PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 188,090: 113,301 113,234 2,867 4,412 54,856 762 2,134 11,770 217 0 1,065: 3,252 620
Old : 188,090: 113,301 113,234 2,867 4,412 54,856 762 2,134 11,770 217 0 1,065: 3,252 620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,439: 1,477 1,259 22 4 1,003 113 443 785 91 -10 25: -76 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 60.2 1.5 2.3 29.2 0.4 1.1 6.3 0.1 0.0 0.6: 1.7 0.3
Old : 100.0: 60.2 60.2 1.5 2.3 29.2 0.4 1.1 6.3 0.1 0.0 0.6: 1.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 28 24 4 4 6 . . 4 . 0 .:
Old : 44: 28 24 4 4 6 . . 4 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 50.1 79.0 81.3 3.3 4.7 5.4 6.7
Old : 48.4 50.1 79.0 81.3 3.3 4.7 5.4 6.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 18,526: 10,982 11,884 3,040 1,611 3,154 0 280 180 0 322 0: 1,170 1,095
Old : 18,526: 10,982 11,884 3,040 1,611 3,154 0 280 180 0 322 0: 1,170 1,095
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -3: 36 17 -4 6 -16 0 0 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 64.1 16.4 8.7 17.0 0.0 1.5 1.0 0.0 1.7 0.0: 6.3 5.9
Old : 100.0: 59.3 64.1 16.4 8.7 17.0 0.0 1.5 1.0 0.0 1.7 0.0: 6.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 18 4 . 4 0 . . 0 . 0:
Old : 29: 15 18 4 . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 44.4 66.3 67.2 31.6 25.5 45.6 40.1
Old : 43.2 44.4 66.3 67.2 31.6 25.5 45.6 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,170: 8,954 9,647 747 721 1,677 0 0 0 0 0 0: 1,792 1,126
Old : 13,170: 8,954 9,647 747 721 1,677 0 0 0 0 0 0: 1,792 1,126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 36: 39 5 -41 17 14 0 0 0 0 0 0: 24 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 73.2 5.7 5.5 12.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 8.5
Old : 100.0: 68.0 73.2 5.7 5.5 12.7 0.0 0.0 0.0 0.0 0.0 0.0: 13.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 . . . 0 0 0 0 0 0:
Old : 20: 13 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 67.5 64.2 82.2 28.4 62.4 47.7 64.2
Old : 37.1 67.5 64.2 82.2 28.4 62.4 47.7 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 29,038: 17,277 14,029 1,242 4,230 7,361 0 1,640 70 0 620 130: 2,958 958
Old : 29,038: 17,277 14,029 1,242 4,230 7,361 0 1,640 70 0 620 130: 2,958 958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -400: -420 -496 0 96 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 48.3 4.3 14.6 25.3 0.0 5.6 0.2 0.0 2.1 0.4: 10.2 3.3
Old : 100.0: 59.5 48.3 4.3 14.6 25.3 0.0 5.6 0.2 0.0 2.1 0.4: 10.2 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 . 6 6 0 . . 0 . .:
Old : 28: 17 16 . 6 6 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 42.6 57.2 70.7 24.4 31.9 35.5 43.5
Old : 38.4 42.6 57.2 70.7 24.4 31.9 35.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,305: 6,728 7,144 2,044 2,492 1,173 340 0 60 304 0 40: 1,616 1,396
Old : 12,305: 6,728 7,144 2,044 2,492 1,173 340 0 60 304 0 40: 1,616 1,396
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -24: 0 -66 -40 0 12 0 0 0 -32 0 20: 16 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 58.1 16.6 20.3 9.5 2.8 0.0 0.5 2.5 0.0 0.3: 13.1 11.3
Old : 100.0: 54.7 58.1 16.6 20.3 9.5 2.8 0.0 0.5 2.5 0.0 0.3: 13.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . 5 . 0 . . 0 .:
Old : 21: 11 11 . . 5 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 45.2 62.9 71.3 38.2 40.4 50.9 53.7
Old : 42.3 45.2 62.9 71.3 38.2 40.4 50.9 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 35,269: 24,089 19,556 3,275 4,795 7,650 0 0 0 0 3,225 0: 255 43
Old : 35,269: 24,089 19,556 3,275 4,795 7,650 0 0 0 0 3,225 0: 255 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 55.4 9.3 13.6 21.7 0.0 0.0 0.0 0.0 9.1 0.0: 0.7 0.1
Old : 100.0: 68.3 55.4 9.3 13.6 21.7 0.0 0.0 0.0 0.0 9.1 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 6 . . . 0 0 0 0 . 0:
Old : 20: 9 6 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 70.5 85.9 96.3 37.6 43.7 57.6 64.5
Old : 55.9 70.5 85.9 96.3 37.6 43.7 57.6 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 48,415: 32,170 33,828 2,652 1,311 11,811 32 0 741 0 24 6: 1,002 694
Old : 48,415: 32,170 33,828 2,652 1,311 11,811 32 0 741 0 24 6: 1,002 694
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 380: 516 -96 -250 352 97 4 0 14 0 7 3: -4 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 69.9 5.5 2.7 24.4 0.1 0.0 1.5 0.0 0.0 0.0: 2.1 1.4
Old : 100.0: 66.4 69.9 5.5 2.7 24.4 0.1 0.0 1.5 0.0 0.0 0.0: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 19 5 . 5 . 0 . 0 . .:
