Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 200,065 : : Positions : : 83,661 83,123 2,872 18,620 73,486 17,150 2,900 20,396 12 211 531 : : : : Changes from: August 16, 2011 : : -867 -359 14 77 1,146 1,197 485 -532 -57 102 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 41.5 1.4 9.3 36.7 8.6 1.4 10.2 0.0 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 24 24 4 6 9 . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 26,074 : : Positions : : 14,018 13,713 2,320 2,264 5,671 93 120 2,275 0 840 0 : : : : Changes from: August 16, 2011 : : 171 67 57 -63 -54 -413 0 598 0 74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 52.6 8.9 8.7 21.7 0.4 0.5 8.7 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 4 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,652 : : Positions : : 6,866 6,180 240 1,836 581 120 720 150 566 132 44 : : : : Changes from: August 16, 2011 : : -13 -11 240 -3 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 58.0 2.3 17.2 5.5 1.1 6.8 1.4 5.3 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 28,305 : : Positions : : 17,575 11,104 1,666 8,737 3,506 1,200 3,060 0 1,062 0 490 : : : : Changes from: August 16, 2011 : : 14 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 39.2 5.9 30.9 12.4 4.2 10.8 0.0 3.8 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 11,692 : : Positions : : 8,407 5,853 846 2,987 1,270 0 0 0 186 0 122 : : : : Changes from: August 16, 2011 : : 30 -24 0 72 0 0 0 0 -24 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 50.1 7.2 25.5 10.9 0.0 0.0 0.0 1.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 11,567 : : Positions : : 8,439 7,496 873 1,262 835 0 492 340 0 256 8 : : : : Changes from: August 16, 2011 : : 20 -10 0 0 0 0 0 0 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 64.8 7.5 10.9 7.2 0.0 4.3 2.9 0.0 2.2 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 23, 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 19,919 : : Positions : : 11,779 12,840 1,172 1,328 4,020 0 529 378 330 0 0 : : : : Changes from: August 16, 2011 : : -191 -154 44 95 -210 0 -88 36 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 64.5 5.9 6.7 20.2 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 23, 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 50,635 : : Positions : : 45,655 38,092 2,068 9,256 2,550 0 0 0 0 398 0 : : : : Changes from: August 16, 2011 : : 2,634 5,100 0 -2,550 2,550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 75.2 4.1 18.3 5.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 746,245 : : Positions : : 655,659 510,797 38,715 160,802 51,871 0 0 0 0 22,775 0 : : : : Changes from: August 16, 2011 : : 66,110 95,185 0 -46,800 46,800 0 0 0 0 17,725 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 68.4 5.2 21.5 7.0 0.0 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 358,308 : : Positions : : 313,246 286,434 3,922 62,466 0 0 0 0 31,732 0 9,408 : : : : Changes from: August 16, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 79.9 1.1 17.4 0.0 0.0 0.0 0.0 8.9 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 . . 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 47,131 : : Positions : : 26,375 32,415 18,216 12,176 2,540 0 0 0 0 0 0 : : : : Changes from: August 16, 2011 : : 42 172 130 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 68.8 38.6 25.8 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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: August 16, 2011 : : 0 0 0 0 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 23, 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 149,052 : : Positions : : 80,437 120,107 63,388 25,425 2,458 0 0 0 1,516 0 1,039 : : : : Changes from: August 16, 2011 : : 0 -130 -130 0 130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 80.6 42.5 17.1 1.6 0.0 0.0 0.0 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 20 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 2,570,403 : : Positions : :1,413,204 2,066,318 1,109,488 431,525 29,753 0 0 0 0 24,849 17,958 : : : : Changes from: August 16, 2011 : : 0 3,840 0 0 0 0 0 0 0 -3,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 80.4 43.2 16.8 1.2 0.0 0.0 0.0 0.0 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 14 20 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 45,981 : : Positions : : 31,217 38,269 8,307 2,438 1,852 645 820 630 2,357 1,022 950 : : : : Changes from: August 16, 2011 : : 0 42 0 -42 42 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 83.2 18.1 5.3 4.0 1.4 1.8 1.4 5.1 2.2 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 1,170,058 : : Positions : : 952,671 788,144 50,621 226,417 103,052 23,520 23,520 0 25,114 13,845 15,080 : : : : Changes from: August 16, 2011 : : 1,920 0 0 0 0 0 0 0 -1,920 0 1,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 67.4 4.3 19.4 8.8 2.0 2.0 0.0 2.1 1.2 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 13 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 49,132 : : Positions : : 42,895 34,160 2,320 11,096 3,514 0 0 0 189 0 84 : : : : Changes from: August 16, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 69.5 4.7 22.6 7.2 0.0 0.0 0.0 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 10,362 1,149 1,530 126 0 815 460 650 36 685 : : : : Changes from: August 16, 2011 : : 0 -126 -126 0 126 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 73.9 8.2 10.9 0.9 0.0 5.8 3.3 4.6 0.3 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 8 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 40,615 : : Positions : : 21,793 32,831 16,799 2,550 842 170 0 460 0 3,465 360 : : : : Changes from: August 16, 2011 : : 5,100 2,550 -2,550 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 80.8 41.4 6.3 2.1 0.4 0.0 1.1 0.0 8.5 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 23,551 : : Positions : : 15,444 15,762 4,081 4,039 3,002 0 445 212 556 0 0 : : : : Changes from: August 16, 2011 : : -12 46 -14 -27 32 0 -44 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 66.9 17.3 17.2 12.7 0.0 1.9 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 23, 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: August 16, 2011 : : 0 0 0 0 0 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 23, 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 943,042 : : Positions : : 824,295 600,561 0 241,328 87,508 23,400 9,805 0 3,999 0 3,840 : : : : Changes from: August 16, 2011 : : 2,304 0 0 0 0 0 0 0 -2,304 0 2,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 63.7 0.0 25.6 9.3 2.5 1.0 0.0 0.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 17 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 901,898 : : Positions : : 379,091 766,042 348,327 76,849 49,080 47,040 0 0 68,433 0 9,927 : : : : Changes from: August 16, 2011 : : 93,600 46,800 -46,800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 84.9 38.6 8.5 5.4 5.2 0.0 0.0 7.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 169,610 : : Positions : : 145,544 127,176 23,298 35,661 768 0 0 0 0 6,005 0 : : : : Changes from: August 16, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.0 13.7 21.0 0.5 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 23, 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 341,792 : : Positions : : 331,136 312,296 0 29,496 0 0 0 0 10,656 0 0 : : : : Changes from: August 16, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 91.4 0.0 8.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 26, 2011