Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 200,200 : : Positions : : 78,274 76,630 2,157 20,219 75,744 18,395 3,344 22,746 499 0 444 : : : : Changes from: October 11, 2011 : : 761 600 -27 309 688 630 258 -32 18 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 38.3 1.1 10.1 37.8 9.2 1.7 11.4 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 23 5 5 10 . . 4 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 28,051 : : Positions : : 14,129 14,503 2,160 2,380 6,926 838 120 2,646 0 822 0 : : : : Changes from: October 11, 2011 : : 241 132 -117 -26 -17 -46 0 -17 0 54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 51.7 7.7 8.5 24.7 3.0 0.4 9.4 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 9,876 : : Positions : : 5,975 5,109 0 2,080 569 12 720 270 535 0 8 : : : : Changes from: October 11, 2011 : : -384 -370 0 1 -0 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 51.7 0.0 21.1 5.8 0.1 7.3 2.7 5.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 11,774 : : Positions : : 6,390 6,836 1,170 871 1,641 596 272 240 762 394 28 : : : : Changes from: October 11, 2011 : : 48 120 0 168 -120 481 0 -0 72 0 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 58.1 9.9 7.4 13.9 5.1 2.3 2.0 6.5 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 26,601 : : Positions : : 16,755 9,692 1,902 8,679 3,324 480 2,800 0 1,230 0 314 : : : : Changes from: October 11, 2011 : : 214 -170 -180 564 156 480 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 36.4 7.2 32.6 12.5 1.8 10.5 0.0 4.6 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,895 : : Positions : : 3,631 5,940 648 1,794 288 3,750 0 178 100 0 40 : : : : Changes from: October 11, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.7 60.0 6.5 18.1 2.9 37.9 0.0 1.8 1.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 11,103 : : Positions : : 8,544 6,590 828 1,453 730 0 512 320 0 442 0 : : : : Changes from: October 11, 2011 : : 184 0 -95 121 47 0 0 0 0 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 59.4 7.5 13.1 6.6 0.0 4.6 2.9 0.0 4.0 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 18, 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 54,633 : : Positions : : 47,454 40,395 1,911 11,247 2,655 0 0 0 2,235 0 315 : : : : Changes from: October 11, 2011 : : 1,600 283 0 1,296 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 73.9 3.5 20.6 4.9 0.0 0.0 0.0 4.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 927,487 : : Positions : : 806,287 676,108 35,218 198,315 53,064 0 0 0 32,918 0 0 : : : : Changes from: October 11, 2011 : : 29,392 5,464 0 23,928 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 72.9 3.8 21.4 5.7 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 23,188 : : Positions : : 21,506 16,290 126 6,325 63 0 0 0 750 0 510 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 70.3 0.5 27.3 0.3 0.0 0.0 0.0 3.2 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 373,980 : : Positions : : 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 : : 26,599 26,951 13,600 13,248 2,302 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 420 0 -182 238 -238 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 63.4 32.0 31.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 791,682 : : Positions : : 499,767 505,378 250,880 245,269 41,035 0 0 0 0 0 0 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 63.8 31.7 31.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 132,765 : : Positions : : 70,706 109,757 57,396 20,101 1,794 0 0 0 1,501 0 1,113 : : : : Changes from: October 11, 2011 : : 0 0 420 -210 -168 0 0 0 -630 0 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 82.7 43.2 15.1 1.4 0.0 0.0 0.0 1.1 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 21 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 2,311,415 : : Positions : :1,208,377 1,893,782 1,042,590 337,790 37,632 0 0 0 7,930 27,325 14,886 : : : : Changes from: October 11, 2011 : : 0 0 0 -3,840 3,840 0 0 0 0 3,840 -3,072 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 81.9 45.1 14.6 1.6 0.0 0.0 0.0 0.3 1.2 0.6 : : : : 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 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 44,515 : : Positions : : 31,721 35,759 4,783 2,586 3,429 519 820 756 2,860 718 447 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 80.3 10.7 5.8 7.7 1.2 1.8 1.7 6.4 1.6 1.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 17 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 1,079,279 : : Positions : : 867,271 616,492 46,560 342,112 97,473 23,520 0 0 31,295 10,042 13,160 : : : : Changes from: October 11, 2011 : : 0 0 -3,840 0 3,840 0 0 0 3,840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 57.1 4.3 31.7 9.0 2.2 0.0 0.0 2.9 0.9 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 12 . 4 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 52,700 : : Positions : : 47,766 36,479 2,100 11,539 2,666 0 381 0 0 1,275 105 : : : : Changes from: October 11, 2011 : : 1,275 0 0 1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 69.2 4.0 21.9 5.1 0.0 0.7 0.0 0.0 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . 4 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 19,081 : : Positions : : 13,234 11,541 4,539 1,530 42 0 5,226 0 650 126 616 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 60.5 23.8 8.0 0.2 0.0 27.4 0.0 3.4 0.7 3.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,948 : : Positions : : 19,885 21,146 2,937 1,781 0 0 0 0 126 0 0 : : : : Changes from: October 11, 2011 : : -84 0 84 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 92.1 12.8 7.8 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 46,716 : : Positions : : 24,372 38,751 21,168 2,550 252 0 645 630 0 3,678 147 : : : : Changes from: October 11, 2011 : : 0 1,275 1,275 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 83.0 45.3 5.5 0.5 0.0 1.4 1.3 0.0 7.9 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 18, 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 21,113 : : Positions : : 13,649 11,459 4,100 6,585 2,430 0 382 168 765 88 0 : : : : Changes from: October 11, 2011 : : 768 518 -2 249 7 0 -1 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 54.3 19.4 31.2 11.5 0.0 1.8 0.8 3.6 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 975,421 : : Positions : : 882,424 628,506 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 64.4 0.0 24.7 6.7 2.4 0.6 0.0 0.2 3.3 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 0 5 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 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 891,458 : : Positions : : 342,926 760,922 376,332 69,324 46,800 47,040 0 0 63,948 0 14,412 : : : : Changes from: October 11, 2011 : : 0 23,520 23,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 85.4 42.2 7.8 5.2 5.3 0.0 0.0 7.2 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 18, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 131,724 : : Positions : : 127,704 71,206 2,402 52,895 1,618 0 0 0 0 6,005 0 : : : : Changes from: October 11, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated October 21, 2011