PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 800 MWh) :
: : Positions :
All : 159,918: 80,035 113,800 9,144 13,419 15,454 30,441 909 11,985 9,466 1,443 2,381: 1,012 527
Old : 159,918: 80,035 113,800 9,144 13,419 15,454 30,441 909 11,985 9,466 1,443 2,381: 1,012 527
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 1,856: 1,543 -248 -615 786 368 -841 385 649 749 383 120: -117 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 71.2 5.7 8.4 9.7 19.0 0.6 7.5 5.9 0.9 1.5: 0.6 0.3
Old : 100.0: 50.0 71.2 5.7 8.4 9.7 19.0 0.6 7.5 5.9 0.9 1.5: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 84: 43 37 7 8 11 9 . 5 7 . 7:
Old : 84: 43 37 7 8 11 9 . 5 7 . 7:
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 : 32.5 36.5 50.8 57.0 24.6 35.7 38.6 47.2
Old : 32.5 36.5 50.8 57.0 24.6 35.7 38.6 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 MWh) :
: : Positions :
All : 63,945: 50,953 35,622 5,466 19,977 5,843 550 922 337 29 477 383: 384 384
Old : 63,945: 50,953 35,622 5,466 19,977 5,843 550 922 337 29 477 383: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 790: 544 908 -201 132 22 550 -400 50 -77 176 2: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 55.7 8.5 31.2 9.1 0.9 1.4 0.5 0.0 0.7 0.6: 0.6 0.6
Old : 100.0: 79.7 55.7 8.5 31.2 9.1 0.9 1.4 0.5 0.0 0.7 0.6: 0.6 0.6
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 : 41: 24 23 . 5 6 . . . . . .:
Old : 41: 24 23 . 5 6 . . . . . .:
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 58.7 72.2 76.6 42.7 47.2 56.2 57.8
Old : 48.8 58.7 72.2 76.6 42.7 47.2 56.2 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 MWh) :
: : Positions :
All : 517,102: 451,531 278,770 11,797 187,333 44,622 0 2,537 656 7,520 2,208 328: 648 648
Old : 517,102: 451,531 278,770 11,797 187,333 44,622 0 2,537 656 7,520 2,208 328: 648 648
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 137: 80 3,601 3,968 -209 -3,623 0 1,000 0 344 0 0: -632 -632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 53.9 2.3 36.2 8.6 0.0 0.5 0.1 1.5 0.4 0.1: 0.1 0.1
Old : 100.0: 87.3 53.9 2.3 36.2 8.6 0.0 0.5 0.1 1.5 0.4 0.1: 0.1 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 : 33: 19 18 . 4 4 0 . . . . .:
Old : 33: 19 18 . 4 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 : 66.5 67.6 85.6 84.0 61.1 55.6 68.7 68.7
Old : 66.5 67.6 85.6 84.0 61.1 55.6 68.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,596,961: 1,005,792 1,182,061 257,486 55,056 203,009 19,398 18,058 78,226 9,706 37,231 22,545: 799 775
Old : 1,596,961: 1,005,792 1,182,061 257,486 55,056 203,009 19,398 18,058 78,226 9,706 37,231 22,545: 799 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,707: 1,597 4,709 3,497 816 -2,784 -761 -14,376 13,262 0 1,472 2,833: -10,937 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 74.0 16.1 3.4 12.7 1.2 1.1 4.9 0.6 2.3 1.4: 0.1 0.0
Old : 100.0: 63.0 74.0 16.1 3.4 12.7 1.2 1.1 4.9 0.6 2.3 1.4: 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 : 61: 30 28 5 4 7 5 . 4 . 5 .:
Old : 61: 30 28 5 4 7 5 . 4 . 5 .:
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 : 43.7 44.9 62.5 68.2 32.6 43.4 48.7 54.7
Old : 43.7 44.9 62.5 68.2 32.6 43.4 48.7 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 Megawatt Hours) :
: : Positions :
All : 123,081: 72,196 86,610 19,674 3,907 27,358 597 2,104 1,348 84 128 1,201: 623 425
Old : 123,081: 72,196 86,610 19,674 3,907 27,358 597 2,104 1,348 84 128 1,201: 623 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -7,987: -3,926 -9,486 -5,505 -1,481 1,989 -257 603 -251 -805 -17 245: 523 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 70.4 16.0 3.2 22.2 0.5 1.7 1.1 0.1 0.1 1.0: 0.5 0.3
Old : 100.0: 58.7 70.4 16.0 3.2 22.2 0.5 1.7 1.1 0.1 0.1 1.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 27 30 5 . 7 . 4 5 . . .:
Old : 53: 27 30 5 . 7 . 4 5 . . .:
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 : 52.9 42.3 70.3 65.9 30.3 34.6 39.8 40.6
Old : 52.9 42.3 70.3 65.9 30.3 34.6 39.8 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 Megawatt Hours) :
: : Positions :
All : 468,943: 335,992 268,796 87,919 150,004 38,663 0 5,134 2,578 2,208 2,185 1,279: 304 304
