Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 239,401 : : Positions : : 103,129 100,795 3,310 18,956 77,941 13,835 6 37,516 406 2,103 513 : : : : Changes from: February 7, 2012 : : 1,339 1,490 117 43 1,727 79 6 -107 -5 -0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 42.1 1.4 7.9 32.6 5.8 0.0 15.7 0.2 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 6 8 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 36,608 : : Positions : : 16,134 16,453 1,317 4,874 9,548 3,879 60 4,453 0 344 92 : : : : Changes from: February 7, 2012 : : -18 -215 39 -234 113 -450 0 247 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 44.9 3.6 13.3 26.1 10.6 0.2 12.2 0.0 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,661 : : Positions : : 5,714 8,554 1,449 1,694 1,347 1 1,174 554 3,748 0 0 : : : : Changes from: February 7, 2012 : : 201 81 4 100 -1 -5 120 2 102 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 62.6 10.6 12.4 9.9 0.0 8.6 4.1 27.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 29,903 : : Positions : : 21,967 12,260 2,014 10,532 2,164 448 3,600 90 1,048 0 44 : : : : Changes from: February 7, 2012 : : -66 -4 0 -14 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 41.0 6.7 35.2 7.2 1.5 12.0 0.3 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 4 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,855 : : Positions : : 5,374 5,890 535 355 1,134 982 0 310 0 0 0 : : : : Changes from: February 7, 2012 : : 524 -90 -600 -120 708 -376 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 59.8 5.4 3.6 11.5 10.0 0.0 3.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,462 : : Positions : : 8,691 6,428 945 1,499 1,035 0 1,976 400 0 338 0 : : : : Changes from: February 7, 2012 : : 0 0 0 0 0 0 -20 0 0 20 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 51.6 7.6 12.0 8.3 0.0 15.9 3.2 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 69,565 : : Positions : : 64,034 58,490 2,837 8,381 2,694 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 256 256 256 256 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 84.1 4.1 12.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,078,302 : : Positions : : 979,622 886,361 46,016 139,277 52,664 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 5,840 5,840 4,664 4,664 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 82.2 4.3 12.9 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 38,806 : : Positions : : 30,506 17,900 8,300 20,906 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 132 0 0 2,672 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 46.1 21.4 53.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 701,249 : : Positions : : 556,184 319,889 145,065 381,360 0 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 2,352 0 0 2,352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 45.6 20.7 54.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 132,243 : : Positions : : 69,461 119,882 61,702 11,281 1,080 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 0 562 562 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 90.7 46.7 8.5 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,898,046 : : Positions : : 989,026 1,704,441 890,696 175,281 18,324 0 0 0 0 0 0 : : : : Changes from: February 7, 2012 : : 0 6,272 6,272 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 89.8 46.9 9.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 70,441 : : Positions : : 46,392 44,147 5,806 8,823 5,061 3,720 3,925 7,800 1,275 43 387 : : : : Changes from: February 7, 2012 : : 0 2,550 0 0 0 2,550 0 -2,550 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 62.7 8.2 12.5 7.2 5.3 5.6 11.1 1.8 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 14 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,280,560 : : Positions : : 969,309 519,894 48,347 454,399 140,531 12,888 105,525 23,400 62,760 13,486 23,325 : : : : Changes from: February 7, 2012 : : 0 0 0 23,400 0 0 -23,400 23,400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 40.6 3.8 35.5 11.0 1.0 8.2 1.8 4.9 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 16 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 48,762 : : Positions : : 44,723 35,314 1,869 10,657 1,826 0 360 0 110 350 0 : : : : Changes from: February 7, 2012 : : 762 762 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 72.4 3.8 21.9 3.7 0.0 0.7 0.0 0.2 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 53,182 : : Positions : : 31,710 42,955 18,475 7,020 63 2,340 2,550 0 0 0 0 : : : : Changes from: February 7, 2012 : : 66 66 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.8 34.7 13.2 0.1 4.4 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 42,848 : : Positions : : 10,542 22,953 13,275 16,293 192 1,370 0 2,140 14,059 0 1,270 : : : : Changes from: February 7, 2012 : : 220 0 0 0 0 0 0 0 -220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 53.6 31.0 38.0 0.4 3.2 0.0 5.0 32.8 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 15,487 : : Positions : : 9,319 10,409 2,899 3,001 1,546 0 0 0 702 63 0 : : : : Changes from: February 7, 2012 : : 0 -234 0 -0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 67.2 18.7 19.4 10.0 0.0 0.0 0.0 4.5 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 856,392 : : Positions : : 807,397 546,497 0 242,221 25,595 23,400 0 0 0 42,079 0 : : : : Changes from: February 7, 2012 : : 14,310 14,310 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 63.8 0.0 28.3 3.0 2.7 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 933,450 : : Positions : : 425,811 712,813 363,384 144,432 58,560 68,050 0 17,645 0 0 0 : : : : Changes from: February 7, 2012 : : 3,910 3,910 6,960 -16,440 16,440 -23,400 0 17,645 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 76.4 38.9 15.5 6.3 7.3 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 7,400 : : Positions : : 2,756 4,165 1,204 90 2,862 136 0 161 141 0 113 : : : : Changes from: February 7, 2012 : : 112 51 20 -28 49 -94 0 31 -13 0 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.2 56.3 16.3 1.2 38.7 1.8 0.0 2.2 1.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 13 5 . 6 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated February 17, 2012