Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 187,949 : : Positions : : 85,124 127,302 11,681 18,336 19,474 40,307 1,575 15,079 9,281 187 4,233 : : : : Changes from: January 17, 2012 : : 212 3,584 -771 2,813 20 5,102 63 1,790 1,788 21 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 67.7 6.2 9.8 10.4 21.4 0.8 8.0 4.9 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 38 5 10 9 7 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 75,000 : : Positions : : 57,709 52,978 3,598 7,863 12,107 144 425 390 75 260 876 : : : : Changes from: January 17, 2012 : : 818 7,866 1,315 -6,340 3,474 -561 -389 -460 -232 203 314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 70.6 4.8 10.5 16.1 0.2 0.6 0.5 0.1 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 23 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 716,827 : : Positions : : 583,159 489,541 8,364 111,181 105,904 3,726 0 3,586 5,769 296 2,168 : : : : Changes from: January 17, 2012 : : 65,912 79,721 5,263 -15,755 8,358 -1,521 0 377 -5,392 296 1,824 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.3 1.2 15.5 14.8 0.5 0.0 0.5 0.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,646,761 : : Positions : :1,003,616 1,261,702 282,242 112,916 131,063 117,764 5,504 102,263 607 24,131 8,822 : : : : Changes from: January 17, 2012 : : 13,672 24,105 26,801 8,088 -18,747 -7,087 5,504 8,264 607 -3,704 1,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 76.6 17.1 6.9 8.0 7.2 0.3 6.2 0.0 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 29 6 . 6 5 . 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 116,878 : : Positions : : 83,591 80,771 10,993 14,273 19,207 1,030 974 823 458 54 728 : : : : Changes from: January 17, 2012 : : 4,081 1,421 -1,727 1,051 1,483 -489 -112 -461 377 -118 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 69.1 9.4 12.2 16.4 0.9 0.8 0.7 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 27 6 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 688,575 : : Positions : : 513,988 454,423 68,808 128,350 87,803 312 0 15,736 15 350 1,913 : : : : Changes from: January 17, 2012 : : 23,098 4,106 -19,560 0 20,416 -9 0 -311 15 -562 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 66.0 10.0 18.6 12.8 0.0 0.0 2.3 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 73,410 : : Positions : : 36,074 41,723 2,500 21,093 5,167 25,460 80 1,572 62 2,160 376 : : : : Changes from: January 17, 2012 : : 46 412 130 -708 608 -760 0 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 56.8 3.4 28.7 7.0 34.7 0.1 2.1 0.1 2.9 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 20 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 16,615 : : Positions : : 10,821 11,339 1,472 910 1,330 38 320 1,734 0 338 76 : : : : Changes from: January 17, 2012 : : 410 -248 -176 150 90 -302 38 142 0 -30 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 68.2 8.9 5.5 8.0 0.2 1.9 10.4 0.0 2.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 13,196 : : Positions : : 6,016 8,408 1,488 1,646 1,364 0 1,374 204 3,534 0 0 : : : : Changes from: January 17, 2012 : : 104 316 0 20 0 0 0 0 340 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 63.7 11.3 12.5 10.3 0.0 10.4 1.5 26.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 28,742 : : Positions : : 19,125 12,660 2,368 8,630 2,642 588 2,690 410 1,072 0 44 : : : : Changes from: January 17, 2012 : : 402 236 24 268 -124 -80 0 270 -110 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 44.0 8.2 30.0 9.2 2.0 9.4 1.4 3.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 4 7 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 10,211 : : Positions : : 4,524 6,553 1,082 1,148 186 2,702 0 380 0 0 0 : : : : Changes from: January 17, 2012 : : 696 -1,476 260 -408 30 -2,488 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 64.2 10.6 11.2 1.8 26.5 0.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 12,582 : : Positions : : 9,178 6,308 816 1,782 924 0 1,770 400 0 526 16 : : : : Changes from: January 17, 2012 : : 192 10 0 48 0 0 24 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 50.1 6.5 14.2 7.3 0.0 14.1 3.2 0.0 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 70,359 : : Positions : : 64,916 59,035 2,728 8,609 2,715 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 440 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 83.9 3.9 12.2 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 24, 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 1,097,933 : : Positions : :1,003,101 903,148 42,168 142,121 52,664 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 14,898 14,898 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 82.3 3.8 12.9 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 34,740 : : Positions : : 24,655 20,252 10,085 14,488 0 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 2,550 0 1,525 4,075 -1,525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 58.3 29.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 634,065 : : Positions : : 450,240 369,665 183,825 264,400 0 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 46,800 0 29,025 75,825 -29,025 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 58.3 29.0 41.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 117,633 : : Positions : : 66,817 102,962 49,673 13,528 1,143 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 126 2,676 2,805 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 87.5 42.2 11.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 12 23 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,875,308 : : Positions : : 992,728 1,635,599 859,360 216,489 23,220 0 0 0 0 0 0 : : : : Changes from: January 17, 2012 : : 1,800 48,600 46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 87.2 45.8 11.5 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 68,536 : : Positions : : 38,775 43,592 10,330 3,525 6,144 1,275 4,135 10,350 1,275 148 387 : : : : Changes from: January 17, 2012 : : 234 5,100 4,353 -3,063 3,063 -2,550 0 2,550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 63.6 15.1 5.1 9.0 1.9 6.0 15.1 1.9 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 14 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,183,411 : : Positions : : 930,456 500,697 46,811 437,647 145,307 14,112 60,765 0 23,400 15,670 23,325 : : : : Changes from: January 17, 2012 : : 13,650 11,570 -2,080 0 416 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 42.3 4.0 37.0 12.3 1.2 5.1 0.0 2.0 1.3 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 15 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 50,514 : : Positions : : 46,564 36,226 1,785 11,350 1,910 0 381 0 0 392 0 : : : : Changes from: January 17, 2012 : : 1,275 1,187 0 0 0 0 0 0 0 88 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 71.7 3.5 22.5 3.8 0.0 0.8 0.0 0.0 0.8 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 24, 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 17, 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 24, 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 47,027 : : Positions : : 11,477 25,410 14,073 17,595 192 1,265 0 2,560 16,190 0 1,270 : : : : Changes from: January 17, 2012 : : 1,717 0 -192 0 192 0 0 0 -1,270 0 1,270 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.4 54.0 29.9 37.4 0.4 2.7 0.0 5.4 34.4 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 16,314 : : Positions : : 10,008 11,182 2,989 3,284 1,530 0 0 0 765 63 0 : : : : Changes from: January 17, 2012 : : 63 88 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 68.5 18.3 20.1 9.4 0.0 0.0 0.0 4.7 0.4 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 24, 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 886,986 : : Positions : : 837,991 554,243 0 260,989 25,595 23,400 0 0 0 46,159 0 : : : : Changes from: January 17, 2012 : : 23,400 18,660 0 0 0 0 0 0 0 4,740 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 62.5 0.0 29.4 2.9 2.6 0.0 0.0 0.0 5.2 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 24, 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 17, 2012 : : 0 0 0 0 0 0 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 27, 2012