PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 200,200: 78,274 76,630 2,157 20,219 75,744 18,395 3,344 22,746 499 0 444: 1,942 1,074
Old : 200,200: 78,274 76,630 2,157 20,219 75,744 18,395 3,344 22,746 499 0 444: 1,942 1,074
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 2,052: 761 600 -27 309 688 630 258 -32 18 0 -5: 20 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 38.3 1.1 10.1 37.8 9.2 1.7 11.4 0.2 0.0 0.2: 1.0 0.5
Old : 100.0: 39.1 38.3 1.1 10.1 37.8 9.2 1.7 11.4 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 : 45: 25 23 5 5 10 . . 4 4 0 .:
Old : 45: 25 23 5 5 10 . . 4 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 49.2 73.6 80.8 13.4 13.7 16.3 19.1
Old : 43.6 49.2 73.6 80.8 13.4 13.7 16.3 19.1
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, October 18, 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 : 28,051: 14,129 14,503 2,160 2,380 6,926 838 120 2,646 0 822 0: 1,352 654
Old : 28,051: 14,129 14,503 2,160 2,380 6,926 838 120 2,646 0 822 0: 1,352 654
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 126: 241 132 -117 -26 -17 -46 0 -17 0 54 0: 82 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 51.7 7.7 8.5 24.7 3.0 0.4 9.4 0.0 2.9 0.0: 4.8 2.3
Old : 100.0: 50.4 51.7 7.7 8.5 24.7 3.0 0.4 9.4 0.0 2.9 0.0: 4.8 2.3
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 : 30: 17 15 4 . 5 . . . 0 . 0:
Old : 30: 17 15 4 . 5 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 51.6 73.6 72.5 29.1 24.5 35.9 34.1
Old : 49.7 51.6 73.6 72.5 29.1 24.5 35.9 34.1
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, October 18, 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 : 9,876: 5,975 5,109 0 2,080 569 12 720 270 535 0 8: 2,507 1,121
Old : 9,876: 5,975 5,109 0 2,080 569 12 720 270 535 0 8: 2,507 1,121
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: -36: -384 -370 0 1 -0 -120 0 120 0 0 0: 348 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 51.7 0.0 21.1 5.8 0.1 7.3 2.7 5.4 0.0 0.1: 25.4 11.4
Old : 100.0: 60.5 51.7 0.0 21.1 5.8 0.1 7.3 2.7 5.4 0.0 0.1: 25.4 11.4
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: 13 10 0 4 . . . . . 0 .:
Old : 20: 13 10 0 4 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.2 56.3 52.4 77.7 28.9 44.7 43.7 58.9
Old : 32.2 56.3 52.4 77.7 28.9 44.7 43.7 58.9
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, October 18, 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 : 11,774: 6,390 6,836 1,170 871 1,641 596 272 240 762 394 28: 947 1,492
Old : 11,774: 6,390 6,836 1,170 871 1,641 596 272 240 762 394 28: 947 1,492
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 336: 48 120 0 168 -120 481 0 -0 72 0 -24: -120 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 58.1 9.9 7.4 13.9 5.1 2.3 2.0 6.5 3.3 0.2: 8.0 12.7
Old : 100.0: 54.3 58.1 9.9 7.4 13.9 5.1 2.3 2.0 6.5 3.3 0.2: 8.0 12.7
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 : 20: 7 11 . . . . . . . . .:
Old : 20: 7 11 . . . . . . . . .:
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 41.2 72.2 68.6 38.6 30.6 57.4 45.9
Old : 44.0 41.2 72.2 68.6 38.6 30.6 57.4 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 26,601: 16,755 9,692 1,902 8,679 3,324 480 2,800 0 1,230 0 314: 2,596 1,792
Old : 26,601: 16,755 9,692 1,902 8,679 3,324 480 2,800 0 1,230 0 314: 2,596 1,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 752: 214 -170 -180 564 156 480 0 0 0 0 0: 82 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 36.4 7.2 32.6 12.5 1.8 10.5 0.0 4.6 0.0 1.2: 9.8 6.7
Old : 100.0: 63.0 36.4 7.2 32.6 12.5 1.8 10.5 0.0 4.6 0.0 1.2: 9.8 6.7
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 : 25: 15 13 . 4 6 . . 0 . 0 .:
