Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 138,577 : : Positions : : 84,984 88,586 3,991 1,832 39,098 241 553 7,169 238 23 678 : : : : Changes from: February 9, 2010 : : 902 1,188 313 -199 209 -18 206 464 9 5 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 63.9 2.9 1.3 28.2 0.2 0.4 5.2 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 21,502 : : Positions : : 12,838 13,019 3,396 1,957 3,951 0 920 420 0 54 36 : : : : Changes from: February 9, 2010 : : -10 -4 -27 -13 12 0 0 0 0 -20 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 60.6 15.8 9.1 18.4 0.0 4.3 2.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 4 . 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 31,659 : : Positions : : 20,119 16,328 1,354 4,338 7,603 0 1,520 120 0 740 130 : : : : Changes from: February 9, 2010 : : 124 -14 -30 -360 128 0 480 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 51.6 4.3 13.7 24.0 0.0 4.8 0.4 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 12,841 : : Positions : : 8,464 7,132 752 2,630 1,495 660 0 0 0 108 0 : : : : Changes from: February 9, 2010 : : 20 44 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 55.5 5.9 20.5 11.6 5.1 0.0 0.0 0.0 0.8 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 16, 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 44,751 : : Positions : : 27,451 33,280 4,776 0 9,526 604 0 1,183 0 0 0 : : : : Changes from: February 9, 2010 : : 710 688 -66 0 -34 30 0 477 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 74.4 10.7 0.0 21.3 1.3 0.0 2.6 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 16, 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 11,141 : : Positions : : 7,233 3,967 1,722 5,522 1,182 0 0 0 0 0 0 : : : : Changes from: February 9, 2010 : : 148 226 16 -70 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 35.6 15.5 49.6 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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: February 9, 2010 : : 0 0 0 0 0 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 16, 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: February 9, 2010 : : 0 0 0 0 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 16, 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 JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (80 MEGAWATT HOURS) : CFTC Code #064A48 Open Interest is 32,040 : : Positions : : 13,540 21,381 17,924 8,740 300 0 0 0 0 510 0 : : : : Changes from: February 9, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 66.7 55.9 27.3 0.9 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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: February 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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: February 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 96,392 : : Positions : : 32,507 58,932 61,692 31,473 2,042 0 0 0 0 3,945 0 : : : : Changes from: February 9, 2010 : : 2,570 2,804 234 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 61.1 64.0 32.7 2.1 0.0 0.0 0.0 0.0 4.1 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 February 16, 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 1,603,036 : : Positions : : 500,297 1,002,242 1,091,551 527,936 11,188 0 0 0 0 61,670 0 : : : : Changes from: February 9, 2010 : : 0 2,769 2,769 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 62.5 68.1 32.9 0.7 0.0 0.0 0.0 0.0 3.8 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 February 16, 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 182,235 : : Positions : : 142,913 95,618 29,860 80,777 4,607 0 0 0 4,855 0 0 : : : : Changes from: February 9, 2010 : : -2,363 3,879 7,158 148 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 52.5 16.4 44.3 2.5 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 20 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 2,957,953 : : Positions : :2,348,913 1,602,258 504,632 1,328,556 27,139 3,520 0 0 73,749 0 0 : : : : Changes from: February 9, 2010 : : -83,757 44,370 130,896 2,769 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 54.2 17.1 44.9 0.9 0.1 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 18 . 6 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 64,470 : : Positions : : 52,588 58,529 6,390 36 2,787 0 0 0 40 2,990 0 : : : : Changes from: February 9, 2010 : : 1,637 1,637 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 90.8 9.9 0.1 4.3 0.0 0.0 0.0 0.1 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 1,067,176 : : Positions : : 915,251 829,035 91,040 103,176 60,885 0 0 0 0 74,080 0 : : : : Changes from: February 9, 2010 : : 39,690 39,690 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 77.7 8.5 9.7 5.7 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 16, 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 58,144 : : Positions : : 44,094 42,801 1,776 7,384 7,399 0 0 0 4,830 495 45 : : : : Changes from: February 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 73.6 3.1 12.7 12.7 0.0 0.0 0.0 8.3 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 16, 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 1,056,064 : : Positions : : 814,201 715,832 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0 : : : : Changes from: February 9, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 67.8 0.5 16.3 13.1 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 19, 2010