Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 183,660 : : Positions : : 86,300 119,682 11,672 24,927 17,019 39,520 1,213 16,658 8,613 209 2,745 : : : : Changes from: January 31, 2012 : : 207 -7,373 -1,243 3,843 -1,861 -896 -61 310 -1,031 -21 -1,024 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 65.2 6.4 13.6 9.3 21.5 0.7 9.1 4.7 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 39 36 6 8 10 6 . 7 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 73,962 : : Positions : : 55,904 53,741 4,531 6,933 12,022 111 0 572 334 206 409 : : : : Changes from: January 31, 2012 : : -2,889 -2,354 366 386 -505 1 -425 104 179 25 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 72.7 6.1 9.4 16.3 0.2 0.0 0.8 0.5 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 687,690 : : Positions : : 584,809 472,295 307 121,536 90,245 3,368 0 2,064 5,643 296 1,254 : : : : Changes from: January 31, 2012 : : -21,657 -32,939 -9,292 1,831 -6,484 277 0 -1,277 -436 0 311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 68.7 0.0 17.7 13.1 0.5 0.0 0.3 0.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,612,877 : : Positions : :1,002,408 1,225,259 223,234 81,239 161,262 100,433 0 109,224 5,284 24,883 8,802 : : : : Changes from: January 31, 2012 : : -47,986 -34,724 227 -31,317 1,761 -18,648 0 7,335 2,296 1,928 -1,130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 76.0 13.8 5.0 10.0 6.2 0.0 6.8 0.3 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 30 6 . 6 6 0 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 119,932 : : Positions : : 86,062 83,656 9,847 13,025 20,792 1,336 727 976 163 0 756 : : : : Changes from: January 31, 2012 : : 4,150 3,482 -1,747 -943 122 -2 -88 154 -29 -79 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 69.8 8.2 10.9 17.3 1.1 0.6 0.8 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 5 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 697,553 : : Positions : : 532,293 462,407 55,187 128,138 89,929 312 0 15,736 3,097 344 999 : : : : Changes from: January 31, 2012 : : 10,609 14,728 1,296 33 -5,104 0 0 0 2,786 -70 -890 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 66.3 7.9 18.4 12.9 0.0 0.0 2.3 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 75,161 : : Positions : : 40,264 39,149 2,384 24,204 5,122 21,577 20 3,005 253 2,160 255 : : : : Changes from: January 31, 2012 : : 3,002 -8 -8 1,238 404 -1,792 0 1,140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 52.1 3.2 32.2 6.8 28.7 0.0 4.0 0.3 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 18 . 6 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 16,115 : : Positions : : 10,543 11,002 1,197 526 1,395 40 330 1,662 0 324 92 : : : : Changes from: January 31, 2012 : : -518 -477 -115 -264 -110 12 -30 -32 0 -4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 68.3 7.4 3.3 8.7 0.2 2.0 10.3 0.0 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 12,885 : : Positions : : 5,499 8,087 1,416 1,594 1,332 0 1,374 194 3,646 0 0 : : : : Changes from: January 31, 2012 : : 0 10 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 62.8 11.0 12.4 10.3 0.0 10.7 1.5 28.3 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 February 7, 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 29,969 : : Positions : : 22,033 12,264 2,014 10,546 2,164 448 3,600 90 1,048 0 44 : : : : Changes from: January 31, 2012 : : 2,664 -316 -354 1,824 -526 -20 910 -140 -24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 40.9 6.7 35.2 7.2 1.5 12.0 0.3 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 9,343 : : Positions : : 4,850 5,980 1,135 475 426 1,358 0 320 0 0 0 : : : : Changes from: January 31, 2012 : : 197 -582 -147 -673 240 -1,024 0 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 64.0 12.1 5.1 4.6 14.5 0.0 3.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 12,478 : : Positions : : 8,691 6,428 945 1,499 1,035 0 1,996 400 0 318 16 : : : : Changes from: January 31, 2012 : : -323 -100 69 -103 -69 0 226 0 0 -148 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 51.5 7.6 12.0 8.3 0.0 16.0 3.2 0.0 2.5 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 69,053 : : Positions : : 63,778 58,234 2,581 8,125 2,694 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -1,158 -801 -147 -504 -21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 84.3 3.7 11.