PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, September 7, 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 : 196,253: 122,729 116,294 2,476 13,558 48,894 2,288 269 15,174 391 0 1,029: 3,272 1,034
Old : 196,253: 122,729 116,294 2,476 13,558 48,894 2,288 269 15,174 391 0 1,029: 3,272 1,034
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 4,668: 2,722 2,754 -61 491 542 733 -28 669 60 0 -3: 8 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 59.3 1.3 6.9 24.9 1.2 0.1 7.7 0.2 0.0 0.5: 1.7 0.5
Old : 100.0: 62.5 59.3 1.3 6.9 24.9 1.2 0.1 7.7 0.2 0.0 0.5: 1.7 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 : 41: 26 19 4 4 7 . . 4 . 0 .:
Old : 41: 26 19 4 4 7 . . 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 : 49.2 53.2 78.2 85.4 6.9 9.5 9.1 12.5
Old : 49.2 53.2 78.2 85.4 6.9 9.5 9.1 12.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Disaggregated Commitments of Traders - Options and Futures Combined, September 7, 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 0F 400 MEGAWATT HOURS) :
: : Positions :
All : 8,256: 6,783 4,424 0 3,023 0 344 0 0 0 42 0: 1,129 767
Old : 8,256: 6,783 4,424 0 3,023 0 344 0 0 0 42 0: 1,129 767
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -573: -243 -397 -196 -22 -365 -88 0 0 0 0 0: 319 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 53.6 0.0 36.6 0.0 4.2 0.0 0.0 0.0 0.5 0.0: 13.7 9.3
Old : 100.0: 82.2 53.6 0.0 36.6 0.0 4.2 0.0 0.0 0.0 0.5 0.0: 13.7 9.3
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 : 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 : 51.2 61.5 74.4 85.2 46.1 52.3 58.7 66.0
Old : 51.2 61.5 74.4 85.2 46.1 52.3 58.7 66.0
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, September 7, 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 : 17,097: 9,792 10,986 2,772 1,663 2,712 0 320 100 0 328 0: 1,722 989
Old : 17,097: 9,792 10,986 2,772 1,663 2,712 0 320 100 0 328 0: 1,722 989
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -694: -930 -368 -52 -15 -134 0 20 -40 0 -76 0: 461 -82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 64.3 16.2 9.7 15.9 0.0 1.9 0.6 0.0 1.9 0.0: 10.1 5.8
Old : 100.0: 57.3 64.3 16.2 9.7 15.9 0.0 1.9 0.6 0.0 1.9 0.0: 10.1 5.8
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: 12 14 4 . 5 0 . . 0 . 0:
Old : 26: 12 14 4 . 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 : 43.1 44.6 65.6 67.4 33.6 28.6 47.8 45.1
Old : 43.1 44.6 65.6 67.4 33.6 28.6 47.8 45.1
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, September 7, 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 : 30,956: 19,124 11,963 1,511 9,032 7,019 0 1,480 70 0 530 130: 3,102 732
Old : 30,956: 19,124 11,963 1,511 9,032 7,019 0 1,480 70 0 530 130: 3,102 732
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -867: -531 -358 -3 -52 -265 0 -80 0 0 -50 0: -68 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 38.6 4.9 29.2 22.7 0.0 4.8 0.2 0.0 1.7 0.4: 10.0 2.4
Old : 100.0: 61.8 38.6 4.9 29.2 22.7 0.0 4.8 0.2 0.0 1.7 0.4: 10.0 2.4
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 : 29: 17 16 . 5 7 0 . . 0 . .:
Old : 29: 17 16 . 5 7 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 : 39.0 53.2 59.0 75.2 28.6 40.4 39.2 48.2
Old : 39.0 53.2 59.0 75.2 28.6 40.4 39.2 48.2
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, September 7, 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 : 12,392: 7,000 7,600 1,880 2,386 1,025 340 0 60 176 0 76: 1,835 1,245
Old : 12,392: 7,000 7,600 1,880 2,386 1,025 340 0 60 176 0 76: 1,835 1,245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -294: -110 -290 -100 79 -62 -60 0 0 -50 0 20: 68 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 61.3 15.2 19.3 8.3 2.7 0.0 0.5 1.4 0.0 0.6: 14.8 10.0
Old : 100.0: 56.5 61.3 15.2 19.3 8.3 2.7 0.0 0.5 1.4 0.0 0.6: 14.8 10.0
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 : 22: 12 11 . . 5 . 0 . . 0 .:
Old : 22: 12 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 : 41.4 48.3 61.5 73.6 35.7 43.5 49.0 58.1
Old : 41.4 48.3 61.5 73.6 35.7 43.5 49.0 58.1
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, September 7, 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 : 31,204: 20,408 17,899 3,146 3,505 7,650 0 0 0 0 2,150 0: 0 0
Old : 31,204: 20,408 17,899 3,146 3,505 7,650 0 0 0 0 2,150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -2,640: -2,574 -1,430 -66 -660 0 0 0 0 0 -550 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 57.4 10.1 11.2 24.5 0.0 0.0 0.0 0.0 6.9 0.0: 0.0 0.0
