Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 7,084 : : Positions : : 4,730 4,559 44 885 450 1,020 0 0 0 120 75 : : : : Changes from: August 14, 2012 : : -480 -249 -44 -60 75 120 0 0 0 45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 64.4 0.6 12.5 6.4 14.4 0.0 0.0 0.0 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 13,896 : : Positions : : 3,032 1,705 697 447 353 0 1,215 1,945 4,728 5,633 1,881 : : : : Changes from: August 14, 2012 : : -198 214 110 30 -95 0 -100 425 -118 202 -370 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 12.3 5.0 3.2 2.5 0.0 8.7 14.0 34.0 40.5 13.5 : : : : Number of Traders in Each Category Total Traders: 27 : : . . . . . 0 4 4 5 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 6,125 : : Positions : : 1,300 1,910 0 45 150 255 375 290 2,625 1,745 1,080 : : : : Changes from: August 14, 2012 : : 205 35 0 -135 30 -40 330 -105 10 55 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.2 31.2 0.0 0.7 2.4 4.2 6.1 4.7 42.9 28.5 17.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 4 0 . . . . . . 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 166,281 : : Positions : : 85,326 69,849 132 22,028 48,902 5,541 0 23,037 851 71 837 : : : : Changes from: August 14, 2012 : : 757 941 0 -73 1,306 161 0 358 -1 14 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 42.0 0.1 13.2 29.4 3.3 0.0 13.9 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 21, 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 26,980 : : Positions : : 13,552 14,454 693 2,521 5,623 2,605 0 3,072 0 618 192 : : : : Changes from: August 14, 2012 : : 155 -669 43 315 -388 -439 0 -47 0 108 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 53.6 2.6 9.3 20.8 9.7 0.0 11.4 0.0 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 8,517 : : Positions : : 6,477 3,811 0 2,004 117 0 1,180 28 264 0 8 : : : : Changes from: August 14, 2012 : : 70 -14 0 0 0 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 44.7 0.0 23.5 1.4 0.0 13.9 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 21, 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 13,250 : : Positions : : 5,614 10,454 1,072 64 1,528 284 243 695 3,294 0 0 : : : : Changes from: August 14, 2012 : : -0 -240 0 0 0 30 -0 -30 -270 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 78.9 8.1 0.5 11.5 2.1 1.8 5.2 24.9 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 21, 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 23,064 : : Positions : : 16,062 13,416 662 3,352 2,978 268 1,880 520 284 0 18 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 58.2 2.9 14.5 12.9 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 21, 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 8,759 : : Positions : : 4,517 5,602 304 0 1,138 1,194 0 116 0 0 0 : : : : Changes from: August 14, 2012 : : -52 52 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 64.0 3.5 0.0 13.0 13.6 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 12,019 : : Positions : : 5,761 6,107 50 1,090 1,472 0 2,406 130 3,230 0 24 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 -240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 50.8 0.4 9.1 12.2 0.0 20.0 1.1 26.9 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 21, 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 12,586 : : Positions : : 8,339 6,768 1,267 1,245 857 298 874 840 0 1,714 0 : : : : Changes from: August 14, 2012 : : 98 24 0 0 0 0 0 0 0 198 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 53.8 10.1 9.9 6.8 2.4 6.9 6.7 0.0 13.6 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 21, 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 56,319 : : Positions : : 50,742 45,665 2,714 7,791 2,863 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 128 108 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 81.1 4.8 13.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 933,563 : : Positions : : 831,238 772,591 52,517 111,164 49,808 0 0 0 0 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.8 5.6 11.9 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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: August 14, 2012 : : 0 0 0 0 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 21, 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: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 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 21, 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: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 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 21, 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 41,639 7,783 9,933 5,046 1,720 135 9,290 1,389 0 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 63.0 11.8 15.0 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 21, 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 1,242,830 : : Positions : :1,042,638 609,292 45,971 408,336 96,269 0 111,290 0 40,309 0 17,643 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 49.0 3.7 32.9 7.7 0.0 9.0 0.0 3.2 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 18 . 5 6 0 . 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 23,332 : : Positions : : 16,321 11,876 5,755 4,361 1,150 0 5,945 0 0 0 0 : : : : Changes from: August 14, 2012 : : 1,180 1,180 200 0 -200 0 200 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 50.9 24.7 18.7 4.9 0.0 25.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 40,773 : : Positions : : 26,792 31,788 10,354 1,340 2,015 1,060 5,630 0 0 0 0 : : : : Changes from: August 14, 2012 : : 724 724 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 78.0 25.4 3.3 4.9 2.6 13.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 15 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 26,748 : : Positions : : 6,756 16,394 4,681 7,077 2,747 4,140 0 0 7,894 0 530 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.3 61.3 17.5 26.5 10.3 15.5 0.0 0.0 29.5 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 12 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 15,871 : : Positions : : 10,715 10,022 2,121 2,632 1,804 0 0 0 318 1,182 19 : : : : Changes from: August 14, 2012 : : -1 -2 0 1 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 63.1 13.4 16.6 11.4 0.0 0.0 0.0 2.0 7.4 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 12,758 : : Positions : : 9,169 8,325 2,407 2,352 906 0 0 0 170 920 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 65.3 18.9 18.4 7.1 0.0 0.0 0.0 1.3 7.2 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 21, 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 841,900 : : Positions : : 691,389 608,944 105,028 134,296 22,083 0 80 23,400 0 53,097 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 72.3 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 21, 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 978,868 : : Positions : : 623,811 682,014 274,807 117,324 52,560 19,770 119,050 7,920 0 0 0 : : : : Changes from: August 14, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 69.7 28.1 12.0 5.4 2.0 12.2 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 548,181 : : Positions : : 132,900 288,364 128,895 100,289 71,957 75,850 0 7,715 51,008 0 79,856 : : : : Changes from: August 14, 2012 : : 23,400 0 0 0 0 0 0 0 -23,400 0 23,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 52.6 23.5 18.3 13.1 13.8 0.0 1.4 9.3 0.0 14.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 21, 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 137,456 : : Positions : : 89,614 54,909 29,240 58,137 18,602 0 376 0 0 5,432 0 : : : : Changes from: August 14, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 39.9 21.3 42.3 13.5 0.0 0.3 0.0 0.0 4.0 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 21, 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 9,305 : : Positions : : 3,991 6,016 1,805 0 2,965 253 0 184 0 51 87 : : : : Changes from: August 14, 2012 : : -73 -1 62 0 -5 -5 0 1 0 -15 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.9 64.7 19.4 0.0 31.9 2.7 0.0 2.0 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated August 24, 2012