Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 6,713 : : Positions : : 4,895 4,550 45 1,078 317 585 0 0 0 0 0 : : : : Changes from: September 11, 2012 : : 75 90 0 -1 2 15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 67.8 0.7 16.1 4.7 8.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 15,767 : : Positions : : 4,936 2,811 740 680 685 0 1,960 1,245 5,467 5,558 2,309 : : : : Changes from: September 11, 2012 : : 302 967 123 213 -208 0 110 -40 435 -530 620 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.3 17.8 4.7 4.3 4.3 0.0 12.4 7.9 34.7 35.3 14.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 6 7 . . . 0 4 4 7 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 8,430 : : Positions : : 3,025 1,895 0 135 145 255 1,665 180 3,080 2,545 1,425 : : : : Changes from: September 11, 2012 : : 1,080 -160 0 30 -10 0 480 30 75 800 560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 22.5 0.0 1.6 1.7 3.0 19.8 2.1 36.5 30.2 16.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 7 7 0 . . . . . 4 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 155,223 : : Positions : : 82,075 63,016 440 22,352 45,788 1,985 1,197 20,472 1,773 248 526 : : : : Changes from: September 11, 2012 : : 656 871 0 426 352 405 -29 106 222 47 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 40.6 0.3 14.4 29.5 1.3 0.8 13.2 1.1 0.2 0.3 : : : : 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 18, 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 26,126 : : Positions : : 12,426 14,667 728 2,516 5,713 3,280 0 2,486 64 0 300 : : : : Changes from: September 11, 2012 : : 126 757 84 -5 274 260 0 32 64 -222 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 56.1 2.8 9.6 21.9 12.6 0.0 9.5 0.2 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 8,114 : : Positions : : 5,903 3,477 0 1,590 352 0 1,278 18 0 0 0 : : : : Changes from: September 11, 2012 : : -2 2 0 -16 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 42.9 0.0 19.6 4.3 0.0 15.8 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 18, 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 12,731 : : Positions : : 5,609 10,225 1,026 52 1,354 580 322 429 2,912 0 0 : : : : Changes from: September 11, 2012 : : 100 130 0 0 0 120 -1 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.1 80.3 8.1 0.4 10.6 4.6 2.5 3.4 22.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 4 . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 21,733 : : Positions : : 14,454 12,923 790 2,426 2,944 128 1,680 640 278 0 18 : : : : Changes from: September 11, 2012 : : -434 -24 34 -206 86 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 59.5 3.6 11.2 13.5 0.6 7.7 2.9 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 8,849 : : Positions : : 4,562 5,619 114 534 1,138 1,244 0 186 0 0 0 : : : : Changes from: September 11, 2012 : : 524 182 -360 120 0 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 63.5 1.3 6.0 12.9 14.1 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 11,537 : : Positions : : 5,689 5,771 16 812 1,522 0 2,182 154 2,698 0 96 : : : : Changes from: September 11, 2012 : : 72 -120 0 0 50 0 -120 50 -192 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 50.0 0.1 7.0 13.2 0.0 18.9 1.3 23.4 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 18, 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 12,272 : : Positions : : 7,230 6,260 1,404 1,466 820 218 922 840 0 1,598 0 : : : : Changes from: September 11, 2012 : : -319 -103 58 0 -6 0 0 0 0 318 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 51.0 11.4 11.9 6.7 1.8 7.5 6.8 0.0 13.0 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 18, 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 53,364 : : Positions : : 47,434 43,190 2,954 7,536 2,638 0 0 0 0 0 0 : : : : Changes from: September 11, 2012 : : 63 0 0 63 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 80.9 5.5 14.1 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 18, 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 896,897 : : Positions : : 798,332 742,950 51,765 107,147 46,800 0 0 0 0 0 0 : : : : Changes from: September 11, 2012 : : 384 384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.8 5.8 11.9 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 18, 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 11, 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 18, 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 11, 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 18, 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 11, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 62.8 12.5 18.4 7.6 4.8 0.0 11.1 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 4 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,227,966 : : Positions : :1,033,790 616,988 44,843 392,920 95,141 0 107,530 0 38,805 0 15,387 : : : : Changes from: September 11, 2012 : : 752 752 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 50.2 3.7 32.0 7.7 0.0 8.8 0.0 3.2 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 19 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 48,604 : : Positions : : 36,533 37,959 9,485 4,020 2,503 0 2,245 0 0 1,367 0 : : : : Changes from: September 11, 2012 : : 602 510 0 0 0 0 0 0 0 92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 78.1 19.5 8.3 5.1 0.0 4.6 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 11, 2012 : : 0 0 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 18, 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 11, 2012 : : 0 0 0 0 0 0 0 0 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 18, 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 15,076 : : Positions : : 10,565 9,083 1,868 2,564 1,504 0 0 0 249 1,740 19 : : : : Changes from: September 11, 2012 : : 255 92 0 0 -0 0 0 0 0 163 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 60.2 12.4 17.0 10.0 0.0 0.0 0.0 1.7 11.5 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 11, 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 18, 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 11, 2012 : : 0 0 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 18, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 503,773 : : Positions : : 130,889 268,396 117,615 75,849 71,957 68,330 0 7,715 27,411 0 79,856 : : : : Changes from: September 11, 2012 : : 5,925 0 0 0 0 0 0 0 -5,925 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 53.3 23.3 15.1 14.3 13.6 0.0 1.5 5.4 0.0 15.9 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 18, 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 9,661 : : Positions : : 4,082 6,310 2,053 32 2,962 314 0 202 0 126 28 : : : : Changes from: September 11, 2012 : : 29 207 205 11 -49 -0 0 -2 0 15 -0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 65.3 21.3 0.3 30.7 3.3 0.0 2.1 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 21, 2012