PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 167,263: 85,339 113,779 5,458 15,503 18,555 25,481 0 16,111 12,405 189 2,380: 1,534 746
Old : 167,263: 85,339 113,779 5,458 15,503 18,555 25,481 0 16,111 12,405 189 2,380: 1,534 746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 2,329: 1,832 -4,125 -2,382 3,936 1,570 -1,629 -567 1,515 1,177 0 60: 186 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 68.0 3.3 9.3 11.1 15.2 0.0 9.6 7.4 0.1 1.4: 0.9 0.4
Old : 100.0: 51.0 68.0 3.3 9.3 11.1 15.2 0.0 9.6 7.4 0.1 1.4: 0.9 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 : 85: 42 39 7 8 11 12 0 7 10 . 7:
Old : 85: 42 39 7 8 11 12 0 7 10 . 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 : 29.1 38.2 48.6 61.0 21.9 36.9 34.7 49.2
Old : 29.1 38.2 48.6 61.0 21.9 36.9 34.7 49.2
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 59,112: 46,935 35,382 4,340 16,958 5,643 1,506 518 102 356 279 230: 0 0
Old : 59,112: 46,935 35,382 4,340 16,958 5,643 1,506 518 102 356 279 230: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -5,182: -4,317 -1,960 -1,108 -3,015 70 568 31 -162 -259 -172 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 59.9 7.3 28.7 9.5 2.5 0.9 0.2 0.6 0.5 0.4: 0.0 0.0
Old : 100.0: 79.4 59.9 7.3 28.7 9.5 2.5 0.9 0.2 0.6 0.5 0.4: 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: 23 19 . 5 6 . . . . . .:
Old : 37: 23 19 . 5 6 . . . . . .:
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 : 49.5 61.2 75.9 75.4 43.1 48.3 58.4 56.3
Old : 49.5 61.2 75.9 75.4 43.1 48.3 58.4 56.3
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 531,723: 465,362 303,759 12,221 178,411 37,830 7,006 1,322 1,312 5,776 6,217 1,608: 608 1,264
Old : 531,723: 465,362 303,759 12,221 178,411 37,830 7,006 1,322 1,312 5,776 6,217 1,608: 608 1,264
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -19,311: -13,143 -7,685 -880 -9,865 -1,584 1,904 -1,840 328 -5,207 1,408 -1,337: 608 1,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 57.1 2.3 33.6 7.1 1.3 0.2 0.2 1.1 1.2 0.3: 0.1 0.2
Old : 100.0: 87.5 57.1 2.3 33.6 7.1 1.3 0.2 0.2 1.1 1.2 0.3: 0.1 0.2
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: 20 19 . 4 4 . . . . . .:
Old : 36: 20 19 . 4 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 : 66.8 64.7 84.1 81.4 60.2 52.7 67.1 64.9
Old : 66.8 64.7 84.1 81.4 60.2 52.7 67.1 64.9
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,602,017: 1,013,398 1,186,438 217,389 50,441 211,617 43,216 0 83,326 5,002 44,486 25,709: 2,360 0
Old : 1,602,017: 1,013,398 1,186,438 217,389 50,441 211,617 43,216 0 83,326 5,002 44,486 25,709: 2,360 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 4,287: -8,456 1,061 -6,749 4,704 -11,758 26,148 -816 2,766 -4,704 3,626 4,704: 2,336 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 74.1 13.6 3.1 13.2 2.7 0.0 5.2 0.3 2.8 1.6: 0.1 0.0
Old : 100.0: 63.3 74.1 13.6 3.1 13.2 2.7 0.0 5.2 0.3 2.8 1.6: 0.1 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 : 63: 31 30 5 4 7 6 0 5 . 5 4:
Old : 63: 31 30 5 4 7 6 0 5 . 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 : 41.9 48.6 62.1 68.2 33.2 46.0 48.2 56.8
Old : 41.9 48.6 62.1 68.2 33.2 46.0 48.2 56.8
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 127,832: 77,328 90,089 17,889 3,295 29,147 1,041 2,919 1,230 256 331 806: 135 15
