PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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 : 200,048: 80,499 79,948 2,445 19,922 74,444 19,643 4,133 20,068 461 39 454: 2,034 1,040
Old : 200,048: 80,499 79,948 2,445 19,922 74,444 19,643 4,133 20,068 461 39 454: 2,034 1,040
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 2,100: -85 1,349 564 -1,289 1,274 422 942 -140 22 -15 -2: 45 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 40.0 1.2 10.0 37.2 9.8 2.1 10.0 0.2 0.0 0.2: 1.0 0.5
Old : 100.0: 40.2 40.0 1.2 10.0 37.2 9.8 2.1 10.0 0.2 0.0 0.2: 1.0 0.5
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 : 40: 23 22 4 5 9 . . . . . .:
Old : 40: 23 22 4 5 9 . . . . . .:
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 : 44.0 49.6 74.4 81.0 14.1 13.3 17.1 19.7
Old : 44.0 49.6 74.4 81.0 14.1 13.3 17.1 19.7
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, September 27, 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 : 25,615: 13,579 13,876 2,689 2,009 5,460 0 137 2,205 0 884 0: 1,682 1,044
Old : 25,615: 13,579 13,876 2,689 2,009 5,460 0 137 2,205 0 884 0: 1,682 1,044
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -369: -36 -66 2 -76 -183 -127 17 -65 0 0 0: 40 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 54.2 10.5 7.8 21.3 0.0 0.5 8.6 0.0 3.5 0.0: 6.6 4.1
Old : 100.0: 53.0 54.2 10.5 7.8 21.3 0.0 0.5 8.6 0.0 3.5 0.0: 6.6 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 : 29: 16 16 4 . 5 0 . . 0 . 0:
Old : 29: 16 16 4 . 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 : 47.9 50.3 73.0 72.0 31.8 24.4 38.2 35.1
Old : 47.9 50.3 73.0 72.0 31.8 24.4 38.2 35.1
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, September 27, 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 : 10,370: 6,791 5,772 218 2,105 526 120 720 150 557 128 44: 1,964 926
Old : 10,370: 6,791 5,772 218 2,105 526 120 720 150 557 128 44: 1,964 926
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 60: 119 -27 0 167 -79 0 0 0 20 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 55.7 2.1 20.3 5.1 1.2 6.9 1.4 5.4 1.2 0.4: 18.9 8.9
Old : 100.0: 65.5 55.7 2.1 20.3 5.1 1.2 6.9 1.4 5.4 1.2 0.4: 18.9 8.9
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 : 23: 14 10 . 4 . . . . . . .:
Old : 23: 14 10 . 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 : 31.8 58.8 52.3 77.0 27.7 48.4 43.1 60.1
Old : 31.8 58.8 52.3 77.0 27.7 48.4 43.1 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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 : 11,709: 6,707 6,664 1,248 502 1,910 4 276 296 264 0 202: 1,078 1,859
Old : 11,709: 6,707 6,664 1,248 502 1,910 4 276 296 264 0 202: 1,078 1,859
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 212: 20 160 0 240 -240 -1 0 0 68 0 0: 364 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 56.9 10.7 4.3 16.3 0.0 2.4 2.5 2.3 0.0 1.7: 9.2 15.9
Old : 100.0: 57.3 56.9 10.7 4.3 16.3 0.0 2.4 2.5 2.3 0.0 1.7: 9.2 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 11 . . . . . . . 0 .:
Old : 20: 9 11 . . . . . . . 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 : 45.5 41.6 75.7 67.3 38.9 29.7 52.4 42.1
Old : 45.5 41.6 75.7 67.3 38.9 29.7 52.4 42.1
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, September 27, 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 : 26,486: 17,288 10,220 1,870 8,248 3,208 0 2,810 0 1,142 0 392: 2,586 1,608
Old : 26,486: 17,288 10,220 1,870 8,248 3,208 0 2,810 0 1,142 0 392: 2,586 1,608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -456: 410 -10 0 -192 0 -960 -240 0 190 0 6: -102 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 38.6 7.1 31.1 12.1 0.0 10.6 0.0 4.3 0.0 1.5: 9.8 6.1
