PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 248,106: 102,755 105,286 3,259 16,941 80,966 17,104 60 39,864 308 2,103 848: 3,002 2,038
Old : 248,106: 102,755 105,286 3,259 16,941 80,966 17,104 60 39,864 308 2,103 848: 3,002 2,038
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 10,161: 4,647 3,933 -83 479 2,825 -180 0 2,517 22 -6 172: 242 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 42.4 1.3 6.8 32.6 6.9 0.0 16.1 0.1 0.8 0.3: 1.2 0.8
Old : 100.0: 41.4 42.4 1.3 6.8 32.6 6.9 0.0 16.1 0.1 0.8 0.3: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 21 . 6 9 4 . . . . .:
Old : 39: 22 21 . 6 9 4 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 40.5 71.1 72.8 11.5 14.1 15.8 18.3
Old : 40.5 40.5 71.1 72.8 11.5 14.1 15.8 18.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 38,542: 16,370 17,587 1,292 5,148 10,388 5,125 282 4,076 0 368 74: 1,216 618
Old : 38,542: 16,370 17,587 1,292 5,148 10,388 5,125 282 4,076 0 368 74: 1,216 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,078: 960 1,027 -18 1,004 744 1,118 10 281 0 10 -8: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 45.6 3.4 13.4 27.0 13.3 0.7 10.6 0.0 1.0 0.2: 3.2 1.6
Old : 100.0: 42.5 45.6 3.4 13.4 27.0 13.3 0.7 10.6 0.0 1.0 0.2: 3.2 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . 5 . . . 0 . .:
Old : 30: 17 18 . . 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 56.3 76.2 77.1 30.8 27.0 35.2 33.1
Old : 54.2 56.3 76.2 77.1 30.8 27.0 35.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,328: 5,948 8,496 1,488 1,626 1,364 49 1,054 560 3,194 0 0: 726 228
Old : 13,328: 5,948 8,496 1,488 1,626 1,364 49 1,054 560 3,194 0 0: 726 228
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: -149: 50 -116 0 10 0 44 0 -22 -40 0 0: -181 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 63.8 11.2 12.2 10.2 0.4 7.9 4.2 24.0 0.0 0.0: 5.4 1.7
Old : 100.0: 44.6 63.8 11.2 12.2 10.2 0.4 7.9 4.2 24.0 0.0 0.0: 5.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 12 . . . . . . . 0 0:
Old : 24: 11 12 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 40.4 74.4 65.6 46.9 28.6 55.4 48.4
Old : 53.5 40.4 74.4 65.6 46.9 28.6 55.4 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 28,160: 18,723 12,424 2,344 8,362 2,766 668 2,690 140 1,182 0 34: 2,303 1,744
Old : 28,160: 18,723 12,424 2,344 8,362 2,766 668 2,690 140 1,182 0 34: 2,303 1,744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 136: 162 144 0 168 -48 120 0 -120 -6 0 4: 24 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 44.1 8.3 29.7 9.8 2.4 9.6 0.5 4.2 0.0 0.1: 8.2 6.2
Old : 100.0: 66.5 44.1 8.3 29.7 9.8 2.4 9.6 0.5 4.2 0.0 0.1: 8.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . 4 7 . . . . 0 .:
Old : 29: 18 15 . 4 7 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 51.9 58.7 75.0 21.9 45.3 36.5 55.4
Old : 39.3 51.9 58.7 75.0 21.9 45.3 36.5 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 11,733: 3,828 8,029 822 1,556 156 5,190 0 400 0 0 0: 1,337 1,592
Old : 11,733: 3,828 8,029 822 1,556 156 5,190 0 400 0 0 0: 1,337 1,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 404: 110 494 24 60 0 420 0 -150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 68.4 7.0 13.3 1.3 44.2 0.0 3.4 0.0 0.0 0.0: 11.4 13.6
Old : 100.0: 32.6 68.4 7.0 13.3 1.3 44.2 0.0 3.4 0.0 0.0 0.0: 11.4 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 15 . . . . 0 . 0 0 0:
Old : 22: 13 15 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 44.5 76.6 63.8 57.2 39.9 67.1 55.1
Old : 61.1 44.5 76.6 63.8 57.2 39.9 67.1 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,352: 8,986 6,298 816 1,734 924 0 1,746 400 0 490 16: 1,210 744
Old : 12,352: 8,986 6,298 816 1,734 924 0 1,746 400 0 490 16: 1,210 744
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 20 0 0 0 0 0 0 0 -20 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 51.0 6.6 14.0 7.5 0.0 14.1 3.2 0.0 4.0 0.1: 9.8 6.0
Old : 100.0: 72.7 51.0 6.6 14.0 7.5 0.0 14.1 3.2 0.0 4.0 0.1: 9.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . 4 . 0 . . 0 . .:
Old : 24: 14 10 . 4 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 39.8 72.9 66.2 47.7 27.5 59.8 48.5
Old : 52.3 39.8 72.9 66.2 47.7 27.5 59.8 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 69,919: 64,476 58,595 2,728 8,609 2,715 0 0 0 0 0 0: 0 0
Old : 69,919: 64,476 58,595 2,728 8,609 2,715 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 148: 148 106 -20 22 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 83.8 3.9 12.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.2 83.8 3.9 12.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 0 0 0 0 0:
