PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 179,795: 112,754 116,496 2,757 2,542 48,206 1,183 164 10,644 340 4 1,066: 2,846 673 Old : 179,795: 112,754 116,496 2,757 2,542 48,206 1,183 164 10,644 340 4 1,066: 2,846 673 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 7,200: 4,939 4,761 -171 170 1,863 64 -24 391 2 -0 0: 112 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 64.8 1.5 1.4 26.8 0.7 0.1 5.9 0.2 0.0 0.6: 1.6 0.4 Old : 100.0: 62.7 64.8 1.5 1.4 26.8 0.7 0.1 5.9 0.2 0.0 0.6: 1.6 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 : 46: 27 24 4 . 6 4 . 5 . . .: Old : 46: 27 24 4 . 6 4 . 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 : 51.9 55.1 79.3 81.4 3.3 4.9 5.3 7.4 Old : 51.9 55.1 79.3 81.4 3.3 4.9 5.3 7.4 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 21,133: 12,734 13,390 3,223 1,787 3,704 80 960 280 0 166 28: 1,084 819 Old : 21,133: 12,734 13,390 3,223 1,787 3,704 80 960 280 0 166 28: 1,084 819 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 51: 327 108 56 -7 48 0 0 0 0 24 -2: -378 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.3 63.4 15.3 8.5 17.5 0.4 4.5 1.3 0.0 0.8 0.1: 5.1 3.9 Old : 100.0: 60.3 63.4 15.3 8.5 17.5 0.4 4.5 1.3 0.0 0.8 0.1: 5.1 3.9 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 : 30: 17 19 4 . 5 . . . 0 . .: Old : 30: 17 19 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 : 43.9 42.5 65.1 68.2 28.1 27.2 41.5 43.0 Old : 43.9 42.5 65.1 68.2 28.1 27.2 41.5 43.0 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 13,886: 9,356 10,089 1,360 758 1,537 0 0 0 0 0 0: 1,633 1,502 Old : 13,886: 9,356 10,089 1,360 758 1,537 0 0 0 0 0 0: 1,633 1,502 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : -451: -76 -477 -154 -18 44 0 0 0 0 0 0: -265 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.4 72.7 9.8 5.5 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 10.8 Old : 100.0: 67.4 72.7 9.8 5.5 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 11.8 10.8 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 : 20: 15 10 . . . 0 0 0 0 0 0: Old : 20: 15 10 . . . 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 : 37.9 68.6 65.5 82.7 27.6 61.6 47.8 62.1 Old : 37.9 68.6 65.5 82.7 27.6 61.6 47.8 62.1 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 30,400: 19,048 15,679 1,464 3,953 7,630 0 1,440 120 0 730 120: 2,018 728 Old : 30,400: 19,048 15,679 1,464 3,953 7,630 0 1,440 120 0 730 120: 2,018 728 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 146: 350 206 36 84 -20 0 0 0 0 40 0: -220 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 51.6 4.8 13.0 25.1 0.0 4.7 0.4 0.0 2.4 0.4: 6.6 2.4 Old : 100.0: 62.7 51.6 4.8 13.0 25.1 0.0 4.7 0.4 0.0 2.4 0.4: 6.6 2.4 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 : 30: 20 15 . 4 6 0 . . 0 . .: Old : 30: 20 15 . 4 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 : 39.9 44.7 59.7 69.1 24.8 29.1 35.4 41.9 Old : 39.9 44.7 59.7 69.1 24.8 29.1 35.4 41.9 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 12,741: 7,994 7,560 1,672 2,859 1,089 400 0 160 296 0 20: 1,110 1,053 Old : 12,741: 7,994 7,560 1,672 2,859 1,089 400 0 160 296 0 20: 1,110 1,053 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 40: -10 40 32 -4 4 0 0 0 -16 0 0: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 59.3 13.1 22.4 8.5 3.1 0.0 1.3 2.3 0.0 0.2: 8.7 8.3 Old : 100.0: 62.7 59.3 13.1 22.4 8.5 3.1 0.0 1.3 2.3 0.0 0.2: 8.7 8.3 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 12 . 4 4 . 0 . . 0 .: Old : 23: 13 12 . 4 4 . 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 : 37.5 44.1 57.5 72.6 36.8 38.5 53.3 55.0 Old : 37.5 44.1 57.5 72.6 36.8 38.5 53.3 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 48,764: 31,734 35,961 3,595 94 10,705 126 0 1,186 0 0 0: 1,418 818 Old : 48,764: 31,734 35,961 3,595 94 10,705 126 0 1,186 0 0 0: 1,418 818 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 253: 110 108 21 -105 116 -124 0 123 0 0 0: 6 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.1 73.7 7.4 0.2 22.0 0.3 0.0 2.4 0.0 0.0 0.0: 2.9 1.7 Old : 100.0: 65.1 73.7 7.4 0.2 22.0 0.3 0.0 2.4 0.0 0.0 0.0: 2.9 1.7 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: 17 17 5 . 4 . 0 . 0 0 0: Old : 26: 17 17 5 . 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 : 62.6 63.4 81.4 85.2 24.6 36.9 33.7 39.5 Old : 62.6 63.4 81.4 85.2 24.6 36.9 33.7 39.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 MW X OFF PEAK HOURS PER MONTH) : : : Positions : All : 11,292: 7,398 3,422 1,522 5,854 1,116 0 0 0 0 0 0: 1,256 900 Old : 11,292: 7,398 3,422 1,522 5,854 1,116 0 0 0 0 0 0: 1,256 900 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 482: 474 -42 8 524 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.5 30.3 13.5 51.8 9.9 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 8.0 Old : 100.0: 65.5 30.3 13.5 51.8 9.9 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 8.0 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 : 22: 14 13 . 