Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 6,994 : : Positions : : 5,785 4,145 0 1,639 375 0 0 0 270 170 295 : : : : Changes from: September 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 59.3 0.0 23.4 5.4 0.0 0.0 0.0 3.9 2.4 4.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 194,348 : : Positions : : 78,887 77,605 1,358 20,125 72,099 19,702 3,620 19,329 425 62 455 : : : : Changes from: September 6, 2011 : : 730 242 -847 -322 28 277 321 -257 -3 7 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 39.9 0.7 10.4 37.1 10.1 1.9 9.9 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 . 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 25,892 : : Positions : : 13,601 13,424 2,729 2,151 5,570 103 120 2,269 0 890 0 : : : : Changes from: September 6, 2011 : : -35 54 191 -6 6 84 0 -0 0 134 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 51.8 10.5 8.3 21.5 0.4 0.5 8.8 0.0 3.4 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 13, 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 10,211 : : Positions : : 6,635 5,740 218 2,022 501 120 720 150 537 138 38 : : : : Changes from: September 6, 2011 : : -3 -1 0 2 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 56.2 2.1 19.8 4.9 1.2 7.1 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 13, 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 27,182 : : Positions : : 16,838 10,470 1,870 8,320 3,208 960 3,050 0 952 0 386 : : : : Changes from: September 6, 2011 : : 322 24 0 24 0 -240 0 0 -58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 38.5 6.9 30.6 11.8 3.5 11.2 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- Options and Futures Combined Positions as of September 13, 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 11,372 : : Positions : : 8,146 5,664 692 2,976 1,260 0 0 0 236 0 48 : : : : Changes from: September 6, 2011 : : -110 10 0 0 0 0 0 0 96 -24 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 49.8 6.1 26.2 11.1 0.0 0.0 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 11,138 : : Positions : : 7,978 6,922 928 1,270 752 0 502 330 0 298 0 : : : : Changes from: September 6, 2011 : : 48 48 0 0 12 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 62.1 8.3 11.4 6.8 0.0 4.5 3.0 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- Options and Futures Combined Positions as of September 13, 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 51,351 : : Positions : : 44,214 39,472 1,953 9,161 2,550 0 0 0 2,382 0 168 : : : : Changes from: September 6, 2011 : : 22 22 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 746,756 : : Positions : : 627,607 537,925 37,955 153,782 51,879 0 0 0 26,145 0 3,170 : : : : Changes from: September 6, 2011 : : 751 360 0 391 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 72.0 5.1 20.6 6.9 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 13, 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 329,892 : : Positions : : 291,062 265,914 3,170 54,570 0 0 0 0 26,252 0 9,408 : : : : Changes from: September 6, 2011 : : 0 2,040 0 0 0 0 0 0 2,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 80.6 1.0 16.5 0.0 0.0 0.0 0.0 8.0 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 13, 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: September 6, 2011 : : 0 0 0 0 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 13, 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: September 6, 2011 : : 0 0 0 0 0 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 13, 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 138,130 : : Positions : : 76,481 112,203 56,974 23,028 1,975 0 0 0 1,585 0 924 : : : : Changes from: September 6, 2011 : : 2,507 -107 -2,550 64 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 81.2 41.2 16.7 1.4 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 18 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,942,510 1,048,200 393,173 24,489 0 0 0 0 16,697 17,958 : : : : Changes from: September 6, 2011 : : 0 -2,040 0 0 0 0 0 0 0 2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 81.1 43.8 16.4 1.0 0.0 0.0 0.0 0.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 13 20 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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: September 6, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 1,128,826 : : Positions : : 922,343 618,521 47,613 316,792 96,660 23,520 70,560 0 23,610 11,213 15,080 : : : : Changes from: September 6, 2011 : : 23,400 -47,040 0 23,400 0 0 47,040 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 54.8 4.2 28.1 8.6 2.1 6.3 0.0 2.1 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 11 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 50,186 : : Positions : : 45,045 34,391 2,205 11,602 2,663 0 0 0 105 1,191 84 : : : : Changes from: September 6, 2011 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 68.5 4.4 23.1 5.3 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 13, 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: September 6, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 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 22,700 : : Positions : : 14,529 11,631 4,369 7,731 2,848 0 280 189 510 0 0 : : : : Changes from: September 6, 2011 : : -35 9 5 12 -26 0 -51 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 51.2 19.2 34.1 12.5 0.0 1.2 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 13, 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 914,989 : : Positions : : 812,080 572,560 0 257,444 73,220 23,400 7,925 0 2,449 0 3,840 : : : : Changes from: September 6, 2011 : : -391 -391 0 0 0 0 0 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 13, 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 921,501 : : Positions : : 353,534 747,242 347,575 117,132 47,952 94,080 0 0 69,185 0 9,175 : : : : Changes from: September 6, 2011 : : 0 0 0 47,040 0 47,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 81.1 37.7 12.7 5.2 10.2 0.0 0.0 7.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 7 . 4 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 727,271 : : Positions : : 223,897 296,531 111,290 406,720 0 0 0 0 368,064 0 24,020 : : : : Changes from: September 6, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 40.8 15.3 55.9 0.0 0.0 0.0 0.0 50.6 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 11 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 6, 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 8,821 : : Positions : : 2,676 3,477 2,514 0 2,760 0 1,615 723 0 88 94 : : : : Changes from: September 6, 2011 : : 132 177 54 0 238 0 -2 21 0 10 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 39.4 28.5 0.0 31.3 0.0 18.3 8.2 0.0 1.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 6 0 6 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 16, 2011