Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 158,062 : : Positions : : 78,492 114,048 9,759 12,633 15,086 31,282 524 11,336 8,717 1,060 2,261 : : : : Changes from: August 2, 2011 : : -5,118 -6,084 -637 -1,164 -247 14 -200 -1,780 -1,275 -166 -173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 72.2 6.2 8.0 9.5 19.8 0.3 7.2 5.5 0.7 1.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 42 38 7 8 11 10 . 7 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 63,155 : : Positions : : 50,409 34,714 5,667 19,845 5,821 0 1,322 287 106 301 381 : : : : Changes from: August 2, 2011 : : 946 718 647 926 -1,003 0 -23 25 -116 -144 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 55.0 9.0 31.4 9.2 0.0 2.1 0.5 0.2 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . 5 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 516,965 : : Positions : : 451,451 275,169 7,829 187,542 48,245 0 1,537 656 7,176 2,208 328 : : : : Changes from: August 2, 2011 : : -1,383 2,612 0 -5,602 1,610 0 1,305 -984 -1,296 -994 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 53.2 1.5 36.3 9.3 0.0 0.3 0.1 1.4 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,590,254 : : Positions : :1,004,195 1,177,352 253,989 54,240 205,793 20,159 32,434 64,964 9,706 35,759 19,712 : : : : Changes from: August 2, 2011 : : -47,956 -54,898 -3,633 10,937 -31,585 -688 5,356 -329 -1,272 -3,232 -2,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 74.0 16.0 3.4 12.9 1.3 2.0 4.1 0.6 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 29 26 5 4 7 5 . 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 131,068 : : Positions : : 76,122 96,096 25,179 5,388 25,369 854 1,501 1,599 889 145 956 : : : : Changes from: August 2, 2011 : : 1,467 904 -854 -296 297 -21 28 -28 -504 -626 430 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 73.3 19.2 4.1 19.4 0.7 1.1 1.2 0.7 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 30 5 . 7 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 494,604 : : Positions : : 356,858 287,692 93,423 155,196 41,491 0 5,480 624 2,208 4,121 0 : : : : Changes from: August 2, 2011 : : 12,495 19,270 10,381 757 2,098 0 3,480 0 952 321 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 58.2 18.9 31.4 8.4 0.0 1.1 0.1 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . 4 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 50,906 : : Positions : : 21,758 20,029 1,923 23,767 4,632 19,960 856 714 0 86 286 : : : : Changes from: August 2, 2011 : : 409 747 168 872 -120 1,042 0 90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 39.3 3.8 46.7 9.1 39.2 1.7 1.4 0.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 20 . 7 9 . 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 14,693 : : Positions : : 10,163 10,153 1,787 702 1,240 0 580 100 0 760 0 : : : : Changes from: August 2, 2011 : : 56 312 120 0 -120 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 69.1 12.2 4.8 8.4 0.0 3.9 0.7 0.0 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,494 : : Positions : : 6,726 6,184 0 1,693 573 0 720 0 566 132 44 : : : : Changes from: August 2, 2011 : : 304 264 0 10 0 0 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 58.9 0.0 16.1 5.5 0.0 6.9 0.0 5.4 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,215 : : Positions : : 17,739 11,042 1,666 8,737 3,506 1,200 3,060 0 870 0 490 : : : : Changes from: August 2, 2011 : : -69 368 0 -208 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 39.1 5.9 31.0 12.4 4.3 10.8 0.0 3.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,182 : : Positions : : 7,897 5,877 846 2,435 1,270 0 0 0 210 0 98 : : : : Changes from: August 2, 2011 : : 288 -14 0 0 0 0 0 0 90 -20 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 52.6 7.6 21.8 11.4 0.0 0.0 0.0 1.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,427 : : Positions : : 8,419 7,506 872 1,309 668 0 492 340 0 226 8 : : : : Changes from: August 2, 2011 : : 78 174 96 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 65.7 7.6 11.5 5.8 0.0 4.3 3.0 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 9,477 : : Positions : : 4,865 5,913 896 1,184 1,108 20 430 12 330 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 62.4 9.5 12.5 11.7 0.2 4.5 0.1 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 45,409 : : Positions : : 42,979 32,950 2,068 11,806 0 0 0 0 0 398 0 : : : : Changes from: August 2, 2011 : : 44 44 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 72.6 4.6 26.