Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 17,293 : : Positions : : 5,550 2,735 1,055 1,305 560 0 2,505 1,315 6,122 5,508 2,331 : : : : Changes from: September 18, 2012 : : 614 -76 315 625 -125 0 545 70 655 -50 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 15.8 6.1 7.5 3.2 0.0 14.5 7.6 35.4 31.9 13.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 6 6 . . . 0 4 4 7 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 9,185 : : Positions : : 3,185 1,955 285 135 205 255 2,110 150 3,215 2,470 1,500 : : : : Changes from: September 18, 2012 : : 160 60 285 0 60 0 445 -30 135 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 21.3 3.1 1.5 2.2 2.8 23.0 1.6 35.0 26.9 16.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 6 5 . . . . . . 5 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 170,738 : : Positions : : 91,689 122,117 10,086 7,145 18,616 14,602 326 15,499 13,104 608 6,025 : : : : Changes from: September 18, 2012 : : -226 -725 -1,903 1,018 1,141 799 -17 -874 1,037 -547 597 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 71.5 5.9 4.2 10.9 8.6 0.2 9.1 7.7 0.4 3.5 : : : : Number of Traders in Each Category Total Traders: 79 : : 44 42 6 6 8 5 . 4 10 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 65,090 : : Positions : : 49,436 46,643 5,557 8,902 8,089 436 0 1,302 145 77 77 : : : : Changes from: September 18, 2012 : : 961 327 614 1,657 -434 254 0 51 145 -34 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 71.7 8.5 13.7 12.4 0.7 0.0 2.0 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 550,193 : : Positions : : 458,116 367,578 15,686 102,244 67,752 0 9,050 321 6,347 1,277 1,971 : : : : Changes from: September 18, 2012 : : 6,112 4,638 0 368 3,312 0 1,648 -344 1,819 1,277 1,627 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 66.8 2.9 18.6 12.3 0.0 1.6 0.1 1.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 24 . 4 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 1,758,160 : : Positions : :1,132,153 1,435,202 254,894 180,908 57,788 197,257 12,342 46,817 52,552 8,404 16,699 : : : : Changes from: September 18, 2012 : : -24,527 51,758 43,830 921 -20,978 40,249 4,311 -2,641 -1,593 376 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 81.6 14.5 10.3 3.3 11.2 0.7 2.7 3.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 35 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 73,954 : : Positions : : 49,615 51,847 8,517 6,538 11,680 224 0 3,595 143 115 104 : : : : Changes from: September 18, 2012 : : 1,179 2,099 963 -81 -356 -234 0 4 58 -77 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 70.1 11.5 8.8 15.8 0.3 0.0 4.9 0.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 28 4 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 494,669 : : Positions : : 308,751 401,004 165,469 81,125 6,224 4,597 0 5,692 3,312 0 624 : : : : Changes from: September 18, 2012 : : 10,667 12,222 1,806 0 0 -911 0 1,887 660 0 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 81.1 33.5 16.4 1.3 0.9 0.0 1.2 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 61,426 : : Positions : : 43,930 20,319 440 28,776 5,226 3,129 0 5,294 1,770 672 60 : : : : Changes from: September 18, 2012 : : 158 -726 0 -56 -240 -720 0 120 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 33.1 0.7 46.8 8.5 5.1 0.0 8.6 2.9 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 24 . 5 6 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 16,211 : : Positions : : 8,452 11,234 1,690 620 1,737 1,010 0 1,876 24 0 300 : : : : Changes from: September 18, 2012 : : 0 -30 10 0 0 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 69.3 10.4 3.8 10.7 6.2 0.0 11.6 0.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 8,405 : : Positions : : 6,402 4,040 0 1,470 352 0 1,158 138 0 0 0 : : : : Changes from: September 18, 2012 : : 516 580 0 -120 0 0 -120 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 48.1 0.0 17.5 4.2 0.0 13.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 12,695 : : Positions : : 5,668 10,166 1,026 52 1,354 580 440 310 2,912 0 0 : : : : Changes from: September 18, 2012 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 80.1 8.1 0.4 10.7 4.6 3.5 2.4 22.