Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 6,895 : : Positions : : 4,850 4,665 0 1,105 275 810 0 0 45 0 90 : : : : Changes from: September 25, 2012 : : -45 125 -45 15 -30 225 0 0 45 0 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 67.7 0.0 16.0 4.0 11.7 0.0 0.0 0.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 15 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #024652 Open Interest is 7,924 : : Positions : : 6,992 6,621 0 79 311 410 0 55 0 630 15 : : : : Changes from: September 25, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 83.6 0.0 1.0 3.9 5.2 0.0 0.7 0.0 8.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 13 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 17,711 : : Positions : : 5,927 1,961 1,047 1,192 893 0 4,174 800 6,081 5,184 2,508 : : : : Changes from: September 25, 2012 : : 377 -774 -8 -113 333 0 1,669 -515 -41 -324 177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.5 11.1 5.9 6.7 5.0 0.0 23.6 4.5 34.3 29.3 14.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 7 . . . 0 4 4 9 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 9,170 : : Positions : : 2,955 2,710 385 30 210 255 1,340 450 3,300 2,505 1,290 : : : : Changes from: September 25, 2012 : : -230 755 100 -105 5 0 -770 300 85 35 -210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 29.6 4.2 0.3 2.3 2.8 14.6 4.9 36.0 27.3 14.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 6 6 . . . . . . 5 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 173,532 : : Positions : : 96,776 124,526 9,970 9,292 15,801 17,148 326 16,544 10,383 446 5,893 : : : : Changes from: September 25, 2012 : : 5,087 2,409 -116 2,147 -2,815 2,546 0 1,045 -2,721 -162 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 71.8 5.7 5.4 9.1 9.9 0.2 9.5 6.0 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 45 42 5 7 8 8 . 5 10 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 60,540 : : Positions : : 44,865 42,662 6,557 8,921 6,963 0 125 1,715 363 77 77 : : : : Changes from: September 25, 2012 : : -4,571 -3,981 1,000 19 -1,126 -436 125 413 218 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 70.5 10.8 14.7 11.5 0.0 0.2 2.8 0.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 24 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 495,157 : : Positions : : 409,044 329,791 20,524 91,630 60,846 0 8,073 321 3,459 3,533 963 : : : : Changes from: September 25, 2012 : : -49,072 -37,787 4,838 -10,614 -6,906 0 -977 0 -2,888 2,256 -1,008 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 66.6 4.1 18.5 12.3 0.0 1.6 0.1 0.7 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,809,064 : : Positions : :1,187,465 1,465,305 221,332 190,268 79,357 229,360 15,029 33,946 31,761 9,965 14,762 : : : : Changes from: September 25, 2012 : : 55,312 30,103 -33,562 9,360 21,569 32,103 2,687 -12,871 -20,791 1,561 -1,937 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 81.0 12.2 10.5 4.4 12.7 0.8 1.9 1.8 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 35 . 6 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 76,079 : : Positions : : 52,778 54,513 7,974 6,207 11,441 3 33 3,486 191 172 206 : : : : Changes from: September 25, 2012 : : 3,163 2,666 -543 -331 -239 -221 33 -109 48 57 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 71.7 10.5 8.2 15.0 0.0 0.0 4.6 0.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 29 4 4 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 498,239 : : Positions : : 307,827 404,886 170,605 81,125 6,224 4,276 0 5,692 3,303 0 312 : : : : Changes from: September 25, 2012 : : -924 3,882 5,136 0 0 -321 0 0 -9 0 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 81.3 34.2 16.3 1.2 0.9 0.0 1.1 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 58,871 : : Positions : : 44,446 17,501 412 29,070 4,804 733 32 5,353 1,798 715 91 : : : : Changes from: September 25, 2012 : : 516 -2,818 -28 294 -422 -2,396 32 59 28 43 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 29.7 0.7 49.4 8.2 1.2 0.1 9.1 3.1 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 24 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 15,686 : : Positions : : 8,161 10,778 1,525 630 1,644 1,194 0 1,692 0 56 288 : : : : Changes from: September 25, 2012 : : -291 -456 -165 10 -93 184 0 -184 -24 56 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 68.7 9.7 4.0 10.5 7.6 0.0 10.8 0.0 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 8,289 : : Positions : : 6,444 3,702 0 1,308 352 0 1,506 128 0 0 0 : : : : Changes from: September 25, 2012 : : 42 -338 0 -162 0 0 348 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 44.7 0.0 15.8 4.2 0.0 18.2 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 12,107 : : Positions : : 5,387 9,741 1,088 30 1,218 556 440 294 2,834 0 16 : : : : Changes from: September 25, 2012 : : -281 -425 62 -22 -136 -24 0 -16 -78 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 80.5 9.0 0.2 10.1 4.6 3.6 2.4 23.