Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 9,403 : : Positions : : 2,005 1,105 387 290 335 5 830 920 3,520 3,659 1,649 : : : : Changes from: July 17, 2012 : : 305 325 0 -60 30 -65 80 490 -16 40 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 11.8 4.1 3.1 3.6 0.1 8.8 9.8 37.4 38.9 17.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . . . . . 4 4 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 177,035 : : Positions : : 101,395 125,008 10,391 5,096 20,304 4,899 634 20,268 12,865 424 4,896 : : : : Changes from: July 17, 2012 : : 1,464 1,228 -1,127 323 841 -396 0 839 974 -318 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 70.6 5.9 2.9 11.5 2.8 0.4 11.4 7.3 0.2 2.8 : : : : Number of Traders in Each Category Total Traders: 76 : : 43 42 5 6 8 6 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 66,399 : : Positions : : 51,244 48,215 4,714 7,922 9,853 156 0 76 120 123 156 : : : : Changes from: July 17, 2012 : : 514 741 27 -78 -72 77 -49 -27 48 28 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 72.6 7.1 11.9 14.8 0.2 0.0 0.1 0.2 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 578,899 : : Positions : : 481,986 406,821 28,255 108,441 62,989 344 0 0 4,677 0 648 : : : : Changes from: July 17, 2012 : : 6,978 13,962 5,058 -336 336 0 0 0 950 -640 -1,574 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 70.3 4.9 18.7 10.9 0.1 0.0 0.0 0.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 1,611,180 : : Positions : :1,073,841 1,238,197 230,901 183,265 88,311 106,250 17,565 62,006 43,913 15,878 5,958 : : : : Changes from: July 17, 2012 : : -2,031 -13,816 -10,157 25,738 -17,071 15,380 -2,786 -1,208 7,497 1,553 -832 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 76.9 14.3 11.4 5.5 6.6 1.1 3.8 2.7 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 33 6 . 5 . . 4 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 83,286 : : Positions : : 61,041 59,851 5,352 6,475 15,758 25 349 101 314 48 693 : : : : Changes from: July 17, 2012 : : 641 708 -197 107 -207 0 155 0 314 -188 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 71.9 6.4 7.8 18.9 0.0 0.4 0.1 0.4 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 27 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 548,054 : : Positions : : 363,509 423,887 173,528 114,061 4,192 344 1,951 977 3,206 688 2,298 : : : : Changes from: July 17, 2012 : : 355 -2,926 0 977 0 -977 1,951 977 624 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 77.3 31.7 20.8 0.8 0.1 0.4 0.2 0.6 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 18 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 68,852 : : Positions : : 46,388 28,098 176 30,288 3,863 11,410 0 4,396 510 348 329 : : : : Changes from: July 17, 2012 : : 960 -163 0 1,056 4 -60 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 40.8 0.3 44.0 5.6 16.6 0.0 6.4 0.7 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 24, 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 17,545 : : Positions : : 9,962 11,514 1,915 179 1,508 488 274 2,262 0 1,072 172 : : : : Changes from: July 17, 2012 : : 2 -40 10 0 0 -30 0 30 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 65.6 10.9 1.0 8.6 2.8 1.6 12.9 0.0 6.1 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 24, 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 17, 2012 : : 0 0 0 0 0 0 0 0 0 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 24, 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 12,994 : : Positions : : 5,334 9,602 1,068 138 1,606 0 732 540 3,676 0 0 : : : : Changes from: July 17, 2012 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 73.9 8.2 1.1 12.4 0.0 5.6 4.2 28.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 23,865 : : Positions : : 17,705 12,523 804 4,958 2,382 288 2,480 520 290 0 18 : : : : Changes from: July 17, 2012 : : 328 123 0 0 24 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 52.5 3.4 20.8 10.0 1.2 10.4 2.2 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 8,877 : : Positions : : 4,552 5,607 518 0 994 1,134 0 176 0 0 0 : : : : Changes from: July 17, 2012 : : 240 -20 -140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 63.2 5.8 0.0 11.2 12.8 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 24, 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 12,486 : : Positions : : 6,156 6,336 84 1,368 1,472 0 2,390 156 3,562 0 24 : : : : Changes from: July 17, 2012 : : 120 -78 0 0 0 0 -120 0 -336 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 50.7 0.7 11.0 11.8 0.0 19.1 1.2 28.