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 21,913 : : Positions : : 14,474 13,275 910 2,194 2,984 128 1,680 640 278 0 18 : : : : Changes from: September 18, 2012 : : 20 352 120 -232 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 60.6 4.2 10.0 13.6 0.6 7.7 2.9 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 8,929 : : Positions : : 4,642 5,699 114 534 1,138 1,244 0 186 0 0 0 : : : : Changes from: September 18, 2012 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 63.8 1.3 6.0 12.7 13.9 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 11,637 : : Positions : : 5,549 5,891 16 884 1,450 0 2,152 154 2,688 0 106 : : : : Changes from: September 18, 2012 : : -140 120 0 72 -72 0 -30 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 50.6 0.1 7.6 12.5 0.0 18.5 1.3 23.1 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 12,330 : : Positions : : 7,284 6,260 1,404 1,466 820 218 922 840 0 1,636 0 : : : : Changes from: September 18, 2012 : : 54 0 0 0 0 0 0 0 0 38 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 50.8 11.4 11.9 6.7 1.8 7.5 6.8 0.0 13.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 58,537 : : Positions : : 52,607 48,363 2,954 7,536 2,638 0 0 0 0 0 0 : : : : Changes from: September 18, 2012 : : 5,173 5,173 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 82.6 5.0 12.9 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 947,713 : : Positions : : 849,148 793,766 51,765 107,147 46,800 0 0 0 0 0 0 : : : : Changes from: September 18, 2012 : : 50,816 50,816 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.8 5.5 11.3 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 85,368 : : Positions : : 49,811 83,517 34,837 1,196 465 0 0 0 0 0 0 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.8 40.8 1.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 1,173,458 : : Positions : : 731,345 1,144,767 421,394 7,972 20,719 0 0 0 0 0 0 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 97.6 35.9 0.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 62,984 : : Positions : : 39,103 39,575 7,875 11,603 4,816 2,995 0 6,990 950 0 0 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.8 12.5 18.4 7.6 4.8 0.0 11.1 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 1,227,966 : : Positions : :1,033,790 616,988 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.2 3.7 32.0 7.7 0.0 8.8 0.0 3.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 48,604 : : Positions : : 36,533 37,959 9,485 4,020 2,503 0 2,245 0 0 1,367 0 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 78.1 19.5 8.3 5.1 0.0 4.6 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 39,988 : : Positions : : 27,042 31,900 9,927 913 1,660 830 5,515 0 0 0 0 : : : : Changes from: September 18, 2012 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 79.8 24.8 2.3 4.2 2.1 13.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 27,131 : : Positions : : 10,589 15,653 3,347 6,926 2,747 2,520 0 1,275 6,123 0 530 : : : : Changes from: September 18, 2012 : : 215 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.0 57.7 12.3 25.5 10.1 9.3 0.0 4.7 22.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 15,072 : : Positions : : 10,563 9,079 1,868 2,566 1,502 0 0 0 249 1,740 19 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 60.2 12.4 17.0 10.0 0.0 0.0 0.0 1.7 11.5 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 791,220 : : Positions : : 617,389 581,200 128,724 118,128 21,707 0 80 23,400 0 46,705 0 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 73.5 16.3 14.9 2.7 0.0 0.0 3.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 951,105 : : Positions : : 624,248 659,699 255,063 112,812 51,624 16,010 122,810 4,160 0 0 0 : : : : Changes from: September 18, 2012 : : 5,925 5,925 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 69.4 26.8 11.9 5.4 1.7 12.9 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 25, 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 DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 503,773 : : Positions : : 130,889 268,396 117,615 75,849 71,957 68,330 0 7,715 27,411 0 79,856 : : : : Changes from: September 18, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 53.3 23.3 15.1 14.3 13.6 0.0 1.5 5.4 0.0 15.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 28, 2012