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 20,461 : : Positions : : 13,432 12,831 850 1,490 2,922 78 1,480 640 252 0 18 : : : : Changes from: September 25, 2012 : : -1,042 -444 -60 -704 -62 -50 -200 0 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 62.7 4.2 7.3 14.3 0.4 7.2 3.1 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 8,554 : : Positions : : 4,442 5,460 193 569 1,014 1,290 0 120 0 0 0 : : : : Changes from: September 25, 2012 : : -200 -239 79 35 -124 46 0 -66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 63.8 2.3 6.7 11.9 15.1 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 12,428 : : Positions : : 5,055 5,639 754 18 1,996 0 2,144 144 1,186 0 1,546 : : : : Changes from: September 25, 2012 : : -494 -252 738 -866 546 0 -8 -10 -1,502 0 1,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.7 45.4 6.1 0.1 16.1 0.0 17.3 1.2 9.5 0.0 12.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 11,896 : : Positions : : 6,887 6,168 1,453 1,425 771 248 936 796 0 1,334 0 : : : : Changes from: September 25, 2012 : : -397 -92 49 -41 -49 30 14 -44 0 -302 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 51.8 12.2 12.0 6.5 2.1 7.9 6.7 0.0 11.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 55,250 : : Positions : : 50,377 45,684 2,745 7,438 2,128 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -2,230 -2,679 -209 -98 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 82.7 5.0 13.5 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 906,113 : : Positions : : 819,820 764,230 48,853 104,443 37,440 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -29,328 -29,536 -2,912 -2,704 -9,360 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.3 5.4 11.5 4.1 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 October 2, 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 79,250 : : Positions : : 46,486 77,608 32,044 1,006 465 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -3,325 -5,909 -2,793 -190 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 97.9 40.4 1.3 0.6 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 October 2, 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 1,058,226 : : Positions : : 692,745 1,031,199 344,762 6,308 20,719 0 0 0 0 0 0 : : : : Changes from: September 25, 2012 : : -38,600 -113,568 -76,632 -1,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.4 32.6 0.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 14 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 60,297 : : Positions : : 37,045 39,263 7,951 11,508 4,626 4,665 0 4,900 855 0 0 : : : : Changes from: September 25, 2012 : : -2,058 -312 76 -95 -190 1,670 0 -2,090 -95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 65.1 13.2 19.1 7.7 7.7 0.0 8.1 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,161,406 : : Positions : : 969,622 603,764 45,675 345,824 93,477 0 105,450 0 39,741 0 12,891 : : : : Changes from: September 25, 2012 : : -64,168 -13,224 832 -47,096 -1,664 0 -2,080 0 936 0 -2,496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 52.0 3.9 29.8 8.0 0.0 9.1 0.0 3.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 19 . 5 5 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 45,390 : : Positions : : 33,680 35,391 9,580 3,830 2,066 0 2,226 0 0 1,367 0 : : : : Changes from: September 25, 2012 : : -2,853 -2,568 95 -190 -437 0 -19 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 78.0 21.1 8.4 4.6 0.0 4.9 0.0 0.0 3.0 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 October 2, 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 38,546 : : Positions : : 26,455 31,142 9,661 704 1,280 640 5,420 0 0 0 0 : : : : Changes from: September 25, 2012 : : -587 -758 -266 -209 -380 -190 -95 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 80.8 25.1 1.8 3.3 1.7 14.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 12 16 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 24,319 : : Positions : : 10,418 14,019 2,245 5,748 2,747 2,235 0 1,275 4,869 0 530 : : : : Changes from: September 25, 2012 : : -171 -1,634 -1,102 -1,178 0 -285 0 0 -1,254 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 57.6 9.2 23.6 11.3 9.2 0.0 5.2 20.0 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 14,464 : : Positions : : 10,126 8,623 1,849 2,509 1,445 0 0 0 192 1,759 0 : : : : Changes from: September 25, 2012 : : -437 -456 -19 -57 -57 0 0 0 -57 19 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 59.6 12.8 17.3 10.0 0.0 0.0 0.0 1.3 12.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 722,049 : : Positions : : 548,218 539,485 129,140 100,240 21,291 0 80 23,400 0 37,553 0 : : : : Changes from: September 25, 2012 : : -69,171 -41,715 416 -17,888 -416 0 0 0 0 -9,152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 74.7 17.9 13.9 2.9 0.0 0.0 3.2 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 913,873 : : Positions : : 616,968 627,459 233,431 107,820 51,624 11,850 126,970 0 0 0 0 : : : : Changes from: September 25, 2012 : : -7,280 -32,240 -21,632 -4,992 0 -4,160 4,160 -4,160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 68.7 25.5 11.8 5.6 1.3 13.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 455,101 : : Positions : : 118,409 253,004 111,375 48,809 69,877 72,490 0 3,555 0 461 79,395 : : : : Changes from: September 25, 2012 : : -12,480 -15,392 -6,240 -27,040 -2,080 4,160 0 -4,160 -27,411 461 -461 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 55.6 24.5 10.7 15.4 15.9 0.0 0.8 0.0 0.1 17.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 4 . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated October 5, 2012