Old : 100.0: 65.4 57.4 10.1 11.2 24.5 0.0 0.0 0.0 0.0 6.9 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: 11 7 . . . 0 0 0 0 . 0:
Old : 21: 11 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 : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
Old : 59.4 71.2 82.9 93.4 33.2 38.0 50.5 56.6
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, September 7, 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 : 46,575: 32,246 31,132 2,220 3,167 10,917 40 439 390 0 0 0: 763 530
Old : 46,575: 32,246 31,132 2,220 3,167 10,917 40 439 390 0 0 0: 763 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -797: -496 -729 -277 -80 39 0 -7 20 -40 0 0: -42 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 66.8 4.8 6.8 23.4 0.1 0.9 0.8 0.0 0.0 0.0: 1.6 1.1
Old : 100.0: 69.2 66.8 4.8 6.8 23.4 0.1 0.9 0.8 0.0 0.0 0.0: 1.6 1.1
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 : 30: 19 17 4 4 6 . . . 0 0 0:
Old : 30: 19 17 4 4 6 . . . 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 : 63.0 65.2 82.8 86.1 25.0 35.3 33.8 39.1
Old : 63.0 65.2 82.8 86.1 25.0 35.3 33.8 39.1
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, September 7, 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 : 9,713: 6,575 2,912 970 4,568 1,038 0 0 0 0 0 0: 1,130 1,195
Old : 9,713: 6,575 2,912 970 4,568 1,038 0 0 0 0 0 0: 1,130 1,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -468: -259 -230 -108 -166 -40 0 0 0 0 0 0: -61 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 30.0 10.0 47.0 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 12.3
Old : 100.0: 67.7 30.0 10.0 47.0 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 12.3
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 : 22: 15 12 . 4 4 0 0 0 0 0 0:
Old : 22: 15 12 . 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 : 38.7 60.0 60.2 76.4 34.2 52.0 49.4 57.7
Old : 38.7 60.0 60.2 76.4 34.2 52.0 49.4 57.7
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, September 7, 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 : 52,795: 50,569 36,293 1,716 15,992 510 0 0 0 0 0 0: 0 0
Old : 52,795: 50,569 36,293 1,716 15,992 510 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: August 31, 2010 :
: -2,816: -2,398 -2,420 -418 -352 0 0 0 0 0 0 0: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 68.7 3.3 30.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 95.8 68.7 3.3 30.3 1.0 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 : 22: 10 8 . . . 0 0 0 0 0 0:
Old : 22: 10 8 . . . 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 : 85.9 81.2 95.6 98.9 85.9 81.2 95.6 98.0
Old : 85.9 81.2 95.6 98.9 85.9 81.2 95.6 98.0
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, September 7, 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 : 771,514: 729,583 490,868 37,251 275,966 4,680 0 0 0 0 0 0: 0 0
Old : 771,514: 729,583 490,868 37,251 275,966 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: August 31, 2010 :
: -46,648: -34,496 -41,552 -10,584 -3,528 -1,568 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 63.6 4.8 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.6 63.6 4.8 35.8 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 5 . . . 0 0 0 0 0 0:
Old : 21: 10 5 . . . 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 : 85.8 82.5 94.6 99.5 85.8 82.5 94.6 99.4
Old : 85.8 82.5 94.6 99.5 85.8 82.5 94.6 99.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Options and Futures Combined, September 7, 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 : 39,996: 34,398 34,282 5,598 3,994 0 0 0 0 0 1,720 0: 0 0
Old : 39,996: 34,398 34,282 5,598 3,994 0 0 0 0 0 1,720 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,893: -1,321 -4,927 -572 3,584 0 0 0 0 0 -550 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 85.7 14.0 10.0 0.0 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 86.0 85.7 14.0 10.0 0.0 0.0 0.0 0.0 0.0 4.3 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 : 20: 12 6 . . 0 0 0 0 0 . 0:
Old : 20: 12 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 : 62.9 87.7 84.7 99.8 59.8 75.3 77.8 84.8
Old : 62.9 87.7 84.7 99.8 59.8 75.3 77.8 84.8
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, September 7, 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 : 35,659: 30,763 32,854 4,110 2,805 0 0 0 0 0 0 0: 786 0