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 632,567 : : Positions : : 588,781 414,844 38,715 207,602 5,071 0 0 0 0 5,050 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 65.6 6.1 32.8 0.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 358,308 : : Positions : : 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408 : : : : Changes from: August 2, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 46,959 : : Positions : : 26,333 32,243 18,086 12,176 2,540 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 210 0 0 210 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 68.7 38.5 25.9 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 848,762 : : Positions : : 486,927 583,578 314,875 218,224 46,960 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 68.8 37.1 25.7 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 149,052 : : Positions : : 80,437 120,237 63,518 25,425 2,328 0 0 0 1,516 0 1,039 : : : : Changes from: August 2, 2011 : : -105 615 975 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 80.7 42.6 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,570,403 : : Positions : :1,413,204 2,062,478 1,109,488 431,525 29,753 0 0 0 0 28,689 17,958 : : : : Changes from: August 2, 2011 : : 0 7,440 9,360 0 -2,769 0 0 0 0 1,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 80.2 43.2 16.8 1.2 0.0 0.0 0.0 0.0 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 19 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 45,855 : : Positions : : 31,133 38,227 8,307 2,480 1,810 645 820 630 2,357 938 950 : : : : Changes from: August 2, 2011 : : 510 -630 -510 0 0 -630 0 630 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 83.4 18.1 5.4 3.9 1.4 1.8 1.4 5.1 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,370,143 : : Positions : : 917,556 990,149 50,621 226,417 103,052 23,520 23,520 0 262,234 13,845 13,160 : : : : Changes from: August 2, 2011 : : 9,360 0 0 9,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.3 3.7 16.5 7.5 1.7 1.7 0.0 19.1 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 14 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 49,048 : : Positions : : 42,895 33,821 2,320 11,096 3,514 0 0 0 105 0 84 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 69.0 4.7 22.6 7.2 0.0 0.0 0.0 0.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 14,014 : : Positions : : 10,944 10,488 1,275 1,530 0 0 815 460 650 36 685 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 74.8 9.1 10.9 0.0 0.0 5.8 3.3 4.6 0.3 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,065 : : Positions : : 16,693 30,281 19,349 2,550 842 170 0 460 0 3,465 360 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 79.6 50.8 6.7 2.2 0.4 0.0 1.2 0.0 9.1 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 21,127 : : Positions : : 14,085 14,563 4,328 4,691 1,691 212 92 0 556 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 68.9 20.5 22.2 8.0 1.0 0.4 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 368,864 : : Positions : : 235,576 277,386 61,023 19,213 72,265 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 75.2 16.5 5.2 19.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 940,738 : : Positions : : 823,541 600,561 0 241,328 87,508 23,400 9,805 0 4,753 0 1,536 : : : : Changes from: August 2, 2011 : : 15,196 -3,920 0 4,704 0 0 0 0 -14,412 0 1,536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 63.8 0.0 25.7 9.3 2.5 1.0 0.0 0.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 18 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 761,018 : : Positions : : 285,491 625,162 301,047 76,849 49,080 47,040 0 0 68,433 0 9,927 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 82.1 39.6 10.1 6.4 6.2 0.0 0.0 9.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 163,605 : : Positions : : 139,539 127,176 23,298 35,661 768 0 0 0 0 0 0 : : : : Changes from: August 2, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 77.7 14.2 21.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 9, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 341,792 : : Positions : : 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0 : : : : Changes from: August 2, 2011 : : 0 8,400 0 0 0 0 0 0 8,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 12, 2011