Disaggregated Commitments of Traders- Options and 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 184,455 : : Positions : : 85,176 82,872 1,447 16,390 61,283 14,541 2,793 17,986 84 391 2,006 : : : : Changes from: June 28, 2011 : : -9,965 -10,305 -30 -176 -4,372 214 869 -2,129 -36 -415 -452 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 44.9 0.8 8.9 33.2 7.9 1.5 9.8 0.0 0.2 1.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 27 26 . 7 9 . 5 6 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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 24,440 : : Positions : : 13,495 12,896 2,502 2,720 5,260 523 120 1,487 0 736 0 : : : : Changes from: June 28, 2011 : : -595 -439 -85 -220 -191 -93 0 -87 0 -95 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 52.8 10.2 11.1 21.5 2.1 0.5 6.1 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 14 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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 10,613 : : Positions : : 6,669 5,921 54 2,021 564 0 720 30 601 146 38 : : : : Changes from: June 28, 2011 : : -162 12 -74 -167 -30 0 -16 0 -29 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 55.8 0.5 19.0 5.3 0.0 6.8 0.3 5.7 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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 22,551 : : Positions : : 13,733 14,505 1,253 1,672 4,535 0 562 426 330 0 0 : : : : Changes from: June 28, 2011 : : -2,045 -1,904 -253 -305 -663 0 -164 -0 -10 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 64.3 5.6 7.4 20.1 0.0 2.5 1.9 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . 4 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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- Options and 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 28,051 : : Positions : : 20,381 20,675 3,411 3,625 3,347 0 86 0 510 0 0 : : : : Changes from: June 28, 2011 : : -3,912 -3,445 -435 -483 63 0 -440 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 73.7 12.2 12.9 11.9 0.0 0.3 0.0 1.8 0.0 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 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- Options and 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- Options and 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- Options and 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- Options and 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