Old : 25: 15 13 . 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 : 40.7 57.6 59.4 78.0 21.9 50.9 36.0 54.1
Old : 40.7 57.6 59.4 78.0 21.9 50.9 36.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 9,895: 3,631 5,940 648 1,794 288 3,750 0 178 100 0 40: 1,260 1,655
Old : 9,895: 3,631 5,940 648 1,794 288 3,750 0 178 100 0 40: 1,260 1,655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 60.0 6.5 18.1 2.9 37.9 0.0 1.8 1.0 0.0 0.4: 12.7 16.7
Old : 100.0: 36.7 60.0 6.5 18.1 2.9 37.9 0.0 1.8 1.0 0.0 0.4: 12.7 16.7
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 : 20: 12 10 . . . . 0 . . 0 .:
Old : 20: 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 : 58.3 50.0 73.1 70.6 57.7 48.0 70.4 63.1
Old : 58.3 50.0 73.1 70.6 57.7 48.0 70.4 63.1
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, October 18, 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 : 11,103: 8,544 6,590 828 1,453 730 0 512 320 0 442 0: 681 1,056
Old : 11,103: 8,544 6,590 828 1,453 730 0 512 320 0 442 0: 681 1,056
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 196: 184 0 -95 121 47 0 0 0 0 24 0: 60 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 59.4 7.5 13.1 6.6 0.0 4.6 2.9 0.0 4.0 0.0: 6.1 9.5
Old : 100.0: 77.0 59.4 7.5 13.1 6.6 0.0 4.6 2.9 0.0 4.0 0.0: 6.1 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 : 48.8 46.3 68.8 69.9 46.7 38.9 65.7 58.5
Old : 48.8 46.3 68.8 69.9 46.7 38.9 65.7 58.5
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, October 18, 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 : 54,633: 47,454 40,395 1,911 11,247 2,655 0 0 0 2,235 0 315: 63 21
Old : 54,633: 47,454 40,395 1,911 11,247 2,655 0 0 0 2,235 0 315: 63 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,600: 1,600 283 0 1,296 0 0 0 0 0 0 0: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 73.9 3.5 20.6 4.9 0.0 0.0 0.0 4.1 0.0 0.6: 0.1 0.0
Old : 100.0: 86.9 73.9 3.5 20.6 4.9 0.0 0.0 0.0 4.1 0.0 0.6: 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 : 27: 15 11 . . . 0 0 0 . 0 .:
Old : 27: 15 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 : 66.7 84.0 83.2 96.3 66.7 78.9 80.6 89.6
Old : 66.7 84.0 83.2 96.3 66.7 78.9 80.6 89.6
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, October 18, 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 : 927,487: 806,287 676,108 35,218 198,315 53,064 0 0 0 32,918 0 0: 0 0
Old : 927,487: 806,287 676,108 35,218 198,315 53,064 0 0 0 32,918 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 29,392: 29,392 5,464 0 23,928 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 72.9 3.8 21.4 5.7 0.0 0.0 0.0 3.5 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 72.9 3.8 21.4 5.7 0.0 0.0 0.0 3.5 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 : 28: 14 10 . . . 0 0 0 . 0 0:
Old : 28: 14 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 : 69.6 83.9 86.5 96.2 68.5 76.1 82.6 87.4
Old : 69.6 83.9 86.5 96.2 68.5 76.1 82.6 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 23,188: 21,506 16,290 126 6,325 63 0 0 0 750 0 510: 233 0
Old : 23,188: 21,506 16,290 126 6,325 63 0 0 0 750 0 510: 233 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 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: 92.7 70.3 0.5 27.3 0.3 0.0 0.0 0.0 3.2 0.0 2.2: 1.0 0.0
Old : 100.0: 92.7 70.3 0.5 27.3 0.3 0.0 0.0 0.0 3.2 0.0 2.2: 1.0 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 .:
Old : 20: 9 8 . . . 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 : 73.8 72.0 95.5 93.5 62.8 66.9 82.3 83.8
Old : 73.8 72.0 95.5 93.5 62.8 66.9 82.3 83.8