Old : 127,832: 77,328 90,089 17,889 3,295 29,147 1,041 2,919 1,230 256 331 806: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,665: -437 -1,074 -1,206 -582 1,382 100 245 -325 177 49 -278: -1,078 -1,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 70.5 14.0 2.6 22.8 0.8 2.3 1.0 0.2 0.3 0.6: 0.1 0.0
Old : 100.0: 60.5 70.5 14.0 2.6 22.8 0.8 2.3 1.0 0.2 0.3 0.6: 0.1 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 : 53: 27 30 5 . 7 . . . 4 . .:
Old : 53: 27 30 5 . 7 . . . 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 : 50.2 41.3 66.4 64.5 28.1 32.2 37.3 37.6
Old : 50.2 41.3 66.4 64.5 28.1 32.2 37.3 37.6
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 465,881: 332,522 244,682 86,987 150,835 39,996 1,920 20,184 624 2,848 8,904 656: 328 0
Old : 465,881: 332,522 244,682 86,987 150,835 39,996 1,920 20,184 624 2,848 8,904 656: 328 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -20,533: -11,263 -30,367 -9,909 -317 311 0 9,520 0 0 320 0: 328 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 52.5 18.7 32.4 8.6 0.4 4.3 0.1 0.6 1.9 0.1: 0.1 0.0
Old : 100.0: 71.4 52.5 18.7 32.4 8.6 0.4 4.3 0.1 0.6 1.9 0.1: 0.1 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 : 38: 21 20 . 4 4 . . . . . .:
Old : 38: 21 20 . 4 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 : 65.6 61.1 86.0 78.3 44.1 42.3 52.2 49.8
Old : 65.6 61.1 86.0 78.3 44.1 42.3 52.2 49.8
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 53,554: 22,375 20,535 1,404 24,918 5,199 20,632 380 1,656 360 42 284: 1,644 540
Old : 53,554: 22,375 20,535 1,404 24,918 5,199 20,632 380 1,656 360 42 284: 1,644 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,398: -1,584 -915 181 -209 -432 -912 -670 592 240 -72 0: -483 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 38.3 2.6 46.5 9.7 38.5 0.7 3.1 0.7 0.1 0.5: 3.1 1.0
Old : 100.0: 41.8 38.3 2.6 46.5 9.7 38.5 0.7 3.1 0.7 0.1 0.5: 3.1 1.0
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 : 39: 22 18 . 6 8 . . . . . .:
Old : 39: 22 18 . 6 8 . . . . . .:
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 : 53.5 64.0 69.3 81.3 47.6 57.6 58.9 71.0
Old : 53.5 64.0 69.3 81.3 47.6 57.6 58.9 71.0
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,110: 9,906 10,314 2,088 614 1,240 0 520 400 0 756 0: 1,476 1,266
Old : 15,110: 9,906 10,314 2,088 614 1,240 0 520 400 0 756 0: 1,476 1,266
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -849: -821 -699 -69 -76 8 0 0 0 0 -140 0: 33 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 68.3 13.8 4.1 8.2 0.0 3.4 2.6 0.0 5.0 0.0: 9.8 8.4
Old : 100.0: 65.6 68.3 13.8 4.1 8.2 0.0 3.4 2.6 0.0 5.0 0.0: 9.8 8.4
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 : 28: 16 15 4 . 4 0 . . 0 . 0:
Old : 28: 16 15 4 . 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 : 50.7 47.5 70.0 65.5 49.2 38.2 60.7 52.9
Old : 50.7 47.5 70.0 65.5 49.2 38.2 60.7 52.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,093: 6,525 5,734 218 1,914 495 120 720 150 537 138 38: 2,010 904
Old : 10,093: 6,525 5,734 218 1,914 495 120 720 150 537 138 38: 2,010 904
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -431: -237 -418 -22 157 -64 0 0 0 -29 6 -6: -73 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 56.8 2.2 19.0 4.9 1.2 7.1 1.5 5.3 1.4 0.4: 19.9 9.0
Old : 100.0: 64.6 56.8 2.2 19.0 4.9 1.2 7.1 1.5 5.3 1.4 0.4: 19.9 9.0
