CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, October 12, 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 1,550 TONS) :
: : Positions :
All : 8,037: 6,265 6,135 225 844 254 0 315 0 1,005 150 75: 213 264
Old : 8,037: 6,265 6,135 225 844 254 0 315 0 1,005 150 75: 213 264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 300: 195 230 0 28 1 0 30 0 0 45 75: 29 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 76.3 2.8 10.5 3.2 0.0 3.9 0.0 12.5 1.9 0.9: 2.6 3.3
Old : 100.0: 78.0 76.3 2.8 10.5 3.2 0.0 3.9 0.0 12.5 1.9 0.9: 2.6 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 : 22: 14 14 . . . 0 . 0 . . .:
Old : 22: 14 14 . . . 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 : 67.1 51.7 84.4 76.0 65.9 49.3 74.0 67.4
Old : 67.1 51.7 84.4 76.0 65.9 49.3 74.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, October 12, 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 : 197,373: 121,006 116,818 2,555 12,229 49,474 3,448 880 16,378 473 0 820: 3,218 774
Old : 197,373: 121,006 116,818 2,555 12,229 49,474 3,448 880 16,378 473 0 820: 3,218 774
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 3,111: 333 1,653 -47 27 612 517 -787 1,629 57 0 -12: 21 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 59.2 1.3 6.2 25.1 1.7 0.4 8.3 0.2 0.0 0.4: 1.6 0.4
Old : 100.0: 61.3 59.2 1.3 6.2 25.1 1.7 0.4 8.3 0.2 0.0 0.4: 1.6 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 : 42: 26 21 . 5 7 . . 4 . 0 .:
Old : 42: 26 21 . 5 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 : 47.6 51.7 76.5 84.5 7.6 9.7 9.9 12.5
Old : 47.6 51.7 76.5 84.5 7.6 9.7 9.9 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, October 12, 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 : 8,135: 6,767 4,107 0 3,069 0 260 84 0 0 42 0: 1,108 833
Old : 8,135: 6,767 4,107 0 3,069 0 260 84 0 0 42 0: 1,108 833
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 83.2 50.5 0.0 37.7 0.0 3.2 1.0 0.0 0.0 0.5 0.0: 13.6 10.2
Old : 100.0: 83.2 50.5 0.0 37.7 0.0 3.2 1.0 0.0 0.0 0.5 0.0: 13.6 10.2
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: 13 10 0 . 0 . . 0 0 . 0:
Old : 20: 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 : 52.8 60.1 75.8 84.2 49.4 53.9 61.1 68.0
Old : 52.8 60.1 75.8 84.2 49.4 53.9 61.1 68.0
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, October 12, 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 : 17,098: 9,928 11,180 3,184 1,829 2,297 0 360 40 0 354 0: 1,649 1,038
Old : 17,098: 9,928 11,180 3,184 1,829 2,297 0 360 40 0 354 0: 1,649 1,038
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 329: 142 401 6 -3 -4 0 0 0 0 12 0: 184 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 65.4 18.6 10.7 13.4 0.0 2.1 0.2 0.0 2.1 0.0: 9.6 6.1
Old : 100.0: 58.1 65.4 18.6 10.7 13.4 0.0 2.1 0.2 0.0 2.1 0.0: 9.6 6.1
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 : 27: 14 15 . . 5 0 . . 0 . 0:
Old : 27: 14 15 . . 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 : 44.8 46.1 66.4 70.2 39.5 30.9 51.5 48.3
Old : 44.8 46.1 66.4 70.2 39.5 30.9 51.5 48.3
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, October 12, 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 : 30,860: 19,484 12,066 1,682 9,730 6,450 0 1,520 70 0 586 130: 3,044 308
Old : 30,860: 19,484 12,066 1,682 9,730 6,450 0 1,520 70 0 586 130: 3,044 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 148: 388 114 0 0 0 0 0 0 0 34 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 39.1 5.5 31.5 20.9 0.0 4.9 0.2 0.0 1.9 0.4: 9.9 1.0
Old : 100.0: 63.1 39.1 5.5 31.5 20.9 0.0 4.9 0.2 0.0 1.9 0.4: 9.9 1.0
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 : 31: 19 16 . 5 7 0 . . 0 . .:
Old : 31: 19 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 53.7 58.6 75.3 28.4 42.0 40.3 50.1
Old : 39.0 53.7 58.6 75.3 28.4 42.0 40.3 50.1
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, October 12, 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 : 12,150: 7,228 7,290 1,776 2,507 963 280 0 60 58 0 120: 1,665 1,210
Old : 12,150: 7,228 7,290 1,776 2,507 963 280 0 60 58 0 120: 1,665 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -60: 84 -48 -126 34 -22 0 0 0 -20 0 0: 24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 60.0 14.6 20.6 7.9 2.3 0.0 0.5 0.5 0.0 1.0: 13.7 10.0
Old : 100.0: 59.5 60.0 14.6 20.6 7.9 2.3 0.0 0.5 0.5 0.0 1.0: 13.7 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 : 23: 14 11 . 4 5 . 0 . . 0 .:
Old : 23: 14 11 . 4 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 : 40.8 48.0 61.3 74.9 37.5 42.5 53.8 60.2