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,067,798 : : Positions : : 973,782 880,521 41,352 134,613 52,664 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -29,319 -22,627 -816 -7,508 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.5 3.9 12.6 4.9 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 February 7, 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 38,674 : : Positions : : 30,374 17,900 8,300 18,234 0 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : 5,719 -2,352 -1,785 3,746 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 46.3 21.5 47.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 698,897 : : Positions : : 553,832 319,889 145,065 379,008 0 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : 103,592 -49,776 -38,760 114,608 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 45.8 20.8 54.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 131,681 : : Positions : : 69,461 119,320 61,140 11,281 1,080 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -2,871 643 1,267 -2,247 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 90.6 46.4 8.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,891,774 : : Positions : : 989,026 1,698,169 884,424 175,281 18,324 0 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -105,177 -38,905 25,064 -41,208 -4,896 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 89.8 46.8 9.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 70,441 : : Positions : : 46,392 41,597 5,806 8,823 5,061 1,170 3,925 10,350 1,275 43 387 : : : : Changes from: January 31, 2012 : : -2,583 -1,995 63 -315 -315 -105 -210 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 59.1 8.2 12.5 7.2 1.7 5.6 14.7 1.8 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,257,160 : : Positions : : 969,309 519,894 48,347 430,999 140,531 12,888 128,925 0 62,760 13,486 23,325 : : : : Changes from: January 31, 2012 : : 6,840 -31,536 816 11,352 -7,656 -1,224 68,160 0 39,360 -2,184 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 41.4 3.8 34.3 11.2 1.0 10.3 0.0 5.0 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 16 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 48,000 : : Positions : : 43,961 34,552 1,869 10,657 1,826 0 360 0 110 350 0 : : : : Changes from: January 31, 2012 : : -2,603 -1,674 84 -693 -84 0 -21 0 110 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 72.0 3.9 22.2 3.8 0.0 0.8 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 53,116 : : Positions : : 31,644 42,889 18,475 7,020 63 2,340 2,550 0 0 0 0 : : : : Changes from: January 31, 2012 : : -426 -699 -693 -630 -63 -210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.7 34.8 13.2 0.1 4.4 4.8 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 February 7, 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 42,848 : : Positions : : 10,322 22,953 13,275 16,293 192 1,370 0 2,140 14,279 0 1,270 : : : : Changes from: January 31, 2012 : : -1,155 -2,457 -798 -1,302 0 105 0 -420 -1,911 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.1 53.6 31.0 38.0 0.4 3.2 0.0 5.0 33.3 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 15,432 : : Positions : : 9,294 10,594 2,905 3,032 1,509 0 0 0 702 63 0 : : : : Changes from: January 31, 2012 : : -714 -588 -84 -252 -21 0 0 0 -63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 68.6 18.8 19.6 9.8 0.0 0.0 0.0 4.5 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 February 7, 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 842,082 : : Positions : : 793,087 532,187 0 242,221 25,595 23,400 0 0 0 42,079 0 : : : : Changes from: January 31, 2012 : : -44,904 -22,056 0 -18,768 0 0 0 0 0 -4,080 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 63.2 0.0 28.8 3.0 2.8 0.0 0.0 0.0 5.0 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 February 7, 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 911,895 : : Positions : : 421,901 708,903 356,424 160,872 42,120 91,450 0 0 0 0 0 : : : : Changes from: January 31, 2012 : : -19,176 -47,328 -24,072 -4,080 0 -8,160 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 77.7 39.1 17.6 4.6 10.0 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 10, 2012