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, October 18, 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 : 373,980: 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408: 0 0
Old : 373,980: 345,518 246,330 2,402 118,242 0 0 0 0 16,652 0 9,408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 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: 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5: 0.0 0.0
Old : 100.0: 92.4 65.9 0.6 31.6 0.0 0.0 0.0 0.0 4.5 0.0 2.5: 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 : 23: 9 9 . . 0 0 0 0 . 0 .:
Old : 23: 9 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 : 69.4 67.4 94.8 93.6 56.8 61.9 79.7 83.1
Old : 69.4 67.4 94.8 93.6 56.8 61.9 79.7 83.1
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, October 18, 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 : 42,501: 26,599 26,951 13,600 13,248 2,302 0 0 0 0 0 0: 0 0
Old : 42,501: 26,599 26,951 13,600 13,248 2,302 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: October 11, 2011 :
: 0: 420 0 -182 238 -238 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 63.4 32.0 31.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.6 63.4 32.0 31.2 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: 11 9 . . . 0 0 0 0 0 0:
Old : 23: 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 : 61.2 76.3 87.6 95.2 61.2 76.3 83.0 88.9
Old : 61.2 76.3 87.6 95.2 61.2 76.3 83.0 88.9
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, October 18, 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 : 791,682: 499,767 505,378 250,880 245,269 41,035 0 0 0 0 0 0: 0 0
Old : 791,682: 499,767 505,378 250,880 245,269 41,035 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: October 11, 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: 63.1 63.8 31.7 31.0 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.1 63.8 31.7 31.0 5.2 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 : 59.3 75.4 88.7 96.3 59.3 75.4 82.5 87.0
Old : 59.3 75.4 88.7 96.3 59.3 75.4 82.5 87.0
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, October 18, 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 : 132,765: 70,706 109,757 57,396 20,101 1,794 0 0 0 1,501 0 1,113: 255 0
Old : 132,765: 70,706 109,757 57,396 20,101 1,794 0 0 0 1,501 0 1,113: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 42: 0 0 420 -210 -168 0 0 0 -630 0 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 82.7 43.2 15.1 1.4 0.0 0.0 0.0 1.1 0.0 0.8: 0.2 0.0
Old : 100.0: 53.3 82.7 43.2 15.1 1.4 0.0 0.0 0.0 1.1 0.0 0.8: 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 : 38: 14 21 . 4 . 0 0 0 . 0 .:
Old : 38: 14 21 . 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 : 65.1 48.8 87.1 71.1 64.9 48.8 83.0 71.1
Old : 65.1 48.8 87.1 71.1 64.9 48.8 83.0 71.1
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, October 18, 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 : 2,311,415: 1,208,377 1,893,782 1,042,590 337,790 37,632 0 0 0 7,930 27,325 14,886: 0 0
Old : 2,311,415: 1,208,377 1,893,782 1,042,590 337,790 37,632 0 0 0 7,930 27,325 14,886: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 768: 0 0 0 -3,840 3,840 0 0 0 0 3,840 -3,072: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 81.9 45.1 14.6 1.6 0.0 0.0 0.0 0.3 1.2 0.6: 0.0 0.0
Old : 100.0: 52.3 81.9 45.1 14.6 1.6 0.0 0.0 0.0 0.3 1.2 0.6: 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 : 40: 13 21 4 4 . 0 0 0 . . .:
Old : 40: 13 21 4 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 : 67.7 52.1 89.1 74.7 66.3 52.1 86.5 74.7
Old : 67.7 52.1 89.1 74.7 66.3 52.1 86.5 74.7
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, October 18, 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 : 44,515: 31,721 35,759 4,783 2,586 3,429 519 820 756 2,860 718 447: 0 0
