PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 184,126: 80,525 78,532 2,232 18,806 65,512 15,743 2,271 17,671 44 93 492: 1,906 749
Old : 184,126: 80,525 78,532 2,232 18,806 65,512 15,743 2,271 17,671 44 93 492: 1,906 749
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -15,915: -8,382 -8,014 -111 -956 -2,903 -1,540 -665 -1,166 -8 -437 -1,740: -65 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 42.7 1.2 10.2 35.6 8.6 1.2 9.6 0.0 0.1 0.3: 1.0 0.4
Old : 100.0: 43.7 42.7 1.2 10.2 35.6 8.6 1.2 9.6 0.0 0.1 0.3: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 24 24 4 6 9 . 5 5 . . .:
Old : 46: 24 24 4 6 9 . 5 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 : 46.0 49.3 77.4 80.8 13.7 13.3 16.4 17.0
Old : 46.0 49.3 77.4 80.8 13.7 13.3 16.4 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 24,026: 13,105 12,563 2,287 2,500 5,416 441 120 1,518 0 740 0: 1,259 1,170
Old : 24,026: 13,105 12,563 2,287 2,500 5,416 441 120 1,518 0 740 0: 1,259 1,170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -233: -379 -238 -240 26 245 158 0 40 0 -152 0: -57 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 52.3 9.5 10.4 22.5 1.8 0.5 6.3 0.0 3.1 0.0: 5.2 4.9
Old : 100.0: 54.5 52.3 9.5 10.4 22.5 1.8 0.5 6.3 0.0 3.1 0.0: 5.2 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 : 31: 18 15 . 4 5 . . . 0 . 0:
Old : 31: 18 15 . 4 5 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 50.8 70.0 71.7 31.0 27.7 39.5 37.9
Old : 46.5 50.8 70.0 71.7 31.0 27.7 39.5 37.9
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 - Options and Futures Combined, August 2, 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 : 10,294: 6,573 5,929 0 1,825 582 0 720 30 566 132 44: 2,499 1,032
Old : 10,294: 6,573 5,929 0 1,825 582 0 720 30 566 132 44: 2,499 1,032
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -403: -138 -176 -54 -62 -54 0 0 0 -35 -14 6: -128 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 57.6 0.0 17.7 5.7 0.0 7.0 0.3 5.5 1.3 0.4: 24.3 10.0
Old : 100.0: 63.9 57.6 0.0 17.7 5.7 0.0 7.0 0.3 5.5 1.3 0.4: 24.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 0 4 . 0 . . . . .:
Old : 22: 13 11 0 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 : 31.7 56.0 53.9 74.2 27.5 47.2 42.3 58.9
Old : 31.7 56.0 53.9 74.2 27.5 47.2 42.3 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 28,255: 17,808 10,674 1,666 8,945 3,506 1,200 3,060 0 870 0 490: 2,715 1,580
Old : 28,255: 17,808 10,674 1,666 8,945 3,506 1,200 3,060 0 870 0 490: 2,715 1,580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -1,133: -855 -420 118 -257 -270 0 -30 0 130 0 -102: -154 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 37.8 5.9 31.7 12.4 4.2 10.8 0.0 3.1 0.0 1.7: 9.6 5.6
Old : 100.0: 63.0 37.8 5.9 31.7 12.4 4.2 10.8 0.0 3.1 0.0 1.7: 9.6 5.6
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 : 26: 16 12 . 4 6 . . 0 . 0 .:
Old : 26: 16 12 . 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 56.7 56.4 77.7 20.5 50.6 33.4 54.6
Old : 37.9 56.7 56.4 77.7 20.5 50.6 33.4 54.6
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 - Options and Futures Combined, August 2, 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 : 10,784: 7,609 5,891 846 2,435 1,270 0 0 0 120 20 198: 741 970
Old : 10,784: 7,609 5,891 846 2,435 1,270 0 0 0 120 20 198: 741 970
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -194: -3 -99 -154 -69 -10 0 0 0 0 20 0: -27 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 54.6 7.8 22.6 11.8 0.0 0.0 0.0 1.1 0.2 1.8: 6.9 9.0
Old : 100.0: 70.6 54.6 7.8 22.6 11.8 0.0 0.0 0.0 1.1 0.2 1.8: 6.9 9.0
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 . . 4 0 0 0 . . .:
Old : 20: 9 11 . . 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 : 49.1 64.8 75.8 82.5 42.5 45.1 57.4 58.0
Old : 49.1 64.8 75.8 82.5 42.5 45.1 57.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 11,253: 8,341 7,332 776 1,309 668 0 492 340 0 226 8: 1,120 878