Old : 30: 19 19 5 . 5 . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 62.1 81.2 83.9 21.5 32.2 30.4 35.0
Old : 60.2 62.1 81.2 83.9 21.5 32.2 30.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MW X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 10,236: 6,837 3,072 1,186 5,210 1,038 0 0 0 0 0 0: 1,175 916
Old : 10,236: 6,837 3,072 1,186 5,210 1,038 0 0 0 0 0 0: 1,175 916
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28: 24 4 24 44 -20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 30.0 11.6 50.9 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 8.9
Old : 100.0: 66.8 30.0 11.6 50.9 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.5 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 11 . 4 4 0 0 0 0 0 0:
Old : 22: 15 11 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 64.5 60.0 79.6 33.8 56.9 50.8 62.5
Old : 38.3 64.5 60.0 79.6 33.8 56.9 50.8 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 55,487: 53,839 40,407 903 14,484 510 0 0 0 0 0 0: 235 86
Old : 55,487: 53,839 40,407 903 14,484 510 0 0 0 0 0 0: 235 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 1,530: 1,530 0 0 1,530 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 72.8 1.6 26.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 97.0 72.8 1.6 26.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 . . . 0 0 0 0 0 0:
Old : 20: 9 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.6 84.8 96.8 98.8 86.6 84.8 96.8 97.9
Old : 86.6 84.8 96.8 98.8 86.6 84.8 96.8 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 819,294: 779,293 572,908 35,321 241,706 4,680 0 0 0 0 0 0: 0 0
Old : 819,294: 779,293 572,908 35,321 241,706 4,680 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28,152: 28,152 0 0 28,152 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 69.9 4.3 29.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 95.1 69.9 4.3 29.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 6 . . . 0 0 0 0 0 0:
Old : 21: 10 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 87.6 95.9 99.2 84.4 87.6 95.9 99.2
Old : 84.4 87.6 95.9 99.2 84.4 87.6 95.9 99.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 39,326: 33,441 36,521 5,056 2,805 0 0 0 0 0 0 0: 829 0
Old : 39,326: 33,441 36,521 5,056 2,805 0 0 0 0 0 0 0: 829 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 92.9 12.9 7.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 85.0 92.9 12.9 7.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 10 4 . 0 0 0 0 0 0 0:
Old : 23: 10 10 4 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 76.3 91.3 95.6 61.0 72.6 76.8 84.7
Old : 75.5 76.3 91.3 95.6 61.0 72.6 76.8 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 567,867: 479,453 521,067 88,414 46,800 0 0 0 0 0 0 0: 0 0
Old : 567,867: 479,453 521,067 88,414 46,800 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 91.8 15.6 8.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.4 91.8 15.6 8.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 11 4 . 0 0 0 0 0 0 0:
Old : 21: 8 11 4 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 79.0
Old : 78.9 72.8 95.9 95.2 58.7 67.3 75.4 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 76,833: 26,666 49,800 50,038 27,033 0 0 0 0 0 0 0: 129 0
Old : 76,833: 26,666 49,800 50,038 27,033 0 0 0 0 0 0 0: 129 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 64.8 65.1 35.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 34.7 64.8 65.1 35.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 12 5 . 0 0 0 0 0 0 0:
Old : 26: 10 12 5 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 64.8 87.9 90.2 69.6 64.8 87.6 90.2
Old : 69.6 64.8 87.9 90.2 69.6 64.8 87.6 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,317,406: 426,615 897,702 890,791 419,704 0 0 0 0 0 0 0: 0 0
Old : 1,317,406: 426,615 897,702 890,791 419,704 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 68.1 67.6 31.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 32.4 68.1 67.6 31.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 10 5 . 0 0 0 0 0 0 0:
Old : 25: 11 10 5 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 61.7 86.8 89.8 70.3 60.5 86.8 87.5
Old : 70.3 61.7 86.8 89.8 70.3 60.5 86.8 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 169,506: 128,161 100,170 36,884 68,575 761 0 0 0 3,445 0 0: 255 0
Old : 169,506: 128,161 100,170 36,884 68,575 761 0 0 0 3,445 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,581: 3,687 1,567 0 2,120 -106 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 59.1 21.8 40.5 0.4 0.0 0.0 0.0 2.0 0.0 0.0: 0.2 0.0
Old : 100.0: 75.6 59.1 21.8 40.5 0.4 0.0 0.0 0.0 2.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 22 . 7 . 0 0 0 . 0 0:
Old : 41: 22 22 . 7 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 53.7 81.6 75.1 56.6 51.0 81.0 71.1
Old : 56.6 53.7 81.6 75.1 56.6 51.0 81.0 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 2,830,716: 2,249,176 1,620,091 572,874 1,201,959 8,666 0 0 0 0 0 0: 0 0
Old : 2,830,716: 2,249,176 1,620,091 572,874 1,201,959 8,666 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 53,579: 55,506 16,966 0 38,540 -1,927 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 57.2 20.2 42.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 57.2 20.2 42.5 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 16 . 6 . 0 0 0 0 0 0:
Old : 36: 21 16 . 6 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 58.9 83.9 78.1 59.6 58.9 83.9 75.5
Old : 59.6 58.9 83.9 78.1 59.6 58.9 83.9 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 58,009: 49,117 52,233 6,065 239 2,827 0 0 0 0 2,455 0: 0 255
Old : 58,009: 49,117 52,233 6,065 239 2,827 0 0 0 0 2,455 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 255: 255 0 0 0 0 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 90.0 10.5 0.4 4.9 0.0 0.0 0.0 0.0 4.2 0.0: 0.0 0.4
Old : 100.0: 84.7 90.0 10.5 0.4 4.9 0.0 0.0 0.0 0.0 4.2 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 16 . . . 0 0 0 0 . 0:
Old : 30: 19 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 59.0 66.0 80.6 39.4 55.7 55.2 62.9
Old : 43.1 59.0 66.0 80.6 39.4 55.7 55.2 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 984,627: 850,097 808,476 41,037 9,618 93,493 0 0 0 0 68,360 0: 0 4,680
Old : 984,627: 850,097 808,476 41,037 9,618 93,493 0 0 0 0 68,360 0: 0 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 4,680: 4,680 0 0 0 0 0 0 0 0 0 0: 0 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 82.1 4.2 1.0 9.5 0.0 0.0 0.0 0.0 6.9 0.0: 0.0 0.5
Old : 100.0: 86.3 82.1 4.2 1.0 9.5 0.0 0.0 0.0 0.0 6.9 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 15 . . 4 0 0 0 0 . 0:
Old : 30: 18 15 . . 4 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 56.6 72.3 74.8 43.6 54.4 61.6 67.2
Old : 46.9 56.6 72.3 74.8 43.6 54.4 61.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 63,483: 45,254 37,454 1,855 13,694 12,335 0 0 0 4,039 0 0: 0 0
Old : 63,483: 45,254 37,454 1,855 13,694 12,335 0 0 0 4,039 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 176: 176 176 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 59.0 2.9 21.6 19.4 0.0 0.0 0.0 6.4 0.0 0.0: 0.0 0.0
Old : 100.0: 71.3 59.0 2.9 21.6 19.4 0.0 0.0 0.0 6.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 20 . 5 6 0 0 0 . 0 0:
Old : 34: 17 20 . 5 6 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 44.5 67.5 71.8 28.0 28.5 41.8 40.1
Old : 47.4 44.5 67.5 71.8 28.0 28.5 41.8 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 10,467: 8,419 6,793 1,232 2,947 387 0 0 0 258 0 0: 171 340
Old : 10,467: 8,419 6,793 1,232 2,947 387 0 0 0 258 0 0: 171 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 64.9 11.8 28.2 3.7 0.0 0.0 0.0 2.5 0.0 0.0: 1.6 3.2
Old : 100.0: 80.4 64.9 11.8 28.2 3.7 0.0 0.0 0.0 2.5 0.0 0.0: 1.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . . . 0 0 0 . 0 0:
Old : 21: 13 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 58.1 77.0 83.4 46.0 54.2 58.6 63.0
Old : 47.7 58.1 77.0 83.4 46.0 54.2 58.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 638,982: 437,701 351,889 60,881 87,868 140,400 0 0 0 0 58,825 0: 0 0
Old : 638,982: 437,701 351,889 60,881 87,868 140,400 0 0 0 0 58,825 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 55.1 9.5 13.8 22.0 0.0 0.0 0.0 0.0 9.2 0.0: 0.0 0.0
Old : 100.0: 68.5 55.1 9.5 13.8 22.0 0.0 0.0 0.0 0.0 9.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 7 4 . . 0 0 0 0 . 0:
Old : 21: 10 7 4 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 71.4 86.4 94.9 37.5 42.2 57.6 62.6
Old : 56.2 71.4 86.4 94.9 37.5 42.2 57.6 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, July 13, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,211,786: 897,859 691,873 27,989 268,216 223,145 0 23,400 0 62,793 5,152 0: 0 0
Old : 1,211,786: 897,859 691,873 27,989 268,216 223,145 0 23,400 0 62,793 5,152 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 57.1 2.3 22.1 18.4 0.0 1.9 0.0 5.2 0.4 0.0: 0.0 0.0
Old : 100.0: 74.1 57.1 2.3 22.1 18.4 0.0 1.9 0.0 5.2 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 17 . 5 5 0 . 0 . . 0:
Old : 37: 19 17 . 5 5 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.9 66.0 70.3 25.2 25.5 37.1 34.6
Old : 46.5 47.9 66.0 70.3 25.2 25.5 37.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010