Old : 44,515: 31,721 35,759 4,783 2,586 3,429 519 820 756 2,860 718 447: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 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: 71.3 80.3 10.7 5.8 7.7 1.2 1.8 1.7 6.4 1.6 1.0: 0.0 0.0
Old : 100.0: 71.3 80.3 10.7 5.8 7.7 1.2 1.8 1.7 6.4 1.6 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 17 4 . 4 . . . . . .:
Old : 38: 21 17 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 : 42.7 55.9 64.4 74.8 41.8 55.2 58.6 68.8
Old : 42.7 55.9 64.4 74.8 41.8 55.2 58.6 68.8
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, October 18, 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 : 1,079,279: 867,271 616,492 46,560 342,112 97,473 23,520 0 0 31,295 10,042 13,160: 0 0
Old : 1,079,279: 867,271 616,492 46,560 342,112 97,473 23,520 0 0 31,295 10,042 13,160: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 3,840: 0 0 -3,840 0 3,840 0 0 0 3,840 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 57.1 4.3 31.7 9.0 2.2 0.0 0.0 2.9 0.9 1.2: 0.0 0.0
Old : 100.0: 80.4 57.1 4.3 31.7 9.0 2.2 0.0 0.0 2.9 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 : 35: 18 12 . 4 5 . 0 0 . . .:
Old : 35: 18 12 . 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 : 41.3 61.5 62.9 83.3 40.4 58.2 61.5 78.8
Old : 41.3 61.5 62.9 83.3 40.4 58.2 61.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 52,700: 47,766 36,479 2,100 11,539 2,666 0 381 0 0 1,275 105: 63 255
Old : 52,700: 47,766 36,479 2,100 11,539 2,666 0 381 0 0 1,275 105: 63 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,275: 1,275 0 0 1,275 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 69.2 4.0 21.9 5.1 0.0 0.7 0.0 0.0 2.4 0.2: 0.1 0.5
Old : 100.0: 90.6 69.2 4.0 21.9 5.1 0.0 0.7 0.0 0.0 2.4 0.2: 0.1 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: 17 13 . 4 . 0 . 0 0 . .:
Old : 28: 17 13 . 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 : 55.1 63.2 76.6 84.1 48.5 54.8 64.9 72.9
Old : 55.1 63.2 76.6 84.1 48.5 54.8 64.9 72.9
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, October 18, 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 : 19,081: 13,234 11,541 4,539 1,530 42 0 5,226 0 650 126 616: 0 0
Old : 19,081: 13,234 11,541 4,539 1,530 42 0 5,226 0 650 126 616: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 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: 69.4 60.5 23.8 8.0 0.2 0.0 27.4 0.0 3.4 0.7 3.2: 0.0 0.0
Old : 100.0: 69.4 60.5 23.8 8.0 0.2 0.0 27.4 0.0 3.4 0.7 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 : 22: 10 6 . . . 0 . 0 . . .:
Old : 22: 10 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 : 70.5 79.6 91.0 97.8 70.2 76.9 87.6 93.2
Old : 70.5 79.6 91.0 97.8 70.2 76.9 87.6 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
Disaggregated Commitments of Traders - Options and Futures Combined, October 18, 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 : 22,948: 19,885 21,146 2,937 1,781 0 0 0 0 126 0 0: 0 21
Old : 22,948: 19,885 21,146 2,937 1,781 0 0 0 0 126 0 0: 0 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 0: -84 0 84 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 92.1 12.8 7.8 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.1
Old : 100.0: 86.7 92.1 12.8 7.8 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 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 : 20: 9 12 . . 0 0 0 0 . 0 0:
Old : 20: 9 12 . . 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 : 69.1 70.7 97.0 88.9 60.3 68.8 80.1 82.2
Old : 69.1 70.7 97.0 88.9 60.3 68.8 80.1 82.2