Old : 100.0: 65.3 38.6 7.1 31.1 12.1 0.0 10.6 0.0 4.3 0.0 1.5: 9.8 6.1
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 : 25: 16 14 . . 6 0 . 0 . 0 .:
Old : 25: 16 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 : 41.5 56.2 60.8 77.9 21.0 49.9 34.9 53.9
Old : 41.5 56.2 60.8 77.9 21.0 49.9 34.9 53.9
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, September 27, 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 : 11,546: 8,176 5,666 692 3,144 1,260 0 0 0 382 0 48: 988 1,428
Old : 11,546: 8,176 5,666 692 3,144 1,260 0 0 0 382 0 48: 988 1,428
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -26: -50 -30 0 0 0 0 0 0 20 0 0: 4 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 49.1 6.0 27.2 10.9 0.0 0.0 0.0 3.3 0.0 0.4: 8.6 12.4
Old : 100.0: 70.8 49.1 6.0 27.2 10.9 0.0 0.0 0.0 3.3 0.0 0.4: 8.6 12.4
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 : 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 : 52.0 65.1 74.8 81.4 41.4 43.3 53.0 52.5
Old : 52.0 65.1 74.8 81.4 41.4 43.3 53.0 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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 : 11,210: 8,258 6,990 928 1,270 752 0 502 330 0 302 0: 942 1,064
Old : 11,210: 8,258 6,990 928 1,270 752 0 502 330 0 302 0: 942 1,064
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 20: 296 20 0 0 0 0 0 0 0 0 0: -276 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 62.4 8.3 11.3 6.7 0.0 4.5 2.9 0.0 2.7 0.0: 8.4 9.5
Old : 100.0: 73.7 62.4 8.3 11.3 6.7 0.0 4.5 2.9 0.0 2.7 0.0: 8.4 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: 17 12 . . 4 0 . . 0 . 0:
Old : 24: 17 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 : 46.1 45.8 67.1 70.6 44.5 38.2 63.2 59.0
Old : 46.1 45.8 67.1 70.6 44.5 38.2 63.2 59.0
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, September 27, 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 : 53,644: 46,402 40,280 1,953 10,352 2,655 0 0 0 2,193 0 357: 84 0
Old : 53,644: 46,402 40,280 1,953 10,352 2,655 0 0 0 2,193 0 357: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 127: 127 43 0 0 0 0 0 0 -84 0 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 75.1 3.6 19.3 4.9 0.0 0.0 0.0 4.1 0.0 0.7: 0.2 0.0
Old : 100.0: 86.5 75.1 3.6 19.3 4.9 0.0 0.0 0.0 4.1 0.0 0.7: 0.2 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 : 27: 14 11 . . . 0 0 0 . 0 .:
Old : 27: 14 11 . . . 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 82.4 86.0 96.0 69.1 77.7 82.9 89.4
Old : 69.1 82.4 86.0 96.0 69.1 77.7 82.9 89.4
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, September 27, 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 : 789,359: 666,607 552,757 37,187 183,187 52,647 0 0 0 32,150 0 768: 0 0
Old : 789,359: 666,607 552,757 37,187 183,187 52,647 0 0 0 32,150 0 768: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 4,371: 768 0 -768 6,005 768 0 0 0 6,005 0 -2,402: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 70.0 4.7 23.2 6.7 0.0 0.0 0.0 4.1 0.0 0.1: 0.0 0.0
Old : 100.0: 84.4 70.0 4.7 23.2 6.7 0.0 0.0 0.0 4.1 0.0 0.1: 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 : 26: 12 9 . . . 0 0 0 . 0 .:
Old : 26: 12 9 . . . 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 : 73.4 76.9 90.4 95.2 72.1 67.0 84.4 85.3
Old : 73.4 76.9 90.4 95.2 72.1 67.0 84.4 85.3
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, September 27, 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 : 332,964: 294,134 267,450 3,170 56,106 0 0 0 0 26,252 0 9,408: 0 0