Old : 468,943: 335,992 268,796 87,919 150,004 38,663 0 5,134 2,578 2,208 2,185 1,279: 304 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -25,661: -20,866 -18,896 -5,504 -5,192 -2,828 0 -346 1,954 0 -1,936 1,279: 304 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 57.3 18.7 32.0 8.2 0.0 1.1 0.5 0.5 0.5 0.3: 0.1 0.1
Old : 100.0: 71.6 57.3 18.7 32.0 8.2 0.0 1.1 0.5 0.5 0.5 0.3: 0.1 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 : 35: 20 20 . 4 4 0 . . . . .:
Old : 35: 20 20 . 4 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 : 67.2 64.4 86.8 83.0 44.8 45.1 52.0 49.8
Old : 67.2 64.4 86.8 83.0 44.8 45.1 52.0 49.8
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,617: 21,927 21,180 2,067 23,103 4,752 20,128 850 824 0 86 286: 1,633 536
Old : 51,617: 21,927 21,180 2,067 23,103 4,752 20,128 850 824 0 86 286: 1,633 536
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 711: 169 1,151 144 -664 120 168 -6 110 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 41.0 4.0 44.8 9.2 39.0 1.6 1.6 0.0 0.2 0.6: 3.2 1.0
Old : 100.0: 42.5 41.0 4.0 44.8 9.2 39.0 1.6 1.6 0.0 0.2 0.6: 3.2 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 : 42: 23 20 . 7 9 . . . 0 . .:
Old : 42: 23 20 . 7 9 . . . 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 : 53.2 61.6 70.5 78.4 48.7 56.5 62.9 69.8
Old : 53.2 61.6 70.5 78.4 48.7 56.5 62.9 69.8
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,955: 10,313 10,417 1,907 702 1,232 0 580 100 0 766 0: 1,403 1,158
Old : 14,955: 10,313 10,417 1,907 702 1,232 0 580 100 0 766 0: 1,403 1,158
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 262: 150 264 120 0 -8 0 0 0 0 6 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 69.7 12.8 4.7 8.2 0.0 3.9 0.7 0.0 5.1 0.0: 9.4 7.7
Old : 100.0: 69.0 69.7 12.8 4.7 8.2 0.0 3.9 0.7 0.0 5.1 0.0: 9.4 7.7
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 : 31: 17 16 4 . 4 0 . . 0 . 0:
Old : 31: 17 16 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 : 50.3 47.1 69.9 64.7 48.6 38.4 60.6 53.8
Old : 50.3 47.1 69.9 64.7 48.6 38.4 60.6 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,504: 6,726 6,184 0 1,693 573 120 720 150 566 132 44: 2,325 1,008
Old : 10,504: 6,726 6,184 0 1,693 573 120 720 150 566 132 44: 2,325 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 10: 0 0 0 0 0 120 0 150 0 0 0: -260 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 58.9 0.0 16.1 5.5 1.1 6.9 1.4 5.4 1.3 0.4: 22.1 9.6
Old : 100.0: 64.0 58.9 0.0 16.1 5.5 1.1 6.9 1.4 5.4 1.3 0.4: 22.1 9.6
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 : 23: 14 12 0 4 . . . . . . .:
Old : 23: 14 12 0 4 . . . . . . .:
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 : 29.6 55.8 50.2 73.6 25.8 46.4 40.1 58.7
Old : 29.6 55.8 50.2 73.6 25.8 46.4 40.1 58.7
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,277: 17,561 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490: 2,792 1,380
Old : 28,277: 17,561 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490: 2,792 1,380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 62: -178 62 0 0 0 0 0 0 192 0 0: 48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 39.3 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7: 9.9 4.9
Old : 100.0: 62.1 39.3 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7: 9.9 4.9
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 : 27: 17 15 . 4 6 . . 0 . 0 .:
Old : 27: 17 15 . 4 6 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 56.2 57.1 77.2 20.5 49.8 33.3 54.0
Old : 37.9 56.2 57.1 77.2 20.5 49.8 33.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,662: 8,377 5,877 846 2,915 1,270 0 0 0 210 0 98: 861 1,502
Old : 11,662: 8,377 5,877 846 2,915 1,270 0 0 0 210 0 98: 861 1,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 480: 480 0 0 480 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 50.4 7.3 25.0 10.9 0.0 0.0 0.0 1.8 0.0 0.8: 7.4 12.9
Old : 100.0: 71.8 50.4 7.3 25.0 10.9 0.0 0.0 0.0 1.8 0.0 0.8: 7.4 12.9
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 : 20: 10 11 . . 4 0 0 0 . 0 .:
Old : 20: 10 11 . . 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 : 49.9 64.0 74.7 80.3 39.7 40.9 53.6 51.5
Old : 49.9 64.0 74.7 80.3 39.7 40.9 53.6 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,547: 8,419 7,506 873 1,262 835 0 492 340 0 226 8: 1,072 878
