Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 6,636 : : Positions : : 4,820 4,460 45 1,080 315 570 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : 45 375 45 105 -120 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 67.2 0.7 16.3 4.8 8.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 15,145 : : Positions : : 4,634 1,844 617 467 893 0 1,850 1,285 5,032 6,088 1,689 : : : : Changes from: September 4, 2012 : : 264 118 -35 -120 85 0 265 -315 34 115 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.6 12.2 4.1 3.1 5.9 0.0 12.2 8.5 33.2 40.2 11.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 6 6 . . . 0 4 4 5 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 6,710 : : Positions : : 1,945 2,055 0 105 155 255 1,185 150 3,005 1,745 865 : : : : Changes from: September 4, 2012 : : 500 -70 0 90 -25 0 800 -375 270 75 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.0 30.6 0.0 1.6 2.3 3.8 17.7 2.2 44.8 26.0 12.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 6 5 0 . . . . . 5 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 153,562 : : Positions : : 81,419 62,145 440 21,926 45,436 1,580 1,226 20,366 1,550 201 554 : : : : Changes from: September 4, 2012 : : 1,804 1,446 0 151 518 -212 492 988 0 8 91 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 40.5 0.3 14.3 29.6 1.0 0.8 13.3 1.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 25 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 25,266 : : Positions : : 12,301 13,910 644 2,520 5,439 3,020 0 2,454 0 222 184 : : : : Changes from: September 4, 2012 : : 74 -138 22 -74 -82 -310 0 23 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 55.1 2.5 10.0 21.5 12.0 0.0 9.7 0.0 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 8,128 : : Positions : : 5,905 3,475 0 1,606 352 0 1,278 18 0 0 0 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 42.8 0.0 19.8 4.3 0.0 15.7 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 12 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 12,721 : : Positions : : 5,509 10,095 1,026 52 1,354 460 322 429 3,082 0 0 : : : : Changes from: September 4, 2012 : : 110 -0 0 0 0 0 0 -120 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 79.4 8.1 0.4 10.6 3.6 2.5 3.4 24.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 21,853 : : Positions : : 14,888 12,947 756 2,632 2,858 128 1,680 640 278 0 18 : : : : Changes from: September 4, 2012 : : 18 120 236 -28 28 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 59.2 3.5 12.0 13.1 0.6 7.7 2.9 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 8,565 : : Positions : : 4,038 5,437 474 414 1,138 1,364 0 66 0 0 0 : : : : Changes from: September 4, 2012 : : 52 28 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 63.5 5.5 4.8 13.3 15.9 0.0 0.8 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 September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,437 : : Positions : : 5,617 5,891 16 812 1,472 0 2,302 104 2,890 0 96 : : : : Changes from: September 4, 2012 : : 160 10 0 0 0 0 -120 0 -230 0 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 51.5 0.1 7.1 12.9 0.0 20.1 0.9 25.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 12,063 : : Positions : : 7,549 6,363 1,346 1,466 826 218 922 840 0 1,280 0 : : : : Changes from: September 4, 2012 : : 57 -111 0 120 0 0 48 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 52.7 11.2 12.2 6.8 1.8 7.6 7.0 0.0 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 53,301 : : Positions : : 47,371 43,190 2,954 7,473 2,638 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : 104 63 0 41 -41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 81.0 5.5 14.0 4.9 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- Options and Futures Combined Positions as of September 11, 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 896,513 : : Positions : : 797,948 742,566 51,765 107,147 46,800 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : 3,032 2,664 0 368 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.8 5.8 12.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 85,368 : : Positions : : 49,811 83,517 34,837 1,196 465 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.8 40.8 1.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 12 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,173,458 : : Positions : : 731,345 1,144,767 421,394 7,972 20,719 0 0 0 0 0 0 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 97.6 35.9 0.7 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 62,984 : : Positions : : 39,103 39,575 7,875 11,603 4,816 2,995 0 6,990 950 0 0 : : : : Changes from: September 4, 2012 : : 0 765 0 1,785 0 1,970 -580 -695 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.8 12.5 18.4 7.6 4.8 0.0 11.1 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,227,214 : : Positions : :1,033,038 616,236 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.2 3.7 32.0 7.8 0.0 8.8 0.0 3.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 48,002 : : Positions : : 35,931 37,449 9,485 4,020 2,503 0 2,245 0 0 1,275 0 : : : : Changes from: September 4, 2012 : : -230 0 0 0 0 0 0 0 0 -230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 78.0 19.8 8.4 5.2 0.0 4.7 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 39,478 : : Positions : : 26,532 31,390 9,927 913 1,660 830 5,515 0 0 0 0 : : : : Changes from: September 4, 2012 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 79.5 25.1 2.3 4.2 2.1 14.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 17 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 26,916 : : Positions : : 10,374 15,183 3,347 6,926 2,747 2,520 0 1,275 6,123 0 530 : : : : Changes from: September 4, 2012 : : 2,550 0 0 0 0 -2,550 0 1,275 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 56.4 12.4 25.7 10.2 9.4 0.0 4.7 22.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 14,822 : : Positions : : 10,310 8,992 1,868 2,564 1,504 0 0 0 249 1,577 19 : : : : Changes from: September 4, 2012 : : -0 -0 0 0 -0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 60.7 12.6 17.3 10.1 0.0 0.0 0.0 1.7 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 791,220 : : Positions : : 617,389 581,200 128,724 118,128 21,707 0 80 23,400 0 46,705 0 : : : : Changes from: September 4, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 73.5 16.3 14.9 2.7 0.0 0.0 3.0 0.0 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 945,180 : : Positions : : 618,323 653,774 255,063 112,812 51,624 16,010 122,810 4,160 0 0 0 : : : : Changes from: September 4, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 69.2 27.0 11.9 5.5 1.7 13.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 503,773 : : Positions : : 124,964 268,396 117,615 75,849 71,957 68,330 0 7,715 33,336 0 79,856 : : : : Changes from: September 4, 2012 : : 2,968 2,968 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 53.3 23.3 15.1 14.3 13.6 0.0 1.5 6.6 0.0 15.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 11, 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 9,479 : : Positions : : 4,053 6,102 1,848 21 3,011 315 0 204 0 111 28 : : : : Changes from: September 4, 2012 : : -25 -20 -15 21 42 41 0 30 0 -1 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 64.4 19.5 0.2 31.8 3.3 0.0 2.2 0.0 1.2 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 14, 2012