Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 7,695 : : Positions : : 5,445 5,415 0 1,185 255 865 0 5 450 0 105 : : : : Changes from: October 9, 2012 : : 445 625 0 -10 10 70 0 5 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 70.4 0.0 15.4 3.3 11.2 0.0 0.1 5.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 20,579 : : Positions : : 6,967 3,445 1,062 1,390 678 0 4,889 830 6,936 4,268 3,706 : : : : Changes from: October 9, 2012 : : -238 506 195 -97 -90 0 330 -175 285 -1,345 533 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 16.7 5.2 6.8 3.3 0.0 23.8 4.0 33.7 20.7 18.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 7 8 . . . 0 4 4 10 9 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 9,540 : : Positions : : 2,460 2,750 590 0 120 255 1,270 500 3,585 2,460 1,770 : : : : Changes from: October 9, 2012 : : 50 140 95 0 -60 0 -65 15 -30 60 85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 28.8 6.2 0.0 1.3 2.7 13.3 5.2 37.6 25.8 18.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 5 6 . 0 . . . . 8 8 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 169,930 : : Positions : : 89,330 120,842 12,112 7,696 16,538 17,788 193 16,269 9,559 888 6,796 : : : : Changes from: October 9, 2012 : : -1,117 508 2,653 -793 152 -1,056 0 -574 -272 0 667 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 71.1 7.1 4.5 9.7 10.5 0.1 9.6 5.6 0.5 4.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 45 41 6 6 8 8 . 5 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 62,198 : : Positions : : 45,861 44,478 6,582 8,107 7,444 106 0 1,866 263 227 76 : : : : Changes from: October 9, 2012 : : 1,762 1,748 0 -78 125 106 -127 202 -224 125 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 71.5 10.6 13.0 12.0 0.2 0.0 3.0 0.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 4 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 526,538 : : Positions : : 437,039 361,444 17,940 87,918 64,609 0 4,233 2,207 3,459 4,843 1,284 : : : : Changes from: October 9, 2012 : : 16,942 19,408 -977 -3,787 2,844 0 0 0 -321 23 321 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 68.6 3.4 16.7 12.3 0.0 0.8 0.4 0.7 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,768,181 : : Positions : :1,130,769 1,456,455 252,488 190,600 52,451 239,854 16,136 24,585 49,008 8,928 19,026 : : : : Changes from: October 9, 2012 : : -10,652 45,498 45,624 -2,004 -16,222 4,698 31 -5,554 5,895 2,025 1,212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 82.4 14.3 10.8 3.0 13.6 0.9 1.4 2.8 0.5 1.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 34 4 4 5 4 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 70,001 : : Positions : : 48,388 50,498 6,430 4,635 11,517 272 0 3,066 122 104 181 : : : : Changes from: October 9, 2012 : : -5,713 -5,822 -1,750 -1,091 -281 269 -261 -345 -144 -116 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.1 9.2 6.6 16.5 0.4 0.0 4.4 0.2 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 24 29 4 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 451,198 : : Positions : : 267,131 365,935 165,253 74,405 4,888 3,679 0 5,658 4,277 0 312 : : : : Changes from: October 9, 2012 : : -44,243 -41,570 -4,376 -6,720 -1,336 321 0 0 8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 81.1 36.6 16.5 1.1 0.8 0.0 1.3 0.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 58,727 : : Positions : : 44,550 17,877 524 28,982 4,408 733 32 5,353 2,038 715 91 : : : : Changes from: October 9, 2012 : : -232 336 112 -624 76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 30.4 0.9 49.4 7.5 1.2 0.1 9.1 3.5 1.2 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 15,666 : : Positions : : 8,407 10,434 1,433 630 1,644 1,194 0 1,692 0 396 132 : : : : Changes from: October 9, 2012 : : 148 0 -120 0 0 0 0 0 0 120 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 66.6 9.1 4.0 10.5 7.6 0.0 10.8 0.0 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 8,275 : : Positions : : 6,456 3,702 0 1,314 346 0 1,506 128 0 0 0 : : : : Changes from: October 9, 2012 : : 12 0 0 6 -6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 44.7 0.0 15.9 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 16, 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 11,886 : : Positions : : 5,463 9,533 1,088 30 1,218 556 440 294 2,514 0 16 : : : : Changes from: October 9, 2012 : : -4 -16 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 80.2 9.2 0.3 10.2 4.7 3.7 2.5 21.2 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 16, 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 20,849 : : Positions : : 13,600 13,339 