Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 159,918 : : Positions : : 80,035 113,800 9,144 13,419 15,454 30,441 909 11,985 9,466 1,443 2,381 : : : : Changes from: August 9, 2011 : : 1,543 -248 -615 786 368 -841 385 649 749 383 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 71.2 5.7 8.4 9.7 19.0 0.6 7.5 5.9 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 84 : : 43 37 7 8 11 9 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 63,945 : : Positions : : 50,953 35,622 5,466 19,977 5,843 550 922 337 29 477 383 : : : : Changes from: August 9, 2011 : : 544 908 -201 132 22 550 -400 50 -77 176 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 55.7 8.5 31.2 9.1 0.9 1.4 0.5 0.0 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 23 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 517,102 : : Positions : : 451,531 278,770 11,797 187,333 44,622 0 2,537 656 7,520 2,208 328 : : : : Changes from: August 9, 2011 : : 80 3,601 3,968 -209 -3,623 0 1,000 0 344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 53.9 2.3 36.2 8.6 0.0 0.5 0.1 1.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,596,961 : : Positions : :1,005,792 1,182,061 257,486 55,056 203,009 19,398 18,058 78,226 9,706 37,231 22,545 : : : : Changes from: August 9, 2011 : : 1,597 4,709 3,497 816 -2,784 -761 -14,376 13,262 0 1,472 2,833 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 74.0 16.1 3.4 12.7 1.2 1.1 4.9 0.6 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 61 : : 30 28 5 4 7 5 . 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 123,081 : : Positions : : 72,196 86,610 19,674 3,907 27,358 597 2,104 1,348 84 128 1,201 : : : : Changes from: August 9, 2011 : : -3,926 -9,486 -5,505 -1,481 1,989 -257 603 -251 -805 -17 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 70.4 16.0 3.2 22.2 0.5 1.7 1.1 0.1 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 27 30 5 . 7 . 4 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 468,943 : : Positions : : 335,992 268,796 87,919 150,004 38,663 0 5,134 2,578 2,208 2,185 1,279 : : : : Changes from: August 9, 2011 : : -20,866 -18,896 -5,504 -5,192 -2,828 0 -346 1,954 0 -1,936 1,279 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 57.3 18.7 32.0 8.2 0.0 1.1 0.5 0.5 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 20 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 51,617 : : Positions : : 21,927 21,180 2,067 23,103 4,752 20,128 850 824 0 86 286 : : : : Changes from: August 9, 2011 : : 169 1,151 144 -664 120 168 -6 110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 41.0 4.0 44.8 9.2 39.0 1.6 1.6 0.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 20 . 7 9 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 14,955 : : Positions : : 10,313 10,417 1,907 702 1,232 0 580 100 0 766 0 : : : : Changes from: August 9, 2011 : : 150 264 120 0 -8 0 0 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 69.7 12.8 4.7 8.2 0.0 3.9 0.7 0.0 5.1 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 16, 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 10,504 : : Positions : : 6,726 6,184 0 1,693 573 120 720 150 566 132 44 : : : : Changes from: August 9, 2011 : : 0 0 0 0 0 120 0 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 58.9 0.0 16.1 5.5 1.1 6.9 1.4 5.4 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 28,277 : : Positions : : 17,561 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490 : : : : Changes from: August 9, 2011 : : -178 62 0 0 0 0 0 0 192 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 39.3 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 11,662 : : Positions : : 8,377 5,877 846 2,915 1,270 0 0 0 210 0 98 : : : : Changes from: August 9, 2011 : : 480 0 0 480 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 50.4 7.3 25.0 10.9 0.0 0.0 0.0 1.8 0.0 0.8 : : : : 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 16, 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 11,547 : : Positions : : 8,419 7,506 873 1,262 835 0 492 340 0 226 8 : : : : Changes from: August 9, 2011 : : 0 0 1 -47 167 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 65.0 7.6 10.9 7.2 0.0 4.3 2.9 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 16, 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 9, 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 16, 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 45,451 : : Positions : : 43,021 32,992 2,068 11,806 0 0 0 0 0 398 0 : : : : Changes from: August 9, 2011 : : 42 42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 72.6 4.5 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 16, 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 633,335 : : Positions : : 589,549 415,612 38,715 207,602 5,071 0 0 0 0 5,050 0 : : : : Changes from: August 9, 2011 : : 768 768 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 16, 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 9, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 16, 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 9, 2011 : : 0 0 0 0 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 16, 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 9, 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 16, 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 9, 2011 : : 0 0 0 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 16, 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 9, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 45,939 : : Positions : : 31,217 38,227 8,307 2,480 1,810 645 820 630 2,357 1,022 950 : : : : Changes from: August 9, 2011 : : 84 0 0 0 0 0 0 0 0 84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 83.2 18.1 5.4 3.9 1.4 1.8 1.4 5.1 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 1,168,138 : : Positions : : 950,751 788,144 50,621 226,417 103,052 23,520 23,520 0 27,034 13,845 13,160 : : : : Changes from: August 9, 2011 : : 33,195 -202,005 0 0 0 0 0 0 -235,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 67.5 4.3 19.4 8.8 2.0 2.0 0.0 2.3 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 13 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 49,132 : : Positions : : 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84 : : : : Changes from: August 9, 2011 : : 0 339 0 0 0 0 0 0 84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9, 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 16, 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 9, 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 16, 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 21,421 : : Positions : : 14,379 14,563 4,328 4,985 1,691 212 92 0 556 0 0 : : : : Changes from: August 9, 2011 : : 294 0 0 294 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 68.0 20.2 23.3 7.9 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 16, 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 9, 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 16, 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 : : 821,991 600,561 0 241,328 87,508 23,400 9,805 0 6,303 0 1,536 : : : : Changes from: August 9, 2011 : : -1,550 0 0 0 0 0 0 0 1,550 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 63.8 0.0 25.7 9.3 2.5 1.0 0.0 0.7 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 16, 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 855,098 : : Positions : : 285,491 719,242 395,127 76,849 49,080 47,040 0 0 68,433 0 9,927 : : : : Changes from: August 9, 2011 : : 0 94,080 94,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.4 84.1 46.2 9.0 5.7 5.5 0.0 0.0 8.0 0.0 1.2 : : : : 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 16, 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 169,610 : : Positions : : 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0 : : : : Changes from: August 9, 2011 : : 6,005 0 0 0 0 0 0 0 0 6,005 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.0 13.7 21.0 0.5 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 16, 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 9, 2011 : : 0 0 0 0 0 0 0 0 0 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 19, 2011