Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 183,531 : : Positions : : 87,638 118,555 11,428 26,622 16,457 38,910 1,426 16,879 8,536 275 2,767 : : : : Changes from: February 7, 2012 : : 1,338 -1,127 -244 1,695 -562 -610 213 221 -77 66 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 64.6 6.2 14.5 9.0 21.2 0.8 9.2 4.7 0.1 1.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 40 38 6 8 10 5 . 6 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 76,216 : : Positions : : 56,763 55,619 5,560 7,271 12,084 35 0 650 686 154 438 : : : : Changes from: February 7, 2012 : : 859 1,878 1,029 338 62 -76 0 78 352 -52 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 73.0 7.3 9.5 15.9 0.0 0.0 0.9 0.9 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 24 . . 5 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 718,486 : : Positions : : 614,620 497,793 0 124,924 92,162 3,368 0 2,064 5,329 600 943 : : : : Changes from: February 7, 2012 : : 29,811 25,498 -307 3,388 1,917 0 0 0 -314 304 -311 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 69.3 0.0 17.4 12.8 0.5 0.0 0.3 0.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 0 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 1,623,668 : : Positions : :1,011,951 1,250,188 220,492 72,661 162,726 112,374 0 100,368 3,684 25,674 8,450 : : : : Changes from: February 7, 2012 : : 9,543 24,929 -2,742 -8,578 1,464 11,941 0 -8,856 -1,600 791 -352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 77.0 13.6 4.5 10.0 6.9 0.0 6.2 0.2 1.6 0.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 35 29 6 . 6 6 0 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 108,146 : : Positions : : 77,210 77,783 10,392 9,843 17,353 701 684 1,105 6 424 681 : : : : Changes from: February 7, 2012 : : -8,852 -5,873 545 -3,182 -3,439 -635 -43 129 -157 424 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 71.9 9.6 9.1 16.0 0.6 0.6 1.0 0.0 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 5 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 685,228 : : Positions : : 513,031 463,997 64,911 121,562 82,990 976 0 15,392 6,641 0 311 : : : : Changes from: February 7, 2012 : : -19,262 1,590 9,724 -6,576 -6,939 664 0 -344 3,544 -344 -688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 67.7 9.5 17.7 12.1 0.1 0.0 2.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 75,959 : : Positions : : 40,630 39,429 2,480 24,558 5,304 21,741 20 3,005 285 2,160 223 : : : : Changes from: February 7, 2012 : : 366 280 96 354 182 164 0 0 32 0 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 51.9 3.3 32.3 7.0 28.6 0.0 4.0 0.4 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 19 . 6 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 16,181 : : Positions : : 10,539 10,798 1,197 336 1,585 50 710 1,532 0 344 92 : : : : Changes from: February 7, 2012 : : -4 -204 0 -190 190 10 380 -130 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 66.7 7.4 2.1 9.8 0.3 4.4 9.5 0.0 2.1 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 14, 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 13,187 : : Positions : : 5,699 8,169 1,416 1,694 1,332 0 1,494 194 3,748 0 0 : : : : Changes from: February 7, 2012 : : 200 82 0 100 0 0 120 0 102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 61.9 10.7 12.8 10.1 0.0 11.3 1.5 28.4 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 14, 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 29,903 : : Positions : : 21,967 12,260 2,014 10,532 2,164 448 3,600 90 1,048 0 44 : : : : Changes from: February 7, 2012 : : -66 -4 0 -14 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 41.0 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 14, 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 9,855 : : Positions : : 5,374 5,890 535 355 1,134 982 0 310 0 0 0 : : : : Changes from: February 7, 2012 : : 524 -90 -600 -120 708 -376 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 59.8 5.4 3.6 11.5 10.0 0.0 3.1 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 14, 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 12,462 : : Positions : : 8,691 6,428 945 1,499 1,035 0 1,976 400 0 338 0 : : : : Changes from: February 7, 2012 : : 0 0 0 0 0 0 -20 0 0 20 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 51.6 7.6 12.0 8.3 0.0 15.9 3.2 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 69,565 : : Positions : : 64,034 58,490 2,837 8,381 2,694 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 256 256 256 256 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 84.1 4.1 12.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 1,078,302 : : Positions : : 979,622 886,361 46,016 139,277 52,664 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 5,840 5,840 4,664 4,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 82.2 4.3 12.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 38,806 : : Positions : : 30,506 17,900 8,300 20,906 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 132 0 0 2,672 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 46.1 21.4 53.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 701,249 : : Positions : : 556,184 319,889 145,065 381,360 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 2,352 0 0 2,352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 45.6 20.7 54.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 132,243 : : Positions : : 69,461 119,882 61,702 11,281 1,080 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 0 562 562 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 90.7 46.7 8.5 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 14, 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 1,898,046 : : Positions : : 989,026 1,704,441 890,696 175,281 18,324 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 0 6,272 6,272 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 89.8 46.9 9.2 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 14, 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 44,147 5,806 8,823 5,061 3,720 3,925 7,800 1,275 43 387 : : : : Changes from: February 7, 2012 : : 0 2,550 0 0 0 2,550 0 -2,550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 62.7 8.2 12.5 7.2 5.3 5.6 11.1 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 14, 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 1,280,560 : : Positions : : 969,309 519,894 48,347 454,399 140,531 12,888 105,525 23,400 62,760 13,486 23,325 : : : : Changes from: February 7, 2012 : : 0 0 0 23,400 0 0 -23,400 23,400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 40.6 3.8 35.5 11.0 1.0 8.2 1.8 4.9 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 16 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 48,762 : : Positions : : 44,723 35,314 1,869 10,657 1,826 0 360 0 110 350 0 : : : : Changes from: February 7, 2012 : : 762 762 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 72.4 3.8 21.9 3.7 0.0 0.7 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 53,182 : : Positions : : 31,710 42,955 18,475 7,020 63 2,340 2,550 0 0 0 0 : : : : Changes from: February 7, 2012 : : 66 66 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.8 34.7 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 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 : : 10,542 22,953 13,275 16,293 192 1,370 0 2,140 14,059 0 1,270 : : : : Changes from: February 7, 2012 : : 220 0 0 0 0 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 53.6 31.0 38.0 0.4 3.2 0.0 5.0 32.8 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 14, 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 10,360 2,905 3,032 1,509 0 0 0 702 63 0 : : : : Changes from: February 7, 2012 : : 0 -234 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 67.1 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 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 856,392 : : Positions : : 807,397 546,497 0 242,221 25,595 23,400 0 0 0 42,079 0 : : : : Changes from: February 7, 2012 : : 14,310 14,310 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 63.8 0.0 28.3 3.0 2.7 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 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 933,450 : : Positions : : 425,811 712,813 363,384 144,432 58,560 68,050 0 17,645 0 0 0 : : : : Changes from: February 7, 2012 : : 3,910 3,910 6,960 -16,440 16,440 -23,400 0 17,645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 76.4 38.9 15.5 6.3 7.3 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2012