Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 181,623 : : Positions : : 88,940 117,357 10,931 25,066 17,068 35,750 1,582 16,736 8,354 485 2,969 : : : : Changes from: February 14, 2012 : : 1,302 -1,198 -497 -1,556 611 -3,160 156 -143 -182 210 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 64.6 6.0 13.8 9.4 19.7 0.9 9.2 4.6 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 81 : : 42 40 7 8 11 5 5 7 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 78,327 : : Positions : : 58,593 56,092 4,458 7,009 13,574 21 0 858 229 200 594 : : : : Changes from: February 14, 2012 : : 1,830 473 -1,102 -262 1,490 -14 0 208 -457 46 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 71.6 5.7 8.9 17.3 0.0 0.0 1.1 0.3 0.3 0.8 : : : : 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 21, 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 727,161 : : Positions : : 614,220 512,257 6,685 112,707 95,871 3,336 0 2,408 2,477 1,754 2,164 : : : : Changes from: February 14, 2012 : : -400 14,464 6,685 -12,217 3,709 -32 0 344 -2,852 1,154 1,221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 70.4 0.9 15.5 13.2 0.5 0.0 0.3 0.3 0.2 0.3 : : : : 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 21, 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 1,638,097 : : Positions : :1,021,328 1,261,267 232,595 67,981 172,445 96,164 0 102,689 4,076 24,937 8,058 : : : : Changes from: February 14, 2012 : : 9,377 11,079 12,103 -4,680 9,719 -16,210 0 2,321 392 -737 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 77.0 14.2 4.1 10.5 5.9 0.0 6.3 0.2 1.5 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 21, 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 109,182 : : Positions : : 77,758 79,971 10,998 9,631 17,401 701 530 1,103 675 0 545 : : : : Changes from: February 14, 2012 : : 548 2,188 606 -212 48 0 -154 -2 669 -424 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 73.2 10.1 8.8 15.9 0.6 0.5 1.0 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 27 5 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 657,012 : : Positions : : 501,168 450,264 63,041 121,562 84,875 976 0 0 6,641 0 311 : : : : Changes from: February 14, 2012 : : -11,863 -13,733 -1,870 0 1,885 0 0 -15,392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 68.5 9.6 18.5 12.9 0.1 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 75,515 : : Positions : : 40,186 38,545 2,480 24,998 5,304 21,741 20 3,005 285 2,160 223 : : : : Changes from: February 14, 2012 : : -444 -884 0 440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 51.0 3.3 33.1 7.0 28.8 0.0 4.0 0.4 2.9 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 21, 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 16,183 : : Positions : : 10,565 10,800 1,197 336 1,585 26 710 1,532 0 344 92 : : : : Changes from: February 14, 2012 : : 26 2 0 0 0 -24 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 66.7 7.4 2.1 9.8 0.2 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 21, 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 13,241 : : Positions : : 5,781 8,251 1,416 1,694 1,332 0 1,374 194 3,748 0 0 : : : : Changes from: February 14, 2012 : : 82 82 0 0 0 0 -120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 62.3 10.7 12.8 10.1 0.0 10.4 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 21, 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 29,901 : : Positions : : 21,957 12,140 2,014 10,532 2,164 328 3,600 210 1,048 0 44 : : : : Changes from: February 14, 2012 : : -10 -120 0 0 0 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 40.6 6.7 35.2 7.2 1.1 12.0 0.7 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 21, 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 9,952 : : Positions : : 5,433 5,887 535 355 1,134 1,042 0 290 0 0 0 : : : : Changes from: February 14, 2012 : : 59 -3 0 0 0 60 0 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 59.2 5.4 3.6 11.4 10.5 0.0 2.9 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 21, 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 12,626 : : Positions : : 8,839 6,476 945 1,499 1,035 0 1,896 400 0 398 16 : : : : Changes from: February 14, 2012 : : 148 48 0 0 0 0 -80 0 0 60 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 51.3 7.5 11.9 8.2 0.0 15.0 3.2 0.0 3.2 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 14, 2012 : : 0 0 0 0 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 21, 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 14, 2012 : : 0 0 0 0 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 21, 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 14, 2012 : : 0 0 0 0 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 21, 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 14, 2012 : : 0 0 0 0 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 21, 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 134,793 : : Positions : : 72,011 122,432 61,702 11,281 1,080 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 2,550 2,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 90.8 45.8 8.4 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 21, 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 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,944,846 : : Positions : :1,035,826 1,751,241 890,696 175,281 18,324 0 0 0 0 0 0 : : : : Changes from: February 14, 2012 : : 46,800 46,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.0 45.8 9.0 0.9 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 21, 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 70,651 : : Positions : : 46,602 44,357 5,806 8,823 5,061 3,720 3,925 7,800 1,275 43 387 : : : : Changes from: February 14, 2012 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 62.8 8.2 12.5 7.2 5.3 5.6 11.0 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 21, 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 1,284,640 : : Positions : : 973,389 500,214 48,347 478,159 140,531 12,888 105,525 23,400 62,760 13,486 23,325 : : : : Changes from: February 14, 2012 : : 4,080 -19,680 0 23,760 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 38.9 3.8 37.2 10.9 1.0 8.2 1.8 4.9 1.0 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 21, 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 0 240 110 : : : : Changes from: February 14, 2012 : : 0 0 0 0 0 0 0 0 -110 -110 110 : : : : 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 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 21, 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 14, 2012 : : 0 0 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 21, 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 14, 2012 : : 0 0 0 0 0 0 0 0 0 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 21, 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 14, 2012 : : 0 0 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 21, 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 : : 807,397 544,933 0 242,221 25,595 23,400 0 0 0 43,643 0 : : : : Changes from: February 14, 2012 : : 0 -1,564 0 0 0 0 0 0 0 1,564 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 63.6 0.0 28.3 3.0 2.7 0.0 0.0 0.0 5.1 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 21, 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 14, 2012 : : 0 0 0 0 0 0 0 0 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 24, 2012