PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 162,815: 85,349 108,015 11,932 18,611 15,639 18,335 1,424 15,821 11,156 19 3,198: 1,385 88
Old : 162,815: 85,349 108,015 11,932 18,611 15,639 18,335 1,424 15,821 11,156 19 3,198: 1,385 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 1,850: 1,409 1,799 -1,148 227 963 -173 165 -737 1,491 -67 -356: 401 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 66.3 7.3 11.4 9.6 11.3 0.9 9.7 6.9 0.0 2.0: 0.9 0.1
Old : 100.0: 52.4 66.3 7.3 11.4 9.6 11.3 0.9 9.7 6.9 0.0 2.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 42 39 6 9 10 6 . 5 7 . 7:
Old : 77: 42 39 6 9 10 6 . 5 7 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 43.9 47.0 64.4 22.0 41.4 34.1 50.9
Old : 28.8 43.9 47.0 64.4 22.0 41.4 34.1 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 66,325: 55,693 40,743 2,758 16,710 5,491 200 1,172 1,286 133 159 432: 332 332
Old : 66,325: 55,693 40,743 2,758 16,710 5,491 200 1,172 1,286 133 159 432: 332 332
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,526: -961 -3,386 -864 875 -365 -401 71 -2 -55 154 -102: 224 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 61.4 4.2 25.2 8.3 0.3 1.8 1.9 0.2 0.2 0.7: 0.5 0.5
Old : 100.0: 84.0 61.4 4.2 25.2 8.3 0.3 1.8 1.9 0.2 0.2 0.7: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 22 . . 5 . . . . . .:
Old : 40: 24 22 . . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 55.5 76.1 72.9 46.4 40.8 57.4 52.5
Old : 51.5 55.5 76.1 72.9 46.4 40.8 57.4 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 588,652: 476,079 369,244 8,616 122,648 92,021 0 652 1,576 8,153 304 631: 1,576 1,576
Old : 588,652: 476,079 369,244 8,616 122,648 92,021 0 652 1,576 8,153 304 631: 1,576 1,576
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -21,241: -27,225 -13,960 984 -12,152 5,608 0 -2,609 296 -2,472 8 -8: 1,576 1,576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 62.7 1.5 20.8 15.6 0.0 0.1 0.3 1.4 0.1 0.1: 0.3 0.3
Old : 100.0: 80.9 62.7 1.5 20.8 15.6 0.0 0.1 0.3 1.4 0.1 0.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 23 . 4 4 0 . . 4 . .:
Old : 38: 23 23 . 4 4 0 . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 55.8 76.5 80.7 45.8 44.3 55.7 57.2
Old : 54.1 55.8 76.5 80.7 45.8 44.3 55.7 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,633,037: 1,015,645 1,254,453 254,204 97,540 166,039 100,333 0 79,613 2,852 21,065 13,844: 507 483
Old : 1,633,037: 1,015,645 1,254,453 254,204 97,540 166,039 100,333 0 79,613 2,852 21,065 13,844: 507 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 26,098: 42,096 19,043 -22,560 0 6,992 634 0 -391 0 -1 0: -673 455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 76.8 15.6 6.0 10.2 6.1 0.0 4.9 0.2 1.3 0.8: 0.0 0.0
Old : 100.0: 62.2 76.8 15.6 6.0 10.2 6.1 0.0 4.9 0.2 1.3 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 36 31 6 . 9 6 0 5 . 4 .:
Old : 61: 36 31 6 . 9 6 0 5 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 50.4 57.4 70.7 23.5 44.5 38.8 53.5
Old : 39.1 50.4 57.4 70.7 23.5 44.5 38.8 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 121,000: 83,139 81,029 8,521 11,295 24,504 1,231 355 2,812 29 238 613: 151 154
Old : 121,000: 83,139 81,029 8,521 11,295 24,504 1,231 355 2,812 29 238 613: 151 154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 530: 946 1,066 588 604 -922 -85 76 154 -40 238 -11: -100 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 67.0 7.0 9.3 20.3 1.0 0.3 2.3 0.0 0.2 0.5: 0.1 0.1
Old : 100.0: 68.7 67.0 7.0 9.3 20.3 1.0 0.3 2.3 0.0 0.2 0.5: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 25 28 5 4 7 . . . . . .:
Old : 47: 25 28 5 4 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 40.4 68.2 63.9 36.6 28.3 43.0 38.2
Old : 51.1 40.4 68.2 63.9 36.6 28.3 43.0 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 588,156: 433,736 391,953 94,037 130,558 58,135 0 3,984 1,280 0 1,278 968: 0 0
Old : 588,156: 433,736 391,953 94,037 130,558 58,135 0 3,984 1,280 0 1,278 968: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 13,472: 7,357 5,781 -2,856 0 7,691 0 -1,280 1,280 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 66.6 16.0 22.2 9.9 0.0 0.7 0.2 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 73.7 66.6 16.0 22.2 9.9 0.0 0.7 0.2 0.0 0.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 . . 4 0 . . 0 . .:
Old : 32: 20 18 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 57.2 87.7 79.0 41.3 42.2 58.7 53.1
Old : 63.0 57.2 87.7 79.0 41.3 42.2 58.7 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 72,738: 36,126 41,205 2,346 22,157 4,387 25,980 80 1,424 250 2,160 210: 2,015 1,115
Old : 72,738: 36,126 41,205 2,346 22,157 4,387 25,980 80 1,424 250 2,160 210: 2,015 1,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,012: -153 -1,107 24 -174 -1,337 -910 -80 -500 -430 0 148: 146 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 56.6 3.2 30.5 6.0 35.7 0.1 2.0 0.3 3.0 0.3: 2.8 1.5
Old : 100.0: 49.7 56.6 3.2 30.5 6.0 35.7 0.1 2.0 0.3 3.0 0.3: 2.8 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 16 . 6 7 . . . . . .:
Old : 39: 21 16 . 6 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 62.6 74.4 80.8 51.9 52.8 65.2 70.4
Old : 54.2 62.6 74.4 80.8 51.9 52.8 65.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 16,225: 10,215 11,183 1,568 808 1,240 340 272 1,602 0 468 44: 1,216 608
Old : 16,225: 10,215 11,183 1,568 808 1,240 340 272 1,602 0 468 44: 1,216 608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -710: -598 -389 -11 -440 132 0 -22 -10 0 -108 -6: -217 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 68.9 9.7 5.0 7.6 2.1 1.7 9.9 0.0 2.9 0.3: 7.5 3.7
Old : 100.0: 63.0 68.9 9.7 5.0 7.6 2.1 1.7 9.9 0.0 2.9 0.3: 7.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 16 . . 4 . . . 0 . .:
Old : 30: 14 16 . . 4 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 47.3 73.0 63.9 48.3 39.8 58.1 52.7
Old : 50.7 47.3 73.0 63.9 48.3 39.8 58.1 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 12,980: 5,840 8,210 1,464 1,612 1,364 0 1,374 204 3,234 0 0: 874 216
Old : 12,980: 5,840 8,210 1,464 1,612 1,364 0 1,374 204 3,234 0 0: 874 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -361: -614 -302 450 9 -89 0 -56 40 -120 0 0: -28 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 63.3 11.3 12.4 10.5 0.0 10.6 1.6 24.9 0.0 0.0: 6.7 1.7
Old : 100.0: 45.0 63.3 11.3 12.4 10.5 0.0 10.6 1.6 24.9 0.0 0.0: 6.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 10 13 . . . 0 . . . 0 0:
Old : 24: 10 13 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 41.2 76.4 64.9 48.3 29.2 57.8 49.4
Old : 55.3 41.2 76.4 64.9 48.3 29.2 57.8 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 27,739: 18,189 12,164 2,344 8,188 2,886 548 2,450 260 1,202 0 30: 2,280 1,761
Old : 27,739: 18,189 12,164 2,344 8,188 2,886 548 2,450 260 1,202 0 30: 2,280 1,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,007: -433 -1,040 -542 139 38 -20 -10 0 116 0 -112: -54 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 43.9 8.5 29.5 10.4 2.0 8.8 0.9 4.3 0.0 0.1: 8.2 6.3
Old : 100.0: 65.6 43.9 8.5 29.5 10.4 2.0 8.8 0.9 4.3 0.0 0.1: 8.2 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 15 . 4 7 . . . . 0 .:
Old : 28: 17 15 . 4 7 . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 51.7 58.9 75.0 22.9 44.5 36.8 54.7
Old : 39.1 51.7 58.9 75.0 22.9 44.5 36.8 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 11,325: 3,702 7,421 708 1,606 156 4,890 0 550 0 0 0: 1,319 1,592
Old : 11,325: 3,702 7,421 708 1,606 156 4,890 0 550 0 0 0: 1,319 1,592
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: 226: -385 540 492 -194 -178 20 0 -20 0 0 0: 297 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 65.5 6.3 14.2 1.4 43.2 0.0 4.9 0.0 0.0 0.0: 11.6 14.1
Old : 100.0: 32.7 65.5 6.3 14.2 1.4 43.2 0.0 4.9 0.0 0.0 0.0: 11.6 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 14 . . . . 0 . 0 0 0:
Old : 21: 13 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 46.0 77.1 66.2 57.9 41.7 67.2 59.2
Old : 61.1 46.0 77.1 66.2 57.9 41.7 67.2 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,196: 8,894 5,990 816 1,882 876 0 1,746 400 0 606 0: 1,210 696
Old : 12,196: 8,894 5,990 816 1,882 876 0 1,746 400 0 606 0: 1,210 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -766: -696 -672 -12 191 -18 0 150 -150 0 24 -24: 134 -267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 49.1 6.7 15.4 7.2 0.0 14.3 3.3 0.0 5.0 0.0: 9.9 5.7
Old : 100.0: 72.9 49.1 6.7 15.4 7.2 0.0 14.3 3.3 0.0 5.0 0.0: 9.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 11 . 4 . 0 . . 0 . 0:
Old : 24: 15 11 . 4 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 40.0 72.6 66.4 47.1 26.9 59.4 47.9
Old : 52.5 40.0 72.6 66.4 47.1 26.9 59.4 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 67,015: 61,552 55,817 2,830 8,565 2,633 0 0 0 0 0 0: 0 0
Old : 67,015: 61,552 55,817 2,830 8,565 2,633 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,014: -1,931 -1,573 -62 -441 0 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 83.3 4.2 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.8 83.3 4.2 12.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 0 0 0 0 0:
Old : 26: 15 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 82.3 83.4 97.5 68.2 78.2 83.4 92.0
Old : 68.2 82.3 83.4 97.5 68.2 78.2 83.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,048,143: 953,311 856,124 42,168 139,355 52,664 0 0 0 0 0 0: 0 0
Old : 1,048,143: 953,311 856,124 42,168 139,355 52,664 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -36,457: -35,641 -24,545 -816 -11,912 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 81.7 4.0 13.3 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.0 81.7 4.0 13.3 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 . . . 0 0 0 0 0 0:
Old : 25: 14 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 84.5 88.9 95.2 68.6 80.0 84.6 88.1
Old : 70.6 84.5 88.9 95.2 68.6 80.0 84.6 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 32,190: 22,105 20,252 8,560 10,413 1,525 0 0 0 0 0 0: 0 0
Old : 32,190: 22,105 20,252 8,560 10,413 1,525 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -3,717: -1,638 -2,373 -1,680 -945 -399 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 62.9 26.6 32.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 62.9 26.6 32.3 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 10 . . . 0 0 0 0 0 0:
Old : 23: 11 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 75.8 88.2 94.9 60.6 75.3 83.8 89.9
Old : 60.6 75.8 88.2 94.9 60.6 75.3 83.8 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 587,265: 403,440 369,665 154,800 188,575 29,025 0 0 0 0 0 0: 0 0
Old : 587,265: 403,440 369,665 154,800 188,575 29,025 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -72,216: -35,496 -46,104 -32,640 -22,032 -4,080 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 62.9 26.4 32.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.7 62.9 26.4 32.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . . 0 0 0 0 0 0:
Old : 21: 10 8 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 76.5 90.3 98.0 59.2 76.5 84.8 90.4
Old : 59.2 76.5 90.3 98.0 59.2 76.5 84.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 114,957: 66,691 100,286 46,868 13,528 1,143 0 0 0 0 0 0: 255 0
Old : 114,957: 66,691 100,286 46,868 13,528 1,143 0 0 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -8,505: -5,082 -6,027 -3,003 -2,163 -315 0 0 0 -105 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 87.2 40.8 11.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 58.0 87.2 40.8 11.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 12 22 4 . . 0 0 0 0 0 0:
Old : 36: 12 22 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 39.0 85.7 60.9 60.4 39.0 80.5 60.7
Old : 61.3 39.0 85.7 60.9 60.4 39.0 80.5 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 1,827,134: 979,504 1,587,425 824,410 216,489 23,220 0 0 0 0 0 0: 0 0
Old : 1,827,134: 979,504 1,587,425 824,410 216,489 23,220 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -165,528: -99,144 -119,424 -57,408 -41,208 -4,896 0 0 0 -4,080 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 86.9 45.1 11.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.6 86.9 45.1 11.8 1.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 10 20 4 4 . 0 0 0 0 0 0:
Old : 36: 10 20 4 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 46.7 88.2 70.6 63.1 46.7 84.1 70.6
Old : 66.1 46.7 88.2 70.6 63.1 46.7 84.1 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 60,118: 37,773 38,492 5,977 5,820 3,081 3,825 4,135 7,800 1,275 148 387: 0 255
Old : 60,118: 37,773 38,492 5,977 5,820 3,081 3,825 4,135 7,800 1,275 148 387: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,583: -1,806 -1,704 -777 -567 0 336 -210 -336 0 -21 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 64.0 9.9 9.7 5.1 6.4 6.9 13.0 2.1 0.2 0.6: 0.0 0.4
Old : 100.0: 62.8 64.0 9.9 9.7 5.1 6.4 6.9 13.0 2.1 0.2 0.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 13 4 . 5 . . . . . .:
Old : 35: 17 13 4 . 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 49.6 62.7 78.3 34.0 43.1 54.0 63.3
Old : 41.6 49.6 62.7 78.3 34.0 43.1 54.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,158,190: 889,531 475,892 39,531 437,647 144,891 14,112 37,365 23,400 23,400 15,670 23,325: 0 0
Old : 1,158,190: 889,531 475,892 39,531 437,647 144,891 14,112 37,365 23,400 23,400 15,670 23,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -64,464: -44,064 -49,368 -4,896 6,528 -15,504 0 0 0 0 -6,120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 41.1 3.4 37.8 12.5 1.2 3.2 2.0 2.0 1.4 2.0: 0.0 0.0
Old : 100.0: 76.8 41.1 3.4 37.8 12.5 1.2 3.2 2.0 2.0 1.4 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 14 . 5 5 . . . . . .:
Old : 37: 22 14 . 5 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 54.3 58.0 74.9 38.4 47.6 54.4 61.8
Old : 39.2 54.3 58.0 74.9 38.4 47.6 54.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,176: 45,353 34,976 1,785 11,350 1,910 0 381 0 0 304 0: 128 255
Old : 49,176: 45,353 34,976 1,785 11,350 1,910 0 381 0 0 304 0: 128 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -2,478: -2,228 -2,058 -105 -63 -252 0 0 0 0 -105 0: 107 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 71.1 3.6 23.1 3.9 0.0 0.8 0.0 0.0 0.6 0.0: 0.3 0.5
Old : 100.0: 92.2 71.1 3.6 23.1 3.9 0.0 0.8 0.0 0.0 0.6 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . 0 . 0 0 . 0:
Old : 25: 13 9 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 70.5 82.7 88.2 58.6 63.0 75.1 80.6
Old : 61.7 70.5 82.7 88.2 58.6 63.0 75.1 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,508: 32,070 43,588 19,168 7,650 126 2,550 2,550 0 0 0 0: 594 594
Old : 54,508: 32,070 43,588 19,168 7,650 126 2,550 2,550 0 0 0 0: 594 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,596: -1,875 -4,656 84 2,550 -84 0 210 -210 0 0 0: 489 594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 80.0 35.2 14.0 0.2 4.7 4.7 0.0 0.0 0.0 0.0: 1.1 1.1
Old : 100.0: 58.8 80.0 35.2 14.0 0.2 4.7 4.7 0.0 0.0 0.0 0.0: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 12 . . . . . 0 0 0 0:
Old : 26: 11 12 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Old : 75.3 54.7 92.6 73.4 55.2 40.1 66.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 40,885: 9,655 20,730 9,690 17,595 0 1,265 0 2,560 17,460 0 0: 255 0
Old : 40,885: 9,655 20,730 9,690 17,595 0 1,265 0 2,560 17,460 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,323: -1,281 -672 399 0 -441 0 0 0 210 0 -210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 50.7 23.7 43.0 0.0 3.1 0.0 6.3 42.7 0.0 0.0: 0.6 0.0
Old : 100.0: 23.6 50.7 23.7 43.0 0.0 3.1 0.0 6.3 42.7 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 10 . . 0 . 0 . . 0 0:
Old : 20: 7 10 . . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 82.3 97.6 94.8 77.7 79.3 88.2 88.7
Old : 82.0 82.3 97.6 94.8 77.7 79.3 88.2 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 15,739: 9,433 10,582 3,245 3,284 1,530 0 0 0 765 88 0: 766 255
Old : 15,739: 9,433 10,582 3,245 3,284 1,530 0 0 0 765 88 0: 766 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -1,974: -1,533 -186 -399 -588 0 0 -1,179 -21 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 67.2 20.6 20.9 9.7 0.0 0.0 0.0 4.9 0.6 0.0: 4.9 1.6
Old : 100.0: 59.9 67.2 20.6 20.9 9.7 0.0 0.0 0.0 4.9 0.6 0.0: 4.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 10 . . . 0 0 0 . . 0:
Old : 23: 9 10 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 57.0 78.9 81.4 48.3 57.0 69.2 78.1
Old : 58.0 57.0 78.9 81.4 48.3 57.0 69.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 862,506: 813,511 534,887 0 260,989 25,595 23,400 0 0 0 41,035 0: 0 0
Old : 862,506: 813,511 534,887 0 260,989 25,595 23,400 0 0 0 41,035 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -58,752: -44,064 -50,184 0 6,936 -13,464 0 -2,040 0 0 1,224 -1,224: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 62.0 0.0 30.3 3.0 2.7 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Old : 100.0: 94.3 62.0 0.0 30.3 3.0 2.7 0.0 0.0 0.0 4.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 12 0 4 . . 0 0 0 . 0:
Old : 26: 16 12 0 4 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 73.6 81.2 91.4 49.7 60.3 63.3 72.4
Old : 62.1 73.6 81.2 91.4 49.7 60.3 63.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, January 3, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 947,668: 424,637 752,356 380,496 148,512 46,800 95,735 0 0 0 0 0: 0 0
Old : 947,668: 424,637 752,356 380,496 148,512 46,800 95,735 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2011 :
: -29,784: -24,888 -24,888 -2,856 -2,856 -2,040 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 79.4 40.2 15.7 4.9 10.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 44.8 79.4 40.2 15.7 4.9 10.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 12 . . . . 0 0 0 0 0:
Old : 21: 9 12 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 78.6 93.5 93.4 61.6 62.3 73.7 74.3
Old : 74.0 78.6 93.5 93.4 61.6 62.3 73.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2012