Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 7,039 : : Positions : : 5,210 4,808 88 945 375 900 0 0 0 75 75 : : : : Changes from: July 31, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 68.3 1.2 13.4 5.3 12.8 0.0 0.0 0.0 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 9,879 : : Positions : : 2,206 1,012 277 337 217 245 1,045 1,030 3,695 3,354 2,056 : : : : Changes from: July 31, 2012 : : 276 -58 -45 87 -63 0 125 130 111 -230 244 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 10.2 2.8 3.4 2.2 2.5 10.6 10.4 37.4 34.0 20.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 4 4 . . . . . 4 7 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 5,555 : : Positions : : 910 1,860 0 120 120 255 100 290 2,510 1,405 1,130 : : : : Changes from: July 31, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.4 33.5 0.0 2.2 2.2 4.6 1.8 5.2 45.2 25.3 20.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 0 . . . . . 4 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 162,558 : : Positions : : 83,905 67,892 132 22,154 47,835 5,007 0 22,302 851 22 890 : : : : Changes from: July 31, 2012 : : 792 650 0 -408 380 -352 0 792 0 -8 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 41.8 0.1 13.6 29.4 3.1 0.0 13.7 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 27 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 27,662 : : Positions : : 13,415 15,003 654 2,179 5,999 3,035 0 3,119 0 670 192 : : : : Changes from: July 31, 2012 : : -807 -330 31 349 -237 474 0 -258 0 -384 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.5 54.2 2.4 7.9 21.7 11.0 0.0 11.3 0.0 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 8,483 : : Positions : : 6,407 3,825 0 2,004 117 0 1,120 28 264 0 8 : : : : Changes from: July 31, 2012 : : 96 -18 0 0 0 0 90 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 45.1 0.0 23.6 1.4 0.0 13.2 0.3 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 13,520 : : Positions : : 5,615 10,693 1,072 64 1,528 254 244 724 3,564 0 0 : : : : Changes from: July 31, 2012 : : -1 321 0 0 0 254 -68 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 79.1 7.9 0.5 11.3 1.9 1.8 5.4 26.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 16 5 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 22,964 : : Positions : : 15,942 13,388 662 3,260 2,998 268 1,880 520 284 0 18 : : : : Changes from: July 31, 2012 : : -1,223 117 -142 -870 20 -20 -200 0 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 58.3 2.9 14.2 13.1 1.2 8.2 2.3 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 19 . 5 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 8,691 : : Positions : : 4,449 5,574 448 0 994 1,194 0 116 0 0 0 : : : : Changes from: July 31, 2012 : : -143 -73 -70 0 0 60 0 -60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 64.1 5.2 0.0 11.4 13.7 0.0 1.3 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 August 7, 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 11,899 : : Positions : : 5,761 6,107 50 1,090 1,472 0 2,406 130 3,480 0 24 : : : : Changes from: July 31, 2012 : : -390 -232 -34 -278 0 0 16 -26 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 51.3 0.4 9.2 12.4 0.0 20.2 1.1 29.2 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 August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,292 : : Positions : : 8,221 6,616 1,267 1,245 857 298 954 812 0 1,396 0 : : : : Changes from: July 31, 2012 : : -593 -384 89 -43 -89 -80 6 -6 0 -60 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 53.8 10.3 10.1 7.0 2.4 7.8 6.6 0.0 11.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . 4 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 55,635 : : Positions : : 50,473 45,066 2,299 7,706 2,863 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -3,087 -2,709 -211 -589 -41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 81.0 4.1 13.9 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 924,039 : : Positions : : 829,719 763,866 44,512 110,365 49,808 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -42,432 -35,904 -1,119 -7,647 -2,553 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 82.7 4.8 11.9 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 25,151 : : Positions : : 24,941 11,072 210 14,079 0 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -1,890 -1,197 0 -693 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 44.0 0.8 56.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 93,717 : : Positions : : 54,595 91,613 38,402 1,426 465 0 0 0 0 0 0 : : : : Changes from: July 31, 2012 : : -4,431 -7,497 -3,255 -210 0 0 0 0 -42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.8 41.0 1.