CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 1,550 TONS) :
: : Positions :
All : 7,039: 5,210 4,808 88 945 375 900 0 0 0 75 75: 390 760
Old : 7,039: 5,210 4,808 88 945 375 900 0 0 0 75 75: 390 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 68.3 1.2 13.4 5.3 12.8 0.0 0.0 0.0 1.1 1.1: 5.5 10.8
Old : 100.0: 74.0 68.3 1.2 13.4 5.3 12.8 0.0 0.0 0.0 1.1 1.1: 5.5 10.8
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 : 20: 11 11 . . . . 0 0 0 . .:
Old : 20: 11 11 . . . . 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 : 64.2 45.0 81.7 66.7 62.1 41.8 67.6 59.1
Old : 64.2 45.0 81.7 66.7 62.1 41.8 67.6 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 1,000 METRIC TONS) :
: : Positions :
All : 9,879: 2,206 1,012 277 337 217 245 1,045 1,030 3,695 3,354 2,056: 153 828
Old : 9,879: 2,206 1,012 277 337 217 245 1,045 1,030 3,695 3,354 2,056: 153 828
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 223: 276 -58 -45 87 -63 0 125 130 111 -230 244: -430 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 10.2 2.8 3.4 2.2 2.5 10.6 10.4 37.4 34.0 20.8: 1.5 8.4
Old : 100.0: 22.3 10.2 2.8 3.4 2.2 2.5 10.6 10.4 37.4 34.0 20.8: 1.5 8.4
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 : 26: 4 4 . . . . . 4 7 8 14:
Old : 26: 4 4 . . . . . 4 7 8 14:
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 : 56.8 35.9 71.1 58.4 44.7 31.5 53.7 43.8
Old : 56.8 35.9 71.1 58.4 44.7 31.5 53.7 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 1,000 METRIC TONS) :
: : Positions :
All : 5,555: 910 1,860 0 120 120 255 100 290 2,510 1,405 1,130: 340 530
Old : 5,555: 910 1,860 0 120 120 255 100 290 2,510 1,405 1,130: 340 530
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 33.5 0.0 2.2 2.2 4.6 1.8 5.2 45.2 25.3 20.3: 6.1 9.5
Old : 100.0: 16.4 33.5 0.0 2.2 2.2 4.6 1.8 5.2 45.2 25.3 20.3: 6.1 9.5
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 : 20: 4 4 0 . . . . . 4 8 11:
Old : 20: 4 4 0 . . . . . 4 8 11:
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 40.0 78.4 60.8 49.1 24.6 49.8 36.5
Old : 61.1 40.0 78.4 60.8 49.1 24.6 49.8 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 162,558: 83,905 67,892 132 22,154 47,835 5,007 0 22,302 851 22 890: 1,636 1,464
Old : 162,558: 83,905 67,892 132 22,154 47,835 5,007 0 22,302 851 22 890: 1,636 1,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 1,678: 792 650 0 -408 380 -352 0 792 0 -8 26: 40 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 41.8 0.1 13.6 29.4 3.1 0.0 13.7 0.5 0.0 0.5: 1.0 0.9
Old : 100.0: 51.6 41.8 0.1 13.6 29.4 3.1 0.0 13.7 0.5 0.0 0.5: 1.0 0.9
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 : 43: 29 27 . 6 7 . 0 . . . .:
Old : 43: 29 27 . 6 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 : 35.2 40.4 62.0 67.9 10.7 13.0 13.9 16.9
Old : 35.2 40.4 62.0 67.9 10.7 13.0 13.9 16.9
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, August 7, 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 : 27,662: 13,415 15,003 654 2,179 5,999 3,035 0 3,119 0 670 192: 1,248 500
Old : 27,662: 13,415 15,003 654 2,179 5,999 3,035 0 3,119 0 670 192: 1,248 500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -904: -807 -330 31 349 -237 474 0 -258 0 -384 20: -127 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 54.2 2.4 7.9 21.7 11.0 0.0 11.3 0.0 2.4 0.7: 4.5 1.8
Old : 100.0: 48.5 54.2 2.4 7.9 21.7 11.0 0.0 11.3 0.0 2.4 0.7: 4.5 1.8
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 : 25: 15 13 . . 4 . 0 . 0 . .:
Old : 25: 15 13 . . 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 : 48.8 54.8 70.8 76.2 30.3 29.6 37.6 38.0
Old : 48.8 54.8 70.8 76.2 30.3 29.6 37.6 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 8,483: 6,407 3,825 0 2,004 117 0 1,120 28 264 0 8: 1,659 1,381
Old : 8,483: 6,407 3,825 0 2,004 117 0 1,120 28 264 0 8: 1,659 1,381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 208: 96 -18 0 0 0 0 90 -20 0 0 0: 132 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 45.1 0.0 23.6 1.4 0.0 13.2 0.3 3.1 0.0 0.1: 19.6 16.3
Old : 100.0: 75.5 45.1 0.0 23.6 1.4 0.0 13.2 0.3 3.1 0.0 0.1: 19.6 16.3
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: 14 12 0 . . 0 . . . 0 .:
Old : 21: 14 12 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 : 43.2 46.6 62.2 68.1 30.4 34.1 44.5 48.0
Old : 43.2 46.6 62.2 68.1 30.4 34.1 44.5 48.0
