Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 166,414 : : Positions : : 84,673 114,353 10,185 11,981 17,983 27,034 3,365 15,405 7,953 618 2,324 : : : : Changes from: June 28, 2011 : : 1,565 406 596 693 110 -1,021 -182 47 71 185 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 68.7 6.1 7.2 10.8 16.2 2.0 9.3 4.8 0.4 1.4 : : : : Number of Traders in Each Category Total Traders: 84 : : 39 37 7 9 11 8 . 8 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 61,492 : : Positions : : 46,248 26,188 5,735 24,437 7,854 343 559 647 283 1,425 382 : : : : Changes from: June 28, 2011 : : -5,685 -5,255 -702 -1,108 -1,147 106 -2 -23 -54 30 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 42.6 9.3 39.7 12.8 0.6 0.9 1.1 0.5 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 23 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 560,820 : : Positions : : 473,559 268,722 1,236 200,185 78,193 0 2,152 344 7,176 10,912 0 : : : : Changes from: June 28, 2011 : : -39,952 -24,288 -6,817 -25,601 9,745 -1,520 1,248 -304 928 1,280 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 47.9 0.2 35.7 13.9 0.0 0.4 0.1 1.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 16 . 5 6 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,668,398 : : Positions : :1,025,871 1,184,201 230,703 24,748 281,598 16,546 9,999 88,253 3,912 58,108 21,491 : : : : Changes from: June 28, 2011 : : 11,137 18,561 18,768 -4,680 -3,554 -6,743 6,704 -6,297 0 2,577 -720 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 71.0 13.8 1.5 16.9 1.0 0.6 5.3 0.2 3.5 1.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 26 6 4 7 . . 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 125,540 : : Positions : : 68,292 87,678 26,690 5,390 27,477 544 2,527 1,506 420 336 583 : : : : Changes from: June 28, 2011 : : -2,924 469 3,013 -243 -178 56 -660 -79 -287 146 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 69.8 21.3 4.3 21.9 0.4 2.0 1.2 0.3 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 31 6 . 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 527,317 : : Positions : : 379,957 329,948 109,397 154,432 36,682 0 1,832 304 0 3,142 977 : : : : Changes from: June 28, 2011 : : 4,546 -2,224 -5,834 0 -32 -304 8 304 0 624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 62.6 20.7 29.3 7.0 0.0 0.3 0.1 0.0 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 47,591 : : Positions : : 19,333 20,877 1,276 18,823 5,413 17,774 855 784 1,083 42 296 : : : : Changes from: June 28, 2011 : : -1,921 -3,606 -98 -100 -302 -1,102 181 -40 -213 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.6 43.9 2.7 39.6 11.4 37.3 1.8 1.6 2.3 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 21 . 7 9 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 7,286 : : Positions : : 5,523 3,878 0 2,093 128 212 362 0 40 0 0 : : : : Changes from: June 28, 2011 : : -309 -264 0 -22 0 0 21 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 53.2 0.0 28.7 1.8 2.9 5.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 11 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 14,824 : : Positions : : 10,422 10,108 1,710 660 1,420 0 580 100 0 736 0 : : : : Changes from: June 28, 2011 : : -441 -302 -111 -96 -24 0 -40 0 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 68.2 11.5 4.5 9.6 0.0 3.9 0.7 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 14 5 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 10,413 : : Positions : : 6,514 5,876 54 1,912 519 0 720 30 601 146 38 : : : : Changes from: June 28, 2011 : : -152 42 -74 -187 0 0 -16 0 -29 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 56.4 0.5 18.4 5.0 0.0 6.9 0.3 5.8 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 27,758 : : Positions : : 18,449 10,752 1,686 9,330 3,638 0 2,130 0 502 0 574 : : : : Changes from: June 28, 2011 : : -1,144 -468 212 -473 -286 -174 -90 -24 18 0 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 38.7 6.1 33.6 13.1 0.0 7.7 0.0 1.8 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . 6 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 11,320 : : Positions : : 8,292 7,912 856 1,358 638 0 2 350 0 374 0 : : : : Changes from: June 28, 2011 : : -345 -359 -12 -49 -18 -8 2 -2 0 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 69.9 7.6 12.0 5.6 0.0 0.0 3.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 10,715 : : Positions : : 5,605 6,819 1,250 1,324 1,208 36 500 12 330 0 0 : : : : Changes from: June 28, 2011 : : -699 -957 -306 -2 -226 36 -88 -36 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 63.6 11.7 12.4 11.3 0.3 4.7 0.1 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . 4 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 46,893 : : Positions : : 44,472 34,756 2,039 11,883 0 0 0 0 0 254 0 : : : : Changes from: June 28, 2011 : : 394 834 -44 -462 0 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 74.1 4.3 25.3 0.0 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 662,889 : : Positions : : 617,471 435,204 40,314 217,811 5,104 0 0 0 0 4,770 0 : : : : Changes from: June 28, 2011 : : -32,384 -35,696 -368 -9,200 -368 0 0 0 -7,374 4,770 -4,770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 65.7 6.1 32.9 0.8 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 49,934 : : Positions : : 27,388 34,548 20,006 12,846 2,540 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -1,452 -2,596 -2,112 -968 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 69.2 40.1 25.7 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 900,736 : : Positions : : 499,893 616,896 353,883 236,880 46,960 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -23,920 -41,584 -33,856 -16,192 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.5 39.3 26.3 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 157,453 : : Positions : : 86,314 126,319 65,903 27,310 2,748 0 0 0 1,201 0 1,053 : : : : Changes from: June 28, 2011 : : -6,710 -7,678 -3,916 -2,552 -66 0 0 0 396 0 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 80.2 41.9 17.3 1.7 0.0 0.0 0.0 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 21 . 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 2,742,874 : : Positions : :1,520,697 2,186,397 1,168,880 467,083 35,339 0 0 0 0 36,097 17,958 : : : : Changes from: June 28, 2011 : : -99,360 -118,496 -63,664 -37,904 -1,104 0 0 0 0 -6,624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 79.7 42.6 17.0 1.3 0.0 0.0 0.0 0.0 1.3 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 19 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 48,870 : : Positions : : 32,878 41,426 9,457 2,440 1,910 1,275 820 0 2,071 1,038 1,236 : : : : Changes from: June 28, 2011 : : -441 1,317 1,758 110 -1,895 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 84.8 19.4 5.0 3.9 2.6 1.7 0.0 4.2 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 1,258,885 : : Positions : : 933,951 931,387 66,164 188,960 108,565 0 0 0 150,205 29,973 0 : : : : Changes from: June 28, 2011 : : -24,184 -5,624 -19,632 13,264 8,056 0 0 0 48,880 -2,576 -1,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 74.0 5.3 15.0 8.6 0.0 0.0 0.0 11.9 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 15 4 . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 51,509 : : Positions : : 44,560 36,046 2,420 10,656 4,254 0 0 0 105 0 0 : : : : Changes from: June 28, 2011 : : -1,826 -2,530 -110 484 -814 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 70.0 4.7 20.7 8.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 39,156 : : Positions : : 17,828 31,501 18,992 2,550 1,153 630 0 0 0 3,483 342 : : : : Changes from: June 28, 2011 : : 1,252 1,318 88 0 -88 0 0 0 0 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 80.4 48.5 6.5 2.9 1.6 0.0 0.0 0.0 8.9 0.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 18,293 : : Positions : : 12,457 11,381 3,113 4,696 1,811 0 86 0 510 0 0 : : : : Changes from: June 28, 2011 : : -1,622 -1,182 -418 -440 0 0 -440 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 62.2 17.0 25.7 9.9 0.0 0.5 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 394,304 : : Positions : : 257,624 285,866 49,575 21,333 87,105 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -18,400 -6,624 9,936 -1,840 -12,880 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 72.5 12.6 5.4 22.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 994,386 : : Positions : : 848,201 653,241 0 225,600 103,620 23,400 11,925 0 19,165 0 0 : : : : Changes from: June 28, 2011 : : -30,476 -37,468 0 11,408 -15,088 0 -1,840 0 2,576 0 -2,576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 65.7 0.0 22.7 10.4 2.4 1.2 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 18 0 5 . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 668,186 : : Positions : : 293,499 529,362 269,135 124,497 3,552 47,040 0 0 44,185 0 10,775 : : : : Changes from: June 28, 2011 : : -32,016 -18,400 -736 -736 -1,104 0 0 0 13,616 0 -13,616 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 79.2 40.3 18.6 0.5 7.0 0.0 0.0 6.6 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : 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 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 172,069 : : Positions : : 145,883 132,672 25,418 38,629 768 0 0 0 0 0 0 : : : : Changes from: June 28, 2011 : : -7,728 -5,152 0 -2,576 -736 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 14.8 22.4 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 346,816 : : Positions : : 342,016 313,080 0 33,736 0 0 0 0 4,800 0 0 : : : : Changes from: June 28, 2011 : : -25,248 -23,040 0 -2,208 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 90.3 0.0 9.7 0.0 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 8, 2011