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: 14 11 . 4 . . . . . . .:
Old : 23: 14 11 . 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 : 31.1 58.5 50.9 77.1 27.2 48.6 42.5 60.6
Old : 31.1 58.5 50.9 77.1 27.2 48.6 42.5 60.6
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 26,894: 16,516 10,446 1,870 8,296 3,208 1,200 3,050 0 1,010 0 386: 2,704 1,508
Old : 26,894: 16,516 10,446 1,870 8,296 3,208 1,200 3,050 0 1,010 0 386: 2,704 1,508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,413: -1,059 -658 204 -441 -298 0 -10 0 -36 0 -106: -118 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 38.8 7.0 30.8 11.9 4.5 11.3 0.0 3.8 0.0 1.4: 10.1 5.6
Old : 100.0: 61.4 38.8 7.0 30.8 11.9 4.5 11.3 0.0 3.8 0.0 1.4: 10.1 5.6
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 : 25: 16 14 . . 6 . . 0 . 0 .:
Old : 25: 16 14 . . 6 . . 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 : 39.1 57.1 58.7 78.2 20.6 50.2 34.4 54.2
Old : 39.1 57.1 58.7 78.2 20.6 50.2 34.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
Disaggregated Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,410: 8,256 5,654 692 2,976 1,260 0 0 0 140 24 72: 990 1,424
Old : 11,410: 8,256 5,654 692 2,976 1,260 0 0 0 140 24 72: 990 1,424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -338: -337 -255 -154 -11 -10 0 0 0 20 -6 -20: 163 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 49.6 6.1 26.1 11.0 0.0 0.0 0.0 1.2 0.2 0.6: 8.7 12.5
Old : 100.0: 72.4 49.6 6.1 26.1 11.0 0.0 0.0 0.0 1.2 0.2 0.6: 8.7 12.5
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 : 20: 10 11 . . 4 0 0 0 . . .:
Old : 20: 10 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 : 51.4 64.4 75.5 81.2 41.0 42.4 53.5 51.7
Old : 51.4 64.4 75.5 81.2 41.0 42.4 53.5 51.7
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,982: 7,930 6,874 928 1,270 740 0 502 330 0 298 0: 1,054 968
Old : 10,982: 7,930 6,874 928 1,270 740 0 502 330 0 298 0: 1,054 968
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -643: -567 -622 55 8 -95 0 10 -10 0 8 -8: -18 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 62.6 8.5 11.6 6.7 0.0 4.6 3.0 0.0 2.7 0.0: 9.6 8.8
Old : 100.0: 72.2 62.6 8.5 11.6 6.7 0.0 4.6 3.0 0.0 2.7 0.0: 9.6 8.8
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: 15 12 . . 4 0 . . 0 . 0:
Old : 23: 15 12 . . 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 : 47.7 45.7 69.1 71.0 45.2 38.8 65.2 60.0
Old : 47.7 45.7 69.1 71.0 45.2 38.8 65.2 60.0
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,329: 44,192 39,450 1,953 9,161 2,550 0 0 0 2,382 0 168: 84 0
Old : 51,329: 44,192 39,450 1,953 9,161 2,550 0 0 0 2,382 0 168: 84 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: 673: -1,484 1,358 -115 -116 0 0 0 0 2,382 -398 168: -278 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 76.9 3.8 17.8 5.0 0.0 0.0 0.0 4.6 0.0 0.3: 0.2 0.0
Old : 100.0: 86.1 76.9 3.8 17.8 5.0 0.0 0.0 0.0 4.6 0.0 0.3: 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 : 26: 13 11 . . . 0 0 0 . 0 .:
Old : 26: 13 11 . . . 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 : 69.7 82.0 87.4 96.2 69.7 77.1 83.7 89.3
Old : 69.7 82.0 87.4 96.2 69.7 77.1 83.7 89.3
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 746,005: 626,856 537,565 37,955 153,391 51,879 0 0 0 26,145 0 3,170: 0 0
