Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 7,737 : : Positions : : 6,070 5,905 225 816 253 0 285 0 1,005 105 0 : : : : Changes from: September 28, 2010 : : 280 235 0 -5 3 0 0 0 0 -15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 76.3 2.9 10.5 3.3 0.0 3.7 0.0 13.0 1.4 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 October 5, 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 194,263 : : Positions : : 120,673 115,165 2,602 12,202 48,862 2,932 1,667 14,749 416 0 832 : : : : Changes from: September 28, 2010 : : -6,036 -4,218 -109 -2,310 -1,311 848 598 -760 -6 0 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 59.3 1.3 6.3 25.2 1.5 0.9 7.6 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 21 . 5 7 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 8,135 : : Positions : : 6,767 4,107 0 3,069 0 260 84 0 0 42 0 : : : : Changes from: September 28, 2010 : : -124 -254 0 23 0 -84 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 50.5 0.0 37.7 0.0 3.2 1.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 16,769 : : Positions : : 9,786 10,778 3,178 1,833 2,300 0 360 40 0 342 0 : : : : Changes from: September 28, 2010 : : -551 -417 214 174 -449 0 40 -60 0 -30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 64.3 19.0 10.9 13.7 0.0 2.1 0.2 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 30,712 : : Positions : : 19,096 11,952 1,682 9,730 6,450 0 1,520 70 0 552 130 : : : : Changes from: September 28, 2010 : : -441 -366 147 230 -507 0 -80 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 38.9 5.5 31.7 21.0 0.0 4.9 0.2 0.0 1.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 5 7 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 12,210 : : Positions : : 7,144 7,338 1,902 2,473 985 280 0 60 78 0 120 : : : : Changes from: September 28, 2010 : : -520 -412 -66 -81 0 -60 0 0 -28 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 60.1 15.6 20.3 8.1 2.3 0.0 0.5 0.6 0.0 1.0 : : : : 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 October 5, 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 28,600 : : Positions : : 17,825 16,240 3,125 3,085 7,650 0 0 0 0 1,625 0 : : : : Changes from: September 28, 2010 : : -2,583 -1,659 -21 -420 0 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 56.8 10.9 10.8 26.7 0.0 0.0 0.0 0.0 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 45,276 : : Positions : : 31,438 30,259 2,192 2,833 10,112 18 495 474 0 0 0 : : : : Changes from: September 28, 2010 : : -1,944 -1,603 -472 -619 -730 -32 30 -23 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 66.8 4.8 6.3 22.3 0.0 1.1 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 9,411 : : Positions : : 6,383 3,115 968 4,438 1,058 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -430 -156 -122 -394 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 33.1 10.3 47.2 11.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 50,581 : : Positions : : 47,542 34,982 2,337 15,068 510 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -3,027 -2,331 -399 -924 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 69.2 4.6 29.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 763,041 : : Positions : : 712,710 495,835 45,651 262,526 4,680 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -41,081 -38,009 -10,368 -13,440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 65.0 6.0 34.4 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 October 5, 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 37,654 : : Positions : : 32,602 30,795 5,052 5,559 0 0 0 0 0 1,300 0 : : : : Changes from: September 28, 2010 : : -2,373 -2,499 -546 0 0 0 0 0 0 -420 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 81.8 13.4 14.8 0.0 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . 4 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 34,737 : : Positions : : 30,447 31,677 3,525 2,805 0 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -1,176 -2,037 -840 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 91.2 10.1 8.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 505,459 : : Positions : : 447,885 453,983 57,574 51,476 0 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -10,368 -20,352 -11,520 -1,536 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 89.8 11.4 10.2 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 October 5, 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 71,061 : : Positions : : 28,614 49,952 42,382 21,109 0 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -3,632 -1,828 -2,751 -4,576 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 70.3 59.6 29.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 14 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 1,223,792 : : Positions : : 466,937 896,440 756,855 327,352 0 0 0 0 0 0 0 : : : : Changes from: September 28, 2010 : : -48,784 -17,648 -45,696 -76,832 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 73.3 61.8 26.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 11 6 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 206,213 : : Positions : : 113,952 145,328 89,683 59,460 1,190 0 0 0 1,325 0 63 : : : : Changes from: September 28, 2010 : : -2,899 -3,197 -3,952 -3,923 -210 0 0 0 -395 -105 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 70.5 43.5 28.8 0.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 19 4 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 3,660,172 : : Positions : :2,135,386 2,602,537 1,503,492 1,034,301 21,294 0 0 0 0 2,040 0 : : : : Changes from: September 28, 2010 : : -27,716 -16,996 -48,323 -59,043 -13,917 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 71.1 41.1 28.3 0.6 0.0 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 15 . 7 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 58,304 : : Positions : : 48,544 52,249 5,185 725 2,940 0 0 0 1,380 2,135 0 : : : : Changes from: September 28, 2010 : : -2,853 -2,877 80 209 -185 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 89.6 8.9 1.2 5.0 0.0 0.0 0.0 2.4 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,077,645 : : Positions : : 929,231 910,004 43,005 20,616 80,785 0 3,800 0 24,624 62,440 0 : : : : Changes from: September 28, 2010 : : -8,238 -35,192 -21,480 6,578 -5,352 0 0 0 -816 -1,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.4 4.0 1.9 7.5 0.0 0.4 0.0 2.3 5.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 18 . 4 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 59,072 : : Positions : : 45,073 35,064 2,805 14,483 9,525 0 0 0 1,625 0 0 : : : : Changes from: September 28, 2010 : : -1,991 -2,430 105 63 -546 0 0 0 -525 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 59.4 4.7 24.5 16.1 0.0 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 . 5 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 10,787 : : Positions : : 7,170 7,252 3,206 2,435 195 0 0 0 130 650 0 : : : : Changes from: September 28, 2010 : : -483 -546 -189 -168 -63 0 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 67.2 29.7 22.6 1.8 0.0 0.0 0.0 1.2 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 5, 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 35,210 : : Positions : : 28,039 25,825 4,026 6,240 2,316 0 0 0 510 0 0 : : : : Changes from: September 28, 2010 : : -289 -364 -114 -39 -47 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 73.3 11.4 17.7 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 October 5, 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 513,294 : : Positions : : 314,797 287,481 58,097 56,188 140,400 0 0 0 0 29,225 0 : : : : Changes from: September 28, 2010 : : -38,784 -21,888 -384 -7,680 0 0 0 0 0 -9,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 56.0 11.3 10.9 27.4 0.0 0.0 0.0 0.0 5.7 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 October 5, 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 1,102,858 : : Positions : : 828,661 592,902 33,109 274,445 200,636 0 23,400 0 29,986 1,009 10,466 : : : : Changes from: September 28, 2010 : : -32,960 -43,791 1,920 3,840 -9,600 0 0 0 -8,839 72 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 53.8 3.0 24.9 18.2 0.0 2.1 0.0 2.7 0.1 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 18 . 5 4 0 . 0 . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 8, 2010