Old : 11,547: 8,419 7,506 873 1,262 835 0 492 340 0 226 8: 1,072 878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 120: 0 0 1 -47 167 0 0 0 0 0 0: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 65.0 7.6 10.9 7.2 0.0 4.3 2.9 0.0 2.0 0.1: 9.3 7.6
Old : 100.0: 72.9 65.0 7.6 10.9 7.2 0.0 4.3 2.9 0.0 2.0 0.1: 9.3 7.6
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 : 25: 16 13 . . 4 0 . . 0 . .:
Old : 25: 16 13 . . 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 : 45.7 43.9 68.1 68.6 44.0 37.6 63.4 57.8
Old : 45.7 43.9 68.1 68.6 44.0 37.6 63.4 57.8
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,477: 4,865 5,913 896 1,184 1,108 20 430 12 330 0 0: 2,246 830
Old : 9,477: 4,865 5,913 896 1,184 1,108 20 430 12 330 0 0: 2,246 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 51.3 62.4 9.5 12.5 11.7 0.2 4.5 0.1 3.5 0.0 0.0: 23.7 8.8
Old : 100.0: 51.3 62.4 9.5 12.5 11.7 0.2 4.5 0.1 3.5 0.0 0.0: 23.7 8.8
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 : 23: 13 11 . . . . . . . 0 0:
Old : 23: 13 11 . . . . . . . 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 : 40.0 47.4 60.3 73.3 34.9 42.0 46.9 60.7
Old : 40.0 47.4 60.3 73.3 34.9 42.0 46.9 60.7
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 45,451: 43,021 32,992 2,068 11,806 0 0 0 0 0 398 0: 362 255
Old : 45,451: 43,021 32,992 2,068 11,806 0 0 0 0 0 398 0: 362 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 42: 42 42 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 72.6 4.5 26.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0: 0.8 0.6
Old : 100.0: 94.7 72.6 4.5 26.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0: 0.8 0.6
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 : 23: 11 10 . . 0 0 0 0 0 . 0:
Old : 23: 11 10 . . 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 : 82.0 83.6 94.9 96.4 82.0 83.6 91.2 93.8
Old : 82.0 83.6 94.9 96.4 82.0 83.6 91.2 93.8
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 633,335: 589,549 415,612 38,715 207,602 5,071 0 0 0 0 5,050 0: 0 0
Old : 633,335: 589,549 415,612 38,715 207,602 5,071 0 0 0 0 5,050 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 768: 768 768 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 65.6 6.1 32.8 0.8 0.0 0.0 0.0 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 93.1 65.6 6.1 32.8 0.8 0.0 0.0 0.0 0.0 0.8 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 : 23: 10 10 . . . 0 0 0 0 . 0:
Old : 23: 10 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 : 85.3 78.4 96.2 95.7 84.7 73.5 92.3 90.8
Old : 85.3 78.4 96.2 95.7 84.7 73.5 92.3 90.8
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 358,308: 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408: 0 0
Old : 358,308: 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6: 0.0 0.0
Old : 100.0: 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6: 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: 7 9 . . 0 0 0 0 . 0 .:
Old : 20: 7 9 . . 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 : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
Old : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,959: 26,333 32,243 18,086 12,176 2,540 0 0 0 0 0 0: 0 0
Old : 46,959: 26,333 32,243 18,086 12,176 2,540 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 9, 2011 :
: 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: 56.1 68.7 38.5 25.9 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.1 68.7 38.5 25.9 5.4 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: 10 10 4 . . 0 0 0 0 0 0:
Old : 23: 10 10 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 : 62.5 81.0 87.1 94.9 62.5 81.0 81.3 87.4
Old : 62.5 81.0 87.1 94.9 62.5 81.0 81.3 87.4
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 848,762: 486,927 583,578 314,875 218,224 46,960 0 0 0 0 0 0: 0 0
Old : 848,762: 486,927 583,578 314,875 218,224 46,960 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 9, 2011 :
: 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: 57.4 68.8 37.1 25.7 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.4 68.8 37.1 25.7 5.5 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 9 4 . . 0 0 0 0 0 0:
Old : 21: 10 9 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 : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
Old : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 149,052: 80,437 120,237 63,518 25,425 2,328 0 0 0 1,516 0 1,039: 214 23