Old : 332,964: 294,134 267,450 3,170 56,106 0 0 0 0 26,252 0 9,408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 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: 88.3 80.3 1.0 16.9 0.0 0.0 0.0 0.0 7.9 0.0 2.8: 0.0 0.0
Old : 100.0: 88.3 80.3 1.0 16.9 0.0 0.0 0.0 0.0 7.9 0.0 2.8: 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: 8 9 . . 0 0 0 0 . 0 .:
Old : 22: 8 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 : 76.5 73.2 97.5 95.4 60.9 68.5 80.6 81.1
Old : 76.5 73.2 97.5 95.4 60.9 68.5 80.6 81.1
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, September 27, 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 : 43,175: 24,837 29,471 15,798 11,164 2,540 0 0 0 0 0 0: 0 0
Old : 43,175: 24,837 29,471 15,798 11,164 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: September 20, 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: 57.5 68.3 36.6 25.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.5 68.3 36.6 25.9 5.9 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 : 62.9 81.5 87.1 95.9 62.9 81.5 81.5 88.2
Old : 62.9 81.5 87.1 95.9 62.9 81.5 81.5 88.2
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, September 27, 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 : 797,410: 470,167 548,770 282,368 203,765 44,875 0 0 0 0 0 0: 0 0
Old : 797,410: 470,167 548,770 282,368 203,765 44,875 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: September 20, 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: 59.0 68.8 35.4 25.6 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.0 68.8 35.4 25.6 5.6 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 : 22: 11 9 . . . 0 0 0 0 0 0:
Old : 22: 11 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 : 61.8 80.7 87.4 97.6 61.8 79.2 81.6 86.7
Old : 61.8 80.7 87.4 97.6 61.8 79.2 81.6 86.7
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, September 27, 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 : 138,705: 76,481 112,988 57,184 22,768 2,025 0 0 0 1,900 0 924: 191 0
Old : 138,705: 76,481 112,988 57,184 22,768 2,025 0 0 0 1,900 0 924: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 0: 0 0 0 0 0 0 0 0 315 0 0: -315 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 81.5 41.2 16.4 1.5 0.0 0.0 0.0 1.4 0.0 0.7: 0.1 0.0
Old : 100.0: 55.1 81.5 41.2 16.4 1.5 0.0 0.0 0.0 1.4 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: 15 19 . 4 . 0 0 0 . 0 .:
Old : 37: 15 19 . 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 : 66.6 50.0 89.6 71.3 66.6 50.0 85.8 71.2
Old : 66.6 50.0 89.6 71.3 66.6 50.0 85.8 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, September 27, 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 : 2,405,754: 1,309,681 1,947,158 1,047,696 389,672 26,454 0 0 0 3,965 24,512 17,958: 0 0
Old : 2,405,754: 1,309,681 1,947,158 1,047,696 389,672 26,454 0 0 0 3,965 24,512 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 1,925: 3,965 -7,930 -2,040 0 0 0 0 0 0 9,855 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 80.9 43.5 16.2 1.1 0.0 0.0 0.0 0.2 1.0 0.7: 0.0 0.0
Old : 100.0: 54.4 80.9 43.5 16.2 1.1 0.0 0.0 0.0 0.2 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 : 41: 14 22 . 5 . 0 0 0 . . .:
Old : 41: 14 22 . 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 : 69.4 52.4 92.1 75.0 68.4 52.4 89.7 75.0
Old : 69.4 52.4 92.1 75.0 68.4 52.4 89.7 75.0
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, September 27, 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 : 43,696: 28,895 36,134 7,867 2,133 2,352 645 820 630 2,587 907 720: 0 0