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, August 7, 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 : 13,520: 5,615 10,693 1,072 64 1,528 254 244 724 3,564 0 0: 763 267
Old : 13,520: 5,615 10,693 1,072 64 1,528 254 244 724 3,564 0 0: 763 267
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 280: -1 321 0 0 0 254 -68 27 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 79.1 7.9 0.5 11.3 1.9 1.8 5.4 26.4 0.0 0.0: 5.6 2.0
Old : 100.0: 41.5 79.1 7.9 0.5 11.3 1.9 1.8 5.4 26.4 0.0 0.0: 5.6 2.0
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 : 27: 12 16 5 . 5 . . . . 0 0:
Old : 27: 12 16 5 . 5 . . . . 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 : 51.0 38.1 70.9 60.3 49.4 34.4 57.9 49.2
Old : 51.0 38.1 70.9 60.3 49.4 34.4 57.9 49.2
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, August 7, 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 : 22,964: 15,942 13,388 662 3,260 2,998 268 1,880 520 284 0 18: 2,272 900
Old : 22,964: 15,942 13,388 662 3,260 2,998 268 1,880 520 284 0 18: 2,272 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -995: -1,223 117 -142 -870 20 -20 -200 0 -6 0 0: 376 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 58.3 2.9 14.2 13.1 1.2 8.2 2.3 1.2 0.0 0.1: 9.9 3.9
Old : 100.0: 69.4 58.3 2.9 14.2 13.1 1.2 8.2 2.3 1.2 0.0 0.1: 9.9 3.9
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 : 32: 21 19 . 5 6 . . . . 0 .:
Old : 32: 21 19 . 5 6 . . . . 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 : 33.7 38.8 52.7 64.0 23.5 32.6 35.6 47.2
Old : 33.7 38.8 52.7 64.0 23.5 32.6 35.6 47.2
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, August 7, 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 : 8,691: 4,449 5,574 448 0 994 1,194 0 116 0 0 0: 1,490 2,007
Old : 8,691: 4,449 5,574 448 0 994 1,194 0 116 0 0 0: 1,490 2,007
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -226: -143 -73 -70 0 0 60 0 -60 0 0 0: -13 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 64.1 5.2 0.0 11.4 13.7 0.0 1.3 0.0 0.0 0.0: 17.1 23.1
Old : 100.0: 51.2 64.1 5.2 0.0 11.4 13.7 0.0 1.3 0.0 0.0 0.0: 17.1 23.1
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 : 21: 15 14 . 0 . . 0 . 0 0 0:
Old : 21: 15 14 . 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 : 40.2 35.8 60.4 56.7 31.9 31.9 44.5 43.5
Old : 40.2 35.8 60.4 56.7 31.9 31.9 44.5 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 11,899: 5,761 6,107 50 1,090 1,472 0 2,406 130 3,480 0 24: 982 670
Old : 11,899: 5,761 6,107 50 1,090 1,472 0 2,406 130 3,480 0 24: 982 670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -590: -390 -232 -34 -278 0 0 16 -26 -82 0 0: -58 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 51.3 0.4 9.2 12.4 0.0 20.2 1.1 29.2 0.0 0.2: 8.3 5.6
Old : 100.0: 48.4 51.3 0.4 9.2 12.4 0.0 20.2 1.1 29.2 0.0 0.2: 8.3 5.6
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 : 21: 13 13 . . . 0 . . . 0 .:
Old : 21: 13 13 . . . 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 : 57.0 49.6 76.7 71.8 52.1 36.2 55.6 50.1
Old : 57.0 49.6 76.7 71.8 52.1 36.2 55.6 50.1
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, August 7, 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 : 12,292: 8,221 6,616 1,267 1,245 857 298 954 812 0 1,396 0: 837 412
Old : 12,292: 8,221 6,616 1,267 1,245 857 298 954 812 0 1,396 0: 837 412
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -806: -593 -384 89 -43 -89 -80 6 -6 0 -60 -48: -79 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.9 53.8 10.3 10.1 7.0 2.4 7.8 6.6 0.0 11.4 0.0: 6.8 3.4
Old : 100.0: 66.9 53.8 10.3 10.1 7.0 2.4 7.8 6.6 0.0 11.4 0.0: 6.8 3.4
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 : 23: 14 12 . . 4 . . . 0 . 0:
Old : 23: 14 12 . . 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 : 46.9 48.9 70.5 73.9 42.4 41.3 54.8 61.0
Old : 46.9 48.9 70.5 73.9 42.4 41.3 54.8 61.0
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, August 7, 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 : 55,635: 50,473 45,066 2,299 7,706 2,863 0 0 0 0 0 0: 0 0
Old : 55,635: 50,473 45,066 2,299 7,706 2,863 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: July 31, 2012 :
: -3,339: -3,087 -2,709 -211 -589 -41 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 81.0 4.1 13.9 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.7 81.0 4.1 13.9 5.1 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: 16 12 . . . 0 0 0 0 0 0:
