Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 160,477 : : Positions : : 84,725 98,163 4,909 31,082 14,816 27,226 0 14,121 10,937 84 1,790 : : : : Changes from: September 13, 2011 : : 2,121 -5,252 -379 6,892 -2,597 320 -102 94 -1,475 -84 -507 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 61.2 3.1 19.4 9.2 17.0 0.0 8.8 6.8 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 43 38 7 8 10 10 0 7 9 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 60,130 : : Positions : : 48,134 38,210 4,750 15,086 5,469 1,120 493 77 143 358 437 : : : : Changes from: September 13, 2011 : : 2,626 1,079 52 1,098 -332 -182 129 -52 -111 79 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 63.5 7.9 25.1 9.1 1.9 0.8 0.1 0.2 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 19 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 525,591 : : Positions : : 470,313 281,512 9,246 201,074 30,264 4,448 994 2,296 5,448 5,875 3,576 : : : : Changes from: September 13, 2011 : : -9,963 -26,419 -7,127 10,320 963 -656 -328 984 -656 -1,975 1,968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 53.6 1.8 38.3 5.8 0.8 0.2 0.4 1.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 19 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,614,812 : : Positions : : 979,034 1,169,306 232,290 77,168 200,147 82,395 5,894 100,979 4,338 45,305 15,605 : : : : Changes from: September 13, 2011 : : 12,981 33,964 38,401 5,088 -10,888 -11,930 1,223 20,904 24 -1,207 -8,976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 72.4 14.4 4.8 12.4 5.1 0.4 6.3 0.3 2.8 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 32 29 4 4 8 6 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 121,060 : : Positions : : 75,859 82,885 14,690 4,718 27,459 1,431 4,015 765 182 667 539 : : : : Changes from: September 13, 2011 : : 591 2,108 314 -595 -393 336 -259 -104 107 95 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 68.5 12.1 3.9 22.7 1.2 3.3 0.6 0.2 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 28 5 . 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 467,193 : : Positions : : 340,655 262,865 91,382 140,955 30,980 1,920 25,664 0 1,600 6,073 656 : : : : Changes from: September 13, 2011 : : 14,201 20,123 1,979 -5,512 2,592 0 1,280 0 0 289 -952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 56.3 19.6 30.2 6.6 0.4 5.5 0.0 0.3 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 19 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 55,450 : : Positions : : 24,963 21,561 728 25,822 5,135 20,672 380 1,656 360 42 284 : : : : Changes from: September 13, 2011 : : 1,638 676 352 1,292 234 40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 38.9 1.3 46.6 9.3 37.3 0.7 3.0 0.6 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 . 6 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 15,398 : : Positions : : 9,908 10,820 2,306 592 1,142 0 520 400 0 884 0 : : : : Changes from: September 13, 2011 : : -6 450 0 0 0 0 0 0 0 -6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 70.3 15.0 3.8 7.4 0.0 3.4 2.6 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 5 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,190 : : Positions : : 6,557 5,794 218 1,828 600 120 720 150 537 128 44 : : : : Changes from: September 13, 2011 : : 36 60 0 -86 105 0 0 0 0 -10 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 56.9 2.1 17.9 5.9 1.2 7.1 1.5 5.3 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 26,942 : : Positions : : 16,878 10,230 1,870 8,440 3,208 960 3,050 0 952 0 386 : : : : Changes from: September 13, 2011 : : 40 -240 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 38.0 6.9 31.3 11.9 3.6 11.3 0.0 3.5 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,572 : : Positions : : 8,226 5,696 692 3,144 1,260 0 0 0 362 0 48 : : : : Changes from: September 13, 2011 : : 80 32 0 168 0 0 0 0 126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 49.2 6.0 27.2 10.9 0.0 0.0 0.0 3.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 11,190 : : Positions : : 7,962 6,970 928 1,270 752 0 502 330 0 302 0 : : : : Changes from: September 13, 2011 : : -16 48 0 0 0 0 0 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 62.3 8.3 11.3 6.7 0.0 4.5 2.9 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 53,517 : : Positions : : 46,275 40,237 1,953 10,352 2,655 0 0 0 2,277 0 273 : : : : Changes from: September 13, 2011 : : 2,061 765 0 1,191 105 0 0 0 -105 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.2 3.6 19.3 5.0 0.0 0.0 0.0 4.