Old : 35,659: 30,763 32,854 4,110 2,805 0 0 0 0 0 0 0: 786 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -1,792: -890 -1,792 -880 0 0 0 0 0 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 92.1 11.5 7.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Old : 100.0: 86.3 92.1 11.5 7.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 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 : 23: 9 10 5 . 0 0 0 0 0 0 0:
Old : 23: 9 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 : 80.0 76.9 92.4 97.0 64.5 72.8 76.9 84.2
Old : 80.0 76.9 92.4 97.0 64.5 72.8 76.9 84.2
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, September 7, 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 : 522,667: 458,253 469,655 64,414 53,012 0 0 0 0 0 0 0: 0 0
Old : 522,667: 458,253 469,655 64,414 53,012 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: August 31, 2010 :
: -25,872: -14,112 -24,304 -11,760 -1,568 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 89.9 12.3 10.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.7 89.9 12.3 10.1 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 : 22: 9 10 4 . 0 0 0 0 0 0 0:
Old : 22: 9 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 : 81.3 75.9 95.0 96.7 59.9 69.9 73.6 78.3
Old : 81.3 75.9 95.0 96.7 59.9 69.9 73.6 78.3
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, September 7, 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 : 77,465: 32,246 51,570 45,133 25,895 0 0 0 0 0 0 0: 86 0
Old : 77,465: 32,246 51,570 45,133 25,895 0 0 0 0 0 0 0: 86 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,884: -2,112 -2,992 -2,750 -1,892 0 0 0 0 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 66.6 58.3 33.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 41.6 66.6 58.3 33.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 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 : 28: 11 14 6 . 0 0 0 0 0 0 0:
Old : 28: 11 14 6 . 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 : 68.2 62.4 90.2 84.6 68.1 61.8 87.3 83.6
Old : 68.2 62.4 90.2 84.6 68.1 61.8 87.3 83.6
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, September 7, 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 : 1,318,272: 515,721 914,088 802,551 404,184 0 0 0 0 0 0 0: 0 0
Old : 1,318,272: 515,721 914,088 802,551 404,184 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: August 31, 2010 :
: -76,048: -28,616 -45,472 -47,432 -30,576 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 69.3 60.9 30.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 39.1 69.3 60.9 30.7 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 : 26: 11 11 6 . 0 0 0 0 0 0 0:
Old : 26: 11 11 6 . 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 : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
Old : 68.5 60.1 89.7 86.2 68.5 58.4 86.2 83.3
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, September 7, 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 : 213,440: 120,434 148,514 88,975 62,933 1,800 0 0 0 1,720 0 0: 511 193
Old : 213,440: 120,434 148,514 88,975 62,933 1,800 0 0 0 1,720 0 0: 511 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -9,614: -6,666 -4,461 -1,430 -4,818 -528 0 0 0 -990 0 0: 0 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 69.6 41.7 29.5 0.8 0.0 0.0 0.0 0.8 0.0 0.0: 0.2 0.1
Old : 100.0: 56.4 69.6 41.7 29.5 0.8 0.0 0.0 0.0 0.8 0.0 0.0: 0.2 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 : 39: 21 22 4 6 . 0 0 0 . 0 0:
Old : 39: 21 22 4 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 : 64.0 56.4 84.9 77.5 64.0 55.0 83.3 74.2
Old : 64.0 56.4 84.9 77.5 64.0 55.0 83.3 74.2
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, September 7, 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 : 3,711,578: 2,139,022 2,592,663 1,532,945 1,079,304 39,611 0 0 0 0 0 0: 0 0
Old : 3,711,578: 2,139,022 2,592,663 1,532,945 1,079,304 39,611 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: August 31, 2010 :
: -93,881: -69,185 -21,361 -23,948 -71,772 -748 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 69.9 41.3 29.1 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.6 69.9 41.3 29.1 1.1 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 : 37: 21 16 4 6 . 0 0 0 0 0 0:
Old : 37: 21 16 4 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 : 65.9 61.5 87.4 80.5 65.8 61.2 85.3 79.6
Old : 65.9 61.5 87.4 80.5 65.8 61.2 85.3 79.6
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, September 7, 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 : 59,256: 48,946 53,590 6,165 301 2,870 0 0 0 1,275 2,240 0: 0 255