Old : 11,253: 8,341 7,332 776 1,309 668 0 492 340 0 226 8: 1,120 878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -587: -421 -470 -32 -49 -18 0 10 -10 0 -22 8: -114 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 65.2 6.9 11.6 5.9 0.0 4.4 3.0 0.0 2.0 0.1: 10.0 7.8
Old : 100.0: 74.1 65.2 6.9 11.6 5.9 0.0 4.4 3.0 0.0 2.0 0.1: 10.0 7.8
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 : 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 : 45.9 44.6 68.9 67.8 43.1 38.7 64.1 57.8
Old : 45.9 44.6 68.9 67.8 43.1 38.7 64.1 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 - Options and Futures Combined, August 2, 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 : 19,844: 11,696 12,855 1,168 1,218 4,028 0 537 377 330 0 0: 2,246 830
Old : 19,844: 11,696 12,855 1,168 1,218 4,028 0 537 377 330 0 0: 2,246 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -2,590: -1,674 -1,749 -94 -67 -714 0 13 -51 0 0 0: -58 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 64.8 5.9 6.1 20.3 0.0 2.7 1.9 1.7 0.0 0.0: 11.3 4.2
Old : 100.0: 58.9 64.8 5.9 6.1 20.3 0.0 2.7 1.9 1.7 0.0 0.0: 11.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . 4 0 . . . 0 0:
Old : 23: 14 12 . . 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 : 46.7 49.9 71.8 76.1 21.3 25.9 28.6 34.8
Old : 46.7 49.9 71.8 76.1 21.3 25.9 28.6 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 45,365: 42,935 32,906 2,068 11,806 0 0 0 0 0 398 0: 362 255
Old : 45,365: 42,935 32,906 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: July 26, 2011 :
: -1,590: -1,599 -1,754 29 -120 0 0 0 0 0 29 0: -20 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 72.5 4.6 26.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0: 0.8 0.6
Old : 100.0: 94.6 72.5 4.6 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 : 82.2 83.6 94.9 96.4 82.2 83.6 91.2 93.8
Old : 82.2 83.6 94.9 96.4 82.2 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 - Options and Futures Combined, August 2, 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 : 632,567: 588,781 414,844 38,715 207,602 5,071 0 0 0 0 5,050 0: 0 0
Old : 632,567: 588,781 414,844 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: July 26, 2011 :
: -33,088: -32,240 -22,344 -424 -10,600 -424 0 0 0 0 280 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 : 85.4 78.5 96.2 95.7 84.7 73.5 92.3 90.8
Old : 85.4 78.5 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 PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 46,749: 26,123 32,243 18,086 11,966 2,540 0 0 0 0 0 0: 0 0
Old : 46,749: 26,123 32,243 18,086 11,966 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: July 26, 2011 :
: -3,440: -1,520 -2,560 -1,920 -880 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.9 69.0 38.7 25.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.9 69.0 38.7 25.6 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 : 22: 10 10 4 . . 0 0 0 0 0 0:
Old : 22: 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 : 62.3 81.4 87.0 95.3 62.3 81.4 81.2 87.8
Old : 62.3 81.4 87.0 95.3 62.3 81.4 81.2 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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: July 26, 2011 :
: -68,688: -29,680 -50,032 -39,008 -18,656 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 - Options and Futures Combined, August 2, 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 : 148,437: 80,542 119,622 62,543 25,425 2,328 0 0 0 1,516 0 1,039: 469 23
Old : 148,437: 80,542 119,622 62,543 25,425 2,328 0 0 0 1,516 0 1,039: 469 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -9,465: -5,920 -7,100 -3,360 -1,885 -420 0 0 0 315 0 -60: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 80.6 42.1 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 0.3 0.0
