Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 194,296 : : Positions : : 78,158 77,363 2,205 20,446 72,071 19,424 3,300 19,586 428 55 465 : : : : Changes from: August 30, 2011 : : -2,192 -1,501 224 -95 -758 1,350 1,270 -1,966 243 -70 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 39.8 1.1 10.5 37.1 10.0 1.7 10.1 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 21 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 25,502 : : Positions : : 13,636 13,369 2,538 2,157 5,564 18 120 2,269 0 756 0 : : : : Changes from: August 30, 2011 : : -818 -769 -9 -65 -133 -87 0 -12 0 -140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 52.4 10.0 8.5 21.8 0.1 0.5 8.9 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 10,213 : : Positions : : 6,638 5,741 218 2,020 502 120 720 150 537 138 38 : : : : Changes from: August 30, 2011 : : -237 -418 -22 158 -64 0 0 0 -29 6 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 56.2 2.1 19.8 4.9 1.2 7.0 1.5 5.3 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 26,894 : : Positions : : 16,516 10,446 1,870 8,296 3,208 1,200 3,050 0 1,010 0 386 : : : : Changes from: August 30, 2011 : : -1,059 -658 204 -441 -298 0 -10 0 -36 0 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 38.8 7.0 30.8 11.9 4.5 11.3 0.0 3.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 11,410 : : Positions : : 8,256 5,654 692 2,976 1,260 0 0 0 140 24 72 : : : : Changes from: August 30, 2011 : : -337 -255 -154 -11 -10 0 0 0 20 -6 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 49.6 6.1 26.1 11.0 0.0 0.0 0.0 1.2 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 10,982 : : Positions : : 7,930 6,874 928 1,270 740 0 502 330 0 298 0 : : : : Changes from: August 30, 2011 : : -567 -622 55 8 -95 0 10 -10 0 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 62.6 8.5 11.6 6.7 0.0 4.6 3.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 51,329 : : Positions : : 44,192 39,450 1,953 9,161 2,550 0 0 0 2,382 0 168 : : : : Changes from: August 30, 2011 : : -1,484 1,358 -115 -116 0 0 0 0 2,382 -398 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 76.9 3.8 17.8 5.0 0.0 0.0 0.0 4.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 746,005 : : Positions : : 626,856 537,565 37,955 153,391 51,879 0 0 0 26,145 0 3,170 : : : : Changes from: August 30, 2011 : : -31,913 25,232 -376 -8,601 -376 0 0 0 26,145 -22,775 3,170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 72.1 5.1 20.6 7.0 0.0 0.0 0.0 3.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 327,852 : : Positions : : 291,062 263,874 3,170 54,570 0 0 0 0 24,212 0 9,408 : : : : Changes from: August 30, 2011 : : -22,184 -22,560 -752 -7,896 0 0 0 0 -7,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 80.5 1.0 16.6 0.0 0.0 0.0 0.0 7.4 0.0 2.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 : : 24,627 29,471 16,008 11,164 2,540 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -1,748 -2,944 -2,208 -1,012 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 68.3 37.1 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- Options and Futures Combined Positions as of September 6, 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 789,730 : : Positions : : 462,487 541,090 282,368 203,765 44,875 0 0 0 0 0 0 : : : : Changes from: August 30, 2011 : : -24,440 -42,488 -32,507 -14,459 -2,085 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 68.5 35.8 25.8 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 138,173 : : Positions : : 73,974 112,310 59,524 22,964 1,975 0 0 0 1,585 0 924 : : : : Changes from: August 30, 2011 : : -6,463 -7,797 -3,864 -2,461 -483 0 0 0 69 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 81.3 43.1 16.6 1.4 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 2,394,827 : : Positions : :1,304,180 1,944,550 1,048,200 393,173 24,489 0 0 0 0 14,657 17,958 : : : : Changes from: August 30, 2011 : : -109,792 -124,456 -61,288 -38,352 -5,264 0 0 0 0 -8,272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 81.2 43.8 16.4 1.0 0.0 0.0 0.0 0.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 20 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 42,991 : : Positions : : 28,635 35,624 7,617 2,133 2,157 645 820 630 2,587 907 720 : : : : Changes from: August 30, 2011 : : -2,582 -2,645 -690 -305 305 0 0 0 230 -115 -230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 82.9 17.7 5.0 5.0 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- Options and Futures Combined Positions as of September 6, 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 1,105,426 : : Positions : : 898,943 665,561 47,613 293,392 96,660 23,520 23,520 0 23,610 11,213 15,080 : : : : Changes from: August 30, 2011 : : -55,648 -124,503 -3,008 66,975 -6,392 0 0 0 -1,504 -2,632 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 60.2 4.3 26.5 8.7 2.1 2.1 0.0 2.1 1.0 1.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 11 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 49,676 : : Positions : : 44,535 33,881 2,205 11,602 2,663 0 0 0 105 1,191 84 : : : : Changes from: August 30, 2011 : : -2,185 -2,829 -115 506 -851 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.2 4.4 23.4 5.4 0.0 0.0 0.0 0.2 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 38,223 : : Positions : : 19,746 31,428 17,259 2,550 336 630 0 0 0 3,741 84 : : : : Changes from: August 30, 2011 : : -2,047 -1,403 460 0 -506 460 0 -460 0 276 -276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 82.2 45.2 6.7 0.9 1.6 0.0 0.0 0.0 9.8 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 22,756 : : Positions : : 14,564 11,622 4,363 7,719 2,874 0 331 189 510 0 0 : : : : Changes from: August 30, 2011 : : -1,109 -4,886 -229 3,668 -110 0 -96 -23 -46 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 51.1 19.2 33.9 12.6 0.0 1.5 0.8 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 915,380 : : Positions : : 812,471 572,951 0 257,444 73,220 23,400 7,925 0 2,449 0 3,840 : : : : Changes from: August 30, 2011 : : -35,344 -49,580 0 16,116 -14,288 0 -1,880 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 62.6 0.0 28.1 8.0 2.6 0.9 0.0 0.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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: August 30, 2011 : : -25,557 -18,800 -752 -6,757 -1,128 0 0 0 752 0 -752 : : : : 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- Options and Futures Combined Positions as of September 6, 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: August 30, 2011 : : -9,776 -52,514 -20,128 22,610 850 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 6, 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 ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 8,367 : : Positions : : 2,544 3,299 2,461 0 2,522 0 1,617 702 0 79 100 : : : : Changes from: August 30, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 39.4 29.4 0.0 30.1 0.0 19.3 8.4 0.0 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 6 0 6 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 9, 2011