Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,521 : : Positions : : 5,790 5,670 225 821 250 0 285 0 1,005 120 0 : : : : Changes from: September 21, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 75.4 3.0 10.9 3.3 0.0 3.8 0.0 13.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 202,451 : : Positions : : 126,709 119,383 2,711 14,512 50,174 2,084 1,069 15,509 422 0 1,016 : : : : Changes from: September 21, 2010 : : 2,847 2,818 210 736 -223 381 519 -459 8 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 59.0 1.3 7.2 24.8 1.0 0.5 7.7 0.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 22 4 4 7 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 8,364 : : Positions : : 6,891 4,361 0 3,046 0 344 84 0 0 42 0 : : : : Changes from: September 21, 2010 : : 43 -84 0 0 0 0 84 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 52.1 0.0 36.4 0.0 4.1 1.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 17,695 : : Positions : : 10,337 11,195 2,964 1,658 2,749 0 320 100 0 372 0 : : : : Changes from: September 21, 2010 : : 185 77 -128 -2 94 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 63.3 16.7 9.4 15.5 0.0 1.8 0.6 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 13,030 : : Positions : : 7,745 8,784 1,220 1,259 1,216 0 0 0 583 0 0 : : : : Changes from: September 21, 2010 : : -3 5 0 -5 3 0 0 0 14 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 67.4 9.4 9.7 9.3 0.0 0.0 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 31,549 : : Positions : : 19,537 12,318 1,535 9,500 6,957 0 1,600 70 0 530 130 : : : : Changes from: September 21, 2010 : : 59 517 24 -58 58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 39.0 4.9 30.1 22.1 0.0 5.1 0.2 0.0 1.7 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 12,774 : : Positions : : 7,664 7,750 1,968 2,554 985 340 0 60 106 0 120 : : : : Changes from: September 21, 2010 : : -10 -2 30 0 0 0 0 0 -46 0 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 60.7 15.4 20.0 7.7 2.7 0.0 0.5 0.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 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- Options and Futures Combined Positions as of September 28, 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 47,797 : : Positions : : 33,382 31,862 2,664 3,452 10,842 50 464 497 0 0 0 : : : : Changes from: September 21, 2010 : : 309 214 -24 69 -148 10 10 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 66.7 5.6 7.2 22.7 0.1 1.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 6 . 7 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 10,003 : : Positions : : 6,813 3,271 1,090 4,832 1,058 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 138 441 120 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 32.7 10.9 48.3 10.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 53,815 : : Positions : : 50,569 37,313 2,736 15,992 510 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 69.3 5.1 29.7 0.9 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- Options and Futures Combined Positions as of September 28, 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 814,490 : : Positions : : 753,791 533,844 56,019 275,966 4,680 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 768 768 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 65.5 6.9 33.9 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 40,573 : : Positions : : 34,975 33,294 5,598 5,559 0 0 0 0 0 1,720 0 : : : : Changes from: September 21, 2010 : : 0 -820 0 820 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 82.1 13.8 13.7 0.0 0.0 0.0 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 36,774 : : Positions : : 31,623 33,714 4,365 2,805 0 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 91.7 11.9 7.6 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 September 28, 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 527,347 : : Positions : : 458,253 474,335 69,094 53,012 0 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 89.9 13.1 10.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 51,780 45,133 25,685 0 0 0 0 0 0 0 : : : : Changes from: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 66.8 58.3 33.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 15 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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: September 21, 2010 : : 0 0 0 0 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- Options and Futures Combined Positions as of September 28, 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 213,606 : : Positions : : 116,851 148,525 93,635 63,383 1,400 0 0 0 1,720 105 0 : : : : Changes from: September 21, 2010 : : -589 126 820 0 -615 0 0 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 69.5 43.8 29.7 0.7 0.0 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 4 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 3,750,128 : : Positions : :2,163,102 2,619,533 1,551,815 1,093,344 35,211 0 0 0 0 2,040 0 : : : : Changes from: September 21, 2010 : : 2,040 7,600 7,600 0 -7,600 0 0 0 0 2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 69.9 41.4 29.2 0.9 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 16 4 6 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 61,262 : : Positions : : 51,397 55,126 5,105 516 3,125 0 0 0 1,380 2,240 0 : : : : Changes from: September 21, 2010 : : 126 231 0 0 0 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 90.0 8.3 0.8 5.1 0.0 0.0 0.0 2.3 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 1,113,531 : : Positions : : 937,469 945,196 64,485 14,038 86,137 0 3,800 0 25,440 64,360 0 : : : : Changes from: September 21, 2010 : : 13,503 17,820 0 -2,277 2,277 0 0 0 2,040 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 84.9 5.8 1.3 7.7 0.0 0.3 0.0 2.3 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 19 4 . 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 61,985 : : Positions : : 47,064 37,494 2,700 14,420 10,071 0 0 0 2,150 0 0 : : : : Changes from: September 21, 2010 : : 210 210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 60.5 4.4 23.3 16.2 0.0 0.0 0.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 11,606 : : Positions : : 7,653 7,798 3,395 2,603 258 0 0 0 130 608 42 : : : : Changes from: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 67.2 29.3 22.4 2.2 0.0 0.0 0.0 1.1 5.2 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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 35,661 : : Positions : : 28,329 26,189 4,139 6,280 2,363 0 0 0 510 0 0 : : : : Changes from: September 21, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 73.4 11.6 17.6 6.6 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 28, 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: September 21, 2010 : : 0 0 0 0 0 0 0 0 0 0 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- Options and Futures Combined Positions as of September 28, 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 1,153,561 : : Positions : : 861,621 636,693 31,189 270,605 210,236 0 23,400 0 38,825 937 11,690 : : : : Changes from: September 21, 2010 : : 0 0 0 -11,475 11,475 0 0 0 -10,538 937 10,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 55.2 2.7 23.5 18.2 0.0 2.0 0.0 3.4 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 . 5 4 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 1, 2010