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 784,988 : : Positions : : 665,839 552,757 37,955 177,182 51,879 0 0 0 26,145 0 3,170 : : : : Changes from: September 13, 2011 : : 38,232 14,832 0 23,400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 70.4 4.8 22.6 6.6 0.0 0.0 0.0 3.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 332,964 : : Positions : : 294,134 267,450 3,170 56,106 0 0 0 0 26,252 0 9,408 : : : : Changes from: September 13, 2011 : : 3,072 1,536 0 1,536 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.3 1.0 16.9 0.0 0.0 0.0 0.0 7.9 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 43,175 : : Positions : : 24,837 29,471 15,798 11,164 2,540 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 210 0 -210 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 68.3 36.6 25.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 797,410 : : Positions : : 470,167 548,770 282,368 203,765 44,875 0 0 0 0 0 0 : : : : Changes from: September 13, 2011 : : 7,680 7,680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 68.8 35.4 25.6 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 138,705 : : Positions : : 76,481 112,988 57,184 22,768 2,025 0 0 0 1,585 0 924 : : : : Changes from: September 13, 2011 : : 0 785 210 -260 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 81.5 41.2 16.4 1.5 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 15 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,403,829 : : Positions : :1,305,716 1,955,088 1,049,736 389,672 26,454 0 0 0 3,965 14,657 17,958 : : : : Changes from: September 13, 2011 : : 1,536 12,578 1,536 -3,501 1,965 0 0 0 3,965 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 81.3 43.7 16.2 1.1 0.0 0.0 0.0 0.2 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 13 22 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 43,186 : : Positions : : 28,895 35,624 7,357 2,133 2,352 645 820 630 2,587 907 720 : : : : Changes from: September 13, 2011 : : 260 0 -260 0 195 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 82.5 17.0 4.9 5.4 1.5 1.9 1.5 6.0 2.1 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 1,132,327 : : Positions : : 925,844 642,041 44,112 340,312 100,161 23,520 23,520 0 23,610 11,213 15,080 : : : : Changes from: September 13, 2011 : : 3,501 23,520 -3,501 23,520 3,501 0 -47,040 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 56.7 3.9 30.1 8.8 2.1 2.1 0.0 2.1 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 11 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 50,291 : : Positions : : 45,150 34,391 2,205 11,602 2,663 0 0 0 0 1,191 189 : : : : Changes from: September 13, 2011 : : 105 0 0 0 0 0 0 0 -105 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 68.4 4.4 23.1 5.3 0.0 0.0 0.0 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 15,529 : : Positions : : 9,598 11,877 4,539 1,530 126 0 1,275 0 650 105 616 : : : : Changes from: September 13, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 76.5 29.2 9.9 0.8 0.0 8.2 0.0 4.2 0.7 4.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 39,498 : : Positions : : 21,021 31,428 17,259 2,550 336 0 645 630 0 3,741 84 : : : : Changes from: September 13, 2011 : : 1,275 0 0 0 0 -630 645 630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 79.6 43.7 6.5 0.9 0.0 1.6 1.6 0.0 9.5 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 20,645 : : Positions : : 13,530 10,437 4,631 8,657 1,530 189 0 0 510 0 0 : : : : Changes from: September 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 50.6 22.4 41.9 7.4 0.9 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 938,509 : : Positions : : 835,600 572,560 0 257,444 73,220 23,400 7,925 0 1,536 22,607 4,753 : : : : Changes from: September 13, 2011 : : 23,520 0 0 0 0 0 0 0 -913 22,607 913 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 61.0 0.0 27.4 7.8 2.5 0.8 0.0 0.2 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 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 874,461 : : Positions : : 353,534 747,242 347,575 70,092 47,952 47,040 0 0 69,185 0 9,175 : : : : Changes from: September 13, 2011 : : 0 0 0 -47,040 0 -47,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 85.5 39.7 8.0 5.5 5.4 0.0 0.0 7.9 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 20, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 140,556 : : Positions : : 135,768 74,662 3,170 58,271 1,618 0 0 0 0 6,005 0 : : : : Changes from: September 13, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 23, 2011