Old : 40.8 48.0 61.3 74.9 37.5 42.5 53.8 60.2
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, October 12, 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 : 29,014: 18,239 16,399 3,125 3,085 7,650 0 0 0 0 1,625 0: 0 255
Old : 29,014: 18,239 16,399 3,125 3,085 7,650 0 0 0 0 1,625 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 414: 414 159 0 0 0 0 0 0 0 0 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 56.5 10.8 10.6 26.4 0.0 0.0 0.0 0.0 5.6 0.0: 0.0 0.9
Old : 100.0: 62.9 56.5 10.8 10.6 26.4 0.0 0.0 0.0 0.0 5.6 0.0: 0.0 0.9
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: 11 7 . . . 0 0 0 0 . 0:
Old : 22: 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 : 60.4 75.8 80.4 94.5 31.0 40.9 47.6 57.2
Old : 60.4 75.8 80.4 94.5 31.0 40.9 47.6 57.2
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, October 12, 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 : 45,489: 31,570 30,470 2,185 2,754 10,200 21 495 470 0 0 0: 1,045 1,101
Old : 45,489: 31,570 30,470 2,185 2,754 10,200 21 495 470 0 0 0: 1,045 1,101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 213: 132 211 -7 -79 88 3 0 -4 0 0 0: 1 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 67.0 4.8 6.1 22.4 0.0 1.1 1.0 0.0 0.0 0.0: 2.3 2.4
Old : 100.0: 69.4 67.0 4.8 6.1 22.4 0.0 1.1 1.0 0.0 0.0 0.0: 2.3 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: 19 17 4 . 5 . . . 0 0 0:
Old : 29: 19 17 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 : 62.3 64.2 81.3 86.0 25.5 36.2 33.2 39.2
Old : 62.3 64.2 81.3 86.0 25.5 36.2 33.2 39.2
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, October 12, 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 : 9,477: 6,425 3,139 992 4,440 1,058 0 0 0 0 0 0: 1,002 840
Old : 9,477: 6,425 3,139 992 4,440 1,058 0 0 0 0 0 0: 1,002 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 66: 42 24 24 2 0 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 33.1 10.5 46.9 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.6 8.9
Old : 100.0: 67.8 33.1 10.5 46.9 11.2 0.0 0.0 0.0 0.0 0.0 0.0: 10.6 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 13 . 4 4 0 0 0 0 0 0:
Old : 22: 15 13 . 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 : 38.2 59.7 61.0 76.9 36.1 51.2 51.1 60.4
Old : 38.2 59.7 61.0 76.9 36.1 51.2 51.1 60.4
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, October 12, 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 : 50,985: 48,117 35,896 2,337 14,558 510 0 0 0 0 0 0: 21 21
Old : 50,985: 48,117 35,896 2,337 14,558 510 0 0 0 0 0 0: 21 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 404: 575 914 0 -510 0 0 0 0 0 0 0: -171 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 70.4 4.6 28.6 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.4 70.4 4.6 28.6 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 : 85.2 81.9 95.7 98.5 85.2 81.9 95.7 97.6
Old : 85.2 81.9 95.7 98.5 85.2 81.9 95.7 97.6
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, October 12, 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 : 763,041: 712,710 495,835 45,651 262,526 4,680 0 0 0 0 0 0: 0 0
Old : 763,041: 712,710 495,835 45,651 262,526 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: October 5, 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: 93.4 65.0 6.0 34.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.4 65.0 6.0 34.4 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 : 23: 12 6 . . . 0 0 0 0 0 0:
Old : 23: 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 : 83.8 82.7 93.8 99.0 83.8 82.7 92.6 98.1
Old : 83.8 82.7 93.8 99.0 83.8 82.7 92.6 98.1
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, October 12, 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 : 37,654: 32,602 30,795 5,052 5,559 0 0 0 0 0 1,300 0: 0 0
Old : 37,654: 32,602 30,795 5,052 5,559 0 0 0 0 0 1,300 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 86.6 81.8 13.4 14.8 0.0 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 86.6 81.8 13.4 14.8 0.0 0.0 0.0 0.0 0.0 3.5 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: 12 6 . 4 0 0 0 0 0 . 0:
Old : 21: 12 6 . 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 : 64.5 84.7 86.7 97.9 59.6 74.2 77.9 82.9
Old : 64.5 84.7 86.7 97.9 59.6 74.2 77.9 82.9
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, October 12, 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 : 34,737: 30,447 31,677 3,525 2,805 0 0 0 0 0 0 0: 765 255
