 45,622 45,027 1,776 7,201 7,882 0 0 0 5,130 515 45 : : : : Changes from: January 19, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 74.2 2.9 11.9 13.0 0.0 0.0 0.0 8.5 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 24 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 26, 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 1,094,528 : : Positions : : 836,977 740,728 2,675 168,704 149,696 0 23,400 0 105,180 12,000 0 : : : : Changes from: January 19, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 67.7 0.2 15.4 13.7 0.0 2.1 0.0 9.6 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 18 . 6 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 29, 2010