Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 184,126 : : Positions : : 80,525 78,532 2,232 18,806 65,512 15,743 2,271 17,671 44 93 492 : : : : Changes from: July 26, 2011 : : -8,382 -8,014 -111 -956 -2,903 -1,540 -665 -1,166 -8 -437 -1,740 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 42.7 1.2 10.2 35.6 8.6 1.2 9.6 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 24 4 6 9 . 5 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 24,026 : : Positions : : 13,105 12,563 2,287 2,500 5,416 441 120 1,518 0 740 0 : : : : Changes from: July 26, 2011 : : -379 -238 -240 26 245 158 0 40 0 -152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 52.3 9.5 10.4 22.5 1.8 0.5 6.3 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . 4 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,294 : : Positions : : 6,573 5,929 0 1,825 582 0 720 30 566 132 44 : : : : Changes from: July 26, 2011 : : -138 -176 -54 -62 -54 0 0 0 -35 -14 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 57.6 0.0 17.7 5.7 0.0 7.0 0.3 5.5 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 0 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,255 : : Positions : : 17,808 10,674 1,666 8,945 3,506 1,200 3,060 0 870 0 490 : : : : Changes from: July 26, 2011 : : -855 -420 118 -257 -270 0 -30 0 130 0 -102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 37.8 5.9 31.7 12.4 4.2 10.8 0.0 3.1 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 10,784 : : Positions : : 7,609 5,891 846 2,435 1,270 0 0 0 120 20 198 : : : : Changes from: July 26, 2011 : : -3 -99 -154 -69 -10 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 54.6 7.8 22.6 11.8 0.0 0.0 0.0 1.1 0.2 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,253 : : Positions : : 8,341 7,332 776 1,309 668 0 492 340 0 226 8 : : : : Changes from: July 26, 2011 : : -421 -470 -32 -49 -18 0 10 -10 0 -22 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 65.2 6.9 11.6 5.9 0.0 4.4 3.0 0.0 2.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 19,844 : : Positions : : 11,696 12,855 1,168 1,218 4,028 0 537 377 330 0 0 : : : : Changes from: July 26, 2011 : : -1,674 -1,749 -94 -67 -714 0 13 -51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 64.8 5.9 6.1 20.3 0.0 2.7 1.9 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 45,365 : : Positions : : 42,935 32,906 2,068 11,806 0 0 0 0 0 398 0 : : : : Changes from: July 26, 2011 : : -1,599 -1,754 29 -120 0 0 0 0 0 29 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 72.5 4.6 26.0 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 632,567 : : Positions : : 588,781 414,844 38,715 207,602 5,071 0 0 0 0 5,050 0 : : : : Changes from: July 26, 2011 : : -32,240 -22,344 -424 -10,600 -424 0 0 0 0 280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 65.6 6.1 32.8 0.8 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 46,749 : : Positions : : 26,123 32,243 18,086 11,966 2,540 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -1,520 -2,560 -1,920 -880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 69.0 38.7 25.6 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 848,762 : : Positions : : 486,927 583,578 314,875 218,224 46,960 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -29,680 -50,032 -39,008 -18,656 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 68.8 37.1 25.7 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 148,437 : : Positions : : 80,542 119,622 62,543 25,425 2,328 0 0 0 1,516 0 1,039 : : : : Changes from: July 26, 2011 : : -5,920 -7,100 -3,360 -1,885 -420 0 0 0 315 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 80.6 42.1 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,563,812 : : Positions : :1,413,204 2,055,038 1,100,128 431,525 32,522 0 0 0 0 26,769 17,958 : : : : Changes from: July 26, 2011 : : -125,080 -141,616 -69,112 -43,248 -5,936 0 0 0 0 -9,328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 80.2 42.9 16.8 1.3 0.0 0.0 0.0 0.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 19 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 45,855 : : Positions : : 30,623 38,857 8,817 2,480 1,810 1,275 820 0 2,357 938 950 : : : : Changes from: July 26, 2011 : : -2,000 -2,360 -640 40 -100 0 0 0 240 -100 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 84.7 19.2 5.4 3.9 2.8 1.8 0.0 5.1 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,360,783 : : Positions : : 908,196 990,149 50,621 217,057 103,052 23,520 23,520 0 262,234 13,845 13,160 : : : : Changes from: July 26, 2011 : : -60,632 -62,752 -6,215 -2,823 -4,385 0 0 0 -1,696 -2,968 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 72.8 3.7 16.0 7.6 1.7 1.7 0.0 19.3 1.0 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 14 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 48,964 : : Positions : : 42,895 33,821 2,320 11,096 3,514 0 0 0 105 0 0 : : : : Changes from: July 26, 2011 : : -1,920 -2,480 -100 440 -740 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 69.1 4.7 22.7 7.2 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 14,014 : : Positions : : 10,944 10,488 1,275 1,530 0 0 815 460 650 36 685 : : : : Changes from: July 26, 2011 : : -480 -540 0 0 0 0 0 0 -24 36 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 74.8 9.1 10.9 0.0 0.0 5.8 3.3 4.6 0.3 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . 0 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,065 : : Positions : : 16,693 30,281 19,349 2,550 842 170 0 460 0 3,465 360 : : : : Changes from: July 26, 2011 : : -1,480 -1,220 311 0 -311 0 0 0 0 51 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 79.6 50.8 6.7 2.2 0.4 0.0 1.2 0.0 9.1 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 23,542 : : Positions : : 15,105 15,645 4,074 3,796 2,962 0 460 212 556 0 0 : : : : Changes from: July 26, 2011 : : -4,637 -5,083 -62 -90 -363 0 328 212 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.5 17.3 16.1 12.6 0.0 2.0 0.9 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 368,864 : : Positions : : 235,576 277,386 61,023 19,213 72,265 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -22,048 -8,480 11,448 -2,120 -14,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 75.2 16.5 5.2 19.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 938,418 : : Positions : : 808,345 604,481 0 236,624 87,508 23,400 9,805 0 19,165 0 0 : : : : Changes from: July 26, 2011 : : -39,856 -48,760 0 11,024 -16,112 0 -2,120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 64.4 0.0 25.2 9.3 2.5 1.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 0 5 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 761,018 : : Positions : : 285,491 625,162 301,047 76,849 49,080 47,040 0 0 68,433 0 9,927 : : : : Changes from: July 26, 2011 : : -54,808 -21,200 31,912 -848 -1,272 0 0 0 848 0 -848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 82.1 39.6 10.1 6.4 6.2 0.0 0.0 9.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 163,605 : : Positions : : 139,539 127,176 23,298 35,661 768 0 0 0 0 0 0 : : : : Changes from: July 26, 2011 : : -11,024 -10,176 -2,120 -2,968 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 77.7 14.2 21.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 333,392 : : Positions : : 331,136 303,896 0 29,496 0 0 0 0 2,256 0 0 : : : : Changes from: July 26, 2011 : : -30,104 -28,408 0 -4,240 0 0 0 0 -2,544 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 91.2 0.0 8.8 0.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 5, 2011