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, October 18, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 46,716: 24,372 38,751 21,168 2,550 252 0 645 630 0 3,678 147: 147 63
Old : 46,716: 24,372 38,751 21,168 2,550 252 0 645 630 0 3,678 147: 147 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 1,275: 0 1,275 1,275 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 83.0 45.3 5.5 0.5 0.0 1.4 1.3 0.0 7.9 0.3: 0.3 0.1
Old : 100.0: 52.2 83.0 45.3 5.5 0.5 0.0 1.4 1.3 0.0 7.9 0.3: 0.3 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 : 27: 13 12 . . . 0 . . 0 . .:
Old : 27: 13 12 . . . 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 : 74.2 56.3 90.5 78.1 62.6 39.2 73.8 61.0
Old : 74.2 56.3 90.5 78.1 62.6 39.2 73.8 61.0
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, October 18, 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 : 21,113: 13,649 11,459 4,100 6,585 2,430 0 382 168 765 88 0: -0 -0
Old : 21,113: 13,649 11,459 4,100 6,585 2,430 0 382 168 765 88 0: -0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 773: 768 518 -2 249 7 0 -1 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 54.3 19.4 31.2 11.5 0.0 1.8 0.8 3.6 0.4 0.0: -0.0 -0.0
Old : 100.0: 64.6 54.3 19.4 31.2 11.5 0.0 1.8 0.8 3.6 0.4 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: 11 10 . . . 0 . . . . 0:
Old : 23: 11 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 : 51.9 61.4 77.2 84.3 38.0 50.8 58.8 65.0
Old : 51.9 61.4 77.2 84.3 38.0 50.8 58.8 65.0
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, October 18, 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 : 975,421: 882,424 628,506 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833: 0 0
Old : 975,421: 882,424 628,506 0 240,572 65,228 23,400 6,005 0 1,536 32,277 2,833: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 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: 90.5 64.4 0.0 24.7 6.7 2.4 0.6 0.0 0.2 3.3 0.3: 0.0 0.0
Old : 100.0: 90.5 64.4 0.0 24.7 6.7 2.4 0.6 0.0 0.2 3.3 0.3: 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 : 33: 18 16 0 5 . . . 0 . . .:
Old : 33: 18 16 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 : 57.6 66.8 79.5 84.7 39.5 47.3 55.7 59.1
Old : 57.6 66.8 79.5 84.7 39.5 47.3 55.7 59.1
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, October 18, 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 : 891,458: 342,926 760,922 376,332 69,324 46,800 47,040 0 0 63,948 0 14,412: 0 0
Old : 891,458: 342,926 760,922 376,332 69,324 46,800 47,040 0 0 63,948 0 14,412: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2011 :
: 23,520: 0 23,520 23,520 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 85.4 42.2 7.8 5.2 5.3 0.0 0.0 7.2 0.0 1.6: 0.0 0.0
Old : 100.0: 38.5 85.4 42.2 7.8 5.2 5.3 0.0 0.0 7.2 0.0 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 : 25: 13 9 . . . . 0 0 . 0 .:
Old : 25: 13 9 . . . . 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 : 74.8 82.1 90.8 94.3 61.1 64.8 69.5 72.3
Old : 74.8 82.1 90.8 94.3 61.1 64.8 69.5 72.3
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, October 18, 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 : 131,724: 127,704 71,206 2,402 52,895 1,618 0 0 0 0 6,005 0: 0 0
Old : 131,724: 127,704 71,206 2,402 52,895 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: October 11, 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 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 0.0: 0.0 0.0
Old : 100.0: 96.9 54.1 1.8 40.2 1.2 0.0 0.0 0.0 0.0 4.6 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 : 74.5 75.6 95.1 94.8 74.5 69.8 90.8 89.0
Old : 74.5 75.6 95.1 94.8 74.5 69.8 90.8 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2011