Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 8,298 : : Positions : : 1,700 780 387 350 305 70 750 430 3,536 3,619 1,232 : : : : Changes from: July 10, 2012 : : 255 85 120 10 115 55 255 45 185 175 165 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 9.4 4.7 4.2 3.7 0.8 9.0 5.2 42.6 43.6 14.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . . . . . 4 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 174,366 : : Positions : : 99,931 123,780 11,518 4,773 19,463 5,295 634 19,429 11,891 742 4,720 : : : : Changes from: July 10, 2012 : : 626 395 293 -1,642 -163 -1,622 0 1,096 -414 4 1,072 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 71.0 6.6 2.7 11.2 3.0 0.4 11.1 6.8 0.4 2.7 : : : : Number of Traders in Each Category Total Traders: 74 : : 43 40 6 5 9 6 . 5 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 65,857 : : Positions : : 50,730 47,474 4,687 8,000 9,925 79 49 103 72 95 157 : : : : Changes from: July 10, 2012 : : 427 1,519 409 -711 154 27 -27 103 -27 79 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 72.1 7.1 12.1 15.1 0.1 0.1 0.2 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 567,151 : : Positions : : 475,008 392,859 23,197 108,777 62,653 344 0 0 3,727 640 2,222 : : : : Changes from: July 10, 2012 : : -8,431 1,067 6,959 303 -3,257 0 0 0 2,007 -835 -420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 69.3 4.1 19.2 11.0 0.1 0.0 0.0 0.7 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 23 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 1,619,602 : : Positions : :1,075,872 1,252,013 241,058 157,527 105,382 90,870 20,351 63,214 36,416 14,325 6,790 : : : : Changes from: July 10, 2012 : : -3,822 22,258 9,386 0 -7,715 4,412 2,902 -1,996 7,335 -7,849 4,771 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 77.3 14.9 9.7 6.5 5.6 1.3 3.9 2.2 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 31 6 . 6 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 82,827 : : Positions : : 60,400 59,143 5,549 6,368 15,965 25 194 101 0 236 613 : : : : Changes from: July 10, 2012 : : 43 -280 -543 -15 18 0 1 76 -70 -300 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 71.4 6.7 7.7 19.3 0.0 0.2 0.1 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 27 . 6 5 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 547,075 : : Positions : : 363,154 426,813 173,528 113,084 4,192 1,321 0 0 2,582 688 2,298 : : : : Changes from: July 10, 2012 : : 1,641 2,457 2,088 1,248 0 977 0 0 -1,001 0 977 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 78.0 31.7 20.7 0.8 0.2 0.0 0.0 0.5 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 19 . 4 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 67,935 : : Positions : : 45,428 28,261 176 29,232 3,859 11,470 0 4,396 510 328 329 : : : : Changes from: July 10, 2012 : : 1,232 1,297 -48 -368 198 -500 0 450 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.6 0.3 43.0 5.7 16.9 0.0 6.5 0.8 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 25 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 17,533 : : Positions : : 9,960 11,554 1,905 179 1,508 518 274 2,232 0 1,060 172 : : : : Changes from: July 10, 2012 : : 0 48 148 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 65.9 10.9 1.0 8.6 3.0 1.6 12.7 0.0 6.0 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 8,569 : : Positions : : 6,324 3,786 0 2,156 117 0 1,108 52 293 0 8 : : : : Changes from: July 10, 2012 : : -155 -47 0 0 0 0 0 0 -3 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 44.2 0.0 25.2 1.4 0.0 12.9 0.6 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 12,964 : : Positions : : 5,304 9,572 1,068 138 1,606 0 732 540 3,676 0 0 : : : : Changes from: July 10, 2012 : : 480 260 0 -120 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 73.8 8.2 1.1 12.4 0.0 5.6 4.2 28.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 23,622 : : Positions : : 17,377 12,400 804 4,958 2,358 408 2,480 400 290 0 18 : : : : Changes from: July 10, 2012 : : -55 188 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 52.5 3.4 21.0 10.0 1.7 10.5 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 17, 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 8,777 : : Positions : : 4,312 5,627 658 0 994 1,134 0 176 0 0 0 : : : : Changes from: July 10, 2012 : : -24 150 120 0 -36 6 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 64.1 7.5 0.0 11.3 12.9 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 17, 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 12,660 : : Positions : : 6,036 6,414 84 1,368 1,472 0 2,510 156 3,898 0 0 : : : : Changes from: July 10, 2012 : : 0 -126 0 0 40 0 -114 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 50.7 0.7 10.8 11.6 0.0 19.8 1.2 30.8 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 17, 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 13,038 : : Positions : : 8,688 6,814 1,178 1,528 946 378 918 836 0 1,522 0 : : : : Changes from: July 10, 2012 : : -68 -38 0 0 0 0 0 0 0 90 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 52.3 9.0 11.7 7.3 2.9 7.0 6.4 0.0 11.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 58,910 : : Positions : : 53,496 47,752 2,530 8,274 2,884 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 125 63 -40 22 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.1 4.3 14.0 4.9 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 17, 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 967,623 : : Positions : : 869,631 797,650 46,031 118,012 51,961 0 0 0 0 0 0 : : : : Changes from: July 10, 2012 : : 1,175 1,175 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 17, 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 10, 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 17, 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 99,110 41,657 1,636 465 0 0 0 42 0 0 : : : : Changes from: July 10, 2012 : : 0 340 0 -340 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 97.7 41.1 1.6 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 17, 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 1,368,927 542,914 11,108 20,719 0 0 0 3,920 0 0 : : : : Changes from: July 10, 2012 : : 0 6,076 0 -6,076 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 97.7 38.8 0.8 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 17, 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 68,271 : : Positions : : 43,199 44,767 6,424 7,998 5,256 3,820 2,235 8,015 1,557 0 0 : : : : Changes from: July 10, 2012 : : 4,095 4,350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 65.6 9.4 11.7 7.7 5.6 3.3 11.7 2.3 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 17, 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 1,143,962 : : Positions : : 913,842 577,464 47,195 331,464 97,493 0 94,050 23,400 42,561 620 19,471 : : : : Changes from: July 10, 2012 : : 8,484 0 0 0 0 0 0 0 -7,864 620 5,161 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 50.5 4.1 29.0 8.5 0.0 8.2 2.0 3.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 16 . 5 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 50,078 : : Positions : : 42,695 37,534 3,700 4,460 3,556 0 2,289 0 0 1,708 0 : : : : Changes from: July 10, 2012 : : 230 0 0 0 0 0 0 0 0 230 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 75.0 7.4 8.9 7.1 0.0 4.6 0.0 0.0 3.4 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 17, 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 10, 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 17, 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 10, 2012 : : 0 0 0 0 0 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 17, 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 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 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 10, 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 17, 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 10, 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 17, 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 989,689 : : Positions : : 574,524 685,694 312,727 122,220 58,680 23,850 111,095 12,000 7,908 0 0 : : : : Changes from: July 10, 2012 : : 0 23,320 15,412 0 0 0 0 0 7,908 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 69.3 31.6 12.3 5.9 2.4 11.2 1.2 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 : : 92,012 262,692 141,135 150,129 48,637 62,690 0 5,635 116,984 0 46,821 : : : : Changes from: July 10, 2012 : : 4,160 0 0 0 0 0 0 0 -4,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 51.1 27.5 29.2 9.5 12.2 0.0 1.1 22.8 0.0 9.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 17, 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 10, 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 20, 2012