Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 165,497 : : Positions : : 86,613 117,038 10,077 11,251 17,570 26,519 3,363 12,074 9,049 411 2,404 : : : : Changes from: July 5, 2011 : : 1,940 2,685 -108 -730 -413 -515 -2 -3,331 1,096 -207 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 70.7 6.1 6.8 10.6 16.0 2.0 7.3 5.5 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 82 : : 40 35 7 8 10 6 4 6 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 62,884 : : Positions : : 47,608 25,813 5,444 25,786 8,330 105 861 647 364 1,061 386 : : : : Changes from: July 5, 2011 : : 1,360 -375 -291 1,349 476 -238 302 0 81 -364 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 41.0 8.7 41.0 13.2 0.2 1.4 1.0 0.6 1.7 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 24 . 6 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 561,714 : : Positions : : 474,764 269,624 1,868 201,120 77,250 0 1,840 344 7,488 11,536 0 : : : : Changes from: July 5, 2011 : : 1,205 902 632 935 -943 0 -312 0 312 624 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 48.0 0.3 35.8 13.8 0.0 0.3 0.1 1.3 2.1 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 12, 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 1,627,032 : : Positions : :1,032,628 1,187,736 241,255 24,588 247,895 18,894 31,102 61,036 3,928 53,399 21,276 : : : : Changes from: July 5, 2011 : : 6,757 3,535 10,552 -160 -33,703 2,348 21,103 -27,217 16 -4,709 -215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 73.0 14.8 1.5 15.2 1.2 1.9 3.8 0.2 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 30 26 6 4 7 . . 5 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 120,598 : : Positions : : 64,656 83,197 25,876 6,739 25,955 420 1,855 1,218 1,435 592 477 : : : : Changes from: July 5, 2011 : : -3,636 -4,481 -814 1,349 -1,522 -124 -672 -288 1,015 256 -106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 69.0 21.5 5.6 21.5 0.3 1.5 1.0 1.2 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 52 : : 26 29 6 . 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 499,351 : : Positions : : 360,344 303,910 93,357 147,264 44,673 0 0 0 337 2,864 640 : : : : Changes from: July 5, 2011 : : -19,613 -26,038 -16,040 -7,168 7,991 0 -1,832 -304 337 -278 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 60.9 18.7 29.5 8.9 0.0 0.0 0.0 0.1 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 4 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 49,879 : : Positions : : 20,959 20,941 1,516 20,795 5,403 18,164 845 784 1,135 304 286 : : : : Changes from: July 5, 2011 : : 1,626 64 240 1,972 -10 390 -10 0 52 262 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 42.0 3.0 41.7 10.8 36.4 1.7 1.6 2.3 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 25 22 . 7 9 . 5 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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: July 5, 2011 : : 0 0 0 0 0 0 0 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 12, 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 14,864 : : Positions : : 10,452 10,158 1,710 660 1,420 0 580 100 0 756 0 : : : : Changes from: July 5, 2011 : : 30 50 0 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 68.3 11.5 4.4 9.6 0.0 3.9 0.7 0.0 5.1 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 12, 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 10,449 : : Positions : : 6,514 5,876 54 1,912 519 0 720 30 601 146 38 : : : : Changes from: July 5, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 56.2 0.5 18.3 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 12, 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 29,092 : : Positions : : 18,475 11,224 1,806 8,940 3,628 960 3,090 0 558 0 574 : : : : Changes from: July 5, 2011 : : 26 472 120 -390 -10 960 960 0 56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 38.6 6.2 30.7 12.5 3.3 10.6 0.0 1.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 11,562 : : Positions : : 8,532 7,792 808 1,358 686 0 242 350 0 328 0 : : : : Changes from: July 5, 2011 : : 240 -120 -48 0 48 0 240 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 67.4 7.0 11.7 5.9 0.0 2.1 3.0 0.0 2.8 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 12, 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: July 5, 2011 : : 0 0 0 0 0 0 0 0 0 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 12, 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 46,914 : : Positions : : 44,493 34,756 2,039 11,904 0 0 0 0 0 254 0 : : : : Changes from: July 5, 2011 : : 21 0 0 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 74.1 4.3 25.4 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 12, 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 663,688 : : Positions : : 618,270 435,612 39,923 217,811 5,495 0 0 0 0 4,770 0 : : : : Changes from: July 5, 2011 : : 799 408 -391 0 391 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 65.6 6.0 32.8 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 12, 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 50,189 : : Positions : : 27,643 34,803 20,006 12,846 2,540 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 69.3 39.9 25.6 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 12, 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 905,440 : : Positions : : 504,597 621,600 353,883 236,880 46,960 0 0 0 0 0 0 : : : : Changes from: July 5, 2011 : : 4,704 4,704 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 68.7 39.1 26.2 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 12, 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 157,708 : : Positions : : 86,569 126,574 65,903 27,310 2,748 0 0 0 1,201 0 1,053 : : : : Changes from: July 5, 2011 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 80.3 41.8 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 12, 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 2,746,810 : : Positions : :1,524,633 2,190,333 1,168,880 467,083 35,339 0 0 0 0 36,097 17,958 : : : : Changes from: July 5, 2011 : : 3,936 3,936 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 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 12, 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 48,615 : : Positions : : 32,623 41,171 9,457 2,440 1,910 1,275 820 0 2,071 1,038 1,236 : : : : Changes from: July 5, 2011 : : -255 -255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 84.7 19.5 5.0 3.9 2.6 1.7 0.0 4.3 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 12, 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 1,339,007 : : Positions : : 953,969 1,005,117 56,836 196,480 107,437 0 0 0 216,890 26,098 3,875 : : : : Changes from: July 5, 2011 : : 20,018 73,730 -9,328 7,520 -1,128 0 0 0 66,685 -3,875 3,875 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.1 4.2 14.7 8.0 0.0 0.0 0.0 16.2 1.9 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 14 4 . 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 51,764 : : Positions : : 44,815 36,301 2,420 10,656 4,254 0 0 0 105 0 0 : : : : Changes from: July 5, 2011 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 70.1 4.7 20.6 8.2 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 12, 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: July 5, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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 4,951 1,811 0 86 0 510 0 0 : : : : Changes from: July 5, 2011 : : 0 0 0 255 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 62.2 17.0 27.1 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 12, 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: July 5, 2011 : : 0 0 0 0 0 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 12, 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: July 5, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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: July 5, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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: July 5, 2011 : : 0 0 0 0 0 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 12, 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 347,224 : : Positions : : 342,424 313,488 0 33,736 0 0 0 0 4,800 0 0 : : : : Changes from: July 5, 2011 : : 408 408 0 0 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 15, 2011