Old : 100.0: 54.3 80.6 42.1 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 20 . 4 . 0 0 0 . 0 .:
Old : 36: 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 50.7 89.7 71.5 65.9 50.7 86.0 71.3
Old : 66.0 50.7 89.7 71.5 65.9 50.7 86.0 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 - Options and Futures Combined, August 2, 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 : 2,563,812: 1,413,204 2,055,038 1,100,128 431,525 32,522 0 0 0 0 26,769 17,958: 0 0
Old : 2,563,812: 1,413,204 2,055,038 1,100,128 431,525 32,522 0 0 0 0 26,769 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -200,128: -125,080 -141,616 -69,112 -43,248 -5,936 0 0 0 0 -9,328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 80.2 42.9 16.8 1.3 0.0 0.0 0.0 0.0 1.0 0.7: 0.0 0.0
Old : 100.0: 55.1 80.2 42.9 16.8 1.3 0.0 0.0 0.0 0.0 1.0 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 : 37: 14 19 . 5 . 0 0 0 0 . .:
Old : 37: 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 : 68.9 52.8 92.4 75.3 67.9 52.8 90.0 75.3
Old : 68.9 52.8 92.4 75.3 67.9 52.8 90.0 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 45,855: 30,623 38,857 8,817 2,480 1,810 1,275 820 0 2,357 938 950: 23 0
Old : 45,855: 30,623 38,857 8,817 2,480 1,810 1,275 820 0 2,357 938 950: 23 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -2,760: -2,000 -2,360 -640 40 -100 0 0 0 240 -100 -240: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 84.7 19.2 5.4 3.9 2.8 1.8 0.0 5.1 2.0 2.1: 0.1 0.0
Old : 100.0: 66.8 84.7 19.2 5.4 3.9 2.8 1.8 0.0 5.1 2.0 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 : 37: 20 16 5 . . . . 0 . . .:
Old : 37: 20 16 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 : 47.3 59.6 67.7 76.3 44.1 58.4 59.4 69.6
Old : 47.3 59.6 67.7 76.3 44.1 58.4 59.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 1,360,783: 908,196 990,149 50,621 217,057 103,052 23,520 23,520 0 262,234 13,845 13,160: 0 0
Old : 1,360,783: 908,196 990,149 50,621 217,057 103,052 23,520 23,520 0 262,234 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: July 26, 2011 :
: -72,928: -60,632 -62,752 -6,215 -2,823 -4,385 0 0 0 -1,696 -2,968 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 72.8 3.7 16.0 7.6 1.7 1.7 0.0 19.3 1.0 1.0: 0.0 0.0
Old : 100.0: 66.7 72.8 3.7 16.0 7.6 1.7 1.7 0.0 19.3 1.0 1.0: 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 : 39: 20 14 . 4 5 . . 0 . . .:
Old : 39: 20 14 . 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 : 47.3 57.6 66.3 78.1 47.3 49.9 63.3 68.8
Old : 47.3 57.6 66.3 78.1 47.3 49.9 63.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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 : 48,964: 42,895 33,821 2,320 11,096 3,514 0 0 0 105 0 0: 130 533
Old : 48,964: 42,895 33,821 2,320 11,096 3,514 0 0 0 105 0 0: 130 533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -2,800: -1,920 -2,480 -100 440 -740 0 0 0 0 0 0: -40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 69.1 4.7 22.7 7.2 0.0 0.0 0.0 0.2 0.0 0.0: 0.3 1.1
Old : 100.0: 87.6 69.1 4.7 22.7 7.2 0.0 0.0 0.0 0.2 0.0 0.0: 0.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 15 . 4 . 0 0 0 . 0 0:
Old : 27: 16 15 . 4 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 48.3 74.9 75.9 43.2 37.8 58.1 60.8
Old : 52.7 48.3 74.9 75.9 43.2 37.8 58.1 60.8
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 - Options and Futures Combined, August 2, 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: July 26, 2011 :
: -540: -480 -540 0 0 0 0 0 0 -24 36 -36: 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 - Options and Futures Combined, August 2, 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: July 26, 2011 :
: -1,551: -1,480 -1,220 311 0 -311 0 0 0 0 51 -51: -20 -20
: : :
: : 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 - Options and Futures Combined, August 2, 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 : 23,542: 15,105 15,645 4,074 3,796 2,962 0 460 212 556 0 0: 633 468