Old : 43,696: 28,895 36,134 7,867 2,133 2,352 645 820 630 2,587 907 720: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 510: 0 510 510 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 82.7 18.0 4.9 5.4 1.5 1.9 1.4 5.9 2.1 1.6: 0.0 0.0
Old : 100.0: 66.1 82.7 18.0 4.9 5.4 1.5 1.9 1.4 5.9 2.1 1.6: 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 : 37: 20 16 5 . . . . . . . .:
Old : 37: 20 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 : 46.8 60.1 68.1 77.1 44.5 59.2 59.3 70.2
Old : 46.8 60.1 68.1 77.1 44.5 59.2 59.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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 : 1,137,199: 923,396 651,401 53,472 338,272 100,161 23,520 23,520 0 23,400 10,595 13,250: 0 0
Old : 1,137,199: 923,396 651,401 53,472 338,272 100,161 23,520 23,520 0 23,400 10,595 13,250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 4,872: -2,448 9,360 9,360 -2,040 0 0 0 0 -210 -618 -1,830: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 57.3 4.7 29.7 8.8 2.1 2.1 0.0 2.1 0.9 1.2: 0.0 0.0
Old : 100.0: 81.2 57.3 4.7 29.7 8.8 2.1 2.1 0.0 2.1 0.9 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 19 12 . 4 5 . . 0 . . .:
Old : 36: 19 12 . 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 : 42.0 60.1 63.8 80.9 41.2 56.9 62.0 76.3
Old : 42.0 60.1 63.8 80.9 41.2 56.9 62.0 76.3
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, September 27, 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 : 50,081: 44,940 34,181 2,205 11,602 2,663 0 0 0 0 1,191 189: 84 255
Old : 50,081: 44,940 34,181 2,205 11,602 2,663 0 0 0 0 1,191 189: 84 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -210: -210 -210 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 68.3 4.4 23.2 5.3 0.0 0.0 0.0 0.0 2.4 0.4: 0.2 0.5
Old : 100.0: 89.7 68.3 4.4 23.2 5.3 0.0 0.0 0.0 0.0 2.4 0.4: 0.2 0.5
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 : 28: 16 14 . 4 . 0 0 0 0 . .:
Old : 28: 16 14 . 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 : 57.9 54.8 77.3 78.8 50.5 45.4 65.8 66.8
Old : 57.9 54.8 77.3 78.8 50.5 45.4 65.8 66.8
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, September 27, 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 : 19,480: 13,549 11,877 4,539 1,530 126 0 5,226 0 650 105 616: 0 0
Old : 19,480: 13,549 11,877 4,539 1,530 126 0 5,226 0 650 105 616: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 3,951: 3,951 0 0 0 0 0 3,951 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 61.0 23.3 7.9 0.6 0.0 26.8 0.0 3.3 0.5 3.2: 0.0 0.0
Old : 100.0: 69.6 61.0 23.3 7.9 0.6 0.0 26.8 0.0 3.3 0.5 3.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 6 . . . 0 . 0 . . .:
Old : 21: 9 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 : 69.1 78.7 90.4 97.1 68.5 76.1 86.5 93.0
Old : 69.1 78.7 90.4 97.1 68.5 76.1 86.5 93.0
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, September 27, 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 : 39,582: 21,021 31,512 17,259 2,550 336 0 645 630 0 3,657 168: 168 84
Old : 39,582: 21,021 31,512 17,259 2,550 336 0 645 630 0 3,657 168: 168 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 84: 0 84 0 0 0 0 0 0 0 -84 84: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 79.6 43.6 6.4 0.8 0.0 1.6 1.6 0.0 9.2 0.4: 0.4 0.2
Old : 100.0: 53.1 79.6 43.6 6.4 0.8 0.0 1.6 1.6 0.0 9.2 0.4: 0.4 0.2
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 : 24: 12 10 . . . 0 . . 0 . .:
Old : 24: 12 10 . . . 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 : 75.9 65.9 91.4 88.4 66.1 49.0 74.0 70.2
Old : 75.9 65.9 91.4 88.4 66.1 49.0 74.0 70.2
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, September 27, 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 : 22,594: 14,477 11,579 4,386 7,766 2,776 0 263 189 510 0 0: 255 21
