PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 200,065: 83,661 83,123 2,872 18,620 73,486 17,150 2,900 20,396 12 211 531: 1,957 800
Old : 200,065: 83,661 83,123 2,872 18,620 73,486 17,150 2,900 20,396 12 211 531: 1,957 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 971: -867 -359 14 77 1,146 1,197 485 -532 -57 102 41: 29 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 41.5 1.4 9.3 36.7 8.6 1.4 10.2 0.0 0.1 0.3: 1.0 0.4
Old : 100.0: 41.8 41.5 1.4 9.3 36.7 8.6 1.4 10.2 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 . 4 4 . . .:
Old : 46: 24 24 4 6 9 . 4 4 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.6 76.6 79.4 13.3 13.3 16.0 17.1
Old : 45.1 47.6 76.6 79.4 13.3 13.3 16.0 17.1
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 23, 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 : 26,074: 14,018 13,713 2,320 2,264 5,671 93 120 2,275 0 840 0: 1,696 1,190
Old : 26,074: 14,018 13,713 2,320 2,264 5,671 93 120 2,275 0 840 0: 1,696 1,190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 653: 171 67 57 -63 -54 -413 0 598 0 74 0: 293 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 52.6 8.9 8.7 21.7 0.4 0.5 8.7 0.0 3.2 0.0: 6.5 4.6
Old : 100.0: 53.8 52.6 8.9 8.7 21.7 0.4 0.5 8.7 0.0 3.2 0.0: 6.5 4.6
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 : 31: 18 16 . 4 5 . . . 0 . 0:
Old : 31: 18 16 . 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 : 46.2 50.2 70.2 72.5 30.1 25.9 36.8 36.2
Old : 46.2 50.2 70.2 72.5 30.1 25.9 36.8 36.2
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 23, 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 : 10,652: 6,866 6,180 240 1,836 581 120 720 150 566 132 44: 2,085 1,008
Old : 10,652: 6,866 6,180 240 1,836 581 120 720 150 566 132 44: 2,085 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -12: -13 -11 240 -3 1 0 0 0 0 0 0: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 58.0 2.3 17.2 5.5 1.1 6.8 1.4 5.3 1.2 0.4: 19.6 9.5
Old : 100.0: 64.5 58.0 2.3 17.2 5.5 1.1 6.8 1.4 5.3 1.2 0.4: 19.6 9.5
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: 14 12 . 4 . . . . . . .:
Old : 24: 14 12 . 4 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.5 56.4 51.1 74.0 25.6 46.8 40.9 59.3
Old : 29.5 56.4 51.1 74.0 25.6 46.8 40.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 28,305: 17,575 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490: 2,806 1,408
Old : 28,305: 17,575 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490: 2,806 1,408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 28: 14 0 0 0 0 0 0 0 0 0 0: 14 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 39.2 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7: 9.9 5.0
Old : 100.0: 62.1 39.2 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7: 9.9 5.0
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 : 27: 17 15 . 4 6 . . 0 . 0 .:
Old : 27: 17 15 . 4 6 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 56.2 57.0 77.1 20.5 49.8 33.3 54.0
Old : 37.8 56.2 57.0 77.1 20.5 49.8 33.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 11,692: 8,407 5,853 846 2,987 1,270 0 0 0 186 0 122: 861 1,460
Old : 11,692: 8,407 5,853 846 2,987 1,270 0 0 0 186 0 122: 861 1,460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 30: 30 -24 0 72 0 0 0 0 -24 0 24: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 50.1 7.2 25.5 10.9 0.0 0.0 0.0 1.6 0.0 1.0: 7.4 12.5
Old : 100.0: 71.9 50.1 7.2 25.5 10.9 0.0 0.0 0.0 1.6 0.0 1.0: 7.4 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . 4 0 0 0 . 0 .:
Old : 20: 10 11 . . 4 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 64.5 74.7 80.6 39.9 41.4 53.7 51.8
Old : 50.1 64.5 74.7 80.6 39.9 41.4 53.7 51.8
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 23, 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 : 11,567: 8,439 7,496 873 1,262 835 0 492 340 0 256 8: 1,072 878
Old : 11,567: 8,439 7,496 873 1,262 835 0 492 340 0 256 8: 1,072 878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 20: 20 -10 0 0 0 0 0 0 0 30 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 64.8 7.5 10.9 7.2 0.0 4.3 2.9 0.0 2.2 0.1: 9.3 7.6
Old : 100.0: 73.0 64.8 7.5 10.9 7.2 0.0 4.3 2.9 0.0 2.2 0.1: 9.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 13 . . 4 0 . . 0 . .:
Old : 25: 16 13 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 43.9 68.2 68.5 44.1 37.7 63.6 57.7
Old : 45.8 43.9 68.2 68.5 44.1 37.7 63.6 57.7
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 23, 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 : 19,919: 11,779 12,840 1,172 1,328 4,020 0 529 378 330 0 0: 2,240 824
Old : 19,919: 11,779 12,840 1,172 1,328 4,020 0 529 378 330 0 0: 2,240 824
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -326: -191 -154 44 95 -210 0 -88 36 0 0 0: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 64.5 5.9 6.7 20.2 0.0 2.7 1.9 1.7 0.0 0.0: 11.2 4.1
Old : 100.0: 59.1 64.5 5.9 6.7 20.2 0.0 2.7 1.9 1.7 0.0 0.0: 11.2 4.1
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 : 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 71.9 76.1 21.5 26.1 28.7 34.8
Old : 46.7 49.9 71.9 76.1 21.5 26.1 28.7 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 23, 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 : 50,635: 45,655 38,092 2,068 9,256 2,550 0 0 0 0 398 0: 362 339
Old : 50,635: 45,655 38,092 2,068 9,256 2,550 0 0 0 0 398 0: 362 339
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,184: 2,634 5,100 0 -2,550 2,550 0 0 0 0 0 0: 0 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 75.2 4.1 18.3 5.0 0.0 0.0 0.0 0.0 0.8 0.0: 0.7 0.7
Old : 100.0: 90.2 75.2 4.1 18.3 5.0 0.0 0.0 0.0 0.0 0.8 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 10 . . . 0 0 0 0 . 0:
Old : 24: 12 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 : 74.6 85.1 90.7 96.6 74.6 80.0 85.6 89.2
Old : 74.6 85.1 90.7 96.6 74.6 80.0 85.6 89.2
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 23, 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 : 746,245: 655,659 510,797 38,715 160,802 51,871 0 0 0 0 22,775 0: 0 0
Old : 746,245: 655,659 510,797 38,715 160,802 51,871 0 0 0 0 22,775 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 112,910: 66,110 95,185 0 -46,800 46,800 0 0 0 0 17,725 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 68.4 5.2 21.5 7.0 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Old : 100.0: 87.9 68.4 5.2 21.5 7.0 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 10 . . . 0 0 0 0 . 0:
Old : 24: 11 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 : 78.2 79.1 93.6 95.5 76.8 68.6 86.1 85.0
Old : 78.2 79.1 93.6 95.5 76.8 68.6 86.1 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 358,308: 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408: 0 0
Old : 358,308: 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6: 0.0 0.0
Old : 100.0: 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 9 . . 0 0 0 0 . 0 .:
Old : 20: 7 9 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
Old : 76.4 73.3 98.4 96.2 59.6 70.1 81.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 47,131: 26,375 32,415 18,216 12,176 2,540 0 0 0 0 0 0: 0 0
Old : 47,131: 26,375 32,415 18,216 12,176 2,540 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 172: 42 172 130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 68.8 38.6 25.8 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.0 68.8 38.6 25.8 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 10 4 . . 0 0 0 0 0 0:
Old : 23: 10 10 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 80.7 87.1 94.8 62.3 80.7 80.7 87.4
Old : 62.3 80.7 87.1 94.8 62.3 80.7 80.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 848,762: 486,927 583,578 314,875 218,224 46,960 0 0 0 0 0 0: 0 0
Old : 848,762: 486,927 583,578 314,875 218,224 46,960 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 68.8 37.1 25.7 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.4 68.8 37.1 25.7 5.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 4 . . 0 0 0 0 0 0:
Old : 21: 10 9 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
Old : 62.5 80.7 87.8 97.5 62.5 79.2 82.8 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 149,052: 80,437 120,107 63,388 25,425 2,458 0 0 0 1,516 0 1,039: 214 23
Old : 149,052: 80,437 120,107 63,388 25,425 2,458 0 0 0 1,516 0 1,039: 214 23
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 -130 -130 0 130 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 80.6 42.5 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 0.1 0.0
