Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 7,223 : : Positions : : 1,445 695 267 340 190 15 495 385 3,351 3,444 1,067 : : : : Changes from: June 26, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 9.6 3.7 4.7 2.6 0.2 6.9 5.3 46.4 47.7 14.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . . . . . 4 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 181,967 : : Positions : : 93,339 79,380 224 24,957 51,894 9,736 0 22,970 636 0 954 : : : : Changes from: June 26, 2012 : : -6,383 -10,362 -228 2,424 -6,363 -1,440 -140 -996 26 0 -565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 43.6 0.1 13.7 28.5 5.4 0.0 12.6 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 27 . 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 29,627 : : Positions : : 14,553 15,386 551 2,153 6,610 2,855 0 3,558 0 1,054 172 : : : : Changes from: June 26, 2012 : : -727 -656 -117 20 -258 62 0 -248 0 70 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 51.9 1.9 7.3 22.3 9.6 0.0 12.0 0.0 3.6 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 13,289 : : Positions : : 4,823 9,745 1,070 114 1,636 0 785 734 4,012 0 0 : : : : Changes from: June 26, 2012 : : -241 -49 -63 -162 64 0 -178 172 -118 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 73.3 8.1 0.9 12.3 0.0 5.9 5.5 30.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 23,434 : : Positions : : 17,432 12,212 804 4,958 2,358 408 2,480 400 290 0 18 : : : : Changes from: June 26, 2012 : : -1,197 -552 -242 -854 0 -30 -200 0 -10 0 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 52.1 3.4 21.2 10.1 1.7 10.6 1.7 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 8,635 : : Positions : : 4,332 5,593 538 0 1,030 1,128 0 176 0 0 0 : : : : Changes from: June 26, 2012 : : -255 -247 -10 0 -79 -22 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 64.8 6.2 0.0 11.9 13.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 12,620 : : Positions : : 5,796 6,300 84 1,368 1,432 0 2,624 156 4,138 0 0 : : : : Changes from: June 26, 2012 : : -420 -158 -34 -278 0 0 68 20 58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.9 49.9 0.7 10.8 11.3 0.0 20.8 1.2 32.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,156 : : Positions : : 8,738 6,632 1,178 1,528 946 378 918 836 0 1,414 48 : : : : Changes from: June 26, 2012 : : -873 -392 59 -53 -59 100 6 -106 0 -114 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 50.4 9.0 11.6 7.2 2.9 7.0 6.4 0.0 10.7 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 58,624 : : Positions : : 53,210 47,528 2,570 8,252 2,844 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -3,169 -2,602 -42 -609 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.1 4.4 14.1 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 966,448 : : Positions : : 868,456 796,475 46,031 118,012 51,961 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -36,449 -27,625 -776 -9,600 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 82.4 4.8 12.2 5.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 27,041 : : Positions : : 26,831 12,269 210 14,772 0 0 0 0 0 0 0 : : : : Changes from: June 26, 2012 : : -1,113 -483 0 -630 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 45.4 0.8 54.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 101,190 : : Positions : : 59,026 98,515 41,402 1,976 465 0 0 0 42 0 0 : : : : Changes from: June 26, 2012 : : -3,528 -6,552 -3,297 -210 0 0 0 0 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 97.4 40.9 2.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 25 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,396,074 : : Positions : : 833,201 1,358,171 538,234 17,184 20,719 0 0 0 3,920 0 0 : : : : Changes from: June 26, 2012 : : -47,616 -98,608 -56,448 -1,536 0 0 0 0 3,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 97.3 38.6 1.2 1.5 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 13 21 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 64,136 : : Positions : : 39,279 40,417 6,424 7,998 5,256 3,820 2,665 7,800 1,557 0 0 : : : : Changes from: June 26, 2012 : : -1,869 -1,785 84 -105 -210 -210 -210 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 63.0 10.0 12.5 8.2 6.0 4.2 12.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 15 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 1,138,181 : : Positions : : 905,358 577,464 47,195 331,464 97,493 0 94,050 23,400 50,425 0 14,310 : : : : Changes from: June 26, 2012 : : -42,544 -29,568 -1,152 -17,664 -1,152 0 -3,840 0 -7,376 0 -2,304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 50.7 4.1 29.1 8.6 0.0 8.3 2.1 4.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 49,848 : : Positions : : 42,465 37,534 3,700 4,460 3,556 0 2,289 0 0 1,478 0 : : : : Changes from: June 26, 2012 : : -3,024 -2,268 105 -630 -105 0 -21 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 75.3 7.4 8.9 7.1 0.0 4.6 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 24,651 : : Positions : : 17,314 11,599 5,335 5,012 1,675 0 6,165 200 0 0 0 : : : : Changes from: June 26, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 47.1 21.6 20.3 6.8 0.0 25.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 43,420 : : Positions : : 27,579 33,616 12,088 2,794 1,275 1,270 5,735 0 635 0 0 : : : : Changes from: June 26, 2012 : : -2,016 -2,415 -1,454 -651 0 -210 0 -105 635 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 77.4 27.8 6.4 2.9 2.9 13.2 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 13 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 15,268 : : Positions : : 9,801 10,109 2,581 2,341 1,414 0 0 0 381 974 176 : : : : Changes from: June 26, 2012 : : -672 -673 -62 -104 -23 0 0 0 -63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.2 16.9 15.3 9.3 0.0 0.0 0.0 2.5 6.4 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 12,261 : : Positions : : 8,887 7,959 1,897 1,821 1,138 0 0 0 212 1,067 0 : : : : Changes from: June 26, 2012 : : -504 -504 -105 -84 -42 0 0 0 -42 -63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 64.9 15.5 14.9 9.3 0.0 0.0 0.0 1.7 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 840,312 : : Positions : : 767,917 581,587 25,695 151,840 23,300 0 80 23,400 0 60,105 0 : : : : Changes from: June 26, 2012 : : -53,760 -29,952 384 -16,512 -384 0 0 0 0 -6,912 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 69.2 3.1 18.1 2.8 0.0 0.0 2.8 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 963,233 : : Positions : : 571,388 659,238 297,315 122,220 58,680 23,850 111,095 12,000 0 0 0 : : : : Changes from: June 26, 2012 : : -12,672 -38,400 -22,656 -4,608 0 -3,840 3,840 -3,840 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 68.4 30.9 12.7 6.1 2.5 11.5 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 515,402 : : Positions : : 87,852 262,692 141,135 145,665 50,125 62,690 0 5,635 116,680 0 51,285 : : : : Changes from: June 26, 2012 : : 6,360 -2,088 -5,760 -24,960 -1,920 1,920 0 -1,920 -29,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.0 51.0 27.4 28.3 9.7 12.2 0.0 1.1 22.6 0.0 10.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 140,744 : : Positions : : 87,190 62,253 31,280 49,185 22,274 0 784 0 0 6,248 0 : : : : Changes from: June 26, 2012 : : -5,760 -6,912 -3,441 -1,905 -1,935 0 -384 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 44.2 22.2 34.9 15.8 0.0 0.6 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 3, 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 9,271 : : Positions : : 3,917 5,952 1,882 0 2,953 174 0 224 0 41 102 : : : : Changes from: June 26, 2012 : : 15 148 145 0 53 -10 0 9 0 1 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 64.2 20.3 0.0 31.8 1.9 0.0 2.4 0.0 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 5 0 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 3, 2012