Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011 : 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 8,125 : : Positions : : 7,290 5,985 0 1,355 220 0 105 0 390 0 0 : : : : Changes from: January 25, 2011 : : 10 95 0 -15 30 0 0 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 73.7 0.0 16.7 2.7 0.0 1.3 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 45,143 : : Positions : : 20,419 28,633 6,058 5,274 7,678 7,078 1,280 434 0 16 102 : : : : Changes from: January 25, 2011 : : 107 -480 586 507 -1,239 -546 160 -290 0 -138 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 63.4 13.4 11.7 17.0 15.7 2.8 1.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 19 4 4 8 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 14,980 : : Positions : : 10,705 11,340 2,612 1,712 364 102 300 48 0 182 44 : : : : Changes from: January 25, 2011 : : -103 -199 -103 -40 -21 -20 -100 0 0 -90 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 75.7 17.4 11.4 2.4 0.7 2.0 0.3 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 30,035 : : Positions : : 20,109 12,757 1,534 9,268 4,332 0 1,520 70 148 836 220 : : : : Changes from: January 25, 2011 : : -851 -350 -86 -710 -12 0 0 0 -2 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 42.5 5.1 30.9 14.4 0.0 5.1 0.2 0.5 2.8 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 5 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 11,305 : : Positions : : 8,253 7,612 924 1,881 510 100 0 40 0 438 0 : : : : Changes from: January 25, 2011 : : -115 -148 182 -49 -66 -30 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 67.3 8.2 16.6 4.5 0.9 0.0 0.4 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 2011 : 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 13,239 : : Positions : : 8,579 7,351 2,010 2,776 1,252 36 800 76 0 0 0 : : : : Changes from: January 25, 2011 : : -814 -702 -132 -158 -60 -16 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 55.5 15.2 21.0 9.5 0.3 6.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 13 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 49,320 : : Positions : : 46,538 36,523 2,293 12,160 0 0 0 0 0 468 0 : : : : Changes from: January 25, 2011 : : 1,049 1,805 -84 -798 0 0 0 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 74.1 4.6 24.7 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 728,237 : : Positions : : 679,045 488,440 43,768 220,549 5,424 0 0 0 0 13,824 0 : : : : Changes from: January 25, 2011 : : 23,455 40,999 -408 -17,136 -408 0 0 0 0 -816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 67.1 6.0 30.3 0.7 0.0 0.0 0.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 28,631 : : Positions : : 25,023 23,817 3,267 4,814 0 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -1,417 -1,596 -588 -430 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 83.2 11.4 16.8 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 53,964 : : Positions : : 25,234 41,048 28,730 12,916 0 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -2,730 -2,499 -1,932 -2,163 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 76.1 53.2 23.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 932,455 : : Positions : : 417,667 730,149 514,788 202,306 0 0 0 0 0 0 0 : : : : Changes from: January 25, 2011 : : -37,536 -41,208 -37,536 -33,864 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 78.3 55.2 21.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 190,557 : : Positions : : 108,061 147,730 81,482 41,906 814 0 0 0 200 0 0 : : : : Changes from: January 25, 2011 : : -6,773 -8,715 -4,652 -2,857 -41 0 0 0 -147 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 77.5 42.8 22.0 0.4 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 19 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 3,361,370 : : Positions : :1,959,157 2,644,027 1,387,593 703,779 13,564 0 0 0 1,056 0 0 : : : : Changes from: January 25, 2011 : : -129,192 -161,160 -85,631 -57,479 -49 0 0 0 -3,816 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 78.7 41.3 20.9 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 60,653 : : Positions : : 37,794 54,486 13,897 1,125 2,800 2,475 190 0 3,555 1,410 132 : : : : Changes from: January 25, 2011 : : -2,473 183 1,729 -105 -1,485 1,200 0 0 -378 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 89.8 22.9 1.9 4.6 4.1 0.3 0.0 5.9 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 5 . 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 1,160,296 : : Positions : : 924,364 969,274 141,885 35,048 64,642 0 1,760 0 24,125 84,292 5,280 : : : : Changes from: January 25, 2011 : : -11,496 -24,904 -2,499 -6,083 10,965 0 -2,040 0 0 19,032 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 83.5 12.2 3.0 5.6 0.0 0.2 0.0 2.1 7.3 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 18 20 5 . 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 49,487 : : Positions : : 36,697 31,866 2,955 8,606 8,474 1,020 0 255 0 243 0 : : : : Changes from: January 25, 2011 : : -1,050 -1,491 -615 -174 -141 0 0 0 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 64.4 6.0 17.4 17.1 2.1 0.0 0.5 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 26,944 : : Positions : : 24,336 21,673 1,164 1,375 936 0 0 0 0 2,536 190 : : : : Changes from: January 25, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 80.4 4.3 5.1 3.5 0.0 0.0 0.0 0.0 9.4 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 16,808 : : Positions : : 11,221 9,075 3,636 6,376 952 0 86 0 510 0 0 : : : : Changes from: January 25, 2011 : : -589 -465 -189 -420 0 0 86 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 54.0 21.6 37.9 5.7 0.0 0.5 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 973,786 : : Positions : : 782,735 577,517 1,104 190,221 167,211 0 21,360 0 0 13,477 4,000 : : : : Changes from: January 25, 2011 : : -6,387 8,677 -12,240 0 -4,080 0 -2,040 0 0 -6,528 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 59.3 0.1 19.5 17.2 0.0 2.2 0.0 0.0 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 1, 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 388,208 : : Positions : : 298,768 335,051 29,904 39,312 0 0 0 0 45,691 0 13,845 : : : : Changes from: January 25, 2011 : : -72,336 -24,480 -2,856 -2,856 0 0 0 0 45,691 -2,165 1,349 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 86.3 7.7 10.1 0.0 0.0 0.0 0.0 11.8 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 . . 0 0 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 4, 2011