Old : 34,737: 30,447 31,677 3,525 2,805 0 0 0 0 0 0 0: 765 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 87.7 91.2 10.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.7
Old : 100.0: 87.7 91.2 10.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.2 0.7
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 5 . 0 0 0 0 0 0 0:
Old : 22: 10 8 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 : 80.1 75.5 92.4 97.4 64.2 71.3 76.5 83.3
Old : 80.1 75.5 92.4 97.4 64.2 71.3 76.5 83.3
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, October 12, 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 : 505,459: 447,885 453,983 57,574 51,476 0 0 0 0 0 0 0: 0 0
Old : 505,459: 447,885 453,983 57,574 51,476 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: October 5, 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: 88.6 89.8 11.4 10.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.6 89.8 11.4 10.2 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 : 23: 9 11 4 . 0 0 0 0 0 0 0:
Old : 23: 9 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 : 82.6 76.2 95.3 96.5 61.0 70.0 73.7 77.2
Old : 82.6 76.2 95.3 96.5 61.0 70.0 73.7 77.2
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, October 12, 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 : 71,061: 28,614 49,952 42,382 21,109 0 0 0 0 0 0 0: 65 0
Old : 71,061: 28,614 49,952 42,382 21,109 0 0 0 0 0 0 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 40.3 70.3 59.6 29.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 40.3 70.3 59.6 29.7 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 : 26: 10 14 6 . 0 0 0 0 0 0 0:
Old : 26: 10 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 : 68.8 65.7 91.2 87.8 68.8 65.2 88.0 87.3
Old : 68.8 65.7 91.2 87.8 68.8 65.2 88.0 87.3
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, October 12, 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 : 1,223,792: 466,937 896,440 756,855 327,352 0 0 0 0 0 0 0: 0 0
Old : 1,223,792: 466,937 896,440 756,855 327,352 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: October 5, 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: 38.2 73.3 61.8 26.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 38.2 73.3 61.8 26.7 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 : 25: 11 11 6 . 0 0 0 0 0 0 0:
Old : 25: 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 : 68.4 64.4 90.1 90.0 68.4 62.8 86.3 87.1
Old : 68.4 64.4 90.1 90.0 68.4 62.8 86.3 87.1
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, October 12, 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 : 206,045: 113,747 144,818 89,378 59,460 1,532 0 0 0 1,325 0 63: 0 172
Old : 206,045: 113,747 144,818 89,378 59,460 1,532 0 0 0 1,325 0 63: 0 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: -168: -205 -510 -305 0 342 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 70.3 43.4 28.9 0.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.1
Old : 100.0: 55.2 70.3 43.4 28.9 0.7 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 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 : 40: 23 19 4 6 . 0 0 0 . 0 .:
Old : 40: 23 19 4 6 . 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 : 64.3 57.8 86.2 79.2 64.3 56.8 85.0 76.3
Old : 64.3 57.8 86.2 79.2 64.3 56.8 85.0 76.3
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, October 12, 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 : 3,660,172: 2,135,386 2,602,537 1,503,492 1,034,301 21,294 0 0 0 0 2,040 0: 0 0
Old : 3,660,172: 2,135,386 2,602,537 1,503,492 1,034,301 21,294 0 0 0 0 2,040 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 58.3 71.1 41.1 28.3 0.6 0.0 0.0 0.0 0.0 0.1 0.0: 0.0 0.0
Old : 100.0: 58.3 71.1 41.1 28.3 0.6 0.0 0.0 0.0 0.0 0.1 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 : 38: 20 15 . 7 . 0 0 0 0 . 0:
Old : 38: 20 15 . 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 : 66.4 61.3 88.4 81.2 66.4 61.1 86.8 80.5
Old : 66.4 61.3 88.4 81.2 66.4 61.1 86.8 80.5
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, October 12, 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 : 58,304: 48,544 52,249 5,185 725 2,940 0 0 0 1,380 2,135 0: 255 255
Old : 58,304: 48,544 52,249 5,185 725 2,940 0 0 0 1,380 2,135 0: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 83.3 89.6 8.9 1.2 5.0 0.0 0.0 0.0 2.4 3.7 0.0: 0.4 0.4
Old : 100.0: 83.3 89.6 8.9 1.2 5.0 0.0 0.0 0.0 2.4 3.7 0.0: 0.4 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: 18 17 4 . . 0 0 0 . . 0:
Old : 33: 18 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 : 48.3 57.5 67.1 75.3 43.8 50.5 55.9 59.4
