PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 43,468: 28,570 26,952 2,564 8,858 5,874 2,926 340 836 0 94 192: 2,506 322
Old : 43,468: 28,570 26,952 2,564 8,858 5,874 2,926 340 836 0 94 192: 2,506 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 142: 614 304 -96 0 -42 0 0 0 -90 80 0: -244 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 62.0 5.9 20.4 13.5 6.7 0.8 1.9 0.0 0.2 0.4: 5.8 0.7
Old : 100.0: 65.7 62.0 5.9 20.4 13.5 6.7 0.8 1.9 0.0 0.2 0.4: 5.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 24 19 5 . 6 . . . 0 . .:
Old : 39: 24 19 5 . 6 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 49.0 57.2 71.7 31.6 35.5 42.6 55.0
Old : 36.5 49.0 57.2 71.7 31.6 35.5 42.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 17,972: 10,585 11,494 3,742 2,058 2,167 80 960 280 0 170 24: 1,094 819
Old : 17,972: 10,585 11,494 3,742 2,058 2,167 80 960 280 0 170 24: 1,094 819
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 44: 82 44 -44 0 0 0 0 0 0 4 -4: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 64.0 20.8 11.5 12.1 0.4 5.3 1.6 0.0 0.9 0.1: 6.1 4.6
Old : 100.0: 58.9 64.0 20.8 11.5 12.1 0.4 5.3 1.6 0.0 0.9 0.1: 6.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 4 . 5 . . . 0 . .:
Old : 30: 16 17 4 . 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 41.8 63.8 66.8 35.5 29.8 52.6 49.4
Old : 41.2 41.8 63.8 66.8 35.5 29.8 52.6 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 13,185: 8,763 10,140 1,914 758 831 0 0 0 0 0 0: 1,677 1,456
Old : 13,185: 8,763 10,140 1,914 758 831 0 0 0 0 0 0: 1,677 1,456
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 179: 74 344 180 0 -119 0 0 0 0 0 0: 44 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 76.9 14.5 5.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.7 11.0
Old : 100.0: 66.5 76.9 14.5 5.7 6.3 0.0 0.0 0.0 0.0 0.0 0.0: 12.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 10 . . . 0 0 0 0 0 0:
Old : 20: 15 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 71.3 64.3 81.1 31.4 64.8 52.9 65.9
Old : 37.3 71.3 64.3 81.1 31.4 64.8 52.9 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 30,490: 18,960 15,437 1,318 3,809 7,914 0 1,440 120 0 830 130: 2,048 810
Old : 30,490: 18,960 15,437 1,318 3,809 7,914 0 1,440 120 0 830 130: 2,048 810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 90: -88 -242 -146 -144 284 0 0 0 0 100 10: 30 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 50.6 4.3 12.5 26.0 0.0 4.7 0.4 0.0 2.7 0.4: 6.7 2.7
Old : 100.0: 62.2 50.6 4.3 12.5 26.0 0.0 4.7 0.4 0.0 2.7 0.4: 6.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 16 . 4 6 0 . . 0 . .:
Old : 30: 20 16 . 4 6 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 44.6 60.0 68.9 25.1 29.0 35.5 42.0
Old : 40.1 44.6 60.0 68.9 25.1 29.0 35.5 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 12,881: 8,126 7,700 1,668 2,859 1,089 400 0 160 296 0 20: 1,122 1,053
Old : 12,881: 8,126 7,700 1,668 2,859 1,089 400 0 160 296 0 20: 1,122 1,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 140: 132 140 -4 0 0 0 0 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 59.8 12.9 22.2 8.5 3.1 0.0 1.2 2.3 0.0 0.2: 8.7 8.2
Old : 100.0: 63.1 59.8 12.9 22.2 8.5 3.1 0.0 1.2 2.3 0.0 0.2: 8.7 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 . 4 4 . 0 . . 0 .:
Old : 23: 13 12 . 4 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 43.7 57.1 72.6 36.7 38.9 53.0 55.3
Old : 37.3 43.7 57.1 72.6 36.7 38.9 53.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 17,508: 12,188 11,332 1,729 3,366 1,536 240 0 432 0 0 0: 1,383 842
Old : 17,508: 12,188 11,332 1,729 3,366 1,536 240 0 432 0 0 0: 1,383 842
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,252: 1,096 -154 0 1,242 140 0 0 0 0 0 0: 16 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 64.7 9.9 19.2 8.8 1.4 0.0 2.5 0.0 0.0 0.0: 7.9 4.8
Old : 100.0: 69.6 64.7 9.9 19.2 8.8 1.4 0.0 2.5 0.0 0.0 0.0: 7.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 . . 4 . 0 . 0 0 0:
Old : 26: 17 16 . . 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 59.1 67.9 78.2 51.1 52.2 63.1 68.5
Old : 51.9 59.1 67.9 78.2 51.1 52.2 63.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MW X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 11,346: 7,452 3,466 1,522 5,856 1,116 0 0 0 0 0 0: 1,256 908
Old : 11,346: 7,452 3,466 1,522 5,856 1,116 0 0 0 0 0 0: 1,256 908
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 54: 54 44 0 2 0 0 0 0 0 0 0: 0 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 30.5 13.4 51.6 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 8.0
Old : 100.0: 65.7 30.5 13.4 51.6 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 13 . 4 4 0 0 0 0 0 0:
Old : 22: 15 13 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 66.3 57.5 81.9 30.4 58.7 49.4 64.0
Old : 33.3 66.3 57.5 81.9 30.4 58.7 49.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 59,201: 55,277 46,389 2,191 11,250 1,476 0 0 0 0 0 0: 257 86
Old : 59,201: 55,277 46,389 2,191 11,250 1,476 0 0 0 0 0 0: 257 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 2,807: 2,550 3,000 0 0 0 0 0 0 0 0 0: 257 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 78.4 3.7 19.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 93.4 78.4 3.7 19.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 7 . . . 0 0 0 0 0 0:
Old : 21: 10 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 82.9 94.9 97.7 82.8 81.3 94.9 95.2
Old : 82.8 82.9 94.9 97.7 82.8 81.3 94.9 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 903,033: 827,472 689,884 70,881 208,469 4,680 0 0 0 0 0 0: 0 0
Old : 903,033: 827,472 689,884 70,881 208,469 4,680 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 51,448: 51,448 51,448 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 76.4 7.8 23.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.6 76.4 7.8 23.1 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 6 . . . 0 0 0 0 0 0:
Old : 22: 12 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 85.5 93.0 99.0 76.9 84.6 92.5 98.1
Old : 77.4 85.5 93.0 99.0 76.9 84.6 92.5 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 31,732: 14,350 19,554 17,189 10,750 0 0 110 0 0 252 0: 193 1,066
Old : 31,732: 14,350 19,554 17,189 10,750 0 0 110 0 0 252 0: 193 1,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 61.6 54.2 33.9 0.0 0.0 0.3 0.0 0.0 0.8 0.0: 0.6 3.4
Old : 100.0: 45.2 61.6 54.2 33.9 0.0 0.0 0.3 0.0 0.0 0.8 0.0: 0.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 6 . . 0 0 . 0 0 . 0:
Old : 21: 9 6 . . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1
Old : 85.2 69.9 96.5 95.2 81.8 61.9 89.7 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 522,914: 211,304 326,434 310,010 193,296 0 0 0 0 0 1,584 0: 1,600 1,600
Old : 522,914: 211,304 326,434 310,010 193,296 0 0 0 0 0 1,584 0: 1,600 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,600: 0 0 0 0 0 0 0 0 0 0 0: 1,600 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 62.4 59.3 37.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.3 0.3
Old : 100.0: 40.4 62.4 59.3 37.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 8 7 . . 0 0 0 0 0 . 0:
Old : 21: 8 7 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.4 70.9 98.8 98.3 84.3 62.0 90.6 89.4
Old : 90.4 70.9 98.8 98.3 84.3 62.0 90.6 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 48,971: 41,675 48,751 6,866 220 0 0 0 0 220 0 0: 210 0
Old : 48,971: 41,675 48,751 6,866 220 0 0 0 0 220 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,285: 1,285 1,285 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 99.6 14.0 0.4 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.4 0.0
Old : 100.0: 85.1 99.6 14.0 0.4 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 7 4 . 0 0 0 0 . 0 0:
Old : 20: 11 7 4 . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 97.6 86.3 100.0 59.8 87.0 80.7 88.3
Old : 60.5 97.6 86.3 100.0 59.8 87.0 80.7 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 33,132: 25,643 30,134 7,022 2,805 0 0 0 0 0 0 0: 467 193
Old : 33,132: 25,643 30,134 7,022 2,805 0 0 0 0 0 0 0: 467 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 91.0 21.2 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.6
Old : 100.0: 77.4 91.0 21.2 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 4 . 0 0 0 0 0 0 0:
Old : 22: 11 9 4 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 68.3 87.4 95.5 62.0 62.2 78.9 86.1
Old : 65.9 68.3 87.4 95.5 62.0 62.2 78.9 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 87,725: 28,992 53,757 56,552 32,078 1,260 770 0 0 0 630 0: 151 0
Old : 87,725: 28,992 53,757 56,552 32,078 1,260 770 0 0 0 630 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 61.3 64.5 36.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0: 0.2 0.0
Old : 100.0: 33.0 61.3 64.5 36.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 10 12 5 . . . 0 0 0 . 0:
Old : 27: 10 12 5 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
Old : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,447,697: 431,162 933,041 1,010,199 500,400 6,336 0 0 0 0 7,920 0: 0 0
Old : 1,447,697: 431,162 933,041 1,010,199 500,400 6,336 0 0 0 0 7,920 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 64.5 69.8 34.6 0.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 29.8 64.5 69.8 34.6 0.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 9 5 . . 0 0 0 0 . 0:
Old : 25: 9 9 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
Old : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 173,378: 134,603 95,318 34,786 74,083 3,087 0 660 0 882 0 0: 20 230
Old : 173,378: 134,603 95,318 34,786 74,083 3,087 0 660 0 882 0 0: 20 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,015: 995 1,425 0 -430 0 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 55.0 20.1 42.7 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 0.1
Old : 100.0: 77.6 55.0 20.1 42.7 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 21 19 . 6 . 0 . 0 . 0 0:
Old : 39: 21 19 . 6 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.1 81.3 77.5 56.4 55.9 79.9 74.0
Old : 56.8 58.1 81.3 77.5 56.4 55.9 79.9 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 2,876,803: 2,316,111 1,589,327 526,178 1,261,674 25,802 0 0 0 8,712 0 0: 0 0
Old : 2,876,803: 2,316,111 1,589,327 526,178 1,261,674 25,802 0 0 0 8,712 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 3,680: 3,680 3,680 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 55.2 18.3 43.9 0.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 80.5 55.2 18.3 43.9 0.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 16 . 5 . 0 0 0 . 0 0:
Old : 34: 20 16 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 63.6 87.0 82.7 64.4 63.1 86.8 81.5
Old : 64.4 63.6 87.0 82.7 64.4 63.1 86.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 63,882: 54,943 56,592 5,157 733 3,782 0 0 0 0 2,775 0: 0 0
Old : 63,882: 54,943 56,592 5,157 733 3,782 0 0 0 0 2,775 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 1,450: 1,450 1,105 -22 408 22 0 0 0 0 0 0: 0 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 88.6 8.1 1.1 5.9 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 86.0 88.6 8.1 1.1 5.9 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . . . 0 0 0 0 . 0:
Old : 31: 19 16 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 58.1 72.9 78.2 44.6 54.5 61.2 64.8
Old : 53.1 58.1 72.9 78.2 44.6 54.5 61.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,090,457: 925,047 860,378 62,309 54,658 103,101 0 0 0 0 72,320 0: 0 0
Old : 1,090,457: 925,047 860,378 62,309 54,658 103,101 0 0 0 0 72,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 60,030: 60,030 36,630 -23,400 0 23,400 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 78.9 5.7 5.0 9.5 0.0 0.0 0.0 0.0 6.6 0.0: 0.0 0.0
Old : 100.0: 84.8 78.9 5.7 5.0 9.5 0.0 0.0 0.0 0.0 6.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 17 4 . 4 0 0 0 0 . 0:
Old : 31: 15 17 4 . 4 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 52.9 76.5 73.9 50.5 50.8 63.8 68.1
Old : 56.1 52.9 76.5 73.9 50.5 50.8 63.8 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 55,392: 43,378 38,218 1,776 11,033 6,031 0 0 0 4,185 88 22: 0 0
Old : 55,392: 43,378 38,218 1,776 11,033 6,031 0 0 0 4,185 88 22: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 0 430 0 0 0 0 0 -430 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 69.0 3.2 19.9 10.9 0.0 0.0 0.0 7.6 0.2 0.0: 0.0 0.0
Old : 100.0: 78.3 69.0 3.2 19.9 10.9 0.0 0.0 0.0 7.6 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 20 . 6 4 0 0 0 . . .:
Old : 33: 17 20 . 6 4 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 45.2 76.6 63.0 51.3 31.6 63.8 46.4
Old : 56.1 45.2 76.6 63.0 51.3 31.6 63.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 10,972: 7,940 7,955 1,622 1,930 510 0 0 0 386 0 0: 514 577
Old : 10,972: 7,940 7,955 1,622 1,930 510 0 0 0 386 0 0: 514 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 72.5 14.8 17.6 4.6 0.0 0.0 0.0 3.5 0.0 0.0: 4.7 5.3
Old : 100.0: 72.4 72.5 14.8 17.6 4.6 0.0 0.0 0.0 3.5 0.0 0.0: 4.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . . 0 0 0 . 0 0:
Old : 21: 13 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 55.1 72.0 81.4 44.8 52.3 58.8 64.6
Old : 51.9 55.1 72.0 81.4 44.8 52.3 58.8 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, April 20, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,008,616: 801,689 643,617 18,205 223,950 112,497 0 23,400 0 76,225 5,152 0: 0 0
Old : 1,008,616: 801,689 643,617 18,205 223,950 112,497 0 23,400 0 76,225 5,152 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 0: 0 0 11,690 0 0 0 0 0 -11,690 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 63.8 1.8 22.2 11.2 0.0 2.3 0.0 7.6 0.5 0.0: 0.0 0.0
Old : 100.0: 79.5 63.8 1.8 22.2 11.2 0.0 2.3 0.0 7.6 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 17 . 5 . 0 . 0 . . 0:
Old : 35: 18 17 . 5 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3
Old : 48.5 48.7 71.3 66.1 48.3 33.3 58.5 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010