4 4 0 0 0 0 0 0: Old : 22: 14 13 . 4 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 : 33.5 66.6 57.8 82.2 30.9 59.0 49.6 64.3 Old : 33.5 66.6 57.8 82.2 30.9 59.0 49.6 64.3 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 56,394: 52,727 43,389 2,191 11,250 1,476 0 0 0 0 0 0: 0 279 Old : 56,394: 52,727 43,389 2,191 11,250 1,476 0 0 0 0 0 0: 0 279 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.5 76.9 3.9 19.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5 Old : 100.0: 93.5 76.9 3.9 19.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 20: 10 6 . . . 0 0 0 0 0 0: Old : 20: 10 6 . . . 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 : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4 Old : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 851,585: 776,024 638,436 70,881 208,469 4,680 0 0 0 0 0 0: 0 0 Old : 851,585: 776,024 638,436 70,881 208,469 4,680 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: April 6, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 75.0 8.3 24.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 91.1 75.0 8.3 24.5 0.5 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 : 20: 11 5 . . . 0 0 0 0 0 0: Old : 20: 11 5 . . . 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 : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5 Old : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 31,732: 14,350 19,554 17,189 10,750 0 0 110 0 0 252 0: 193 1,066 Old : 31,732: 14,350 19,554 17,189 10,750 0 0 110 0 0 252 0: 193 1,066 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 2,570: 2,570 2,570 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 61.6 54.2 33.9 0.0 0.0 0.3 0.0 0.0 0.8 0.0: 0.6 3.4 Old : 100.0: 45.2 61.6 54.2 33.9 0.0 0.0 0.3 0.0 0.0 0.8 0.0: 0.6 3.4 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 : 21: 9 6 . . 0 0 . 0 0 . 0: Old : 21: 9 6 . . 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 : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1 Old : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 521,314: 211,304 326,434 310,010 193,296 0 0 0 0 0 1,584 0: 0 0 Old : 521,314: 211,304 326,434 310,010 193,296 0 0 0 0 0 1,584 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 46,480: 46,480 46,480 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.5 62.6 59.5 37.1 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.0 Old : 100.0: 40.5 62.6 59.5 37.1 0.0 0.0 0.0 0.0 0.0 0.3 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 : 21: 8 7 . . 0 0 0 0 0 . 0: Old : 21: 8 7 . . 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 : 90.7 71.1 99.1 98.6 84.5 62.1 90.9 89.6 Old : 90.7 71.1 99.1 98.6 84.5 62.1 90.9 89.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 47,686: 40,390 47,466 6,866 220 0 0 0 0 220 0 0: 210 0 Old : 47,686: 40,390 47,466 6,866 220 0 0 0 0 220 0 0: 210 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.7 99.5 14.4 0.5 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 0.0 Old : 100.0: 84.7 99.5 14.4 0.5 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 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: 11 7 4 . 0 0 0 0 . 0 0: Old : 20: 11 7 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 : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0 Old : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52 Disaggregated Commitments of Traders - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 33,132: 25,643 30,134 7,022 2,805 0 0 0 0 0 0 0: 467 193 Old : 33,132: 25,643 30,134 7,022 2,805 0 0 0 0 0 0 0: 467 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 230: 0 230 230 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.4 91.0 21.2 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.6 Old : 100.0: 77.4 91.0 21.2 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.6 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 : 22: 11 9 4 . 0 0 0 0 0 0 0: Old : 22: 11 9 4 . 0 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 : 65.9 68.3 87.4 95.5 62.0 62.2 78.9 86.1 Old : 65.9 68.3 87.4 95.5 62.0 62.2 78.9 86.1 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 87,725: 28,992 53,757 56,552 32,078 1,260 770 0 0 0 630 0: 151 0 Old : 87,725: 28,992 53,757 56,552 32,078 1,260 770 0 0 0 630 0: 151 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 0: 0 -2,570 0 2,570 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.0 61.3 64.5 36.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0: 0.2 0.0 Old : 100.0: 33.0 61.3 64.5 36.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0: 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 : 27: 10 12 5 . . . 0 0 0 . 0: Old : 27: 10 12 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 : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0 Old : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,447,697: 431,162 933,041 1,010,199 500,400 6,336 0 0 0 0 7,920 0: 0 0 Old : 1,447,697: 431,162 933,041 1,010,199 500,400 6,336 0 0 0 0 7,920 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 0: 0 -46,480 0 46,480 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 64.5 69.8 34.6 0.