Old : 23,542: 15,105 15,645 4,074 3,796 2,962 0 460 212 556 0 0: 633 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -4,638: -4,637 -5,083 -62 -90 -363 0 328 212 -20 0 0: 231 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 66.5 17.3 16.1 12.6 0.0 2.0 0.9 2.4 0.0 0.0: 2.7 2.0
Old : 100.0: 64.2 66.5 17.3 16.1 12.6 0.0 2.0 0.9 2.4 0.0 0.0: 2.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 11 . . . 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 : 54.6 54.3 78.8 78.4 41.9 48.2 61.7 64.1
Old : 54.6 54.3 78.8 78.4 41.9 48.2 61.7 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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: July 26, 2011 :
: -25,440: -22,048 -8,480 11,448 -2,120 -14,840 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 - Options and Futures Combined, August 2, 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 : 938,418: 808,345 604,481 0 236,624 87,508 23,400 9,805 0 19,165 0 0: 0 0
Old : 938,418: 808,345 604,481 0 236,624 87,508 23,400 9,805 0 19,165 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -55,968: -39,856 -48,760 0 11,024 -16,112 0 -2,120 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 64.4 0.0 25.2 9.3 2.5 1.0 0.0 2.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 64.4 0.0 25.2 9.3 2.5 1.0 0.0 2.0 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 : 32: 16 18 0 5 . . . 0 . 0 0:
Old : 32: 16 18 0 5 . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 57.6 79.0 79.1 35.7 34.7 49.8 47.0
Old : 55.9 57.6 79.0 79.1 35.7 34.7 49.8 47.0
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 - Options and Futures Combined, August 2, 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 : 761,018: 285,491 625,162 301,047 76,849 49,080 47,040 0 0 68,433 0 9,927: 0 0
Old : 761,018: 285,491 625,162 301,047 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: July 26, 2011 :
: -24,168: -54,808 -21,200 31,912 -848 -1,272 0 0 0 848 0 -848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 82.1 39.6 10.1 6.4 6.2 0.0 0.0 9.0 0.0 1.3: 0.0 0.0
Old : 100.0: 37.5 82.1 39.6 10.1 6.4 6.2 0.0 0.0 9.0 0.0 1.3: 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 : 65.0 89.3 87.7 97.5 61.9 76.7 75.7 81.0
Old : 65.0 89.3 87.7 97.5 61.9 76.7 75.7 81.0
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 - Options and Futures Combined, August 2, 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 : 163,605: 139,539 127,176 23,298 35,661 768 0 0 0 0 0 0: 0 0
Old : 163,605: 139,539 127,176 23,298 35,661 768 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: July 26, 2011 :
: -13,144: -11,024 -10,176 -2,120 -2,968 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 77.7 14.2 21.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.3 77.7 14.2 21.8 0.5 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 : 20: 9 9 . . . 0 0 0 0 0 0:
Old : 20: 9 9 . . . 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 : 71.6 77.0 94.1 95.9 71.1 77.0 92.3 94.7
Old : 71.6 77.0 94.1 95.9 71.1 77.0 92.3 94.7
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 - Options and Futures Combined, August 2, 2011
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: : 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 : 333,392: 331,136 303,896 0 29,496 0 0 0 0 2,256 0 0: 0 0
Old : 333,392: 331,136 303,896 0 29,496 0 0 0 0 2,256 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -32,648: -30,104 -28,408 0 -4,240 0 0 0 0 -2,544 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.3 91.2 0.0 8.8 0.0 0.0 0.0 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 99.3 91.2 0.0 8.8 0.0 0.0 0.0 0.0 0.7 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 : 79.5 72.3 99.0 89.7 63.1 56.5 70.3 67.8
Old : 79.5 72.3 99.0 89.7 63.1 56.5 70.3 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011