Old : 149,052: 80,437 120,237 63,518 25,425 2,328 0 0 0 1,516 0 1,039: 214 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 54.0 80.7 42.6 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 0.1 0.0
Old : 100.0: 54.0 80.7 42.6 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 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 : 37: 16 20 . 4 . 0 0 0 . 0 .:
Old : 37: 16 20 . 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 : 66.0 50.5 89.6 71.6 65.9 50.5 85.9 71.3
Old : 66.0 50.5 89.6 71.6 65.9 50.5 85.9 71.3
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 2,570,403: 1,413,204 2,062,478 1,109,488 431,525 29,753 0 0 0 0 28,689 17,958: 0 0
Old : 2,570,403: 1,413,204 2,062,478 1,109,488 431,525 29,753 0 0 0 0 28,689 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 55.0 80.2 43.2 16.8 1.2 0.0 0.0 0.0 0.0 1.1 0.7: 0.0 0.0
Old : 100.0: 55.0 80.2 43.2 16.8 1.2 0.0 0.0 0.0 0.0 1.1 0.7: 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: 14 19 . 5 . 0 0 0 0 . .:
Old : 38: 14 19 . 5 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 75.2
Old : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 75.2
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 45,939: 31,217 38,227 8,307 2,480 1,810 645 820 630 2,357 1,022 950: 23 0
Old : 45,939: 31,217 38,227 8,307 2,480 1,810 645 820 630 2,357 1,022 950: 23 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 84: 84 0 0 0 0 0 0 0 0 84 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 83.2 18.1 5.4 3.9 1.4 1.8 1.4 5.1 2.2 2.1: 0.1 0.0
Old : 100.0: 68.0 83.2 18.1 5.4 3.9 1.4 1.8 1.4 5.1 2.2 2.1: 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 : 38: 21 16 5 . . . . . . . .:
Old : 38: 21 16 5 . . . . . . . .:
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 : 47.9 59.5 67.6 75.7 44.0 58.3 59.3 69.2
Old : 47.9 59.5 67.6 75.7 44.0 58.3 59.3 69.2
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,168,138: 950,751 788,144 50,621 226,417 103,052 23,520 23,520 0 27,034 13,845 13,160: 0 0
Old : 1,168,138: 950,751 788,144 50,621 226,417 103,052 23,520 23,520 0 27,034 13,845 13,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -202,005: 33,195 -202,005 0 0 0 0 0 0 -235,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 67.5 4.3 19.4 8.8 2.0 2.0 0.0 2.3 1.2 1.1: 0.0 0.0
Old : 100.0: 81.4 67.5 4.3 19.4 8.8 2.0 2.0 0.0 2.3 1.2 1.1: 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 : 38: 20 13 . 4 5 . . 0 . . .:
Old : 38: 20 13 . 4 5 . . 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 : 44.5 57.0 64.5 78.1 44.5 52.3 62.3 73.1
Old : 44.5 57.0 64.5 78.1 44.5 52.3 62.3 73.1
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,132: 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84: 130 278
Old : 49,132: 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84: 130 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 84: 0 339 0 0 0 0 0 0 84 0 0: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.6
Old : 100.0: 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.6
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 : 29: 16 16 . 4 . 0 0 0 . 0 .:
Old : 29: 16 16 . 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 : 52.5 48.1 74.6 75.7 43.0 37.7 57.9 60.6
Old : 52.5 48.1 74.6 75.7 43.0 37.7 57.9 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,014: 10,944 10,488 1,275 1,530 0 0 815 460 650 36 685: 0 0
Old : 14,014: 10,944 10,488 1,275 1,530 0 0 815 460 650 36 685: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 78.1 74.8 9.1 10.9 0.0 0.0 5.8 3.3 4.6 0.3 4.9: 0.0 0.0
Old : 100.0: 78.1 74.8 9.1 10.9 0.0 0.0 5.8 3.3 4.6 0.3 4.9: 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 : 20: 8 8 . . 0 0 . . . . .:
Old : 20: 8 8 . . 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 : 67.2 75.8 90.4 96.1 65.8 75.8 86.0 90.9
Old : 67.2 75.8 90.4 96.1 65.8 75.8 86.0 90.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 38,065: 16,693 30,281 19,349 2,550 842 170 0 460 0 3,465 360: 191 107
Old : 38,065: 16,693 30,281 19,349 2,550 842 170 0 460 0 3,465 360: 191 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 43.9 79.6 50.8 6.7 2.2 0.4 0.0 1.2 0.0 9.1 0.9: 0.5 0.3
Old : 100.0: 43.9 79.6 50.8 6.7 2.2 0.4 0.0 1.2 0.0 9.1 0.9: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . . 0 . 0 . .:
Old : 24: 13 8 . . . . 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 : 74.7 71.6 87.9 92.0 73.2 66.2 81.9 85.3
Old : 74.7 71.6 87.9 92.0 73.2 66.2 81.9 85.3
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 21,421: 14,379 14,563 4,328 4,985 1,691 212 92 0 556 0 0: 255 90
Old : 21,421: 14,379 14,563 4,328 4,985 1,691 212 92 0 556 0 0: 255 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 294: 294 0 0 294 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 68.0 20.2 23.3 7.9 1.0 0.4 0.0 2.6 0.0 0.0: 1.2 0.4
Old : 100.0: 67.1 68.0 20.2 23.3 7.9 1.0 0.4 0.0 2.6 0.0 0.0: 1.2 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 : 25: 11 11 . . . . . 0 . 0 0:
Old : 25: 11 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 : 54.7 56.0 80.0 80.7 41.6 52.9 64.2 70.9
Old : 54.7 56.0 80.0 80.7 41.6 52.9 64.2 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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 368,864: 235,576 277,386 61,023 19,213 72,265 0 0 0 0 0 0: 0 0
Old : 368,864: 235,576 277,386 61,023 19,213 72,265 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 9, 2011 :
: 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: 63.9 75.2 16.5 5.2 19.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.9 75.2 16.5 5.2 19.6 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 : 20: 11 6 . . . 0 0 0 0 0 0:
Old : 20: 11 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 : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
Old : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
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 - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 940,738: 821,991 600,561 0 241,328 87,508 23,400 9,805 0 6,303 0 1,536: 0 0
Old : 940,738: 821,991 600,561 0 241,328 87,508 23,400 9,805 0 6,303 0 1,536: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 0: -1,550 0 0 0 0 0 0 0 1,550 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 63.8 0.0 25.7 9.3 2.5 1.0 0.0 0.7 0.0 0.2: 0.0 0.0
Old : 100.0: 87.4 63.8 0.0 25.7 9.3 2.5 1.0 0.0 0.7 0.0 0.2: 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: 18 18 0 5 . . . 0 . 0 .:
Old : 34: 18 18 0 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 : 55.8 57.9 78.6 79.0 35.6 34.6 49.5 46.9
Old : 55.8 57.9 78.6 79.0 35.6 34.6 49.5 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 855,098: 285,491 719,242 395,127 76,849 49,080 47,040 0 0 68,433 0 9,927: 0 0
Old : 855,098: 285,491 719,242 395,127 76,849 49,080 47,040 0 0 68,433 0 9,927: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 94,080: 0 94,080 94,080 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 84.1 46.2 9.0 5.7 5.5 0.0 0.0 8.0 0.0 1.2: 0.0 0.0
Old : 100.0: 33.4 84.1 46.2 9.0 5.7 5.5 0.0 0.0 8.0 0.0 1.2: 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: 14 6 . . . . 0 0 . 0 .:
Old : 23: 14 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 : 68.9 90.5 89.0 97.7 66.1 79.2 78.4 83.1
Old : 68.9 90.5 89.0 97.7 66.1 79.2 78.4 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 169,610: 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0: 0 0
Old : 169,610: 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 6,005: 6,005 0 0 0 0 0 0 0 0 6,005 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.0 13.7 21.0 0.5 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 85.8 75.0 13.7 21.0 0.5 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: 10 9 . . . 0 0 0 0 . 0:
Old : 21: 10 9 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Old : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
Disaggregated Commitments of Traders - Futures Only, August 16, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 Megawatts Per Hour) :
: : Positions :
All : 341,792: 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0: 0 0
Old : 341,792: 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 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: 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.0 0.0
Old : 100.0: 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 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 : 20: 9 11 0 . 0 0 0 0 . 0 0:
Old : 20: 9 11 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 : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
Old : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011