Old : 22,594: 14,477 11,579 4,386 7,766 2,776 0 263 189 510 0 0: 255 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: -9: -22 30 -15 -25 27 0 -42 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 51.2 19.4 34.4 12.3 0.0 1.2 0.8 2.3 0.0 0.0: 1.1 0.1
Old : 100.0: 64.1 51.2 19.4 34.4 12.3 0.0 1.2 0.8 2.3 0.0 0.0: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . . 0 . . . 0 0:
Old : 22: 11 10 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 63.7 78.4 85.5 38.6 54.9 60.0 68.0
Old : 54.7 63.7 78.4 85.5 38.6 54.9 60.0 68.0
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, September 27, 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 : 946,259: 843,350 572,560 0 257,444 73,220 23,400 7,925 0 1,536 30,357 4,753: 0 0
Old : 946,259: 843,350 572,560 0 257,444 73,220 23,400 7,925 0 1,536 30,357 4,753: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 7,750: 7,750 0 0 0 0 0 0 0 0 7,750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 60.5 0.0 27.2 7.7 2.5 0.8 0.0 0.2 3.2 0.5: 0.0 0.0
Old : 100.0: 89.1 60.5 0.0 27.2 7.7 2.5 0.8 0.0 0.2 3.2 0.5: 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: 18 15 0 5 . . . 0 . . .:
Old : 32: 18 15 0 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 : 55.8 60.7 78.1 81.3 37.9 38.5 52.7 53.7
Old : 55.8 60.7 78.1 81.3 37.9 38.5 52.7 53.7
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, September 27, 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 : 880,466: 353,534 747,242 353,580 70,092 47,952 47,040 0 0 63,180 0 15,180: 0 0
Old : 880,466: 353,534 747,242 353,580 70,092 47,952 47,040 0 0 63,180 0 15,180: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 6,005: 0 0 6,005 0 0 0 0 0 -6,005 0 6,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 84.9 40.2 8.0 5.4 5.3 0.0 0.0 7.2 0.0 1.7: 0.0 0.0
Old : 100.0: 40.2 84.9 40.2 8.0 5.4 5.3 0.0 0.0 7.2 0.0 1.7: 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 : 24: 13 7 . . . . 0 0 . 0 .:
Old : 24: 13 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 : 72.1 85.2 90.0 96.5 58.2 67.3 68.4 72.6
Old : 72.1 85.2 90.0 96.5 58.2 67.3 68.4 72.6
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, September 27, 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 : 140,556: 135,768 74,662 3,170 58,271 1,618 0 0 0 0 6,005 0: 0 0
Old : 140,556: 135,768 74,662 3,170 58,271 1,618 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: September 20, 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: 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 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 8 . . . 0 0 0 0 . 0:
Old : 20: 9 8 . . . 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 : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Old : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 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 : 8,830: 2,618 3,402 2,445 46 2,882 0 1,481 780 0 96 74: 31 69
Old : 8,830: 2,618 3,402 2,445 46 2,882 0 1,481 780 0 96 74: 31 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2011 :
: 9: -58 -75 -69 46 122 0 -134 56 0 8 -21: -22 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 38.5 27.7 0.5 32.6 0.0 16.8 8.8 0.0 1.1 0.8: 0.4 0.8
Old : 100.0: 29.7 38.5 27.7 0.5 32.6 0.0 16.8 8.8 0.0 1.1 0.8: 0.4 0.8
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 : 20: 7 10 5 . 6 0 . . 0 . .:
Old : 20: 7 10 5 . 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 : 58.1 48.8 81.7 72.0 29.4 27.4 32.5 31.1
Old : 58.1 48.8 81.7 72.0 29.4 27.4 32.5 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2011