Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 189,574 : : Positions : : 86,093 127,055 12,915 21,084 18,880 40,416 1,274 16,348 9,644 230 3,769 : : : : Changes from: January 24, 2012 : : 969 -247 1,234 2,748 -594 109 -301 1,269 363 43 -464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.4 67.0 6.8 11.1 10.0 21.3 0.7 8.6 5.1 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 42 38 5 10 10 7 . 7 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 76,962 : : Positions : : 58,793 56,095 4,165 6,547 12,527 110 425 468 155 181 719 : : : : Changes from: January 24, 2012 : : 1,084 3,117 567 -1,316 420 -34 0 78 80 -79 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 72.9 5.4 8.5 16.3 0.1 0.6 0.6 0.2 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 23 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 726,248 : : Positions : : 606,466 505,234 9,599 119,705 96,729 3,091 0 3,341 6,079 296 943 : : : : Changes from: January 24, 2012 : : 23,307 15,693 1,235 8,524 -9,175 -635 0 -245 310 0 -1,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 69.6 1.3 16.5 13.3 0.4 0.0 0.5 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,667,536 : : Positions : :1,050,394 1,259,983 223,007 112,556 159,501 119,081 0 101,889 2,988 22,955 9,932 : : : : Changes from: January 24, 2012 : : 46,778 -1,719 -59,235 -360 28,438 1,317 -5,504 -374 2,381 -1,176 1,110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 75.6 13.4 6.7 9.6 7.1 0.0 6.1 0.2 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 30 6 . 6 7 0 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 117,277 : : Positions : : 81,912 80,174 11,594 13,968 20,670 1,338 815 822 192 79 723 : : : : Changes from: January 24, 2012 : : -1,679 -597 601 -305 1,463 308 -159 -1 -266 25 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 68.4 9.9 11.9 17.6 1.1 0.7 0.7 0.2 0.1 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 31, 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 688,856 : : Positions : : 521,684 447,679 53,891 128,105 95,033 312 0 15,736 311 414 1,889 : : : : Changes from: January 24, 2012 : : 7,696 -6,744 -14,917 -245 7,230 0 0 0 296 64 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 65.0 7.8 18.6 13.8 0.0 0.0 2.3 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 72,371 : : Positions : : 37,262 39,157 2,392 22,966 4,718 23,369 20 1,865 253 2,160 255 : : : : Changes from: January 24, 2012 : : 1,188 -2,566 -108 1,873 -449 -2,091 -60 293 191 0 -121 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 54.1 3.3 31.7 6.5 32.3 0.0 2.6 0.3 3.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 . 6 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 16,834 : : Positions : : 11,061 11,479 1,312 790 1,505 28 360 1,694 0 328 92 : : : : Changes from: January 24, 2012 : : 240 140 -160 -120 175 -10 40 -40 0 -10 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 68.2 7.8 4.7 8.9 0.2 2.1 10.1 0.0 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 12,875 : : Positions : : 5,499 8,077 1,416 1,594 1,332 0 1,374 194 3,636 0 0 : : : : Changes from: January 24, 2012 : : -517 -331 -72 -52 -32 0 0 -10 102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 62.7 11.0 12.4 10.3 0.0 10.7 1.5 28.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 28,632 : : Positions : : 19,369 12,580 2,368 8,722 2,690 468 2,690 230 1,072 0 44 : : : : Changes from: January 24, 2012 : : 244 -80 0 92 48 -120 0 -180 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 43.9 8.3 30.5 9.4 1.6 9.4 0.8 3.7 0.0 0.2 : : : : 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 31, 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 10,220 : : Positions : : 4,653 6,562 1,282 1,148 186 2,382 0 380 0 0 0 : : : : Changes from: January 24, 2012 : : 129 9 200 0 0 -320 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 64.2 12.5 11.2 1.8 23.3 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 31, 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 14,821 : : Positions : : 8,343 5,699 288 3,752 1,094 0 3,044 120 3,540 0 38 : : : : Changes from: January 24, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 38.5 1.9 25.3 7.4 0.0 20.5 0.8 23.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 12,742 : : Positions : : 9,014 6,528 876 1,602 1,104 0 1,770 400 0 466 16 : : : : Changes from: January 24, 2012 : : -164 220 60 -180 180 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 51.2 6.9 12.6 8.7 0.0 13.9 3.1 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 70,379 : : Positions : : 64,936 59,035 2,728 8,629 2,715 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 20 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 83.9 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 31, 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 24, 2012 : : 0 0 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 31, 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 24, 2012 : : 0 0 0 0 0 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 31, 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 24, 2012 : : 0 0 0 0 0 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 31, 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 133,348 : : Positions : : 72,332 118,677 59,873 13,528 1,143 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 5,515 15,715 10,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 89.0 44.9 10.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 24 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,976,783 : : Positions : :1,094,203 1,737,074 859,360 216,489 23,220 0 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 101,475 101,475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 87.9 43.5 11.0 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 31, 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 73,381 : : Positions : : 48,975 43,592 5,743 9,138 5,376 1,275 4,135 10,350 1,275 148 387 : : : : Changes from: January 24, 2012 : : 10,200 0 -4,587 5,613 -768 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 59.4 7.8 12.5 7.3 1.7 5.6 14.1 1.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 1,219,024 : : Positions : : 962,469 551,430 47,531 419,647 148,187 14,112 60,765 0 23,400 15,670 23,325 : : : : Changes from: January 24, 2012 : : 32,013 50,733 720 -18,000 2,880 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 45.2 3.9 34.4 12.2 1.2 5.0 0.0 1.9 1.3 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 16 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 31, 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 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 24, 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 31, 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 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 31, 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 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 24, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 31, 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 : : 441,077 756,231 380,496 164,952 42,120 99,610 0 0 0 0 0 : : : : Changes from: January 24, 2012 : : 4,680 0 0 4,680 -4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.8 78.5 39.5 17.1 4.4 10.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . . 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 3, 2012