Old : 26: 15 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 82.6 84.1 97.2 69.6 78.6 84.1 92.3
Old : 69.6 82.6 84.1 97.2 69.6 78.6 84.1 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,083,035: 988,203 888,250 42,168 142,121 52,664 0 0 0 0 0 0: 0 0
Old : 1,083,035: 988,203 888,250 42,168 142,121 52,664 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 5,500: 5,500 3,126 0 2,374 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 82.0 3.9 13.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.2 82.0 3.9 13.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 . . . 0 0 0 0 0 0:
Old : 25: 14 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 84.5 89.3 94.8 68.8 80.1 85.2 87.9
Old : 70.8 84.5 89.3 94.8 68.8 80.1 85.2 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 32,190: 22,105 20,252 8,560 10,413 1,525 0 0 0 0 0 0: 0 0
Old : 32,190: 22,105 20,252 8,560 10,413 1,525 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 62.9 26.6 32.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 62.9 26.6 32.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . . 0 0 0 0 0 0:
Old : 23: 11 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 75.8 88.2 94.9 60.6 75.3 83.8 89.9
Old : 60.6 75.8 88.2 94.9 60.6 75.3 83.8 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 587,265: 403,440 369,665 154,800 188,575 29,025 0 0 0 0 0 0: 0 0
Old : 587,265: 403,440 369,665 154,800 188,575 29,025 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 62.9 26.4 32.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 62.9 26.4 32.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . . 0 0 0 0 0 0:
Old : 21: 10 8 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 76.5 90.3 98.0 59.2 76.5 84.8 90.4
Old : 59.2 76.5 90.3 98.0 59.2 76.5 84.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 114,957: 66,691 100,286 46,868 13,528 1,143 0 0 0 0 0 0: 255 0
Old : 114,957: 66,691 100,286 46,868 13,528 1,143 0 0 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 87.2 40.8 11.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 58.0 87.2 40.8 11.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 12 22 4 . . 0 0 0 0 0 0:
Old : 36: 12 22 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 39.0 85.7 60.9 60.4 39.0 80.5 60.7
Old : 61.3 39.0 85.7 60.9 60.4 39.0 80.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 1,826,708: 990,928 1,586,999 812,560 216,489 23,220 0 0 0 0 0 0: 0 0
Old : 1,826,708: 990,928 1,586,999 812,560 216,489 23,220 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,129: 3,129 3,129 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 86.9 44.5 11.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.2 86.9 44.5 11.9 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 11 20 4 4 . 0 0 0 0 0 0:
Old : 36: 11 20 4 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 46.5 87.6 70.4 63.1 46.1 84.0 70.0
Old : 66.1 46.5 87.6 70.4 63.1 46.1 84.0 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 60,886: 38,541 38,492 5,977 6,588 3,081 3,825 4,135 7,800 1,275 148 387: 0 255
Old : 60,886: 38,541 38,492 5,977 6,588 3,081 3,825 4,135 7,800 1,275 148 387: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 768: 768 0 0 768 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 63.2 9.8 10.8 5.1 6.3 6.8 12.8 2.1 0.2 0.6: 0.0 0.4
Old : 100.0: 63.3 63.2 9.8 10.8 5.1 6.3 6.8 12.8 2.1 0.2 0.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 13 4 . 5 . . . . . .:
Old : 35: 17 13 4 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 49.0 61.9 78.5 33.6 42.6 53.3 63.8
Old : 41.1 49.0 61.9 78.5 33.6 42.6 53.3 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,171,425: 916,806 489,127 48,891 437,647 144,891 14,112 60,765 0 23,400 15,670 23,325: 0 0
Old : 1,171,425: 916,806 489,127 48,891 437,647 144,891 14,112 60,765 0 23,400 15,670 23,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 3,875: 3,875 3,875 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 41.8 4.2 37.4 12.4 1.2 5.2 0.0 2.0 1.3 2.0: 0.0 0.0
Old : 100.0: 78.3 41.8 4.2 37.4 12.4 1.2 5.2 0.0 2.0 1.3 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 15 . 5 5 . . 0 . . .:
Old : 38: 22 15 . 5 5 . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 53.7 59.3 74.1 38.0 47.1 55.8 62.1
Old : 38.8 53.7 59.3 74.1 38.0 47.1 55.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,239: 45,289 35,039 1,785 11,350 1,910 0 381 0 0 304 0: 255 255