Old : 59,256: 48,946 53,590 6,165 301 2,870 0 0 0 1,275 2,240 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -4,664: -4,466 -4,554 -110 88 -88 0 0 0 0 -110 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 90.4 10.4 0.5 4.8 0.0 0.0 0.0 2.2 3.8 0.0: 0.0 0.4
Old : 100.0: 82.6 90.4 10.4 0.5 4.8 0.0 0.0 0.0 2.2 3.8 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 : 33: 19 17 4 . . 0 0 0 . . 0:
Old : 33: 19 17 4 . . 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 : 46.4 57.8 66.3 77.5 44.2 51.2 56.4 60.9
Old : 46.4 57.8 66.3 77.5 44.2 51.2 56.4 60.9
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, September 7, 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 : 1,077,197: 924,172 908,862 45,765 16,315 83,860 0 3,800 0 23,400 64,360 0: 0 0
Old : 1,077,197: 924,172 908,862 45,765 16,315 83,860 0 3,800 0 23,400 64,360 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -46,648: -42,728 -38,808 1,643 -317 -5,563 0 0 0 0 -1,960 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 84.4 4.2 1.5 7.8 0.0 0.4 0.0 2.2 6.0 0.0: 0.0 0.0
Old : 100.0: 85.8 84.4 4.2 1.5 7.8 0.0 0.4 0.0 2.2 6.0 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 : 35: 19 19 4 . 4 0 . 0 . . 0:
Old : 35: 19 19 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 : 53.3 54.3 73.6 72.5 48.2 50.1 59.9 62.9
Old : 53.3 54.3 73.6 72.5 48.2 50.1 59.9 62.9
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, September 7, 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 : 60,245: 45,324 36,009 2,700 14,165 10,071 0 0 0 2,150 0 0: 0 0
Old : 60,245: 45,324 36,009 2,700 14,165 10,071 0 0 0 2,150 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -3,806: -2,530 -3,168 -220 -22 -506 0 0 0 -550 -110 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 59.8 4.5 23.5 16.7 0.0 0.0 0.0 3.6 0.0 0.0: 0.0 0.0
Old : 100.0: 75.2 59.8 4.5 23.5 16.7 0.0 0.0 0.0 3.6 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: 20 19 . 5 5 0 0 0 . 0 0:
Old : 34: 20 19 . 5 5 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 : 50.6 45.4 69.1 73.9 24.7 29.9 36.3 41.7
Old : 50.6 45.4 69.1 73.9 24.7 29.9 36.3 41.7
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, September 7, 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 : 11,480: 7,272 7,672 3,395 2,603 258 0 0 0 130 608 42: 383 297
Old : 11,480: 7,272 7,672 3,395 2,603 258 0 0 0 130 608 42: 383 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 1,714: -761 1,956 2,352 -176 -66 0 0 0 0 44 -44: 233 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 66.8 29.6 22.7 2.2 0.0 0.0 0.0 1.1 5.3 0.4: 3.3 2.6
Old : 100.0: 63.3 66.8 29.6 22.7 2.2 0.0 0.0 0.0 1.1 5.3 0.4: 3.3 2.6
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: 12 11 . . . 0 0 0 . . .:
Old : 22: 12 11 . . . 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 : 64.2 58.6 83.4 79.7 62.7 54.2 71.6 70.9
Old : 64.2 58.6 83.4 79.7 62.7 54.2 71.6 70.9
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, September 7, 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 : 552,462: 353,581 309,369 58,481 63,868 140,400 0 0 0 0 38,825 0: 0 0
Old : 552,462: 353,581 309,369 58,481 63,868 140,400 0 0 0 0 38,825 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -44,688: -43,512 -23,128 -1,176 -11,760 0 0 0 0 0 -9,800 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 56.0 10.6 11.6 25.4 0.0 0.0 0.0 0.0 7.0 0.0: 0.0 0.0
Old : 100.0: 64.0 56.0 10.6 11.6 25.4 0.0 0.0 0.0 0.0 7.0 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 : 20: 9 7 4 . . 0 0 0 0 . 0:
Old : 20: 9 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 : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
Old : 61.7 73.8 85.6 94.7 34.1 39.3 51.9 57.1
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, September 7, 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 : 1,118,686: 838,221 617,973 31,189 277,400 198,761 0 23,400 0 49,363 0 1,152: 0 0
Old : 1,118,686: 838,221 617,973 31,189 277,400 198,761 0 23,400 0 49,363 0 1,152: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -66,248: -46,256 -56,840 1,568 4,312 -11,760 0 0 0 -7,840 0 -1,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 55.2 2.8 24.8 17.8 0.0 2.1 0.0 4.4 0.0 0.1: 0.0 0.0
Old : 100.0: 74.9 55.2 2.8 24.8 17.8 0.0 2.1 0.0 4.4 0.0 0.1: 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 . 0 . 0 . 0 .:
Old : 37: 19 17 . 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 : 48.8 51.3 68.5 74.1 26.0 28.3 39.1 37.9
Old : 48.8 51.3 68.5 74.1 26.0 28.3 39.1 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010