Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 168,814 : : Positions : : 86,289 119,147 9,600 12,943 17,513 29,140 2,886 12,926 10,159 570 1,935 : : : : Changes from: July 12, 2011 : : -324 2,109 -477 1,692 -57 2,621 -477 852 1,110 159 -469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 70.6 5.7 7.7 10.4 17.3 1.7 7.7 6.0 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 85 : : 41 37 6 9 10 7 4 8 9 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 65,539 : : Positions : : 49,532 27,345 5,775 26,461 8,732 81 988 593 409 1,003 417 : : : : Changes from: July 12, 2011 : : 1,924 1,532 331 675 402 -24 127 -54 45 -58 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 41.7 8.8 40.4 13.3 0.1 1.5 0.9 0.6 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 24 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 564,896 : : Positions : : 477,010 272,120 1,868 200,558 77,250 0 2,152 344 8,424 12,472 0 : : : : Changes from: July 12, 2011 : : 2,246 2,496 0 -562 0 0 312 0 936 936 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 48.2 0.3 35.5 13.7 0.0 0.4 0.1 1.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 . 5 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,667,456 : : Positions : :1,054,682 1,239,368 246,308 29,684 239,336 32,614 18,206 66,963 8,632 55,002 18,897 : : : : Changes from: July 12, 2011 : : 22,054 51,632 5,053 5,096 -8,559 13,720 -12,896 5,927 4,704 1,603 -2,379 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 74.3 14.8 1.8 14.4 2.0 1.1 4.0 0.5 3.3 1.1 : : : : Number of Traders in Each Category Total Traders: 62 : : 30 25 6 4 7 5 . 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 126,633 : : Positions : : 67,907 89,376 27,843 6,603 26,024 821 1,860 1,117 2,034 668 631 : : : : Changes from: July 12, 2011 : : 3,251 6,179 1,967 -136 69 401 5 -101 599 76 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 70.6 22.0 5.2 20.6 0.6 1.5 0.9 1.6 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 31 5 4 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 491,460 : : Positions : : 362,476 290,427 85,970 154,244 41,413 0 0 0 649 4,424 952 : : : : Changes from: July 12, 2011 : : 2,132 -13,483 -7,387 6,980 -3,260 0 0 0 312 1,560 312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 59.1 17.5 31.4 8.4 0.0 0.0 0.0 0.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 51,301 : : Positions : : 21,133 21,049 1,516 22,127 5,385 19,690 895 784 875 244 286 : : : : Changes from: July 12, 2011 : : 174 108 0 1,332 -18 1,526 50 0 -260 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 41.0 3.0 43.1 10.5 38.4 1.7 1.5 1.7 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 21 . 7 9 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 7,286 : : Positions : : 5,523 3,858 0 2,093 128 212 362 0 40 0 0 : : : : Changes from: July 12, 2011 : : 0 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 53.0 0.0 28.7 1.8 2.9 5.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 14,992 : : Positions : : 10,400 10,094 1,736 686 1,444 0 580 100 0 768 0 : : : : Changes from: July 12, 2011 : : -52 -64 26 26 24 0 0 0 0 12 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 67.3 11.6 4.6 9.6 0.0 3.9 0.7 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 10,385 : : Positions : : 6,552 5,812 54 1,912 519 0 720 30 601 146 38 : : : : Changes from: July 12, 2011 : : 38 -64 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 56.0 0.5 18.4 5.0 0.0 6.9 0.3 5.8 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 29,214 : : Positions : : 18,783 11,104 1,566 9,080 3,758 960 3,090 0 582 0 574 : : : : Changes from: July 12, 2011 : : 308 -120 -240 140 130 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 38.0 5.4 31.1 12.9 3.3 10.6 0.0 2.0 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 11,088 : : Positions : : 7,602 6,110 1,000 2,504 1,280 0 0 0 250 0 188 : : : : Changes from: July 12, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 55.1 9.0 22.6 11.5 0.0 0.0 0.0 2.3 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 11,748 : : Positions : : 8,670 7,688 808 1,358 686 0 482 350 0 210 0 : : : : Changes from: July 12, 2011 : : 138 -104 0 0 0 0 240 0 0 -118 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 65.4 6.9 11.6 5.8 0.0 