Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 173,589 : : Positions : : 99,305 123,385 11,225 6,415 19,626 6,917 634 18,333 12,305 738 3,648 : : : : Changes from: July 3, 2012 : : -2,088 -2,689 -2,045 -720 -693 -1,541 -420 -712 1,110 17 -989 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 71.1 6.5 3.7 11.3 4.0 0.4 10.6 7.1 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 75 : : 44 41 4 7 9 6 . 4 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 64,791 : : Positions : : 50,303 45,955 4,278 8,711 9,771 52 76 0 99 16 184 : : : : Changes from: July 3, 2012 : : -540 1,040 1,300 -437 -1,422 0 76 0 -65 16 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 70.9 6.6 13.4 15.1 0.1 0.1 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 23 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 570,293 : : Positions : : 483,439 391,792 16,238 108,474 65,910 344 0 0 1,720 1,475 2,642 : : : : Changes from: July 3, 2012 : : 2,606 4,905 1,963 -336 -1,252 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 68.7 2.8 19.0 11.6 0.1 0.0 0.0 0.3 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,607,231 : : Positions : :1,079,694 1,229,755 231,672 157,527 113,097 86,458 17,449 65,210 29,081 22,174 2,019 : : : : Changes from: July 3, 2012 : : -24,773 -31,141 -10,000 -1,219 -1,021 13,836 -3,048 -13,292 -1,437 13,034 -3,561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 76.5 14.4 9.8 7.0 5.4 1.1 4.1 1.8 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 31 6 . 6 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 83,218 : : Positions : : 60,357 59,423 6,092 6,383 15,947 25 193 25 70 536 546 : : : : Changes from: July 3, 2012 : : -2,686 -6,195 -3,617 -151 25 -52 100 -24 -76 -163 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 71.4 7.3 7.7 19.2 0.0 0.2 0.0 0.1 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 26 27 . 5 5 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 542,393 : : Positions : : 361,513 424,356 171,440 111,836 4,192 344 0 0 3,583 688 1,321 : : : : Changes from: July 3, 2012 : : -43,803 -38,109 -6,458 -14,312 336 0 0 0 -2,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 78.2 31.6 20.6 0.8 0.1 0.0 0.0 0.7 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 66,578 : : Positions : : 44,196 26,964 224 29,600 3,661 11,970 0 3,946 510 308 329 : : : : Changes from: July 3, 2012 : : -625 455 0 -1,506 1,176 -186 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 40.5 0.3 44.5 5.5 18.0 0.0 5.9 0.8 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 24 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 17,485 : : Positions : : 9,960 11,506 1,757 179 1,508 518 274 2,232 0 1,060 172 : : : : Changes from: July 3, 2012 : : 54 114 -110 0 0 0 -26 0 0 6 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 65.8 10.0 1.0 8.6 3.0 1.6 12.8 0.0 6.1 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 8,488 : : Positions : : 6,479 3,833 0 2,156 117 0 1,108 52 296 0 8 : : : : Changes from: July 3, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 45.2 0.0 25.4 1.4 0.0 13.1 0.6 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 12,584 : : Positions : : 4,824 9,312 1,068 258 1,486 0 732 540 3,676 0 0 : : : : Changes from: July 3, 2012 : : 4 -236 0 144 -144 0 -240 0 -336 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.3 74.0 8.5 2.1 11.8 0.0 5.8 4.3 29.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 14 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 23,434 : : Positions : : 17,432 12,212 804 4,958 2,358 408 2,480 400 290 0 18 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 52.1 3.4 21.2 10.1 1.7 10.6 1.7 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,663 : : Positions : : 4,336 5,477 538 0 1,030 1,128 0 176 0 0 0 : : : : Changes from: July 3, 2012 : : 4 -116 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 63.2 6.2 0.0 11.9 13.0 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 12,860 : : Positions : : 6,036 6,540 84 1,368 1,432 0 2,624 156 4,138 0 0 : : : : Changes from: July 3, 2012 : : 240 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.9 50.9 0.7 10.6 11.1 0.0 20.4 1.2 32.