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 24 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,286,634 : : Positions : : 784,361 1,256,439 479,674 9,476 20,719 0 0 0 1,880 0 0 : : : : Changes from: July 31, 2012 : : -52,224 -115,872 -63,240 -1,632 0 0 0 0 -2,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 97.7 37.3 0.7 1.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 66,043 : : Positions : : 40,815 44,189 7,783 7,383 5,046 1,720 135 9,290 1,389 0 0 : : : : Changes from: July 31, 2012 : : -2,499 -1,203 84 -105 -210 -825 -2,100 0 -168 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 66.9 11.8 11.2 7.6 2.6 0.2 14.1 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 1,149,646 : : Positions : : 949,454 607,628 45,971 314,736 96,269 0 113,370 0 40,309 0 17,643 : : : : Changes from: July 31, 2012 : : 8,828 26,780 -1,224 -16,728 -1,224 0 -4,080 0 -2,252 -620 -1,828 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 52.9 4.0 27.4 8.4 0.0 9.9 0.0 3.5 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 17 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 50,185 : : Positions : : 38,957 38,459 8,090 4,250 3,032 0 2,268 0 0 1,666 0 : : : : Changes from: July 31, 2012 : : -3,738 -810 2,655 -210 -483 0 -21 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.6 16.1 8.5 6.0 0.0 4.5 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 22,352 : : Positions : : 15,141 10,696 5,555 4,361 1,350 0 5,745 200 0 0 0 : : : : Changes from: July 31, 2012 : : -1,953 -903 0 -651 -105 0 -420 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 47.9 24.9 19.5 6.0 0.0 25.7 0.9 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 August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 40,049 : : Positions : : 23,668 31,064 10,354 1,340 2,015 1,060 5,630 0 2,400 0 0 : : : : Changes from: July 31, 2012 : : -1,896 -3,402 -714 -714 0 -210 1,170 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 77.6 25.9 3.3 5.0 2.6 14.1 0.0 6.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 14 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 26,978 : : Positions : : 7,521 15,884 4,681 7,077 2,747 4,140 0 0 6,619 0 1,270 : : : : Changes from: July 31, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.9 58.9 17.4 26.2 10.2 15.3 0.0 0.0 24.5 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 15,873 : : Positions : : 10,716 10,534 1,891 2,121 1,805 0 0 0 318 1,182 19 : : : : Changes from: July 31, 2012 : : -568 -652 -183 -224 -112 0 0 0 -63 314 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 66.4 11.9 13.4 11.4 0.0 0.0 0.0 2.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 12,503 : : Positions : : 8,914 8,070 2,407 2,352 906 0 0 0 170 920 0 : : : : Changes from: July 31, 2012 : : -483 111 510 21 -232 0 0 0 -42 -147 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 64.5 19.3 18.8 7.2 0.0 0.0 0.0 1.4 7.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 838,892 : : Positions : : 688,381 605,864 105,028 134,296 22,083 0 80 23,400 0 53,169 0 : : : : Changes from: July 31, 2012 : : -79,536 -7,848 47,208 -17,544 -408 0 0 0 0 -6,936 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.2 12.5 16.0 2.6 0.0 0.0 2.8 0.0 6.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 960,148 : : Positions : : 554,940 663,294 274,807 117,324 52,560 19,770 119,050 7,920 50,151 0 0 : : : : Changes from: July 31, 2012 : : -19,584 -25,955 -17,952 -4,896 -6,120 -4,080 7,955 -4,080 18,720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 69.1 28.6 12.2 5.5 2.1 12.4 0.8 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 522,701 : : Positions : : 107,420 288,364 128,895 100,289 71,957 77,930 0 5,635 74,408 0 56,456 : : : : Changes from: July 31, 2012 : : 13,528 23,792 -12,240 -49,840 23,320 -8,160 0 0 -19,176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.6 55.2 24.7 19.2 13.8 14.9 0.0 1.1 14.2 0.0 10.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 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 128,096 : : Positions : : 80,254 54,909 29,240 48,777 18,602 0 376 0 0 5,432 0 : : : : Changes from: July 31, 2012 : : -6,936 -7,344 -2,040 -408 -3,672 0 -408 0 0 -816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 42.9 22.8 38.1 14.5 0.0 0.3 0.0 0.0 4.2 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 August 7, 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 9,314 : : Positions : : 4,136 6,014 1,675 0 2,965 267 0 177 0 80 74 : : : : Changes from: July 31, 2012 : : 34 6 -62 0 -88 19 0 -18 0 -15 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.4 64.6 18.0 0.0 31.8 2.9 0.0 1.9 0.0 0.9 0.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 10, 2012