Old : 49,239: 45,289 35,039 1,785 11,350 1,910 0 381 0 0 304 0: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: -255 0 0 0 0 0 0 0 0 0 0: 255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 71.2 3.6 23.1 3.9 0.0 0.8 0.0 0.0 0.6 0.0: 0.5 0.5
Old : 100.0: 92.0 71.2 3.6 23.1 3.9 0.0 0.8 0.0 0.0 0.6 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 10 . . . 0 . 0 0 . 0:
Old : 26: 14 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 70.4 82.8 88.0 58.7 62.9 75.2 80.5
Old : 61.8 70.4 82.8 88.0 58.7 62.9 75.2 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,508: 32,070 43,588 19,168 7,650 126 2,550 2,550 0 0 0 0: 594 594
Old : 54,508: 32,070 43,588 19,168 7,650 126 2,550 2,550 0 0 0 0: 594 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 80.0 35.2 14.0 0.2 4.7 4.7 0.0 0.0 0.0 0.0: 1.1 1.1
Old : 100.0: 58.8 80.0 35.2 14.0 0.2 4.7 4.7 0.0 0.0 0.0 0.0: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . . . . . 0 0 0 0:
Old : 26: 11 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Old : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 45,565: 9,760 25,410 14,265 17,595 0 1,265 0 2,560 17,460 0 0: 255 0
Old : 45,565: 9,760 25,410 14,265 17,595 0 1,265 0 2,560 17,460 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 105 0 -105 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 55.8 31.3 38.6 0.0 2.8 0.0 5.6 38.3 0.0 0.0: 0.6 0.0
Old : 100.0: 21.4 55.8 31.3 38.6 0.0 2.8 0.0 5.6 38.3 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 . . 0 . 0 . . 0 0:
Old : 21: 8 10 . . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 81.4 96.5 95.4 75.3 81.4 88.1 89.9
Old : 75.3 81.4 96.5 95.4 75.3 81.4 88.1 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 16,315: 9,973 11,150 2,980 3,247 1,575 0 0 0 765 88 0: 1,022 255
Old : 16,315: 9,973 11,150 2,980 3,247 1,575 0 0 0 765 88 0: 1,022 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 418: 477 442 -232 59 -83 0 0 0 0 0 0: 256 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 68.3 18.3 19.9 9.7 0.0 0.0 0.0 4.7 0.5 0.0: 6.3 1.6
Old : 100.0: 61.1 68.3 18.3 19.9 9.7 0.0 0.0 0.0 4.7 0.5 0.0: 6.3 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . 0 0 0 . . 0:
Old : 23: 11 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 55.4 74.6 78.9 42.3 51.8 62.0 72.2
Old : 54.4 55.4 74.6 78.9 42.3 51.8 62.0 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 863,586: 814,591 535,583 0 260,989 25,595 23,400 0 0 0 41,419 0: 0 0
Old : 863,586: 814,591 535,583 0 260,989 25,595 23,400 0 0 0 41,419 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 0: 0 -384 0 0 0 0 0 0 0 384 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 62.0 0.0 30.2 3.0 2.7 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Old : 100.0: 94.3 62.0 0.0 30.2 3.0 2.7 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 12 0 4 . . 0 0 0 . 0:
Old : 26: 16 12 0 4 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 73.5 81.2 91.3 49.7 60.2 63.3 72.3
Old : 62.2 73.5 81.2 91.3 49.7 60.2 63.3 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 963,303: 436,397 756,231 380,496 160,272 46,800 99,610 0 0 0 0 0: 0 0
Old : 963,303: 436,397 756,231 380,496 160,272 46,800 99,610 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 15,635: 11,760 3,875 0 11,760 0 3,875 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 78.5 39.5 16.6 4.9 10.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 45.3 78.5 39.5 16.6 4.9 10.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 . . . . 0 0 0 0 0:
Old : 21: 9 12 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 77.7 93.6 93.2 62.2 61.3 74.2 73.5
Old : 74.0 77.7 93.6 93.2 62.2 61.3 74.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, January 17, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 6,555: 2,228 3,684 1,134 106 2,588 230 0 48 180 0 116: 30 11
Old : 6,555: 2,228 3,684 1,134 106 2,588 230 0 48 180 0 116: 30 11
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2012 :
: 623: 407 466 34 -54 234 -45 0 -32 8 0 11: 7 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 56.2 17.3 1.6 39.5 3.5 0.0 0.7 2.7 0.0 1.8: 0.5 0.2
Old : 100.0: 34.0 56.2 17.3 1.6 39.5 3.5 0.0 0.7 2.7 0.0 1.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 10 5 . 6 . 0 . . 0 .:
Old : 21: 8 10 5 . 6 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 50.0 76.4 74.2 17.8 16.4 24.3 25.3
Old : 47.4 50.0 76.4 74.2 17.8 16.4 24.3 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2012