Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 192,026 : : Positions : : 76,227 74,124 1,944 20,285 71,503 17,872 3,195 21,333 481 0 433 : : : : Changes from: September 27, 2011 : : -4,272 -5,824 -501 363 -2,941 -1,772 -938 1,265 19 -39 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 38.6 1.0 10.6 37.2 9.3 1.7 11.1 0.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 23 4 5 9 . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 26,311 : : Positions : : 13,648 13,905 2,343 2,209 6,011 443 120 2,586 0 846 0 : : : : Changes from: September 27, 2011 : : 69 29 -347 200 551 443 -17 381 0 -38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 52.9 8.9 8.4 22.8 1.7 0.5 9.8 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 9,747 : : Positions : : 6,194 5,496 0 1,836 570 132 720 150 532 0 8 : : : : Changes from: September 27, 2011 : : -598 -275 -218 -269 45 12 0 0 -25 -128 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 56.4 0.0 18.8 5.9 1.4 7.4 1.5 5.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 10 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 11,412 : : Positions : : 6,398 6,446 1,170 713 1,871 60 272 268 396 394 172 : : : : Changes from: September 27, 2011 : : -309 -218 -78 211 -39 56 -4 -28 132 394 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 56.5 10.3 6.2 16.4 0.5 2.4 2.3 3.5 3.5 1.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 25,517 : : Positions : : 16,479 9,752 2,082 8,015 2,922 0 2,800 0 1,230 0 314 : : : : Changes from: September 27, 2011 : : -809 -468 212 -233 -286 0 -10 0 88 0 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 38.2 8.2 31.4 11.5 0.0 11.0 0.0 4.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 10,971 : : Positions : : 8,148 6,562 923 1,308 707 0 512 320 0 486 0 : : : : Changes from: September 27, 2011 : : -110 -428 -5 38 -45 0 10 -10 0 184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 59.8 8.4 11.9 6.4 0.0 4.7 2.9 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 51,441 : : Positions : : 44,262 38,539 1,911 9,932 2,655 0 0 0 2,235 0 315 : : : : Changes from: September 27, 2011 : : -2,140 -1,741 -42 -420 0 0 0 0 42 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 74.9 3.7 19.3 5.2 0.0 0.0 0.0 4.3 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 756,808 : : Positions : : 634,824 529,357 36,002 174,387 53,064 0 0 0 32,918 0 0 : : : : Changes from: September 27, 2011 : : -31,783 -23,400 -1,185 -8,800 417 0 0 0 768 0 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 69.9 4.8 23.0 7.0 0.0 0.0 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 373,980 : : Positions : : 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408 : : : : Changes from: September 27, 2011 : : 51,384 -21,120 -768 62,136 0 0 0 0 -9,600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 42,501 : : Positions : : 26,179 26,951 13,782 13,010 2,540 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : 1,342 -2,520 -2,016 1,846 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 63.4 32.4 30.6 6.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 791,682 : : Positions : : 499,767 505,378 250,880 245,269 41,035 0 0 0 0 0 0 : : : : Changes from: September 27, 2011 : : 29,600 -43,392 -31,488 41,504 -3,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 63.8 31.7 31.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 132,575 : : Positions : : 70,558 109,609 56,976 20,311 1,962 0 0 0 2,131 0 693 : : : : Changes from: September 27, 2011 : : -5,923 -3,379 -208 -2,457 -63 0 0 0 231 0 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 82.7 43.0 15.3 1.5 0.0 0.0 0.0 1.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,302,002 : : Positions : :1,203,697 1,889,102 1,042,590 341,630 33,792 0 0 0 3,965 19,520 17,958 : : : : Changes from: September 27, 2011 : : -105,984 -58,056 -5,106 -48,042 7,338 0 0 0 0 -4,992 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 82.1 45.3 14.8 1.5 0.0 0.0 0.0 0.2 0.8 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 13 21 4 4 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 44,515 : : Positions : : 31,721 35,759 4,783 2,586 3,429 519 820 756 2,860 718 447 : : : : Changes from: September 27, 2011 : : 2,826 -375 -3,084 453 1,077 -126 0 126 273 -189 -273 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.3 10.7 5.8 7.7 1.2 1.8 1.7 6.4 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,067,599 : : Positions : : 863,396 612,617 50,400 342,112 93,633 23,520 0 0 23,490 6,077 13,160 : : : : Changes from: September 27, 2011 : : -60,000 -38,784 -3,072 3,840 -6,528 0 -23,520 0 90 -4,518 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 57.4 4.7 32.0 8.8 2.2 0.0 0.0 2.2 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 12 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 48,110 : : Positions : : 43,176 33,164 2,100 10,264 2,666 0 381 0 0 1,275 105 : : : : Changes from: September 27, 2011 : : -1,764 -1,017 -105 -1,338 3 0 381 0 0 84 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 68.9 4.4 21.3 5.5 0.0 0.8 0.0 0.0 2.7 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 18,955 : : Positions : : 13,234 11,331 4,329 1,530 126 0 5,226 0 650 126 616 : : : : Changes from: September 27, 2011 : : -315 -546 -210 0 0 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 59.8 22.8 8.1 0.7 0.0 27.6 0.0 3.4 0.7 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,780 : : Positions : : 19,759 21,083 2,853 1,571 42 0 0 0 126 0 0 : : : : Changes from: September 27, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 92.6 12.5 6.9 0.2 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 43,911 : : Positions : : 22,842 35,946 19,893 2,550 252 0 645 630 0 3,678 147 : : : : Changes from: September 27, 2011 : : 1,821 4,434 2,634 0 -84 0 0 0 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 81.9 45.3 5.8 0.6 0.0 1.5 1.4 0.0 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 20,411 : : Positions : : 12,835 11,096 4,043 6,209 2,601 0 337 168 765 0 0 : : : : Changes from: September 27, 2011 : : -1,643 -482 -344 -1,557 -175 0 74 -21 255 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 54.4 19.8 30.4 12.7 0.0 1.7 0.8 3.7 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 October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 904,091 : : Positions : : 811,094 557,176 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833 : : : : Changes from: September 27, 2011 : : -32,256 -15,384 0 -16,872 -7,992 0 -1,920 0 0 1,920 -1,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 61.6 0.0 26.6 7.2 2.6 0.7 0.0 0.2 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 15 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 867,938 : : Positions : : 342,926 737,402 352,812 69,324 46,800 47,040 0 0 63,948 0 14,412 : : : : Changes from: September 27, 2011 : : -10,608 -9,840 -768 -768 -1,152 0 0 0 768 0 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 85.0 40.6 8.0 5.4 5.4 0.0 0.0 7.4 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 131,724 : : Positions : : 127,704 71,206 2,402 52,895 1,618 0 0 0 0 6,005 0 : : : : Changes from: September 27, 2011 : : -8,064 -3,456 -768 -5,376 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 4, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 9,179 : : Positions : : 2,747 3,596 2,449 139 2,920 14 1,381 905 0 88 123 : : : : Changes from: September 27, 2011 : : 129 193 4 93 38 14 -101 125 0 -9 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.9 39.2 26.7 1.5 31.8 0.1 15.0 9.9 0.0 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 5 . 6 . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 7, 2011