Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 191,309 : : Positions : : 115,039 114,611 2,949 5,191 55,569 854 1,832 12,136 148 0 1,022 : : : : Changes from: July 13, 2010 : : 1,737 1,378 82 779 714 92 -302 366 -68 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 59.9 1.5 2.7 29.0 0.4 1.0 6.3 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 24 4 4 7 . 4 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 18,650 : : Positions : : 11,085 12,017 2,935 1,598 3,243 0 280 180 0 358 0 : : : : Changes from: July 13, 2010 : : 103 132 -105 -13 89 0 0 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 64.4 15.7 8.6 17.4 0.0 1.5 1.0 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 13,170 : : Positions : : 8,499 9,640 1,187 734 1,670 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -455 -7 440 13 -7 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 73.2 9.0 5.6 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 29,378 : : Positions : : 17,383 14,343 1,460 4,350 7,383 0 1,640 70 0 620 130 : : : : Changes from: July 13, 2010 : : 106 314 218 120 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 48.8 5.0 14.8 25.1 0.0 5.6 0.2 0.0 2.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 6 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 12,399 : : Positions : : 6,830 7,218 2,038 2,516 1,153 340 0 60 234 0 56 : : : : Changes from: July 13, 2010 : : 102 74 -6 24 -20 0 0 0 -70 0 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 58.2 16.4 20.3 9.3 2.7 0.0 0.5 1.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 35,269 : : Positions : : 24,089 19,556 3,275 4,795 7,650 0 0 0 0 3,225 0 : : : : Changes from: July 13, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 55.4 9.3 13.6 21.7 0.0 0.0 0.0 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 49,193 : : Positions : : 32,498 33,847 2,787 1,763 12,188 36 0 756 0 6 13 : : : : Changes from: July 13, 2010 : : 328 19 135 452 376 4 0 15 0 -17 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 68.8 5.7 3.6 24.8 0.1 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 5 . 6 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 10,414 : : Positions : : 6,895 3,004 1,186 5,210 1,038 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 58 -68 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 28.8 11.4 50.0 10.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 55,487 : : Positions : : 52,461 40,407 2,281 14,484 510 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -1,378 0 1,378 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 72.8 4.1 26.1 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 819,294 : : Positions : : 759,843 572,908 54,771 241,706 4,680 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -19,450 0 19,450 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 69.9 6.7 29.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 39,326 : : Positions : : 32,793 36,521 5,704 2,805 0 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -648 0 648 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 92.9 14.5 7.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 567,867 : : Positions : : 479,453 513,287 88,414 54,580 0 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 0 -7,780 0 7,780 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 90.4 15.6 9.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 77,053 : : Positions : : 26,458 50,020 50,466 27,033 0 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -208 220 428 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.3 64.9 65.5 35.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 13 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 1,318,974 : : Positions : : 420,439 899,270 898,535 419,704 0 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : -6,176 1,568 7,744 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 68.2 68.1 31.8 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- Options and Futures Combined Positions as of July 20, 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 179,186 : : Positions : : 138,096 106,814 36,884 71,611 761 0 0 0 3,445 0 0 : : : : Changes from: July 13, 2010 : : 9,935 6,644 0 3,036 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 59.6 20.6 40.0 0.4 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 22 . 8 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 3,005,896 : : Positions : :2,420,466 1,791,417 572,910 1,201,959 12,520 0 0 0 0 0 0 : : : : Changes from: July 13, 2010 : : 171,290 171,326 36 0 3,854 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 59.6 19.1 40.0 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 15 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 68,114 : : Positions : : 58,907 62,338 6,380 239 2,827 0 0 0 0 2,455 0 : : : : Changes from: July 13, 2010 : : 9,790 10,105 315 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 91.5 9.4 0.4 4.2 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 1,214,859 : : Positions : :1,080,329 1,036,748 41,037 9,618 93,493 0 0 0 0 68,360 0 : : : : Changes from: July 13, 2010 : : 230,232 228,272 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 85.3 3.4 0.8 7.7 0.0 0.0 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 63,505 : : Positions : : 46,090 37,146 1,855 13,914 12,335 0 0 0 3,225 110 0 : : : : Changes from: July 13, 2010 : : 836 -308 0 220 0 0 0 0 -814 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 58.5 2.9 21.9 19.4 0.0 0.0 0.0 5.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 20 . 6 6 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 10,445 : : Positions : : 8,397 6,793 1,232 2,947 387 0 0 0 258 0 0 : : : : Changes from: July 13, 2010 : : -22 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 65.0 11.8 28.2 3.7 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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 31,483 : : Positions : : 24,731 26,822 5,122 2,642 1,437 0 0 0 0 220 0 : : : : Changes from: July 13, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 85.2 16.3 8.4 4.6 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 638,982 : : Positions : : 437,701 351,889 60,881 87,868 140,400 0 0 0 0 58,825 0 : : : : Changes from: July 13, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 55.1 9.5 13.8 22.0 0.0 0.0 0.0 0.0 9.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 1,211,786 : : Positions : : 901,827 691,873 27,989 268,216 223,145 0 23,400 0 58,825 5,152 0 : : : : Changes from: July 13, 2010 : : 3,968 0 0 0 0 0 0 0 -3,968 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 57.1 2.3 22.1 18.4 0.0 1.9 0.0 4.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 17 . 5 5 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 23, 2010