Old : 48.3 57.5 67.1 75.3 43.8 50.5 55.9 59.4
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, October 12, 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 : 1,079,570: 929,231 911,929 43,005 20,616 80,785 0 3,800 0 26,549 62,440 0: 0 0
Old : 1,079,570: 929,231 911,929 43,005 20,616 80,785 0 3,800 0 26,549 62,440 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 1,925: 0 1,925 0 0 0 0 0 0 1,925 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 84.5 4.0 1.9 7.5 0.0 0.4 0.0 2.5 5.8 0.0: 0.0 0.0
Old : 100.0: 86.1 84.5 4.0 1.9 7.5 0.0 0.4 0.0 2.5 5.8 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: 19 19 . 4 5 0 . 0 . . 0:
Old : 36: 19 19 . 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 : 53.4 54.9 72.1 75.5 49.5 51.6 60.8 65.5
Old : 53.4 54.9 72.1 75.5 49.5 51.6 60.8 65.5
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, October 12, 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 : 59,830: 45,831 35,822 2,805 14,483 9,525 0 0 0 1,625 0 0: 44 0
Old : 59,830: 45,831 35,822 2,805 14,483 9,525 0 0 0 1,625 0 0: 44 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 758: 758 758 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 59.9 4.7 24.2 15.9 0.0 0.0 0.0 2.7 0.0 0.0: 0.1 0.0
Old : 100.0: 76.6 59.9 4.7 24.2 15.9 0.0 0.0 0.0 2.7 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 : 34: 20 21 . 5 5 0 0 0 . 0 0:
Old : 34: 20 21 . 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 : 50.9 43.9 71.4 72.0 28.2 31.9 39.9 46.2
Old : 50.9 43.9 71.4 72.0 28.2 31.9 39.9 46.2
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, October 12, 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 : 10,787: 7,170 7,252 3,206 2,435 195 0 0 0 130 650 0: 86 255
Old : 10,787: 7,170 7,252 3,206 2,435 195 0 0 0 130 650 0: 86 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 66.5 67.2 29.7 22.6 1.8 0.0 0.0 0.0 1.2 6.0 0.0: 0.8 2.4
Old : 100.0: 66.5 67.2 29.7 22.6 1.8 0.0 0.0 0.0 1.2 6.0 0.0: 0.8 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 : 23: 13 11 . . . 0 0 0 . . 0:
Old : 23: 13 11 . . . 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 : 64.3 60.4 85.0 81.3 63.0 56.9 74.8 72.6
Old : 64.3 60.4 85.0 81.3 63.0 56.9 74.8 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, October 12, 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 : 35,836: 28,657 26,451 4,051 6,256 2,300 0 0 0 510 0 0: 319 829
Old : 35,836: 28,657 26,451 4,051 6,256 2,300 0 0 0 510 0 0: 319 829
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 626: 617 627 25 16 -16 0 0 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 73.8 11.3 17.5 6.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.9 2.3
Old : 100.0: 80.0 73.8 11.3 17.5 6.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.9 2.3
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 8 4 . . 0 0 0 . 0 0:
Old : 21: 11 8 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 : 64.9 83.1 87.0 93.4 48.4 61.7 63.6 67.0
Old : 64.9 83.1 87.0 93.4 48.4 61.7 63.6 67.0
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, October 12, 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 : 513,294: 314,797 287,481 58,097 56,188 140,400 0 0 0 0 29,225 0: 0 0
Old : 513,294: 314,797 287,481 58,097 56,188 140,400 0 0 0 0 29,225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 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: 61.3 56.0 11.3 10.9 27.4 0.0 0.0 0.0 0.0 5.7 0.0: 0.0 0.0
Old : 100.0: 61.3 56.0 11.3 10.9 27.4 0.0 0.0 0.0 0.0 5.7 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 : 65.4 77.2 85.9 95.7 31.9 38.2 48.3 54.2
Old : 65.4 77.2 85.9 95.7 31.9 38.2 48.3 54.2
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, October 12, 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 : 1,108,258: 834,061 598,302 33,109 274,445 200,636 0 23,400 0 29,986 1,009 10,466: 0 0
Old : 1,108,258: 834,061 598,302 33,109 274,445 200,636 0 23,400 0 29,986 1,009 10,466: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 5,400: 5,400 5,400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 54.0 3.0 24.8 18.1 0.0 2.1 0.0 2.7 0.1 0.9: 0.0 0.0
Old : 100.0: 75.3 54.0 3.0 24.8 18.1 0.0 2.1 0.0 2.7 0.1 0.9: 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 : 38: 20 19 . 5 4 0 . 0 . . .:
Old : 38: 20 19 . 5 4 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 : 49.9 49.2 69.0 71.8 28.2 30.2 40.6 39.1
Old : 49.9 49.2 69.0 71.8 28.2 30.2 40.6 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010