Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,139 : : Positions : : 5,490 4,100 151 690 251 750 105 0 0 870 15 : : : : Changes from: June 19, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 57.4 2.1 9.7 3.5 10.5 1.5 0.0 0.0 12.2 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 197,971 : : Positions : : 99,722 89,742 452 22,532 58,258 11,176 140 23,966 610 0 1,519 : : : : Changes from: June 19, 2012 : : -74 331 0 244 -396 770 0 -894 -2 0 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 45.3 0.2 11.4 29.4 5.6 0.1 12.1 0.3 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 28 . 6 7 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 30,895 : : Positions : : 15,280 16,042 668 2,133 6,868 2,793 0 3,806 0 984 216 : : : : Changes from: June 19, 2012 : : -693 -501 86 -662 -539 -686 0 -283 0 -130 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 51.9 2.2 6.9 22.2 9.0 0.0 12.3 0.0 3.2 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,525 : : Positions : : 5,064 9,794 1,133 276 1,572 0 962 562 4,130 0 0 : : : : Changes from: June 19, 2012 : : -6 54 29 -0 -9 0 -39 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.4 72.4 8.4 2.0 11.6 0.0 7.1 4.2 30.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 24,949 : : Positions : : 18,629 12,764 1,046 5,812 2,358 438 2,680 400 300 0 14 : : : : Changes from: June 19, 2012 : : 422 216 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 51.2 4.2 23.3 9.5 1.8 10.7 1.6 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,104 : : Positions : : 4,587 5,840 548 0 1,109 1,150 0 226 0 0 0 : : : : Changes from: June 19, 2012 : : 20 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 64.1 6.0 0.0 12.2 12.6 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 13,034 : : Positions : : 6,216 6,458 118 1,646 1,432 0 2,556 136 4,080 0 0 : : : : Changes from: June 19, 2012 : : 16 26 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 49.5 0.9 12.6 11.0 0.0 19.6 1.0 31.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,894 : : Positions : : 9,611 7,024 1,119 1,581 1,005 278 912 942 0 1,528 48 : : : : Changes from: June 19, 2012 : : 0 60 0 0 0 0 0 0 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 50.6 8.1 11.4 7.2 2.0 6.6 6.8 0.0 11.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 61,835 : : Positions : : 56,379 50,130 2,612 8,861 2,844 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : -42 -42 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 81.1 4.2 14.3 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,003,665 : : Positions : : 904,905 824,100 46,807 127,612 51,953 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : -1,664 -1,664 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 82.1 4.7 12.7 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 28,154 : : Positions : : 27,944 12,752 210 15,402 0 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 45.3 0.7 54.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 107,973 : : Positions : : 62,554 105,067 44,699 2,186 465 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 193 193 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 97.3 41.4 2.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,496,218 : : Positions : : 880,817 1,456,779 594,682 18,720 20,719 0 0 0 0 0 0 : : : : Changes from: June 19, 2012 : : 1,568 1,568 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 97.4 39.7 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 66,446 : : Positions : : 41,148 42,202 6,340 8,103 5,466 4,030 2,875 7,800 1,662 0 0 : : : : Changes from: June 19, 2012 : : 1,530 1,530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 63.5 9.5 12.2 8.2 6.1 4.3 11.7 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,192,709 : : Positions : : 947,902 607,032 48,347 349,128 98,645 0 97,890 23,400 57,801 0 16,614 : : : : Changes from: June 19, 2012 : : 0 0 0 0 2,769 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 50.9 4.1 29.3 8.3 0.0 8.2 2.0 4.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 52,893 : : Positions : : 45,489 39,802 3,595 5,090 3,661 0 2,310 0 0 1,478 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 75.3 6.8 9.6 6.9 0.0 4.4 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 46,591 : : Positions : : 29,595 36,031 13,542 3,445 1,275 1,480 5,735 105 0 0 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 77.3 29.1 7.4 2.7 3.2 12.3 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 31,175 : : Positions : : 7,469 17,057 7,117 10,961 1,467 4,350 0 420 9,082 0 1,270 : : : : Changes from: June 19, 2012 : : 0 264 0 0 0 0 0 0 264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 54.7 22.8 35.2 4.7 14.0 0.0 1.3 29.1 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 16,110 : : Positions : : 10,473 10,782 2,643 2,445 1,437 0 0 0 444 974 176 : : : : Changes from: June 19, 2012 : : 1 1 1 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 66.9 16.4 15.2 8.9 0.0 0.0 0.0 2.8 6.0 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,975 : : Positions : : 9,391 8,463 2,002 1,905 1,180 0 0 0 254 1,130 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 65.2 15.4 14.7 9.1 0.0 0.0 0.0 2.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 894,072 : : Positions : : 821,677 611,539 25,311 168,352 23,684 0 80 23,400 0 67,017 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 68.4 2.8 18.8 2.6 0.0 0.0 2.6 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 1,006,241 : : Positions : : 584,060 697,638 319,971 126,828 58,680 27,690 107,255 15,840 0 0 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 69.3 31.8 12.6 5.8 2.8 10.7 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 546,290 : : Positions : : 81,492 264,780 146,895 170,625 52,045 60,770 0 7,555 146,248 0 51,285 : : : : Changes from: June 19, 2012 : : 3,136 3,136 0 0 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.9 48.5 26.9 31.2 9.5 11.1 0.0 1.4 26.8 0.0 9.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 151,880 : : Positions : : 92,950 69,165 34,721 51,090 24,209 0 1,168 0 0 6,248 0 : : : : Changes from: June 19, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 45.5 22.9 33.6 15.9 0.0 0.8 0.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 26, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 9,057 : : Positions : : 3,902 5,803 1,737 0 2,900 184 0 215 0 40 98 : : : : Changes from: June 19, 2012 : : 52 85 26 0 -11 6 0 -1 0 -2 14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 64.1 19.2 0.0 32.0 2.0 0.0 2.4 0.0 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 29, 2012