4.1 3.0 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 10,745 : : Positions : : 5,605 6,849 1,250 1,324 1,208 36 500 12 330 0 0 : : : : Changes from: July 12, 2011 : : 0 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 63.7 11.6 12.3 11.2 0.3 4.7 0.1 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 46,955 : : Positions : : 44,534 34,775 2,039 11,926 0 0 0 0 0 254 0 : : : : Changes from: July 12, 2011 : : 41 19 0 22 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 74.1 4.3 25.4 0.0 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 665,655 : : Positions : : 620,237 437,188 39,923 218,202 5,495 0 0 0 0 4,770 0 : : : : Changes from: July 12, 2011 : : 1,967 1,576 0 391 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 65.7 6.0 32.8 0.8 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 50,189 : : Positions : : 27,643 34,803 20,006 12,846 2,540 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 69.3 39.9 25.6 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 905,440 : : Positions : : 504,597 621,600 353,883 236,880 46,960 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 68.7 39.1 26.2 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 157,708 : : Positions : : 86,569 126,574 65,903 27,310 2,748 0 0 0 1,201 0 1,053 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 80.3 41.8 17.3 1.7 0.0 0.0 0.0 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,746,810 : : Positions : :1,524,633 2,190,333 1,168,880 467,083 35,339 0 0 0 0 36,097 17,958 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 79.7 42.6 17.0 1.3 0.0 0.0 0.0 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 19 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 48,615 : : Positions : : 32,623 41,171 9,457 2,440 1,910 1,275 820 0 2,071 1,038 1,236 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 84.7 19.5 5.0 3.9 2.6 1.7 0.0 4.3 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 1,409,447 : : Positions : : 977,369 1,052,157 56,836 219,880 107,437 0 0 0 263,930 26,098 3,875 : : : : Changes from: July 12, 2011 : : 23,400 47,040 0 23,400 0 0 0 0 47,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 74.7 4.0 15.6 7.6 0.0 0.0 0.0 18.7 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 14 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 51,764 : : Positions : : 44,815 36,301 2,420 10,656 4,254 0 0 0 105 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 70.1 4.7 20.6 8.2 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 39,156 : : Positions : : 17,828 31,501 18,992 2,550 1,153 630 0 0 0 3,483 342 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 80.4 48.5 6.5 2.9 1.6 0.0 0.0 0.0 8.9 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 18,293 : : Positions : : 12,437 11,381 3,113 4,951 1,811 0 86 0 510 0 0 : : : : Changes from: July 12, 2011 : : -20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 62.2 17.0 27.1 9.9 0.0 0.5 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 394,304 : : Positions : : 257,624 285,866 49,575 21,333 87,105 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 72.5 12.6 5.4 22.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 994,386 : : Positions : : 848,201 653,241 0 225,600 103,620 23,400 11,925 0 19,165 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 65.7 0.0 22.7 10.4 2.4 1.2 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 0 5 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 668,186 : : Positions : : 293,499 529,362 269,135 124,497 3,552 47,040 0 0 44,185 0 10,775 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 79.2 40.3 18.6 0.5 7.0 0.0 0.0 6.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : 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 A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 172,069 : : Positions : : 145,883 132,672 25,418 38,629 768 0 0 0 0 0 0 : : : : Changes from: July 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 14.8 22.4 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 366,040 : : Positions : : 361,240 332,304 0 33,736 0 0 0 0 4,800 0 0 : : : : Changes from: July 12, 2011 : : 18,816 18,816 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 90.8 0.0 9.2 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 22, 2011