Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 40,325 : : Positions : : 23,469 25,734 3,072 6,703 6,559 3,675 440 450 0 2 216 : : : : Changes from: June 29, 2010 : : -1,646 -948 -83 -402 292 897 -740 -236 -110 2 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 63.8 7.6 16.6 16.3 9.1 1.1 1.1 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 19 5 . 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 16,075 : : Positions : : 9,212 10,310 3,337 1,722 2,156 0 280 180 0 322 0 : : : : Changes from: June 29, 2010 : : -763 -500 -264 -66 -19 0 -220 -40 0 -48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 64.1 20.8 10.7 13.4 0.0 1.7 1.1 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 15 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 12,404 : : Positions : : 8,427 9,350 985 704 1,224 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -543 -609 -86 -18 -8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 75.4 7.9 5.7 9.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 29,438 : : Positions : : 17,697 14,525 1,242 4,134 7,361 0 1,640 70 0 620 130 : : : : Changes from: June 29, 2010 : : -518 -472 -78 -34 -310 0 -80 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 49.3 4.2 14.0 25.0 0.0 5.6 0.2 0.0 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,329 : : Positions : : 6,728 7,210 2,084 2,492 1,161 340 0 60 336 0 20 : : : : Changes from: June 29, 2010 : : -688 -424 -62 -65 6 -60 0 0 -56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 58.5 16.9 20.2 9.4 2.8 0.0 0.5 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 35,269 : : Positions : : 24,089 19,556 3,275 4,795 7,650 0 0 0 0 3,225 0 : : : : Changes from: June 29, 2010 : : -2,046 -1,298 -22 -440 0 0 0 0 0 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 55.4 9.3 13.6 21.7 0.0 0.0 0.0 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 16,465 : : Positions : : 11,885 10,647 1,645 3,804 1,332 612 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -801 -1,257 96 58 -206 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 64.7 10.0 23.1 8.1 3.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 4 . 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 10,208 : : Positions : : 6,813 3,068 1,162 5,166 1,058 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -297 -334 -138 -234 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 30.1 11.4 50.6 10.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 53,957 : : Positions : : 52,309 40,407 903 12,954 510 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -2,398 -2,090 -154 -484 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 74.9 1.7 24.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 791,142 : : Positions : : 751,141 572,908 35,321 213,554 4,680 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -36,064 -36,800 -6,256 -5,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 72.4 4.5 27.0 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 39,326 : : Positions : : 33,441 36,521 5,056 2,805 0 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -1,254 -2,002 -748 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 92.9 12.9 7.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 567,867 : : Positions : : 479,453 521,067 88,414 46,800 0 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -8,096 -19,136 -11,040 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 91.8 15.6 8.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 76,833 : : Positions : : 26,666 49,800 50,038 27,033 0 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -2,442 -2,549 -2,197 -2,112 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 64.8 65.1 35.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 1,317,406 : : Positions : : 426,615 897,702 890,791 419,704 0 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -28,791 -38,463 -38,376 -28,704 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.4 68.1 67.6 31.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 165,925 : : Positions : : 124,474 98,603 36,884 66,455 867 0 0 0 3,445 0 0 : : : : Changes from: June 29, 2010 : : -7,711 -5,236 -1,892 -4,367 0 0 0 0 0 0 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 59.4 22.2 40.1 0.5 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 20 . 7 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 2,777,137 : : Positions : :2,193,670 1,603,125 572,874 1,163,419 10,593 0 0 0 0 0 0 : : : : Changes from: June 29, 2010 : : -100,200 -60,352 -21,344 -61,192 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 57.7 20.6 41.9 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 15 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 57,754 : : Positions : : 48,862 52,233 6,065 239 2,827 0 0 0 0 2,455 0 : : : : Changes from: June 29, 2010 : : -2,662 -2,535 -110 -127 105 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 90.4 10.5 0.4 4.9 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 979,947 : : Positions : : 845,417 808,476 41,037 9,618 93,493 0 0 0 0 68,360 0 : : : : Changes from: June 29, 2010 : : -36,800 -34,960 -3,680 -3,680 0 0 0 0 0 -1,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 82.5 4.2 1.0 9.5 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 63,307 : : Positions : : 45,078 37,278 1,855 13,694 12,335 0 0 0 4,039 0 0 : : : : Changes from: June 29, 2010 : : 1,269 -180 -176 985 -462 0 0 0 -398 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 58.9 2.9 21.6 19.5 0.0 0.0 0.0 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 20 . 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 10,467 : : Positions : : 8,419 6,793 1,232 2,947 387 0 0 0 258 0 0 : : : : Changes from: June 29, 2010 : : -748 -836 -198 -242 -66 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 64.9 11.8 28.2 3.7 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 638,982 : : Positions : : 437,701 351,889 60,881 87,868 140,400 0 0 0 0 58,825 0 : : : : Changes from: June 29, 2010 : : -33,488 -20,976 -368 -7,360 0 0 0 0 0 -5,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.1 9.5 13.8 22.0 0.0 0.0 0.0 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 6, 2010 : 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 1,211,786 : : Positions : : 897,859 691,873 27,989 268,216 223,145 0 23,400 0 62,793 5,152 0 : : : : Changes from: June 29, 2010 : : -30,248 -43,424 1,840 8,384 -9,200 0 0 0 -6,624 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 57.1 2.3 22.1 18.4 0.0 1.9 0.0 5.2 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . 5 5 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 9, 2010