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 13,008 : : Positions : : 8,724 6,712 1,178 1,528 946 378 948 818 0 1,414 48 : : : : Changes from: July 17, 2012 : : 36 -102 0 0 0 0 30 -18 0 -108 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 51.6 9.1 11.7 7.3 2.9 7.3 6.3 0.0 10.9 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 17, 2012 : : 0 0 0 0 0 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 2012 : : 0 0 0 0 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 24, 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 1,404,138 : : Positions : : 836,585 1,372,311 542,914 11,108 20,719 0 0 0 3,920 0 0 : : : : Changes from: July 17, 2012 : : 3,384 3,384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 97.7 38.7 0.8 1.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 45,277 6,424 7,488 5,256 3,820 2,235 8,015 1,557 0 0 : : : : Changes from: July 17, 2012 : : 0 510 0 -510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 66.3 9.4 11.0 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 24, 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 1,147,346 : : Positions : : 940,626 580,848 47,195 331,464 97,493 0 117,450 0 42,561 620 19,471 : : : : Changes from: July 17, 2012 : : 26,784 3,384 0 0 0 0 23,400 -23,400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 50.6 4.1 28.9 8.5 0.0 10.2 0.0 3.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 51,608 : : Positions : : 42,695 39,064 5,230 4,460 3,556 0 2,289 0 0 1,708 0 : : : : Changes from: July 17, 2012 : : 0 1,530 1,530 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 75.7 10.1 8.6 6.9 0.0 4.4 0.0 0.0 3.3 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 24, 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 17, 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 24, 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 44,186 : : Positions : : 26,839 34,382 12,088 2,054 2,015 1,270 5,735 0 1,401 0 0 : : : : Changes from: July 17, 2012 : : 0 766 0 0 0 0 0 0 766 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 77.8 27.4 4.6 4.6 2.9 13.0 0.0 3.2 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 24, 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 15,805 : : Positions : : 10,305 10,203 2,074 2,350 1,912 0 0 0 381 868 218 : : : : Changes from: July 17, 2012 : : 510 0 -510 0 510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 64.6 13.1 14.9 12.1 0.0 0.0 0.0 2.4 5.5 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 24, 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 12,771 : : Positions : : 9,397 7,959 1,897 2,331 1,138 0 0 0 212 1,067 0 : : : : Changes from: July 17, 2012 : : 510 0 0 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 62.3 14.9 18.3 8.9 0.0 0.0 0.0 1.7 8.4 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 24, 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 868,392 : : Positions : : 767,917 609,667 53,775 151,840 23,300 0 80 23,400 0 60,105 0 : : : : Changes from: July 17, 2012 : : 0 28,080 28,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 70.2 6.2 17.5 2.7 0.0 0.0 2.7 0.0 6.9 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 24, 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 993,244 : : Positions : : 574,524 689,249 302,119 122,220 58,680 23,850 111,095 12,000 22,071 0 0 : : : : Changes from: July 17, 2012 : : 0 3,555 -10,608 0 0 0 0 0 14,163 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 69.4 30.4 12.3 5.9 2.4 11.2 1.2 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 24, 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 525,429 : : Positions : : 93,892 264,572 141,135 150,129 48,637 86,090 0 5,635 93,584 0 56,456 : : : : Changes from: July 17, 2012 : : 1,880 1,880 0 0 0 23,400 0 0 -23,400 0 9,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 50.4 26.9 28.6 9.3 16.4 0.0 1.1 17.8 0.0 10.7 : : : : 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 24, 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 17, 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 27, 2012