Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 161,739 : : Positions : : 86,637 101,989 6,362 30,489 12,568 25,132 0 14,636 13,025 63 1,685 : : : : Changes from: September 27, 2011 : : 2,431 2,511 767 870 -200 -461 0 395 707 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 63.1 3.9 18.9 7.8 15.5 0.0 9.0 8.1 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 81 : : 44 40 7 8 10 9 0 6 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 61,659 : : Positions : : 49,593 38,852 4,225 15,410 5,366 597 414 950 513 252 415 : : : : Changes from: September 27, 2011 : : 1,849 914 -577 -216 -255 -679 -103 771 0 -2 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 63.0 6.9 25.0 8.7 1.0 0.7 1.5 0.8 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 20 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 525,004 : : Positions : : 468,762 267,462 13,854 203,387 30,993 0 5,374 3,824 1,640 8,033 3,984 : : : : Changes from: September 27, 2011 : : -8,228 -14,800 4,608 1,664 73 -3,776 4,006 544 -560 2,486 -3,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 50.9 2.6 38.7 5.9 0.0 1.0 0.7 0.3 1.5 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 20 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,598,790 : : Positions : : 968,049 1,143,101 220,120 81,760 200,240 74,614 0 116,616 3,930 41,060 15,197 : : : : Changes from: September 27, 2011 : : -23,584 -28,386 -11,850 -3,936 9,343 -422 0 6,304 0 -3,534 793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 71.5 13.8 5.1 12.5 4.7 0.0 7.3 0.2 2.6 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 31 4 4 8 7 0 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 128,354 : : Positions : : 81,452 90,863 15,790 3,769 27,672 1,129 3,302 1,225 368 904 536 : : : : Changes from: September 27, 2011 : : 1,820 3,755 793 -517 564 -149 -739 410 160 75 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 70.8 12.3 2.9 21.6 0.9 2.6 1.0 0.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 29 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 483,306 : : Positions : : 355,189 280,894 91,406 136,539 32,863 1,920 25,632 0 1,600 7,050 328 : : : : Changes from: September 27, 2011 : : 10,998 5,806 -632 3,936 899 0 624 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 58.1 18.9 28.3 6.8 0.4 5.3 0.0 0.3 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 53,256 : : Positions : : 23,280 20,324 979 24,779 4,659 19,740 340 2,138 424 0 256 : : : : Changes from: September 27, 2011 : : -1,207 -2,095 -277 -45 -466 -692 -40 242 40 -18 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 38.2 1.8 46.5 8.7 37.1 0.6 4.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 18 4 5 9 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 15,049 : : Positions : : 9,806 10,633 2,077 582 1,190 32 500 664 0 846 0 : : : : Changes from: September 27, 2011 : : -140 -213 -181 -10 48 32 -20 264 0 -38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 70.7 13.8 3.9 7.9 0.2 3.3 4.4 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 9,667 : : Positions : : 6,118 5,492 0 1,765 566 132 720 150 532 0 8 : : : : Changes from: September 27, 2011 : : -559 -274 -218 -231 46 12 0 0 -25 -128 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 56.8 0.0 18.3 5.9 1.4 7.4 1.6 5.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 25,517 : : Positions : : 16,479 9,752 2,082 8,015 2,922 0 2,800 0 1,230 0 314 : : : : Changes from: September 27, 2011 : : -809 -468 212 -233 -286 0 -10 0 88 0 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 38.2 8.2 31.4 11.5 0.0 11.0 0.0 4.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 10,971 : : Positions : : 8,148 6,562 923 1,308 707 0 512 320 0 486 0 : : : : Changes from: September 27, 2011 : : -110 -428 -5 38 -45 0 10 -10 0 184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 59.8 8.4 11.9 6.4 0.0 4.7 2.9 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 51,441 : : Positions : : 44,262 38,539 1,911 9,932 2,655 0 0 0 2,235 0 315 : : : : Changes from: September 27, 2011 : : -2,140 -1,741 -42 -420 0 0 0 0 42 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 74.9 3.7 19.3 5.2 0.0 0.0 0.0 4.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 756,808 : : Positions : : 634,824 529,357 36,002 174,387 53,064 0 0 0 32,918 0 0 : : : : Changes from: September 27, 2011 : : -31,783 -23,400 -1,185 -8,800 417 0 0 0 768 0 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 69.9 4.8 23.0 7.