Old : 746,005: 626,856 537,565 37,955 153,391 51,879 0 0 0 26,145 0 3,170: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,350: -31,913 25,232 -376 -8,601 -376 0 0 0 26,145 -22,775 3,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 72.1 5.1 20.6 7.0 0.0 0.0 0.0 3.5 0.0 0.4: 0.0 0.0
Old : 100.0: 84.0 72.1 5.1 20.6 7.0 0.0 0.0 0.0 3.5 0.0 0.4: 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 : 24: 11 9 . . . 0 0 0 . 0 .:
Old : 24: 11 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 : 74.6 76.2 91.7 95.6 73.1 65.8 84.6 85.2
Old : 74.6 76.2 91.7 95.6 73.1 65.8 84.6 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Disaggregated Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 327,852: 291,062 263,874 3,170 54,570 0 0 0 0 24,212 0 9,408: 0 0
Old : 327,852: 291,062 263,874 3,170 54,570 0 0 0 0 24,212 0 9,408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -30,456: -22,184 -22,560 -752 -7,896 0 0 0 0 -7,520 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 80.5 1.0 16.6 0.0 0.0 0.0 0.0 7.4 0.0 2.9: 0.0 0.0
Old : 100.0: 88.8 80.5 1.0 16.6 0.0 0.0 0.0 0.0 7.4 0.0 2.9: 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 : 20: 7 9 . . 0 0 0 0 . 0 .:
Old : 20: 7 9 . . 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 : 77.7 74.3 98.4 96.4 61.4 69.6 81.2 81.7
Old : 77.7 74.3 98.4 96.4 61.4 69.6 81.2 81.7
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 43,175: 24,627 29,471 16,008 11,164 2,540 0 0 0 0 0 0: 0 0
Old : 43,175: 24,627 29,471 16,008 11,164 2,540 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: August 30, 2011 :
: -3,956: -1,748 -2,944 -2,208 -1,012 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 68.3 37.1 25.9 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 57.0 68.3 37.1 25.9 5.9 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 : 23: 10 10 4 . . 0 0 0 0 0 0:
Old : 23: 10 10 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 : 62.4 81.5 87.1 95.9 62.4 81.5 81.1 88.2
Old : 62.4 81.5 87.1 95.9 62.4 81.5 81.1 88.2
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 789,730: 462,487 541,090 282,368 203,765 44,875 0 0 0 0 0 0: 0 0
Old : 789,730: 462,487 541,090 282,368 203,765 44,875 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: August 30, 2011 :
: -59,032: -24,440 -42,488 -32,507 -14,459 -2,085 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 68.5 35.8 25.8 5.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.6 68.5 35.8 25.8 5.7 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 : 21: 10 9 . . . 0 0 0 0 0 0:
Old : 21: 10 9 . . . 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 : 62.4 80.5 88.2 97.5 62.4 79.0 82.4 86.6
Old : 62.4 80.5 88.2 97.5 62.4 79.0 82.4 86.6
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 138,173: 73,974 112,310 59,524 22,964 1,975 0 0 0 1,585 0 924: 191 0
Old : 138,173: 73,974 112,310 59,524 22,964 1,975 0 0 0 1,585 0 924: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -10,879: -6,463 -7,797 -3,864 -2,461 -483 0 0 0 69 0 -115: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 81.3 43.1 16.6 1.4 0.0 0.0 0.0 1.1 0.0 0.7: 0.1 0.0
Old : 100.0: 53.5 81.3 43.1 16.6 1.4 0.0 0.0 0.0 1.1 0.0 0.7: 0.1 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 : 35: 15 19 . 4 . 0 0 0 . 0 .:
Old : 35: 15 19 . 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 : 67.0 50.2 90.1 71.3 66.9 50.2 86.1 71.3