Old : 26: 16 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 : 70.4 84.8 85.9 96.7 70.4 78.4 83.6 88.9
Old : 70.4 84.8 85.9 96.7 70.4 78.4 83.6 88.9
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, August 7, 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 : 924,039: 829,719 763,866 44,512 110,365 49,808 0 0 0 0 0 0: 0 0
Old : 924,039: 829,719 763,866 44,512 110,365 49,808 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: July 31, 2012 :
: -46,104: -42,432 -35,904 -1,119 -7,647 -2,553 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 82.7 4.8 11.9 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 82.7 4.8 11.9 5.4 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: 13 14 . . . 0 0 0 0 0 0:
Old : 25: 13 14 . . . 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 : 70.4 85.2 89.7 94.8 69.5 78.2 85.8 86.9
Old : 70.4 85.2 89.7 94.8 69.5 78.2 85.8 86.9
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, August 7, 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 : 25,151: 24,941 11,072 210 14,079 0 0 0 0 0 0 0: 0 0
Old : 25,151: 24,941 11,072 210 14,079 0 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: July 31, 2012 :
: -1,890: -1,890 -1,197 0 -693 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 44.0 0.8 56.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 44.0 0.8 56.0 0.0 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 : 20: 12 7 . . 0 0 0 0 0 0 0:
Old : 20: 12 7 . . 0 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 : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
Old : 70.4 94.3 94.8 99.5 70.4 94.3 94.6 97.1
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, August 7, 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 : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213
Old : 93,717: 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0: 255 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -7,728: -4,431 -7,497 -3,255 -210 0 0 0 0 -42 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 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 : 36: 13 24 4 . . 0 0 0 0 0 0:
Old : 36: 13 24 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 : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
Old : 72.4 41.7 89.8 65.4 71.9 41.7 85.9 64.1
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, August 7, 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 : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0
Old : 1,286,634: 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -117,504: -52,224 -115,872 -63,240 -1,632 0 0 0 0 -2,040 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 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: 14 21 4 . . 0 0 0 . 0 0:
Old : 36: 14 21 4 . . 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 : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
Old : 69.2 43.8 90.7 65.4 67.5 43.8 82.6 63.5
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, August 7, 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 : 66,043: 40,815 44,189 7,783 7,383 5,046 1,720 135 9,290 1,389 0 0: 0 0
Old : 66,043: 40,815 44,189 7,783 7,383 5,046 1,720 135 9,290 1,389 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -3,618: -2,499 -1,203 84 -105 -210 -825 -2,100 0 -168 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 66.9 11.8 11.2 7.6 2.6 0.2 14.1 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 61.8 66.9 11.8 11.2 7.6 2.6 0.2 14.1 2.1 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: 22 16 4 . 5 . . . . 0 0:
Old : 36: 22 16 4 . 5 . . . . 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 : 35.8 48.3 55.5 73.7 27.6 38.4 41.1 54.2
Old : 35.8 48.3 55.5 73.7 27.6 38.4 41.1 54.2
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, August 7, 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 : 1,149,646: 949,454 607,628 45,971 314,736 96,269 0 113,370 0 40,309 0 17,643: 0 0
Old : 1,149,646: 949,454 607,628 45,971 314,736 96,269 0 113,370 0 40,309 0 17,643: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 2,300: 8,828 26,780 -1,224 -16,728 -1,224 0 -4,080 0 -2,252 -620 -1,828: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 52.9 4.0 27.4 8.4 0.0 9.9 0.0 3.5 0.0 1.5: 0.0 0.0
Old : 100.0: 82.6 52.9 4.0 27.4 8.4 0.0 9.9 0.0 3.5 0.0 1.5: 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 : 39: 22 17 . 5 6 0 . 0 4 0 .:
Old : 39: 22 17 . 5 6 0 . 0 4 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 : 35.9 41.0 57.5 66.9 31.8 35.9 51.2 55.9
Old : 35.9 41.0 57.5 66.9 31.8 35.9 51.2 55.9
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, August 7, 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 : 50,185: 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510
Old : 50,185: 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0: 106 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -1,587: -3,738 -810 2,655 -210 -483 0 -21 0 0 -42 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0: 0.2 1.0
Old : 100.0: 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0: 0.2 1.0
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: 14 10 . . 4 0 . 0 0 . 0:
Old : 26: 14 10 . . 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 : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0
Old : 59.0 70.2 80.4 86.8 55.8 58.6 70.4 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 22,352: 15,141 10,696 5,555 4,361 1,350 0 5,745 200 0 0 0: 106 0
Old : 22,352: 15,141 10,696 5,555 4,361 1,350 0 5,745 200 0 0 0: 106 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -2,079: -1,953 -903 0 -651 -105 0 -420 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 47.9 24.9 19.5 6.0 0.0 25.7 0.9 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 67.7 47.9 24.9 19.5 6.0 0.0 25.7 0.9 0.0 0.0 0.0: 0.5 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 : 20: 11 9 . . . 0 . . 0 0 0:
Old : 20: 11 9 . . . 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 : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5
Old : 83.8 66.1 93.7 89.1 74.4 56.6 81.0 76.5
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, August 7, 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 : 40,049: 23,668 31,064 10,354 1,340 2,015 1,060 5,630 0 2,400 0 0: 552 0
Old : 40,049: 23,668 31,064 10,354 1,340 2,015 1,060 5,630 0 2,400 0 0: 552 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -2,946: -1,896 -3,402 -714 -714 0 -210 1,170 0 -105 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 77.6 25.9 3.3 5.0 2.6 14.1 0.0 6.0 0.0 0.0: 1.4 0.0
Old : 100.0: 59.1 77.6 25.9 3.3 5.0 2.6 14.1 0.0 6.0 0.0 0.0: 1.4 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 : 29: 12 14 . . . . . 0 . 0 0:
Old : 29: 12 14 . . . . . 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 : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2
Old : 62.4 61.9 84.2 83.5 40.6 41.4 54.1 55.2
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, August 7, 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 : 26,978: 7,521 15,884 4,681 7,077 2,747 4,140 0 0 6,619 0 1,270: 0 0
Old : 26,978: 7,521 15,884 4,681 7,077 2,747 4,140 0 0 6,619 0 1,270: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 58.9 17.4 26.2 10.2 15.3 0.0 0.0 24.5 0.0 4.7: 0.0 0.0
Old : 100.0: 27.9 58.9 17.4 26.2 10.2 15.3 0.0 0.0 24.5 0.0 4.7: 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 : 20: 7 12 . . . . 0 0 . 0 .:
Old : 20: 7 12 . . . . 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 : 67.0 66.9 89.1 86.5 55.3 57.4 71.2 71.5
Old : 67.0 66.9 89.1 86.5 55.3 57.4 71.2 71.5
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, August 7, 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 : 15,873: 10,716 10,534 1,891 2,121 1,805 0 0 0 318 1,182 19: 1,124 212
Old : 15,873: 10,716 10,534 1,891 2,121 1,805 0 0 0 318 1,182 19: 1,124 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -915: -568 -652 -183 -224 -112 0 0 0 -63 314 -199: 209 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.5 66.4 11.9 13.4 11.4 0.0 0.0 0.0 2.0 7.4 0.1: 7.1 1.3
Old : 100.0: 67.5 66.4 11.9 13.4 11.4 0.0 0.0 0.0 2.0 7.4 0.1: 7.1 1.3
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: 13 13 . . . 0 0 0 . . .:
Old : 26: 13 13 . . . 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 : 50.6 62.7 77.9 86.6 45.0 56.7 67.5 73.9
Old : 50.6 62.7 77.9 86.6 45.0 56.7 67.5 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 12,503: 8,914 8,070 2,407 2,352 906 0 0 0 170 920 0: 106 255
Old : 12,503: 8,914 8,070 2,407 2,352 906 0 0 0 170 920 0: 106 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -268: -483 111 510 21 -232 0 0 0 -42 -147 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 64.5 19.3 18.8 7.2 0.0 0.0 0.0 1.4 7.4 0.0: 0.8 2.0
