Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 166,907 : : Positions : : 83,659 112,007 10,197 15,896 18,676 29,051 1,315 13,533 5,793 126 4,777 : : : : Changes from: January 3, 2012 : : -1,690 3,992 -1,735 -2,715 3,037 10,716 -109 -2,288 -5,363 107 1,579 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 67.1 6.1 9.5 11.2 17.4 0.8 8.1 3.5 0.1 2.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 40 36 5 10 10 8 . 6 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 68,837 : : Positions : : 57,930 41,904 898 16,795 7,267 300 814 1,363 390 5 485 : : : : Changes from: January 3, 2012 : : 2,237 1,161 -1,860 85 1,776 100 -358 77 257 -154 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 60.9 1.3 24.4 10.6 0.4 1.2 2.0 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 23 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 621,170 : : Positions : : 503,491 393,204 12,013 132,237 89,026 247 0 3,169 9,986 296 1,590 : : : : Changes from: January 3, 2012 : : 27,412 23,960 3,397 9,589 -2,995 247 -652 1,593 1,833 -8 959 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 63.3 1.9 21.3 14.3 0.0 0.0 0.5 1.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . 4 4 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 1,621,272 : : Positions : : 991,022 1,226,817 254,480 104,420 154,528 113,811 0 93,983 391 28,491 12,249 : : : : Changes from: January 3, 2012 : : -24,623 -27,636 276 6,880 -11,511 13,478 0 14,370 -2,461 7,426 -1,595 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 75.7 15.7 6.4 9.5 7.0 0.0 5.8 0.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 28 6 . 6 6 0 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 112,104 : : Positions : : 77,537 75,390 11,179 13,700 19,248 1,494 816 1,849 29 333 618 : : : : Changes from: January 3, 2012 : : -5,602 -5,639 2,658 2,405 -5,256 263 461 -963 0 95 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 67.3 10.0 12.2 17.2 1.3 0.7 1.6 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 26 5 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 626,083 : : Positions : : 458,789 429,364 98,298 128,350 65,451 1,584 0 344 0 957 1,617 : : : : Changes from: January 3, 2012 : : 25,053 37,411 4,261 -2,208 7,316 1,584 -3,984 -936 0 -321 649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 68.6 15.7 20.5 10.5 0.3 0.0 0.1 0.0 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 72,747 : : Positions : : 35,711 41,838 2,370 21,305 4,531 26,220 80 1,424 250 2,160 210 : : : : Changes from: January 3, 2012 : : -415 633 24 -852 144 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 57.5 3.3 29.3 6.2 36.0 0.1 2.0 0.3 3.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 16,497 : : Positions : : 10,349 11,527 1,668 808 1,240 340 272 1,602 0 358 82 : : : : Changes from: January 3, 2012 : : 134 344 100 0 0 0 0 0 0 -110 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 69.9 10.1 4.9 7.5 2.1 1.6 9.7 0.0 2.2 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 13,004 : : Positions : : 5,840 8,230 1,488 1,616 1,364 0 1,374 204 3,234 0 0 : : : : Changes from: January 3, 2012 : : 0 20 24 4 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 63.3 11.4 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 10, 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 28,024 : : Positions : : 18,561 12,280 2,344 8,194 2,814 548 2,690 260 1,188 0 30 : : : : Changes from: January 3, 2012 : : 372 116 0 6 -72 0 240 0 -14 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 43.8 8.4 29.2 10.0 2.0 9.6 0.9 4.2 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 10, 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 11,329 : : Positions : : 3,718 7,535 798 1,496 156 4,770 0 550 0 0 0 : : : : Changes from: January 3, 2012 : : 16 114 90 -110 0 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.8 66.5 7.0 13.2 1.4 42.1 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 10, 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 12,352 : : Positions : : 8,986 6,278 816 1,734 924 0 1,746 400 0 510 16 : : : : Changes from: January 3, 2012 : : 92 288 0 -148 48 0 0 0 0 -96 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 50.8 6.6 14.0 7.5 0.0 14.1 3.2 0.0 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 69,771 : : Positions : : 64,328 58,489 2,748 8,587 2,695 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : 2,776 2,672 -82 22 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.8 3.9 12.3 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 10, 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 1,077,535 : : Positions : : 982,703 885,124 42,168 139,747 52,664 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : 29,392 29,000 0 392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.1 3.9 13.0 4.9 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 10, 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: January 3, 2012 : : 0 0 0 0 0 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 10, 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: January 3, 2012 : : 0 0 0 0 0 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 10, 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: January 3, 2012 : : 0 0 0 0 0 0 0 0 0 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 10, 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 1,823,579 : : Positions : : 987,799 1,583,870 812,560 216,489 23,220 0 0 0 0 0 0 : : : : Changes from: January 3, 2012 : : 8,295 -3,555 -11,850 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 86.9 44.6 11.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 11 20 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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: January 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 10, 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 1,167,550 : : Positions : : 912,931 485,252 48,891 437,647 144,891 14,112 60,765 0 23,400 15,670 23,325 : : : : Changes from: January 3, 2012 : : 23,400 9,360 9,360 0 0 0 23,400 -23,400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 41.6 4.2 37.5 12.4 1.2 5.2 0.0 2.0 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 14 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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 49,239 : : Positions : : 45,544 35,039 1,785 11,350 1,910 0 381 0 0 304 0 : : : : Changes from: January 3, 2012 : : 191 63 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 71.2 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: 26 : : 14 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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: January 3, 2012 : : 0 0 0 0 0 0 0 0 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 10, 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 45,565 : : Positions : : 9,655 25,410 14,370 17,595 0 1,265 0 2,560 17,460 0 0 : : : : Changes from: January 3, 2012 : : 0 4,680 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 55.8 31.5 38.6 0.0 2.8 0.0 5.6 38.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 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: January 3, 2012 : : 0 0 0 0 0 0 0 0 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 10, 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 863,586 : : Positions : : 814,591 535,967 0 260,989 25,595 23,400 0 0 0 41,035 0 : : : : Changes from: January 3, 2012 : : 1,080 1,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 62.1 0.0 30.2 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 10, 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: January 3, 2012 : : 0 0 0 0 0 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 13, 2012