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0 Old : 100.0: 29.8 64.5 69.8 34.6 0.4 0.0 0.0 0.0 0.0 0.5 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 : 25: 9 9 5 . . 0 0 0 0 . 0: Old : 25: 9 9 5 . . 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 : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4 Old : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 172,363: 133,608 93,893 34,786 74,513 3,087 0 660 0 882 0 0: 0 210 Old : 172,363: 133,608 93,893 34,786 74,513 3,087 0 660 0 882 0 0: 0 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 1,510: -1,060 1,280 2,570 230 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 54.5 20.2 43.2 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 0.1 Old : 100.0: 77.5 54.5 20.2 43.2 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 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 : 38: 20 19 . 6 . 0 . 0 . 0 0: Old : 38: 20 19 . 6 . 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 : 57.4 58.7 82.8 77.5 57.1 56.4 81.5 74.1 Old : 57.4 58.7 82.8 77.5 57.1 56.4 81.5 74.1 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 2,873,123: 2,312,431 1,585,647 526,178 1,261,674 25,802 0 0 0 8,712 0 0: 0 0 Old : 2,873,123: 2,312,431 1,585,647 526,178 1,261,674 25,802 0 0 0 8,712 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 50,240: 3,760 46,480 46,480 3,760 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 55.2 18.3 43.9 0.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 80.5 55.2 18.3 43.9 0.9 0.0 0.0 0.0 0.3 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 : 32: 18 16 . 5 . 0 0 0 . 0 0: Old : 32: 18 16 . 5 . 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 : 64.3 63.6 88.7 82.7 64.3 63.0 88.4 81.4 Old : 64.3 63.6 88.7 82.7 64.3 63.0 88.4 81.4 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 62,432: 53,493 55,487 5,179 325 3,760 0 0 0 0 2,775 0: 0 85 Old : 62,432: 53,493 55,487 5,179 325 3,760 0 0 0 0 2,775 0: 0 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 88.9 8.3 0.5 6.0 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.1 Old : 100.0: 85.7 88.9 8.3 0.5 6.0 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 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 : 29: 17 15 4 . . 0 0 0 0 . 0: Old : 29: 17 15 4 . . 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 : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6 Old : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,030,427: 865,017 823,748 85,709 54,658 79,701 0 0 0 0 72,320 0: 0 0 Old : 1,030,427: 865,017 823,748 85,709 54,658 79,701 0 0 0 0 72,320 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 13,510: 7,590 13,510 5,920 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 79.9 8.3 5.3 7.7 0.0 0.0 0.0 0.0 7.0 0.0: 0.0 0.0 Old : 100.0: 83.9 79.9 8.3 5.3 7.7 0.0 0.0 0.0 0.0 7.0 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 : 30: 14 17 4 . . 0 0 0 0 . 0: Old : 30: 14 17 4 . . 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 : 59.3 52.4 80.2 74.6 53.4 49.7 69.1 68.0 Old : 59.3 52.4 80.2 74.6 53.4 49.7 69.1 68.0 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 55,392: 43,378 38,218 1,776 10,603 6,031 0 0 0 4,185 518 22: 0 0 Old : 55,392: 43,378 38,218 1,776 10,603 6,031 0 0 0 4,185 518 22: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 1,235: 1,322 215 0 1,107 -87 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.3 69.0 3.2 19.1 10.9 0.0 0.0 0.0 7.6 0.9 0.0: 0.0 0.0 Old : 100.0: 78.3 69.0 3.2 19.1 10.9 0.0 0.0 0.0 7.6 0.9 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 : 33: 17 20 . 5 4 0 0 0 . . .: Old : 33: 17 20 . 5 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 : 56.1 45.2 76.6 63.0 51.3 31.6 63.8 46.4 Old : 56.1 45.2 76.6 63.0 51.3 31.6 63.8 46.4 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 - Options and Futures Combined, April 13, 2010 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : 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 : 1,008,616: 801,689 643,617 6,515 223,950 112,497 0 23,400 0 87,915 5,152 0: 0 0 Old : 1,008,616: 801,689 643,617 6,515 223,950 112,497 0 23,400 0 87,915 5,152 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 6, 2010 : : 15,287: 19,129 -1,201 0 20,330 -3,842 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 63.8 0.6 22.2 11.2 0.0 2.3 0.0 8.7 0.5 0.0: 0.0 0.0 Old : 100.0: 79.5 63.8 0.6 22.2 11.2 0.0 2.3 0.0 8.7 0.5 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 : 35: 18 17 . 5 . 0 . 0 . . 0: Old : 35: 18 17 . 5 . 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 : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3 Old : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 16, 2010