Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 156,578 : : Positions : : 82,795 93,829 6,718 33,676 11,413 24,518 0 14,961 12,809 211 2,152 : : : : Changes from: October 4, 2011 : : -3,842 -8,160 356 3,187 -1,155 -614 0 325 -216 148 467 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 59.9 4.3 21.5 7.3 15.7 0.0 9.6 8.2 0.1 1.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 43 39 7 8 9 8 0 5 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 68,631 : : Positions : : 54,750 42,598 4,529 17,878 6,227 1,246 364 948 392 77 438 : : : : Changes from: October 4, 2011 : : 5,157 3,746 304 2,468 861 649 -50 -2 -121 -175 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 62.1 6.6 26.0 9.1 1.8 0.5 1.4 0.6 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 20 . 5 6 . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 549,254 : : Positions : : 491,014 281,824 13,544 209,722 30,351 0 6,654 2,872 1,640 7,998 5,932 : : : : Changes from: October 4, 2011 : : 22,252 14,362 -310 6,335 -642 0 1,280 -952 0 -35 1,948 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 51.3 2.5 38.2 5.5 0.0 1.2 0.5 0.3 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 19 . 4 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,552,846 : : Positions : : 916,264 1,113,830 251,358 98,321 174,393 80,855 0 111,608 4,346 40,696 13,230 : : : : Changes from: October 4, 2011 : : -51,785 -29,271 31,238 16,561 -25,847 6,241 0 -5,008 416 -364 -1,967 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 71.7 16.2 6.3 11.2 5.2 0.0 7.2 0.3 2.6 0.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 28 6 4 8 7 0 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 124,326 : : Positions : : 79,933 89,555 16,769 6,321 23,641 1,408 1,812 1,156 311 858 514 : : : : Changes from: October 4, 2011 : : -1,519 -1,308 979 2,552 -4,031 279 -1,490 -69 -57 -46 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 72.0 13.5 5.1 19.0 1.1 1.5 0.9 0.3 0.7 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 27 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 466,764 : : Positions : : 345,046 286,003 87,863 126,627 29,694 0 20,544 0 609 344 1,648 : : : : Changes from: October 4, 2011 : : -10,143 5,109 -3,543 -9,912 -3,169 -1,920 -5,088 0 -991 -6,706 1,320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 61.3 18.8 27.1 6.4 0.0 4.4 0.0 0.1 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 54,187 : : Positions : : 23,317 20,929 1,017 25,037 4,871 20,598 340 2,258 424 0 256 : : : : Changes from: October 4, 2011 : : 37 605 38 258 212 858 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 38.6 1.9 46.2 9.0 38.0 0.6 4.2 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 18 5 5 10 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 15,227 : : Positions : : 9,868 10,869 2,053 582 1,190 182 500 664 0 768 0 : : : : Changes from: October 4, 2011 : : 62 236 -24 0 0 150 0 0 0 -78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 71.4 13.5 3.8 7.8 1.2 3.3 4.4 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 14 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 9,832 : : Positions : : 6,282 5,476 0 2,005 566 132 720 150 535 0 8 : : : : Changes from: October 4, 2011 : : 164 -16 0 240 0 0 0 0 3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 55.7 0.0 20.4 5.8 1.3 7.3 1.5 5.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 25,849 : : Positions : : 16,541 9,862 2,082 8,115 3,168 0 2,800 0 1,230 0 314 : : : : Changes from: October 4, 2011 : : 62 110 0 100 246 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 38.2 8.1 31.4 12.3 0.0 10.8 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 11, 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 10,907 : : Positions : : 8,360 6,590 923 1,332 683 0 512 320 0 418 0 : : : : Changes from: October 4, 2011 : : 212 28 0 24 -24 0 0 0 0 -68 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 60.4 8.5 12.2 6.3 0.0 4.7 2.9 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 53,033 : : Positions : : 45,854 40,112 1,911 9,951 2,655 0 0 0 2,235 0 315 : : : : Changes from: October 4, 2011 : : 1,592 1,573 0 19 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.6 3.6 18.8 5.0 0.0 0.0 0.0 4.2 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 11, 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 898,095 : : Positions : : 776,895 670,644 35,218 174,387 53,064 0 0 0 32,918 0 0 : : : : Changes from: October 4, 2011 : : 142,071 141,287 -784 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.7 3.9 19.4 5.9 0.0 0.0 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 23,188 : : Positions : : 21,506 16,290 126 6,325 63 0 0 0 750 0 510 : : : : Changes from: October 4, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 70.3 0.5 27.3 0.3 0.0 0.0 0.0 3.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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: October 4, 2011 : : 0 0 0 0 0 0 0 0 0 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 11, 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: October 4, 2011 : : 0 0 0 0 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 11, 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: October 4, 2011 : : 0 0 0 0 0 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 11, 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 132,723 : : Positions : : 70,706 109,757 56,976 20,311 1,962 0 0 0 2,131 0 693 : : : : Changes from: October 4, 2011 : : 148 148 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 82.7 42.9 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 21 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 2,310,647 : : Positions : :1,208,377 1,893,782 1,042,590 341,630 33,792 0 0 0 7,930 23,485 17,958 : : : : Changes from: October 4, 2011 : : 4,680 4,680 0 0 0 0 0 0 3,965 3,965 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 82.0 45.1 14.8 1.5 0.0 0.0 0.0 0.3 1.0 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 11, 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: October 4, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 11, 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 1,075,439 : : Positions : : 867,271 616,492 50,400 342,112 93,633 23,520 0 0 27,455 10,042 13,160 : : : : Changes from: October 4, 2011 : : 3,875 3,875 0 0 0 0 0 0 3,965 3,965 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 57.3 4.7 31.8 8.7 2.2 0.0 0.0 2.6 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 51,425 : : Positions : : 46,491 36,479 2,100 10,264 2,666 0 381 0 0 1,275 105 : : : : Changes from: October 4, 2011 : : 3,315 3,315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 70.9 4.1 20.0 5.2 0.0 0.7 0.0 0.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 19,081 : : Positions : : 13,234 11,541 4,539 1,530 42 0 5,226 0 650 126 616 : : : : Changes from: October 4, 2011 : : 0 210 210 0 -84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 60.5 23.8 8.0 0.2 0.0 27.4 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 11, 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 22,948 : : Positions : : 19,969 21,146 2,853 1,781 0 0 0 0 126 0 0 : : : : Changes from: October 4, 2011 : : 210 63 0 210 -42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 92.1 12.4 7.8 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 45,441 : : Positions : : 24,372 37,476 19,893 2,550 252 0 645 630 0 3,678 147 : : : : Changes from: October 4, 2011 : : 1,530 1,530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 82.5 43.8 5.6 0.6 0.0 1.4 1.4 0.0 8.1 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 11, 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 18,717 : : Positions : : 12,022 10,122 4,232 6,977 1,530 168 0 0 765 88 0 : : : : Changes from: October 4, 2011 : : 88 0 0 0 0 0 0 0 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 54.1 22.6 37.3 8.2 0.9 0.0 0.0 4.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 975,421 : : Positions : : 882,424 628,506 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833 : : : : Changes from: October 4, 2011 : : 71,330 71,330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 64.4 0.0 24.7 6.7 2.4 0.6 0.0 0.2 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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: October 4, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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: 25 : : 13 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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: October 4, 2011 : : 0 0 0 0 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 14, 2011