858 1,066 3,226 78 1,480 640 252 0 18 : : : : Changes from: October 9, 2012 : : 48 380 0 -312 312 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 64.0 4.1 5.1 15.5 0.4 7.1 3.1 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 4 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 8,524 : : Positions : : 4,338 5,450 193 595 988 1,290 0 120 0 0 0 : : : : Changes from: October 9, 2012 : : 26 0 0 26 -26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 63.9 2.3 7.0 11.6 15.1 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 12,232 : : Positions : : 5,127 5,659 634 18 1,996 0 1,904 144 1,006 0 1,546 : : : : Changes from: October 9, 2012 : : -8 -4 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 46.3 5.2 0.1 16.3 0.0 15.6 1.2 8.2 0.0 12.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 12,032 : : Positions : : 6,903 6,064 1,333 1,425 891 248 936 796 0 1,454 0 : : : : Changes from: October 9, 2012 : : 0 0 -120 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 50.4 11.1 11.8 7.4 2.1 7.8 6.6 0.0 12.1 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 16, 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 55,825 : : Positions : : 50,697 45,747 2,745 7,695 2,128 0 0 0 0 0 0 : : : : Changes from: October 9, 2012 : : 258 43 0 215 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.9 4.9 13.8 3.8 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 October 16, 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 911,928 : : Positions : : 825,635 764,966 48,853 109,522 37,440 0 0 0 0 0 0 : : : : Changes from: October 9, 2012 : : 3,439 736 0 2,703 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 83.9 5.4 12.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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: October 9, 2012 : : 0 0 0 0 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 16, 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: October 9, 2012 : : 0 0 0 0 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 16, 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 60,564 : : Positions : : 37,312 39,530 7,951 11,508 4,626 4,665 0 4,900 855 0 0 : : : : Changes from: October 9, 2012 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 65.3 13.1 19.0 7.6 7.7 0.0 8.1 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 17 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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: October 9, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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 45,474 : : Positions : : 33,764 35,391 9,580 3,830 2,066 0 2,226 0 0 1,451 0 : : : : Changes from: October 9, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 77.8 21.1 8.4 4.5 0.0 4.9 0.0 0.0 3.2 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 16, 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 40,477 : : Positions : : 27,621 33,073 10,426 704 1,280 640 5,420 0 0 0 0 : : : : Changes from: October 9, 2012 : : 1,146 636 -510 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.7 25.8 1.7 3.2 1.6 13.4 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 16, 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 24,495 : : Positions : : 10,594 13,975 2,245 5,748 2,747 2,015 0 1,495 4,869 0 530 : : : : Changes from: October 9, 2012 : : 176 -44 0 0 0 -220 0 220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 57.1 9.2 23.5 11.2 8.2 0.0 6.1 19.9 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 16, 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 8,707 1,849 2,509 1,445 0 0 0 192 1,675 0 : : : : Changes from: October 9, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 60.2 12.8 17.3 10.0 0.0 0.0 0.0 1.3 11.6 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 16, 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: October 9, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 927,913 : : Positions : : 640,368 641,499 224,071 107,820 51,624 11,850 126,970 0 0 0 0 : : : : Changes from: October 9, 2012 : : 23,400 14,040 -9,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.1 24.1 11.6 5.6 1.3 13.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 16, 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 455,910 : : Positions : : 118,409 253,813 111,375 48,809 69,877 72,490 0 3,555 809 461 79,395 : : : : Changes from: October 9, 2012 : : 0 809 0 0 0 0 0 0 809 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 55.7 24.4 10.7 15.3 15.9 0.0 0.8 0.2 0.1 17.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . . . 0 . . . . : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2007