Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,070 : : Positions : : 4,730 4,545 30 885 450 1,020 0 0 0 120 75 : : : : Changes from: August 14, 2012 : : -480 -250 -45 -60 75 120 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 64.3 0.4 12.5 6.4 14.4 0.0 0.0 0.0 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 13,896 : : Positions : : 3,032 1,705 697 447 353 0 1,215 1,945 4,728 5,633 1,881 : : : : Changes from: August 14, 2012 : : -198 214 110 30 -95 0 -100 425 -118 202 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 12.3 5.0 3.2 2.5 0.0 8.7 14.0 34.0 40.5 13.5 : : : : Number of Traders in Each Category Total Traders: 27 : : . . . . . 0 4 4 5 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 6,125 : : Positions : : 1,300 1,910 0 45 150 255 375 290 2,625 1,745 1,080 : : : : Changes from: August 14, 2012 : : 205 35 0 -135 30 -40 330 -105 10 55 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 31.2 0.0 0.7 2.4 4.2 6.1 4.7 42.9 28.5 17.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 0 . . . . . . 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 176,355 : : Positions : : 98,685 122,392 7,819 6,163 20,365 11,865 513 19,725 10,389 508 6,048 : : : : Changes from: August 14, 2012 : : 1,944 2,747 -3,274 612 1,434 6,646 -57 -939 -1,660 164 466 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 69.4 4.4 3.5 11.5 6.7 0.3 11.2 5.9 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 47 43 6 6 8 7 . 6 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 62,612 : : Positions : : 47,285 44,832 4,603 7,708 9,250 617 0 635 50 43 144 : : : : Changes from: August 14, 2012 : : 730 1,051 -176 -30 -155 543 -172 67 -229 43 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 71.6 7.4 12.3 14.8 1.0 0.0 1.0 0.1 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 547,258 : : Positions : : 449,628 376,139 28,773 104,455 61,150 0 657 3,216 3,171 321 1,320 : : : : Changes from: August 14, 2012 : : 5,332 -822 -1,608 977 0 -2,240 657 2,240 -351 321 672 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 68.7 5.3 19.1 11.2 0.0 0.1 0.6 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 25 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 1,599,610 : : Positions : :1,083,426 1,259,865 228,015 192,144 72,872 128,200 156 52,492 24,471 11,947 10,134 : : : : Changes from: August 14, 2012 : : 13,305 42,081 28,264 14,840 -20,542 14,434 0 -4,330 542 -376 1,488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 78.8 14.3 12.0 4.6 8.0 0.0 3.3 1.5 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 34 6 4 5 . . 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 75,838 : : Positions : : 51,760 52,629 8,102 6,256 12,681 0 675 2,998 75 371 196 : : : : Changes from: August 14, 2012 : : -727 -1,908 -186 -47 -47 -445 584 698 -2 13 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 69.4 10.7 8.2 16.7 0.0 0.9 4.0 0.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 25 4 5 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 506,738 : : Positions : : 323,633 396,263 171,176 93,773 6,544 0 5,715 1,929 1,566 624 1,890 : : : : Changes from: August 14, 2012 : : -1,167 7,235 6,016 -1,680 2,352 0 -18 952 688 0 -688 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 78.2 33.8 18.5 1.3 0.0 1.1 0.4 0.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 19 . 4 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 65,940 : : Positions : : 44,989 26,284 132 28,176 4,934 8,371 0 4,822 850 229 435 : : : : Changes from: August 14, 2012 : : 892 468 0 634 240 210 0 -140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 39.9 0.2 42.7 7.5 12.7 0.0 7.3 1.3 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 24 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 16,468 : : Positions : : 9,032 11,131 1,871 366 1,411 568 94 2,158 0 618 192 : : : : Changes from: August 14, 2012 : : 40 -170 22 120 0 0 0 0 0 108 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 67.6 11.4 2.2 8.6 3.4 0.6 13.1 0.0 3.8 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 8,500 : : Positions : : 6,460 3,794 0 2,004 117 0 1,180 28 264 0 8 : : : : Changes from: August 14, 2012 : : 70 -14 0 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 44.6 0.0 23.6 1.4 0.0 13.9 0.3 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 13,090 : : Positions : : 5,613 10,295 1,072 64 1,528 284 400 536 3,294 0 0 : : : : Changes from: August 14, 2012 : : 0 -240 0 0 0 30 0 -30 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 78.6 8.2 0.5 11.7 2.2 3.1 4.1 25.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 23,064 : : Positions : : 16,062 13,416 662 3,352 2,978 268 1,880 520 284 0 18 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 58.2 2.9 14.5 12.9 1.2 8.2 2.3 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 8,759 : : Positions : : 4,517 5,602 304 0 1,138 1,194 0 116 0 0 0 : : : : Changes from: August 14, 2012 : : -52 52 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 64.0 3.5 0.0 13.0 13.6 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 12,019 : : Positions : : 5,761 6,107 50 1,090 1,472 0 2,406 130 3,230 0 24 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 50.8 0.4 9.1 12.2 0.0 20.0 1.1 26.9 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 August 21, 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 12,586 : : Positions : : 8,339 6,768 1,267 1,245 857 298 874 840 0 1,714 0 : : : : Changes from: August 14, 2012 : : 98 24 0 0 0 0 0 0 0 198 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 53.8 10.1 9.9 6.8 2.4 6.9 6.7 0.0 13.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 56,319 : : Positions : : 50,742 45,665 2,714 7,791 2,863 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 128 108 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 81.1 4.8 13.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 933,563 : : Positions : : 831,238 772,591 52,517 111,164 49,808 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.8 5.6 11.9 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 25,151 : : Positions : : 24,941 11,072 210 14,079 0 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 44.0 0.8 56.0 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 August 21, 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 93,717 : : Positions : : 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 1,286,634 : : Positions : : 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 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 August 21, 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 66,043 : : Positions : : 40,815 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 63.0 11.8 15.0 7.6 2.6 0.2 14.1 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 1,242,830 : : Positions : :1,042,638 609,292 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 49.0 3.7 32.9 7.7 0.0 9.0 0.0 3.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 50,185 : : Positions : : 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 23,332 : : Positions : : 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0 : : : : Changes from: August 14, 2012 : : 1,180 1,180 200 0 -200 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 40,773 : : Positions : : 26,792 31,788 10,354 1,340 2,015 1,060 5,630 0 0 0 0 : : : : Changes from: August 14, 2012 : : 724 724 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 78.0 25.4 3.3 4.9 2.6 13.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 26,748 : : Positions : : 6,756 16,394 4,681 7,077 2,747 4,140 0 0 7,894 0 530 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 61.3 17.5 26.5 10.3 15.5 0.0 0.0 29.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 15,865 : : Positions : : 10,712 10,016 2,121 2,635 1,801 0 0 0 318 1,182 19 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 63.1 13.4 16.6 11.4 0.0 0.0 0.0 2.0 7.5 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 12,758 : : Positions : : 9,169 8,325 2,407 2,352 906 0 0 0 170 920 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.3 18.9 18.4 7.1 0.0 0.0 0.0 1.3 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 841,900 : : Positions : : 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.3 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 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 August 21, 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 978,868 : : Positions : : 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0 : : : : Changes from: August 14, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 548,181 : : Positions : : 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856 : : : : Changes from: August 14, 2012 : : 23,400 0 0 0 0 0 0 0 -23,400 0 23,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 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 137,456 : : Positions : : 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 24, 2012