Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 41,318 : : Positions : : 25,010 24,104 2,346 10,268 5,112 4,922 140 870 160 200 156 : : : : Changes from: August 31, 2010 : : 268 172 40 376 0 0 -480 480 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 58.3 5.7 24.9 12.4 11.9 0.3 2.1 0.4 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 17 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 8,256 : : Positions : : 6,783 4,424 0 3,023 0 344 0 0 0 42 0 : : : : Changes from: August 31, 2010 : : -243 -397 -196 -22 -365 -88 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 53.6 0.0 36.6 0.0 4.2 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 15,315 : : Positions : : 8,548 9,934 2,929 1,628 2,016 0 320 100 0 328 0 : : : : Changes from: August 31, 2010 : : -889 -354 -66 -2 -125 0 20 -40 0 -76 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 64.9 19.1 10.6 13.2 0.0 2.1 0.7 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 30,956 : : Positions : : 19,124 11,963 1,511 9,032 7,019 0 1,480 70 0 530 130 : : : : Changes from: August 31, 2010 : : -531 -358 -3 -52 -265 0 -80 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 38.6 4.9 29.2 22.7 0.0 4.8 0.2 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 12,392 : : Positions : : 7,000 7,600 1,880 2,386 1,025 340 0 60 176 0 76 : : : : Changes from: August 31, 2010 : : -110 -290 -100 79 -62 -60 0 0 -50 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 61.3 15.2 19.3 8.3 2.7 0.0 0.5 1.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 31,204 : : Positions : : 20,408 17,899 3,146 3,505 7,650 0 0 0 0 2,150 0 : : : : Changes from: August 31, 2010 : : -2,574 -1,430 -66 -660 0 0 0 0 0 -550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 57.4 10.1 11.2 24.5 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 15,010 : : Positions : : 11,390 9,108 1,075 3,760 1,600 172 0 12 0 0 0 : : : : Changes from: August 31, 2010 : : -759 -817 -150 -134 -164 0 0 0 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 60.7 7.2 25.0 10.7 1.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . 5 6 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 9,713 : : Positions : : 6,575 2,912 970 4,568 1,038 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -259 -230 -108 -166 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 30.0 10.0 47.0 10.7 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 September 7, 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 52,795 : : Positions : : 50,569 36,293 1,716 15,992 510 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -2,398 -2,420 -418 -352 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 68.7 3.3 30.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 771,514 : : Positions : : 729,583 490,868 37,251 275,966 4,680 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -34,496 -41,552 -10,584 -3,528 -1,568 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 63.6 4.8 35.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 39,996 : : Positions : : 34,398 34,282 5,598 3,994 0 0 0 0 0 1,720 0 : : : : Changes from: August 31, 2010 : : -1,321 -4,927 -572 3,584 0 0 0 0 0 -550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 85.7 14.0 10.0 0.0 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 35,659 : : Positions : : 30,763 32,854 4,110 2,805 0 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -890 -1,792 -880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 92.1 11.5 7.9 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 September 7, 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 522,667 : : Positions : : 458,253 469,655 64,414 53,012 0 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -14,112 -24,304 -11,760 -1,568 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 89.9 12.3 10.1 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 September 7, 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 77,465 : : Positions : : 32,246 51,570 45,133 25,895 0 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -2,112 -2,992 -2,750 -1,892 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 66.6 58.3 33.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 14 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 1,318,272 : : Positions : : 515,721 914,088 802,551 404,184 0 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -28,616 -45,472 -47,432 -30,576 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.1 69.3 60.9 30.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 11 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 213,440 : : Positions : : 120,434 148,514 88,975 62,933 1,800 0 0 0 1,720 0 0 : : : : Changes from: August 31, 2010 : : -6,666 -4,461 -1,430 -4,818 -528 0 0 0 -990 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 69.6 41.7 29.5 0.8 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 22 4 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 3,711,578 : : Positions : :2,139,022 2,592,663 1,532,945 1,079,304 39,611 0 0 0 0 0 0 : : : : Changes from: August 31, 2010 : : -69,185 -21,361 -23,948 -71,772 -748 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 69.9 41.3 29.1 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 16 4 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 59,256 : : Positions : : 48,946 53,590 6,165 301 2,870 0 0 0 1,275 2,240 0 : : : : Changes from: August 31, 2010 : : -4,466 -4,554 -110 88 -88 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 90.4 10.4 0.5 4.8 0.0 0.0 0.0 2.2 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 1,077,197 : : Positions : : 924,172 908,862 45,765 16,315 83,860 0 3,800 0 23,400 64,360 0 : : : : Changes from: August 31, 2010 : : -42,728 -38,808 1,643 -317 -5,563 0 0 0 0 -1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 84.4 4.2 1.5 7.8 0.0 0.4 0.0 2.2 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 4 . 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 60,245 : : Positions : : 45,324 36,009 2,700 14,165 10,071 0 0 0 2,150 0 0 : : : : Changes from: August 31, 2010 : : -2,530 -3,168 -220 -22 -506 0 0 0 -550 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 59.8 4.5 23.5 16.7 0.0 0.0 0.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 11,480 : : Positions : : 7,272 7,672 3,395 2,603 258 0 0 0 130 608 42 : : : : Changes from: August 31, 2010 : : -761 1,956 2,352 -176 -66 0 0 0 0 44 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 66.8 29.6 22.7 2.2 0.0 0.0 0.0 1.1 5.3 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 552,462 : : Positions : : 353,581 309,369 58,481 63,868 140,400 0 0 0 0 38,825 0 : : : : Changes from: August 31, 2010 : : -43,512 -23,128 -1,176 -11,760 0 0 0 0 0 -9,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 56.0 10.6 11.6 25.4 0.0 0.0 0.0 0.0 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 7, 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 1,118,686 : : Positions : : 838,221 617,973 31,189 277,400 198,761 0 23,400 0 49,363 0 1,152 : : : : Changes from: August 31, 2010 : : -46,256 -56,840 1,568 4,312 -11,760 0 0 0 -7,840 0 -1,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 55.2 2.8 24.8 17.8 0.0 2.1 0.0 4.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 17 . 5 . 0 . 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 10, 2010