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 373,980 : : Positions : : 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408 : : : : Changes from: September 27, 2011 : : 51,384 -21,120 -768 62,136 0 0 0 0 -9,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 42,501 : : Positions : : 26,179 26,951 13,782 13,010 2,540 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : 1,342 -2,520 -2,016 1,846 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 63.4 32.4 30.6 6.0 0.0 0.0 0.0 0.0 0.0 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 October 4, 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 791,682 : : Positions : : 499,767 505,378 250,880 245,269 41,035 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : 29,600 -43,392 -31,488 41,504 -3,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 63.8 31.7 31.0 5.2 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 October 4, 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 132,575 : : Positions : : 70,558 109,609 56,976 20,311 1,962 0 0 0 2,131 0 693 : : : : Changes from: September 27, 2011 : : -5,923 -3,379 -208 -2,457 -63 0 0 0 231 0 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 82.7 43.0 15.3 1.5 0.0 0.0 0.0 1.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 2,302,002 : : Positions : :1,203,697 1,889,102 1,042,590 341,630 33,792 0 0 0 3,965 19,520 17,958 : : : : Changes from: September 27, 2011 : : -105,984 -58,056 -5,106 -48,042 7,338 0 0 0 0 -4,992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 82.1 45.3 14.8 1.5 0.0 0.0 0.0 0.2 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 21 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 44,515 : : Positions : : 31,721 35,759 4,783 2,586 3,429 519 820 756 2,860 718 447 : : : : Changes from: September 27, 2011 : : 2,826 -375 -3,084 453 1,077 -126 0 126 273 -189 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.3 10.7 5.8 7.7 1.2 1.8 1.7 6.4 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 1,067,599 : : Positions : : 863,396 612,617 50,400 342,112 93,633 23,520 0 0 23,490 6,077 13,160 : : : : Changes from: September 27, 2011 : : -60,000 -38,784 -3,072 3,840 -6,528 0 -23,520 0 90 -4,518 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 57.4 4.7 32.0 8.8 2.2 0.0 0.0 2.2 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 48,110 : : Positions : : 43,176 33,164 2,100 10,264 2,666 0 381 0 0 1,275 105 : : : : Changes from: September 27, 2011 : : -1,764 -1,017 -105 -1,338 3 0 381 0 0 84 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.9 4.4 21.3 5.5 0.0 0.8 0.0 0.0 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 18,955 : : Positions : : 13,234 11,331 4,329 1,530 126 0 5,226 0 650 126 616 : : : : Changes from: September 27, 2011 : : -315 -546 -210 0 0 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 59.8 22.8 8.1 0.7 0.0 27.6 0.0 3.4 0.7 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,780 : : Positions : : 19,759 21,083 2,853 1,571 42 0 0 0 126 0 0 : : : : Changes from: September 27, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 92.6 12.5 6.9 0.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 43,911 : : Positions : : 22,842 35,946 19,893 2,550 252 0 645 630 0 3,678 147 : : : : Changes from: September 27, 2011 : : 1,821 4,434 2,634 0 -84 0 0 0 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 81.9 45.3 5.8 0.6 0.0 1.5 1.4 0.0 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 18,629 : : Positions : : 11,934 10,122 4,232 6,977 1,530 168 0 0 765 0 0 : : : : Changes from: September 27, 2011 : : -1,596 -315 -399 -1,680 0 -21 0 0 255 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 54.3 22.7 37.5 8.2 0.9 0.0 0.0 4.1 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 October 4, 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 904,091 : : Positions : : 811,094 557,176 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833 : : : : Changes from: September 27, 2011 : : -32,256 -15,384 0 -16,872 -7,992 0 -1,920 0 0 1,920 -1,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 61.6 0.0 26.6 7.2 2.6 0.7 0.0 0.2 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 867,938 : : Positions : : 342,926 737,402 352,812 69,324 46,800 47,040 0 0 63,948 0 14,412 : : : : Changes from: September 27, 2011 : : -10,608 -9,840 -768 -768 -1,152 0 0 0 768 0 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 85.0 40.6 8.0 5.4 5.4 0.0 0.0 7.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 4, 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 131,724 : : Positions : : 127,704 71,206 2,402 52,895 1,618 0 0 0 0 6,005 0 : : : : Changes from: September 27, 2011 : : -8,064 -3,456 -768 -5,376 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2011