Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 41,166 : : Positions : : 25,372 23,846 2,621 9,709 5,876 3,804 560 610 0 33 189 : : : : Changes from: July 27, 2010 : : -373 -364 71 -602 41 -231 120 160 0 31 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 57.9 6.4 23.6 14.3 9.2 1.4 1.5 0.0 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 21 4 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 7,871 : : Positions : : 5,962 3,773 20 3,124 286 432 0 0 445 42 65 : : : : Changes from: July 27, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 47.9 0.3 39.7 3.6 5.5 0.0 0.0 5.7 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 15,716 : : Positions : : 9,055 10,236 2,987 1,670 2,185 0 180 240 0 296 0 : : : : Changes from: July 27, 2010 : : -443 -380 -210 -52 -67 -20 0 -20 0 -62 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 65.1 19.0 10.6 13.9 0.0 1.1 1.5 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 11,778 : : Positions : : 7,534 8,784 1,316 686 1,220 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -467 -628 -81 -18 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 74.6 11.2 5.8 10.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 31,185 : : Positions : : 19,483 11,703 1,418 9,072 7,256 0 1,560 70 0 570 130 : : : : Changes from: July 27, 2010 : : -432 -300 -94 -198 -119 0 -80 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 37.5 4.5 29.1 23.3 0.0 5.0 0.2 0.0 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 11,973 : : Positions : : 6,590 6,936 1,908 2,475 1,131 280 0 60 246 0 56 : : : : Changes from: July 27, 2010 : : -312 -350 -58 -41 -22 -60 0 0 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 57.9 15.9 20.7 9.4 2.3 0.0 0.5 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 32,749 : : Positions : : 21,632 18,212 3,212 4,165 7,650 0 0 0 0 2,700 0 : : : : Changes from: July 27, 2010 : : -2,457 -1,344 -63 -630 0 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 55.6 9.8 12.7 23.4 0.0 0.0 0.0 0.0 8.2 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 August 3, 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 15,263 : : Positions : : 11,367 9,139 1,233 4,028 1,486 132 0 12 40 0 0 : : : : Changes from: July 27, 2010 : : -640 -868 -450 -202 48 0 0 0 40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 59.9 8.1 26.4 9.7 0.9 0.0 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . 5 6 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 9,908 : : Positions : : 6,582 2,820 1,078 4,690 1,078 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -279 -148 -108 -282 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 28.5 10.9 47.3 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 52,882 : : Positions : : 50,238 38,524 2,134 13,804 510 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -2,436 -2,037 -147 -504 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 72.8 4.0 26.1 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 771,902 : : Positions : : 717,819 532,420 47,835 233,234 6,248 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -42,024 -42,840 -6,936 -6,120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 69.0 6.2 30.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 37,451 : : Positions : : 31,653 34,646 4,990 2,805 0 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -1,386 -2,121 -714 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 92.5 13.3 7.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 548,539 : : Positions : : 472,365 493,959 76,174 54,580 0 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -7,088 -19,328 -12,240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 90.0 13.9 10.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 72,601 : : Positions : : 24,610 47,374 47,883 25,227 0 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -1,848 -2,646 -2,583 -1,806 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 65.3 66.0 34.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 13 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 1,249,454 : : Positions : : 399,471 861,574 849,983 387,880 0 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -20,968 -37,696 -48,552 -31,824 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.0 69.0 68.0 31.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 11 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 220,252 : : Positions : : 130,067 150,854 86,015 67,938 1,460 0 0 0 2,710 0 0 : : : : Changes from: July 27, 2010 : : -5,585 -4,516 -1,869 -3,673 0 0 0 0 -735 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 68.5 39.1 30.8 0.7 0.0 0.0 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 23 . 8 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 3,752,878 : : Positions : :2,242,860 2,576,113 1,486,422 1,153,169 23,596 0 0 0 0 0 0 : : : : Changes from: July 27, 2010 : : -91,766 -60,184 -24,888 -56,470 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 68.6 39.6 30.7 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 67,197 : : Positions : : 56,904 61,526 6,275 323 2,743 0 0 0 1,275 2,350 0 : : : : Changes from: July 27, 2010 : : -2,993 -3,077 -105 84 -84 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 91.6 9.3 0.5 4.1 0.0 0.0 0.0 1.9 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 15 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 1,190,099 : : Positions : :1,036,249 1,018,108 41,027 16,248 89,423 0 0 0 23,400 66,320 0 : : : : Changes from: July 27, 2010 : : -44,472 -42,432 -10 6,630 -4,070 0 0 0 0 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 85.5 3.4 1.4 7.5 0.0 0.0 0.0 2.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 60,085 : : Positions : : 43,888 35,295 2,920 14,103 10,577 0 0 0 2,700 110 0 : : : : Changes from: July 27, 2010 : : -2,202 -1,851 1,065 189 -1,758 0 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 58.7 4.9 23.5 17.6 0.0 0.0 0.0 4.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 20 . 6 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 9,626 : : Positions : : 7,893 6,226 1,043 2,779 324 0 0 0 216 0 0 : : : : Changes from: July 27, 2010 : : -504 -567 -189 -168 -63 0 0 0 -42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 64.7 10.8 28.9 3.4 0.0 0.0 0.0 2.2 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 August 3, 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 G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 13,050 : : Positions : : 7,921 8,565 4,418 3,385 539 0 0 0 0 220 0 : : : : Changes from: July 27, 2010 : : -987 183 1,107 -63 -63 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 65.6 33.9 25.9 4.1 0.0 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 3, 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 592,470 : : Positions : : 392,413 327,817 59,657 75,628 140,400 0 0 0 0 48,625 0 : : : : Changes from: July 27, 2010 : : -45,288 -24,072 -1,224 -12,240 0 0 0 0 0 -10,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 55.3 10.1 12.8 23.7 0.0 0.0 0.0 0.0 8.2 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 August 3, 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 1,142,834 : : Positions : : 853,683 632,713 29,621 272,704 210,905 0 23,400 0 48,625 3,112 0 : : : : Changes from: July 27, 2010 : : -48,144 -59,160 1,632 4,488 -12,240 0 0 0 -10,200 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 55.4 2.6 23.9 18.5 0.0 2.0 0.0 4.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . 5 5 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated August 6, 2010