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 13,154 : : Positions : : 8,756 6,852 1,178 1,528 946 378 918 836 0 1,432 48 : : : : Changes from: July 3, 2012 : : 18 220 0 0 0 0 0 0 0 18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 52.1 9.0 11.6 7.2 2.9 7.0 6.4 0.0 10.9 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 58,785 : : Positions : : 53,371 47,689 2,570 8,252 2,844 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 161 161 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.1 4.4 14.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 966,448 : : Positions : : 868,456 796,475 46,031 118,012 51,961 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 82.4 4.8 12.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 27,041 : : Positions : : 26,831 12,269 210 14,772 0 0 0 0 0 0 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 45.4 0.8 54.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 101,445 : : Positions : : 59,026 98,770 41,657 1,976 465 0 0 0 42 0 0 : : : : Changes from: July 3, 2012 : : 0 255 255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 97.4 41.1 1.9 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 25 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,400,754 : : Positions : : 833,201 1,362,851 542,914 17,184 20,719 0 0 0 3,920 0 0 : : : : Changes from: July 3, 2012 : : 0 4,680 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 97.3 38.8 1.2 1.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 64,176 : : Positions : : 39,104 40,417 6,424 7,998 5,256 3,820 2,235 8,015 1,557 0 0 : : : : Changes from: July 3, 2012 : : -175 0 0 0 0 0 -430 215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 63.0 10.0 12.5 8.2 6.0 3.5 12.5 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 1,138,181 : : Positions : : 905,358 577,464 47,195 331,464 97,493 0 94,050 23,400 50,425 0 14,310 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 50.7 4.1 29.1 8.6 0.0 8.3 2.1 4.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 49,848 : : Positions : : 42,465 37,534 3,700 4,460 3,556 0 2,289 0 0 1,478 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 75.3 7.4 8.9 7.1 0.0 4.6 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 24,651 : : Positions : : 17,314 11,599 5,335 5,012 1,675 0 6,165 200 0 0 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 47.1 21.6 20.3 6.8 0.0 25.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 43,420 : : Positions : : 26,839 33,616 12,088 2,054 2,015 1,270 5,735 0 635 0 0 : : : : Changes from: July 3, 2012 : : -740 0 0 -740 740 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 77.4 27.8 4.7 4.6 2.9 13.2 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 15,295 : : Positions : : 9,795 10,203 2,584 2,350 1,402 0 0 0 381 868 218 : : : : Changes from: July 3, 2012 : : 0 106 0 0 0 0 0 0 0 -106 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 66.7 16.9 15.4 9.2 0.0 0.0 0.0 2.5 5.7 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,261 : : Positions : : 8,887 7,959 1,897 1,821 1,138 0 0 0 212 1,067 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 64.9 15.5 14.9 9.3 0.0 0.0 0.0 1.7 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 840,312 : : Positions : : 767,917 581,587 25,695 151,840 23,300 0 80 23,400 0 60,105 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 69.2 3.1 18.1 2.8 0.0 0.0 2.8 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 966,369 : : Positions : : 574,524 662,374 297,315 122,220 58,680 23,850 111,095 12,000 0 0 0 : : : : Changes from: July 3, 2012 : : 3,136 3,136 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 68.5 30.8 12.6 6.1 2.5 11.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 513,914 : : Positions : : 87,852 262,692 141,135 150,129 48,637 62,690 0 5,635 121,144 0 46,821 : : : : Changes from: July 3, 2012 : : 0 0 0 4,464 -1,488 0 0 0 4,464 0 -4,464 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 51.1 27.5 29.2 9.5 12.2 0.0 1.1 23.6 0.0 9.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 10, 2012 : 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 G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 140,744 : : Positions : : 87,190 62,253 31,280 49,185 22,274 0 784 0 0 6,248 0 : : : : Changes from: July 3, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 44.2 22.2 34.9 15.8 0.0 0.6 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 13, 2012