Old : 100.0: 54.0 80.6 42.5 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 16 20 . 4 . 0 0 0 . 0 .:
Old : 37: 16 20 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 50.5 89.6 71.4 65.9 50.5 85.9 71.2
Old : 66.0 50.5 89.6 71.4 65.9 50.5 85.9 71.2
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 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 2,570,403: 1,413,204 2,066,318 1,109,488 431,525 29,753 0 0 0 0 24,849 17,958: 0 0
Old : 2,570,403: 1,413,204 2,066,318 1,109,488 431,525 29,753 0 0 0 0 24,849 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 3,840 0 0 0 0 0 0 0 -3,840 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 80.4 43.2 16.8 1.2 0.0 0.0 0.0 0.0 1.0 0.7: 0.0 0.0
Old : 100.0: 55.0 80.4 43.2 16.8 1.2 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 : 38: 14 20 . 5 . 0 0 0 0 . .:
Old : 38: 14 20 . 5 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 75.3
Old : 69.0 52.7 92.4 75.3 68.1 52.7 90.1 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 23, 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 : 45,981: 31,217 38,269 8,307 2,438 1,852 645 820 630 2,357 1,022 950: 23 0
Old : 45,981: 31,217 38,269 8,307 2,438 1,852 645 820 630 2,357 1,022 950: 23 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 42: 0 42 0 -42 42 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 83.2 18.1 5.3 4.0 1.4 1.8 1.4 5.1 2.2 2.1: 0.1 0.0
Old : 100.0: 67.9 83.2 18.1 5.3 4.0 1.4 1.8 1.4 5.1 2.2 2.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 16 5 . . . . . . . .:
Old : 38: 21 16 5 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 59.4 67.5 75.6 43.9 58.2 59.2 69.1
Old : 47.8 59.4 67.5 75.6 43.9 58.2 59.2 69.1
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 23, 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 : 1,170,058: 952,671 788,144 50,621 226,417 103,052 23,520 23,520 0 25,114 13,845 15,080: 0 0
Old : 1,170,058: 952,671 788,144 50,621 226,417 103,052 23,520 23,520 0 25,114 13,845 15,080: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 1,920: 1,920 0 0 0 0 0 0 0 -1,920 0 1,920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 67.4 4.3 19.4 8.8 2.0 2.0 0.0 2.1 1.2 1.3: 0.0 0.0
Old : 100.0: 81.4 67.4 4.3 19.4 8.8 2.0 2.0 0.0 2.1 1.2 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 : 38: 20 13 . 4 5 . . 0 . . .:
Old : 38: 20 13 . 4 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 56.9 64.4 78.0 44.4 52.2 62.3 73.0
Old : 44.4 56.9 64.4 78.0 44.4 52.2 62.3 73.0
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 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,132: 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84: 130 278
Old : 49,132: 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84: 130 278
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.6
Old : 100.0: 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2: 0.3 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 . 4 . 0 0 0 . 0 .:
Old : 29: 16 15 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 50.7 74.6 78.3 44.5 40.3 60.5 63.2
Old : 52.5 50.7 74.6 78.3 44.5 40.3 60.5 63.2
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 23, 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 10,362 1,149 1,530 126 0 815 460 650 36 685: 0 0
Old : 14,014: 10,944 10,362 1,149 1,530 126 0 815 460 650 36 685: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 -126 -126 0 126 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 73.9 8.2 10.9 0.9 0.0 5.8 3.3 4.6 0.3 4.9: 0.0 0.0
Old : 100.0: 78.1 73.9 8.2 10.9 0.9 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 . . . . .:
Old : 20: 8 8 . . . 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 74.9 90.4 95.2 64.9 74.9 85.1 90.0
Old : 67.2 74.9 90.4 95.2 64.9 74.9 85.1 90.0
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 23, 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 : 40,615: 21,793 32,831 16,799 2,550 842 170 0 460 0 3,465 360: 191 107
Old : 40,615: 21,793 32,831 16,799 2,550 842 170 0 460 0 3,465 360: 191 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,550: 5,100 2,550 -2,550 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 80.8 41.4 6.3 2.1 0.4 0.0 1.1 0.0 8.5 0.9: 0.5 0.3
