Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 178,349 : : Positions : : 84,912 123,718 12,452 15,523 19,454 35,205 1,512 13,289 7,493 166 4,327 : : : : Changes from: January 10, 2012 : : 1,253 11,711 2,255 -373 778 6,154 197 -244 1,700 40 -450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 69.4 7.0 8.7 10.9 19.7 0.8 7.5 4.2 0.1 2.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 40 38 6 9 10 8 . 6 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 71,048 : : Positions : : 56,891 45,112 2,283 14,203 8,633 705 814 850 307 57 562 : : : : Changes from: January 10, 2012 : : -1,039 3,208 1,385 -2,592 1,366 405 0 -513 -83 52 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 63.5 3.2 20.0 12.2 1.0 1.1 1.2 0.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 639,359 : : Positions : : 517,247 409,820 3,101 126,936 97,546 5,247 0 3,209 11,161 0 344 : : : : Changes from: January 10, 2012 : : 13,756 16,616 -8,912 -5,301 8,520 5,000 0 40 1,175 -296 -1,246 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 64.1 0.5 19.9 15.3 0.8 0.0 0.5 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 24 . 4 4 . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 1,621,531 : : Positions : : 989,944 1,237,597 255,441 104,828 149,810 124,851 0 93,999 0 27,835 7,462 : : : : Changes from: January 10, 2012 : : -1,078 10,780 961 408 -4,718 11,040 0 16 -391 -656 -4,787 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 76.3 15.8 6.5 9.2 7.7 0.0 5.8 0.0 1.7 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 29 6 . 6 6 0 4 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 113,797 : : Positions : : 79,510 79,350 12,720 13,222 17,724 1,519 1,086 1,284 81 172 701 : : : : Changes from: January 10, 2012 : : 1,973 3,960 1,541 -478 -1,524 25 270 -565 52 -161 83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 69.7 11.2 11.6 15.6 1.3 1.0 1.1 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 26 6 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 664,941 : : Positions : : 490,890 450,317 88,368 128,350 67,387 321 0 16,047 0 912 1,928 : : : : Changes from: January 10, 2012 : : 32,101 20,953 -9,930 0 1,936 -1,263 0 15,703 0 -45 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.7 13.3 19.3 10.1 0.0 0.0 2.4 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 73,090 : : Positions : : 36,028 41,311 2,370 21,801 4,559 26,220 80 1,424 62 2,160 376 : : : : Changes from: January 10, 2012 : : 317 -527 0 496 28 0 0 0 -188 0 166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 56.5 3.2 29.8 6.2 35.9 0.1 1.9 0.1 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 16,521 : : Positions : : 10,411 11,587 1,648 760 1,240 340 282 1,592 0 368 74 : : : : Changes from: January 10, 2012 : : 62 60 -20 -48 0 0 10 -10 0 10 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 70.1 10.0 4.6 7.5 2.1 1.7 9.6 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 12,852 : : Positions : : 5,912 8,092 1,488 1,626 1,364 0 1,374 204 3,194 0 0 : : : : Changes from: January 10, 2012 : : 72 -138 0 10 0 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 63.0 11.6 12.7 10.6 0.0 10.7 1.6 24.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 28,160 : : Positions : : 18,723 12,424 2,344 8,362 2,766 668 2,690 140 1,182 0 34 : : : : Changes from: January 10, 2012 : : 162 144 0 168 -48 120 0 -120 -6 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 44.1 8.3 29.7 9.8 2.4 9.6 0.5 4.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 4 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 11,733 : : Positions : : 3,828 8,029 822 1,556 156 5,190 0 400 0 0 0 : : : : Changes from: January 10, 2012 : : 110 494 24 60 0 420 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.6 68.4 7.0 13.3 1.3 44.2 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 6,298 816 1,734 924 0 1,746 400 0 490 16 : : : : Changes from: January 10, 2012 : : 0 20 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 51.0 6.6 14.0 7.5 0.0 14.1 3.2 0.0 4.0 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 17, 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 69,919 : : Positions : : 64,476 58,595 2,728 8,609 2,715 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 148 106 -20 22 20 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 17, 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 1,083,035 : : Positions : : 988,203 888,250 42,168 142,121 52,664 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 5,500 3,126 0 2,374 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.0 3.9 13.1 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 17, 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 10, 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 17, 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 10, 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 17, 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 10, 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 17, 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 1,826,708 : : Positions : : 990,928 1,586,999 812,560 216,489 23,220 0 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 3,129 3,129 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 86.9 44.5 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 17, 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 60,886 : : Positions : : 38,541 38,492 5,977 6,588 3,081 3,825 4,135 7,800 1,275 148 387 : : : : Changes from: January 10, 2012 : : 768 0 0 768 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 63.2 9.8 10.8 5.1 6.3 6.8 12.8 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 17, 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 1,171,425 : : Positions : : 916,806 489,127 48,891 437,647 144,891 14,112 60,765 0 23,400 15,670 23,325 : : : : Changes from: January 10, 2012 : : 3,875 3,875 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 41.8 4.2 37.4 12.4 1.2 5.2 0.0 2.0 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 15 . 5 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 : : 45,289 35,039 1,785 11,350 1,910 0 381 0 0 304 0 : : : : Changes from: January 10, 2012 : : -255 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 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 17, 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 10, 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 17, 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 : : 9,760 25,410 14,265 17,595 0 1,265 0 2,560 17,460 0 0 : : : : Changes from: January 10, 2012 : : 105 0 -105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.4 55.8 31.3 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 : : 8 10 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 16,251 : : Positions : : 9,945 11,094 2,989 3,284 1,530 0 0 0 765 88 0 : : : : Changes from: January 10, 2012 : : 512 512 -256 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 68.3 18.4 20.2 9.4 0.0 0.0 0.0 4.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 17, 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 : : 814,591 535,583 0 260,989 25,595 23,400 0 0 0 41,419 0 : : : : Changes from: January 10, 2012 : : 0 -384 0 0 0 0 0 0 0 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 62.0 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 17, 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 963,303 : : Positions : : 436,397 756,231 380,496 160,272 46,800 99,610 0 0 0 0 0 : : : : Changes from: January 10, 2012 : : 11,760 3,875 0 11,760 0 3,875 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 78.5 39.5 16.6 4.9 10.3 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 20, 2012