Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 200,048 : : Positions : : 80,499 79,948 2,445 19,922 74,444 19,643 4,133 20,068 461 39 454 : : : : Changes from: September 20, 2011 : : -85 1,349 564 -1,289 1,274 422 942 -140 22 -15 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 40.0 1.2 10.0 37.2 9.8 2.1 10.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 22 4 5 9 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 25,615 : : Positions : : 13,579 13,876 2,689 2,009 5,460 0 137 2,205 0 884 0 : : : : Changes from: September 20, 2011 : : -36 -66 2 -76 -183 -127 17 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 54.2 10.5 7.8 21.3 0.0 0.5 8.6 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 10,370 : : Positions : : 6,791 5,772 218 2,105 526 120 720 150 557 128 44 : : : : Changes from: September 20, 2011 : : 119 -27 0 167 -79 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 55.7 2.1 20.3 5.1 1.2 6.9 1.4 5.4 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,709 : : Positions : : 6,707 6,664 1,248 502 1,910 4 276 296 264 0 202 : : : : Changes from: September 20, 2011 : : 20 160 0 240 -240 -1 0 0 68 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 56.9 10.7 4.3 16.3 0.0 2.4 2.5 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 26,486 : : Positions : : 17,288 10,220 1,870 8,248 3,208 0 2,810 0 1,142 0 392 : : : : Changes from: September 20, 2011 : : 410 -10 0 -192 0 -960 -240 0 190 0 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 38.6 7.1 31.1 12.1 0.0 10.6 0.0 4.3 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 11,546 : : Positions : : 8,176 5,666 692 3,144 1,260 0 0 0 382 0 48 : : : : Changes from: September 20, 2011 : : -50 -30 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 49.1 6.0 27.2 10.9 0.0 0.0 0.0 3.3 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 27, 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 11,210 : : Positions : : 8,258 6,990 928 1,270 752 0 502 330 0 302 0 : : : : Changes from: September 20, 2011 : : 296 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 62.4 8.3 11.3 6.7 0.0 4.5 2.9 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 53,644 : : Positions : : 46,402 40,280 1,953 10,352 2,655 0 0 0 2,193 0 357 : : : : Changes from: September 20, 2011 : : 127 43 0 0 0 0 0 0 -84 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.1 3.6 19.3 4.9 0.0 0.0 0.0 4.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 789,359 : : Positions : : 666,607 552,757 37,187 183,187 52,647 0 0 0 32,150 0 768 : : : : Changes from: September 20, 2011 : : 768 0 -768 6,005 768 0 0 0 6,005 0 -2,402 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 70.0 4.7 23.2 6.7 0.0 0.0 0.0 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 332,964 : : Positions : : 294,134 267,450 3,170 56,106 0 0 0 0 26,252 0 9,408 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.3 1.0 16.9 0.0 0.0 0.0 0.0 7.9 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 43,175 : : Positions : : 24,837 29,471 15,798 11,164 2,540 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 68.3 36.6 25.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 797,410 : : Positions : : 470,167 548,770 282,368 203,765 44,875 0 0 0 0 0 0 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 68.8 35.4 25.6 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 138,705 : : Positions : : 76,481 112,988 57,184 22,768 2,025 0 0 0 1,900 0 924 : : : : Changes from: September 20, 2011 : : 0 0 0 0 0 0 0 0 315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 81.5 41.2 16.4 1.5 0.0 0.0 0.0 1.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 19 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 2,405,754 : : Positions : :1,309,681 1,947,158 1,047,696 389,672 26,454 0 0 0 3,965 24,512 17,958 : : : : Changes from: September 20, 2011 : : 3,965 -7,930 -2,040 0 0 0 0 0 0 9,855 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 80.9 43.5 16.2 1.1 0.0 0.0 0.0 0.2 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 14 22 . 5 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 43,696 : : Positions : : 28,895 36,134 7,867 2,133 2,352 645 820 630 2,587 907 720 : : : : Changes from: September 20, 2011 : : 0 510 510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 82.7 18.0 4.9 5.4 1.5 1.9 1.4 5.9 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 1,137,199 : : Positions : : 923,396 651,401 53,472 338,272 100,161 23,520 23,520 0 23,400 10,595 13,250 : : : : Changes from: September 20, 2011 : : -2,448 9,360 9,360 -2,040 0 0 0 0 -210 -618 -1,830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 57.3 4.7 29.7 8.8 2.1 2.1 0.0 2.1 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 50,081 : : Positions : : 44,940 34,181 2,205 11,602 2,663 0 0 0 0 1,191 189 : : : : Changes from: September 20, 2011 : : -210 -210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.3 4.4 23.2 5.3 0.0 0.0 0.0 0.0 2.4 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 19,480 : : Positions : : 13,549 11,877 4,539 1,530 126 0 5,226 0 650 105 616 : : : : Changes from: September 20, 2011 : : 3,951 0 0 0 0 0 3,951 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 61.0 23.3 7.9 0.6 0.0 26.8 0.0 3.3 0.5 3.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 39,582 : : Positions : : 21,021 31,512 17,259 2,550 336 0 645 630 0 3,657 168 : : : : Changes from: September 20, 2011 : : 0 84 0 0 0 0 0 0 0 -84 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 79.6 43.6 6.4 0.8 0.0 1.6 1.6 0.0 9.2 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 22,594 : : Positions : : 14,477 11,579 4,386 7,766 2,776 0 263 189 510 0 0 : : : : Changes from: September 20, 2011 : : -22 30 -15 -25 27 0 -42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 51.2 19.4 34.4 12.3 0.0 1.2 0.8 2.3 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 27, 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 946,259 : : Positions : : 843,350 572,560 0 257,444 73,220 23,400 7,925 0 1,536 30,357 4,753 : : : : Changes from: September 20, 2011 : : 7,750 0 0 0 0 0 0 0 0 7,750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 60.5 0.0 27.2 7.7 2.5 0.8 0.0 0.2 3.2 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 880,466 : : Positions : : 353,534 747,242 353,580 70,092 47,952 47,040 0 0 63,180 0 15,180 : : : : Changes from: September 20, 2011 : : 0 0 6,005 0 0 0 0 0 -6,005 0 6,005 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 84.9 40.2 8.0 5.4 5.3 0.0 0.0 7.2 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 27, 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 20, 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 27, 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 8,830 : : Positions : : 2,618 3,402 2,445 46 2,882 0 1,481 780 0 96 74 : : : : Changes from: September 20, 2011 : : -58 -75 -69 46 122 0 -134 56 0 8 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 38.5 27.7 0.5 32.6 0.0 16.8 8.8 0.0 1.1 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 5 . 6 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 30, 2011