Old : 67.0 50.2 90.1 71.3 66.9 50.2 86.1 71.3
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,394,827: 1,304,180 1,944,550 1,048,200 393,173 24,489 0 0 0 0 14,657 17,958: 0 0
Old : 2,394,827: 1,304,180 1,944,550 1,048,200 393,173 24,489 0 0 0 0 14,657 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -176,344: -109,792 -124,456 -61,288 -38,352 -5,264 0 0 0 0 -8,272 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 81.2 43.8 16.4 1.0 0.0 0.0 0.0 0.0 0.6 0.7: 0.0 0.0
Old : 100.0: 54.5 81.2 43.8 16.4 1.0 0.0 0.0 0.0 0.0 0.6 0.7: 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 : 38: 13 20 . 5 . 0 0 0 0 . .:
Old : 38: 13 20 . 5 . 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 : 69.8 52.6 92.6 75.2 68.7 52.6 90.1 75.2
Old : 69.8 52.6 92.6 75.2 68.7 52.6 90.1 75.2
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 42,991: 28,635 35,624 7,617 2,133 2,157 645 820 630 2,587 907 720: 0 0
Old : 42,991: 28,635 35,624 7,617 2,133 2,157 645 820 630 2,587 907 720: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,990: -2,582 -2,645 -690 -305 305 0 0 0 230 -115 -230: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 82.9 17.7 5.0 5.0 1.5 1.9 1.5 6.0 2.1 1.7: 0.0 0.0
Old : 100.0: 66.6 82.9 17.7 5.0 5.0 1.5 1.9 1.5 6.0 2.1 1.7: 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: 20 16 5 . . . . . . . .:
Old : 37: 20 16 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 : 46.9 59.9 67.5 77.1 44.6 59.0 59.1 70.2
Old : 46.9 59.9 67.5 77.1 44.6 59.0 59.1 70.2
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,105,426: 898,943 665,561 47,613 293,392 96,660 23,520 23,520 0 23,610 11,213 15,080: 0 0
Old : 1,105,426: 898,943 665,561 47,613 293,392 96,660 23,520 23,520 0 23,610 11,213 15,080: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -66,552: -55,648 -124,503 -3,008 66,975 -6,392 0 0 0 -1,504 -2,632 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 60.2 4.3 26.5 8.7 2.1 2.1 0.0 2.1 1.0 1.4: 0.0 0.0
Old : 100.0: 81.3 60.2 4.3 26.5 8.7 2.1 2.1 0.0 2.1 1.0 1.4: 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 : 35: 18 11 . 4 5 . . 0 . . .:
Old : 35: 18 11 . 4 5 . . 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 : 44.5 58.0 64.8 81.3 44.5 54.5 63.8 76.6
Old : 44.5 58.0 64.8 81.3 44.5 54.5 63.8 76.6
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,676: 44,535 33,881 2,205 11,602 2,663 0 0 0 105 1,191 84: 84 255
Old : 49,676: 44,535 33,881 2,205 11,602 2,663 0 0 0 105 1,191 84: 84 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -3,197: -2,185 -2,829 -115 506 -851 0 0 0 0 0 0: -46 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 68.2 4.4 23.4 5.4 0.0 0.0 0.0 0.2 2.4 0.2: 0.2 0.5
Old : 100.0: 89.7 68.2 4.4 23.4 5.4 0.0 0.0 0.0 0.2 2.4 0.2: 0.2 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 : 28: 16 14 . 4 . 0 0 0 . . .:
Old : 28: 16 14 . 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 : 58.3 54.2 77.6 78.9 50.9 44.7 65.7 66.7
Old : 58.3 54.2 77.6 78.9 50.9 44.7 65.7 66.7
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 38,223: 19,746 31,428 17,259 2,550 336 630 0 0 0 3,741 84: 168 84
Old : 38,223: 19,746 31,428 17,259 2,550 336 630 0 0 0 3,741 84: 168 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -2,392: -2,047 -1,403 460 0 -506 460 0 -460 0 276 -276: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 82.2 45.2 6.7 0.9 1.6 0.0 0.0 0.0 9.8 0.2: 0.4 0.2