Old : 100.0: 71.3 64.5 19.3 18.8 7.2 0.0 0.0 0.0 1.4 7.4 0.0: 0.8 2.0
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: 12 6 . . . 0 0 0 . . 0:
Old : 21: 12 6 . . . 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 : 52.3 66.8 81.2 92.3 51.7 59.4 74.7 79.1
Old : 52.3 66.8 81.2 92.3 51.7 59.4 74.7 79.1
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, August 7, 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 : 838,892: 688,381 605,864 105,028 134,296 22,083 0 80 23,400 0 53,169 0: 0 0
Old : 838,892: 688,381 605,864 105,028 134,296 22,083 0 80 23,400 0 53,169 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -32,736: -79,536 -7,848 47,208 -17,544 -408 0 0 0 0 -6,936 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 72.2 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 0.0: 0.0 0.0
Old : 100.0: 82.1 72.2 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 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 : 27: 18 11 . . . 0 . . 0 . 0:
Old : 27: 18 11 . . . 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 : 55.2 74.4 80.4 90.9 45.3 57.8 62.2 68.3
Old : 55.2 74.4 80.4 90.9 45.3 57.8 62.2 68.3
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, August 7, 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 : 960,148: 554,940 663,294 274,807 117,324 52,560 19,770 119,050 7,920 50,151 0 0: 0 0
Old : 960,148: 554,940 663,294 274,807 117,324 52,560 19,770 119,050 7,920 50,151 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -33,096: -19,584 -25,955 -17,952 -4,896 -6,120 -4,080 7,955 -4,080 18,720 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 69.1 28.6 12.2 5.5 2.1 12.4 0.8 5.2 0.0 0.0: 0.0 0.0
Old : 100.0: 57.8 69.1 28.6 12.2 5.5 2.1 12.4 0.8 5.2 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: 12 12 . . . . . . . 0 0:
Old : 25: 12 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 : 63.2 75.8 86.2 88.6 47.0 56.4 66.3 67.6
Old : 63.2 75.8 86.2 88.6 47.0 56.4 66.3 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 522,701: 107,420 288,364 128,895 100,289 71,957 77,930 0 5,635 74,408 0 56,456: 0 0
Old : 522,701: 107,420 288,364 128,895 100,289 71,957 77,930 0 5,635 74,408 0 56,456: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -2,728: 13,528 23,792 -12,240 -49,840 23,320 -8,160 0 0 -19,176 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 55.2 24.7 19.2 13.8 14.9 0.0 1.1 14.2 0.0 10.8: 0.0 0.0
Old : 100.0: 20.6 55.2 24.7 19.2 13.8 14.9 0.0 1.1 14.2 0.0 10.8: 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 : 22: 10 11 4 . . . 0 . . 0 .:
Old : 22: 10 11 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 : 66.1 60.3 85.3 88.4 46.4 51.6 60.5 66.6
Old : 66.1 60.3 85.3 88.4 46.4 51.6 60.5 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 7, 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 : 128,096: 80,254 54,909 29,240 48,777 18,602 0 376 0 0 5,432 0: 0 0
Old : 128,096: 80,254 54,909 29,240 48,777 18,602 0 376 0 0 5,432 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -12,648: -6,936 -7,344 -2,040 -408 -3,672 0 -408 0 0 -816 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 42.9 22.8 38.1 14.5 0.0 0.3 0.0 0.0 4.2 0.0: 0.0 0.0
Old : 100.0: 62.7 42.9 22.8 38.1 14.5 0.0 0.3 0.0 0.0 4.2 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 : 20: 6 8 . . . 0 . 0 0 . 0:
Old : 20: 6 8 . . . 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 : 67.4 62.4 96.4 86.6 59.5 57.3 81.8 76.9
Old : 67.4 62.4 96.4 86.6 59.5 57.3 81.8 76.9
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, August 7, 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 : 9,314: 4,136 6,014 1,675 0 2,965 267 0 177 0 80 74: 20 3
Old : 9,314: 4,136 6,014 1,675 0 2,965 267 0 177 0 80 74: 20 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: -114: 34 6 -62 0 -88 19 0 -18 0 -15 1: -0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 64.6 18.0 0.0 31.8 2.9 0.0 1.9 0.0 0.9 0.8: 0.2 0.0
Old : 100.0: 44.4 64.6 18.0 0.0 31.8 2.9 0.0 1.9 0.0 0.9 0.8: 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 : 21: 11 13 5 0 5 . 0 . 0 . .:
Old : 21: 11 13 5 0 5 . 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 : 45.3 48.2 75.6 72.7 17.3 18.2 22.3 22.9
Old : 45.3 48.2 75.6 72.7 17.3 18.2 22.3 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012