Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 9,403 : : Positions : : 2,005 1,105 387 290 335 5 830 920 3,520 3,659 1,649 : : : : Changes from: July 17, 2012 : : 305 325 0 -60 30 -65 80 490 -16 40 417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.3 11.8 4.1 3.1 3.6 0.1 8.8 9.8 37.4 38.9 17.5 : : : : Number of Traders in Each Category Total Traders: 23 : : . . . . . . . 4 4 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 182,769 : : Positions : : 94,030 80,474 176 23,980 52,911 9,252 0 22,414 646 0 1,111 : : : : Changes from: July 17, 2012 : : 511 -581 0 1,083 -291 -80 0 -445 14 0 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 44.0 0.1 13.1 28.9 5.1 0.0 12.3 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 28 . 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 28,949 : : Positions : : 14,378 15,324 662 1,840 6,448 2,522 0 3,530 0 1,072 172 : : : : Changes from: July 17, 2012 : : -58 -81 -12 -176 -15 -164 0 2 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 52.9 2.3 6.4 22.3 8.7 0.0 12.2 0.0 3.7 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 8,586 : : Positions : : 6,341 3,803 0 2,156 117 0 1,108 52 293 0 8 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 44.3 0.0 25.1 1.4 0.0 12.9 0.6 3.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,245 : : Positions : : 5,337 9,799 1,133 138 1,606 0 603 704 3,676 0 0 : : : : Changes from: July 17, 2012 : : 31 29 19 0 -0 0 20 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 74.0 8.6 1.0 12.1 0.0 4.6 5.3 27.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 15 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 23,865 : : Positions : : 17,705 12,523 804 4,958 2,382 288 2,480 520 290 0 18 : : : : Changes from: July 17, 2012 : : 328 123 0 0 24 -120 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 52.5 3.4 20.8 10.0 1.2 10.4 2.2 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 8,877 : : Positions : : 4,552 5,607 518 0 994 1,134 0 176 0 0 0 : : : : Changes from: July 17, 2012 : : 240 -20 -140 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 63.2 5.8 0.0 11.2 12.8 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 12,486 : : Positions : : 6,156 6,336 84 1,368 1,472 0 2,390 156 3,562 0 24 : : : : Changes from: July 17, 2012 : : 120 -78 0 0 0 0 -120 0 -336 0 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 50.7 0.7 11.0 11.8 0.0 19.1 1.2 28.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,008 : : Positions : : 8,724 6,712 1,178 1,528 946 378 948 818 0 1,414 48 : : : : Changes from: July 17, 2012 : : 36 -102 0 0 0 0 30 -18 0 -108 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 51.6 9.1 11.7 7.3 2.9 7.3 6.3 0.0 10.9 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 58,910 : : Positions : : 53,496 47,752 2,530 8,274 2,884 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.1 4.3 14.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 967,623 : : Positions : : 869,631 797,650 46,031 118,012 51,961 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 82.4 4.8 12.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 27,041 : : Positions : : 26,831 12,269 210 14,772 0 0 0 0 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 45.4 0.8 54.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 101,445 : : Positions : : 59,026 99,110 41,657 1,636 465 0 0 0 42 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 97.7 41.1 1.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 25 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,404,138 : : Positions : : 836,585 1,372,311 542,914 11,108 20,719 0 0 0 3,920 0 0 : : : : Changes from: July 17, 2012 : : 3,384 3,384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 97.7 38.7 0.8 1.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 68,271 : : Positions : : 43,199 45,277 6,424 7,488 5,256 3,820 2,235 8,015 1,557 0 0 : : : : Changes from: July 17, 2012 : : 0 510 0 -510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 66.3 9.4 11.0 7.7 5.6 3.3 11.7 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,147,346 : : Positions : : 940,626 580,848 47,195 331,464 97,493 0 117,450 0 42,561 620 19,471 : : : : Changes from: July 17, 2012 : : 26,784 3,384 0 0 0 0 23,400 -23,400 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 50.6 4.1 28.9 8.5 0.0 10.2 0.0 3.7 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 51,608 : : Positions : : 42,695 39,064 5,230 4,460 3,556 0 2,289 0 0 1,708 0 : : : : Changes from: July 17, 2012 : : 0 1,530 1,530 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 75.7 10.1 8.6 6.9 0.0 4.4 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 24,651 : : Positions : : 17,314 11,599 5,335 5,012 1,675 0 6,165 200 0 0 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 47.1 21.6 20.3 6.8 0.0 25.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 44,186 : : Positions : : 26,839 34,382 12,088 2,054 2,015 1,270 5,735 0 1,401 0 0 : : : : Changes from: July 17, 2012 : : 0 766 0 0 0 0 0 0 766 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 77.8 27.4 4.6 4.6 2.9 13.0 0.0 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 15,817 : : Positions : : 10,310 10,213 2,072 2,343 1,921 0 0 0 381 868 218 : : : : Changes from: July 17, 2012 : : 510 -0 -509 1 508 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 64.6 13.1 14.8 12.1 0.0 0.0 0.0 2.4 5.5 1.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,771 : : Positions : : 9,397 7,959 1,897 2,331 1,138 0 0 0 212 1,067 0 : : : : Changes from: July 17, 2012 : : 510 0 0 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 62.3 14.9 18.3 8.9 0.0 0.0 0.0 1.7 8.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 868,392 : : Positions : : 767,917 609,667 53,775 151,840 23,300 0 80 23,400 0 60,105 0 : : : : Changes from: July 17, 2012 : : 0 28,080 28,080 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 70.2 6.2 17.5 2.7 0.0 0.0 2.7 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 993,244 : : Positions : : 574,524 689,249 302,119 122,220 58,680 23,850 111,095 12,000 22,071 0 0 : : : : Changes from: July 17, 2012 : : 0 3,555 -10,608 0 0 0 0 0 14,163 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 69.4 30.4 12.3 5.9 2.4 11.2 1.2 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 525,429 : : Positions : : 93,892 264,572 141,135 150,129 48,637 86,090 0 5,635 93,584 0 56,456 : : : : Changes from: July 17, 2012 : : 1,880 1,880 0 0 0 23,400 0 0 -23,400 0 9,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.9 50.4 26.9 28.6 9.3 16.4 0.0 1.1 17.8 0.0 10.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 140,744 : : Positions : : 87,190 62,253 31,280 49,185 22,274 0 784 0 0 6,248 0 : : : : Changes from: July 17, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 44.2 22.2 34.9 15.8 0.0 0.6 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 24, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 9,498 : : Positions : : 4,077 6,136 1,875 0 2,991 237 0 206 0 68 91 : : : : Changes from: July 17, 2012 : : 7 169 123 0 -36 55 0 -9 0 11 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 64.6 19.7 0.0 31.5 2.5 0.0 2.2 0.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 27, 2012