Old : 100.0: 51.7 82.2 45.2 6.7 0.9 1.6 0.0 0.0 0.0 9.8 0.2: 0.4 0.2
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: 12 9 . . . . 0 0 0 . .:
Old : 23: 12 9 . . . . 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 68.2 91.3 91.6 65.1 50.9 73.6 72.9
Old : 75.3 68.2 91.3 91.6 65.1 50.9 73.6 72.9
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,645: 13,530 10,437 4,631 8,657 1,530 189 0 0 510 0 0: 255 21
Old : 20,645: 13,530 10,437 4,631 8,657 1,530 189 0 0 510 0 0: 255 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -1,541: -1,104 -4,891 -207 3,672 -161 -23 -92 0 -46 0 0: 0 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 50.6 22.4 41.9 7.4 0.9 0.0 0.0 2.5 0.0 0.0: 1.2 0.1
Old : 100.0: 65.5 50.6 22.4 41.9 7.4 0.9 0.0 0.0 2.5 0.0 0.0: 1.2 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 : 22: 11 10 . . . . 0 0 . 0 0:
Old : 22: 11 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 : 54.9 64.1 80.8 86.3 42.0 58.9 62.3 73.2
Old : 54.9 64.1 80.8 86.3 42.0 58.9 62.3 73.2
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 915,380: 812,471 572,951 0 257,444 73,220 23,400 7,925 0 2,449 0 3,840: 0 0
Old : 915,380: 812,471 572,951 0 257,444 73,220 23,400 7,925 0 2,449 0 3,840: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -49,632: -35,344 -49,580 0 16,116 -14,288 0 -1,880 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 62.6 0.0 28.1 8.0 2.6 0.9 0.0 0.3 0.0 0.4: 0.0 0.0
Old : 100.0: 88.8 62.6 0.0 28.1 8.0 2.6 0.9 0.0 0.3 0.0 0.4: 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: 18 15 0 5 . . . 0 . 0 .:
Old : 32: 18 15 0 5 . . . 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 62.8 77.4 83.7 35.8 39.8 51.2 53.9
Old : 55.3 62.8 77.4 83.7 35.8 39.8 51.2 53.9
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, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 874,461: 353,534 747,242 347,575 70,092 47,952 47,040 0 0 69,185 0 9,175: 0 0
Old : 874,461: 353,534 747,242 347,575 70,092 47,952 47,040 0 0 69,185 0 9,175: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -27,437: -25,557 -18,800 -752 -6,757 -1,128 0 0 0 752 0 -752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 85.5 39.7 8.0 5.5 5.4 0.0 0.0 7.9 0.0 1.0: 0.0 0.0
Old : 100.0: 40.4 85.5 39.7 8.0 5.5 5.4 0.0 0.0 7.9 0.0 1.0: 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: 13 7 . . . . 0 0 . 0 .:
Old : 23: 13 7 . . . . 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 : 72.6 85.8 90.6 96.8 59.3 67.8 69.5 73.1
Old : 72.6 85.8 90.6 96.8 59.3 67.8 69.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Futures Only, September 6, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 140,556: 135,768 74,662 3,170 58,271 1,618 0 0 0 0 6,005 0: 0 0
Old : 140,556: 135,768 74,662 3,170 58,271 1,618 0 0 0 0 6,005 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2011 :
: -29,054: -9,776 -52,514 -20,128 22,610 850 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 96.6 53.1 2.3 41.5 1.2 0.0 0.0 0.0 0.0 4.3 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 : 20: 9 8 . . . 0 0 0 0 . 0:
Old : 20: 9 8 . . . 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 : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Old : 74.4 73.3 94.3 94.0 74.4 67.8 90.9 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2011