Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 162,815 : : Positions : : 85,349 108,015 11,932 18,611 15,639 18,335 1,424 15,821 11,156 19 3,198 : : : : Changes from: December 27, 2011 : : 1,409 1,799 -1,148 227 963 -173 165 -737 1,491 -67 -356 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 66.3 7.3 11.4 9.6 11.3 0.9 9.7 6.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 39 6 9 10 6 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 66,325 : : Positions : : 55,693 40,743 2,758 16,710 5,491 200 1,172 1,286 133 159 432 : : : : Changes from: December 27, 2011 : : -961 -3,386 -864 875 -365 -401 71 -2 -55 154 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 61.4 4.2 25.2 8.3 0.3 1.8 1.9 0.2 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 22 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 588,652 : : Positions : : 476,079 369,244 8,616 122,648 92,021 0 652 1,576 8,153 304 631 : : : : Changes from: December 27, 2011 : : -27,225 -13,960 984 -12,152 5,608 0 -2,609 296 -2,472 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 62.7 1.5 20.8 15.6 0.0 0.1 0.3 1.4 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 23 . 4 4 0 . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,633,037 : : Positions : :1,015,645 1,254,453 254,204 97,540 166,039 100,333 0 79,613 2,852 21,065 13,844 : : : : Changes from: December 27, 2011 : : 42,096 19,043 -22,560 0 6,992 634 0 -391 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 76.8 15.6 6.0 10.2 6.1 0.0 4.9 0.2 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 31 6 . 9 6 0 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 121,000 : : Positions : : 83,139 81,029 8,521 11,295 24,504 1,231 355 2,812 29 238 613 : : : : Changes from: December 27, 2011 : : 946 1,066 588 604 -922 -85 76 154 -40 238 -11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 67.0 7.0 9.3 20.3 1.0 0.3 2.3 0.0 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 28 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 588,156 : : Positions : : 433,736 391,953 94,037 130,558 58,135 0 3,984 1,280 0 1,278 968 : : : : Changes from: December 27, 2011 : : 7,357 5,781 -2,856 0 7,691 0 -1,280 1,280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 66.6 16.0 22.2 9.9 0.0 0.7 0.2 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 72,738 : : Positions : : 36,126 41,205 2,346 22,157 4,387 25,980 80 1,424 250 2,160 210 : : : : Changes from: December 27, 2011 : : -153 -1,107 24 -174 -1,337 -910 -80 -500 -430 0 148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 56.6 3.2 30.5 6.0 35.7 0.1 2.0 0.3 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 16 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 16,225 : : Positions : : 10,215 11,183 1,568 808 1,240 340 272 1,602 0 468 44 : : : : Changes from: December 27, 2011 : : -598 -389 -11 -440 132 0 -22 -10 0 -108 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 68.9 9.7 5.0 7.6 2.1 1.7 9.9 0.0 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 12,980 : : Positions : : 5,840 8,210 1,464 1,612 1,364 0 1,374 204 3,234 0 0 : : : : Changes from: December 27, 2011 : : -614 -302 450 9 -89 0 -56 40 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 63.3 11.3 12.4 10.5 0.0 10.6 1.6 24.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 27,739 : : Positions : : 18,189 12,164 2,344 8,188 2,886 548 2,450 260 1,202 0 30 : : : : Changes from: December 27, 2011 : : -433 -1,040 -542 139 38 -20 -10 0 116 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 43.9 8.5 29.5 10.4 2.0 8.8 0.9 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 4 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 11,325 : : Positions : : 3,702 7,421 708 1,606 156 4,890 0 550 0 0 0 : : : : Changes from: December 27, 2011 : : -385 540 492 -194 -178 20 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 65.5 6.3 14.2 1.4 43.2 0.0 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 12,196 : : Positions : : 8,894 5,990 816 1,882 876 0 1,746 400 0 606 0 : : : : Changes from: December 27, 2011 : : -696 -672 -12 191 -18 0 150 -150 0 24 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 49.1 6.7 15.4 7.2 0.0 14.3 3.3 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . 4 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 67,015 : : Positions : : 61,552 55,817 2,830 8,565 2,633 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -1,931 -1,573 -62 -441 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 83.3 4.2 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 1,048,143 : : Positions : : 953,311 856,124 42,168 139,355 52,664 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -35,641 -24,545 -816 -11,912 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 81.7 4.0 13.3 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 32,190 : : Positions : : 22,105 20,252 8,560 10,413 1,525 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -1,638 -2,373 -1,680 -945 -399 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 62.9 26.6 32.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 587,265 : : Positions : : 403,440 369,665 154,800 188,575 29,025 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -35,496 -46,104 -32,640 -22,032 -4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 62.9 26.4 32.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 114,957 : : Positions : : 66,691 100,286 46,868 13,528 1,143 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -5,082 -6,027 -3,003 -2,163 -315 0 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 87.2 40.8 11.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 22 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 1,827,134 : : Positions : : 979,504 1,587,425 824,410 216,489 23,220 0 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -99,144 -119,424 -57,408 -41,208 -4,896 0 0 0 -4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 86.9 45.1 11.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 20 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 60,118 : : Positions : : 37,773 38,492 5,977 5,820 3,081 3,825 4,135 7,800 1,275 148 387 : : : : Changes from: December 27, 2011 : : -1,806 -1,704 -777 -567 0 336 -210 -336 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 64.0 9.9 9.7 5.1 6.4 6.9 13.0 2.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 13 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 1,158,190 : : Positions : : 889,531 475,892 39,531 437,647 144,891 14,112 37,365 23,400 23,400 15,670 23,325 : : : : Changes from: December 27, 2011 : : -44,064 -49,368 -4,896 6,528 -15,504 0 0 0 0 -6,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 41.1 3.4 37.8 12.5 1.2 3.2 2.0 2.0 1.4 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 14 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 49,176 : : Positions : : 45,353 34,976 1,785 11,350 1,910 0 381 0 0 304 0 : : : : Changes from: December 27, 2011 : : -2,228 -2,058 -105 -63 -252 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 71.1 3.6 23.1 3.9 0.0 0.8 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 54,508 : : Positions : : 32,070 43,588 19,168 7,650 126 2,550 2,550 0 0 0 0 : : : : Changes from: December 27, 2011 : : -1,875 -4,656 84 2,550 -84 0 210 -210 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 80.0 35.2 14.0 0.2 4.7 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 40,885 : : Positions : : 9,655 20,730 9,690 17,595 0 1,265 0 2,560 17,460 0 0 : : : : Changes from: December 27, 2011 : : -1,281 -672 399 0 -441 0 0 0 210 0 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 50.7 23.7 43.0 0.0 3.1 0.0 6.3 42.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 15,739 : : Positions : : 9,433 10,582 3,245 3,284 1,530 0 0 0 765 88 0 : : : : Changes from: December 27, 2011 : : -1,533 -186 -399 -588 0 0 -1,179 -21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 67.2 20.6 20.9 9.7 0.0 0.0 0.0 4.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 862,506 : : Positions : : 813,511 534,887 0 260,989 25,595 23,400 0 0 0 41,035 0 : : : : Changes from: December 27, 2011 : : -44,064 -50,184 0 6,936 -13,464 0 -2,040 0 0 1,224 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 62.0 0.0 30.3 3.0 2.7 0.0 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 2012 : 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 947,668 : : Positions : : 424,637 752,356 380,496 148,512 46,800 95,735 0 0 0 0 0 : : : : Changes from: December 27, 2011 : : -24,888 -24,888 -2,856 -2,856 -2,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 79.4 40.2 15.7 4.9 10.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 12 . . . . 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 6, 2012