Old : 100.0: 53.7 80.8 41.4 6.3 2.1 0.4 0.0 1.1 0.0 8.5 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 : 25: 13 9 . . . . 0 . 0 . .:
Old : 25: 13 9 . . . . 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 : 72.9 67.1 88.6 89.4 62.4 49.5 70.5 70.5
Old : 72.9 67.1 88.6 89.4 62.4 49.5 70.5 70.5
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 23, 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 : 23,551: 15,444 15,762 4,081 4,039 3,002 0 445 212 556 0 0: 255 90
Old : 23,551: 15,444 15,762 4,081 4,039 3,002 0 445 212 556 0 0: 255 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 6: -12 46 -14 -27 32 0 -44 0 0 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 66.9 17.3 17.2 12.7 0.0 1.9 0.9 2.4 0.0 0.0: 1.1 0.4
Old : 100.0: 65.6 66.9 17.3 17.2 12.7 0.0 1.9 0.9 2.4 0.0 0.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 11 . . . 0 . . . 0 0:
Old : 25: 11 11 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.1 79.1 80.1 42.1 49.2 61.9 65.6
Old : 54.8 56.1 79.1 80.1 42.1 49.2 61.9 65.6
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 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 368,864: 235,576 277,386 61,023 19,213 72,265 0 0 0 0 0 0: 0 0
Old : 368,864: 235,576 277,386 61,023 19,213 72,265 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 75.2 16.5 5.2 19.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.9 75.2 16.5 5.2 19.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . 0 0 0 0 0 0:
Old : 20: 11 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
Old : 70.1 91.1 89.5 100.0 46.8 66.6 62.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 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 : 943,042: 824,295 600,561 0 241,328 87,508 23,400 9,805 0 3,999 0 3,840: 0 0
Old : 943,042: 824,295 600,561 0 241,328 87,508 23,400 9,805 0 3,999 0 3,840: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 2,304: 2,304 0 0 0 0 0 0 0 -2,304 0 2,304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 63.7 0.0 25.6 9.3 2.5 1.0 0.0 0.4 0.0 0.4: 0.0 0.0
Old : 100.0: 87.4 63.7 0.0 25.6 9.3 2.5 1.0 0.0 0.4 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 17 0 5 . . . 0 . 0 .:
Old : 34: 18 17 0 5 . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 60.3 78.4 81.3 35.5 37.0 49.3 49.2
Old : 55.6 60.3 78.4 81.3 35.5 37.0 49.3 49.2
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 23, 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 : 901,898: 379,091 766,042 348,327 76,849 49,080 47,040 0 0 68,433 0 9,927: 0 0
Old : 901,898: 379,091 766,042 348,327 76,849 49,080 47,040 0 0 68,433 0 9,927: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 46,800: 93,600 46,800 -46,800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 84.9 38.6 8.5 5.4 5.2 0.0 0.0 7.6 0.0 1.1: 0.0 0.0
Old : 100.0: 42.0 84.9 38.6 8.5 5.4 5.2 0.0 0.0 7.6 0.0 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 7 . . . . 0 0 . 0 .:
Old : 24: 14 7 . . . . 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 : 70.5 85.8 89.6 96.6 57.5 67.3 69.1 73.6
Old : 70.5 85.8 89.6 96.6 57.5 67.3 69.1 73.6
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 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 169,610: 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0: 0 0
Old : 169,610: 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.0 13.7 21.0 0.5 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Old : 100.0: 85.8 75.0 13.7 21.0 0.5 0.0 0.0 0.0 0.0 3.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 0 0 0 . 0:
Old : 21: 10 9 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Old : 69.1 74.3 92.0 93.7 68.6 70.7 89.1 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
Disaggregated Commitments of Traders - Options and Futures Combined, August 23, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatts Per Hour) :
: : Positions :
All : 341,792: 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0: 0 0
Old : 341,792: 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.0 0.0
Old : 100.0: 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 0 . 0 0 0 0 . 0 0:
Old : 20: 9 11 0 . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
Old : 77.6 73.0 99.1 89.9 61.3 55.1 68.5 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011