Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 41,505 : : Positions : : 25,792 25,101 3,185 7,549 6,291 2,358 1,180 1,046 124 0 112 : : : : Changes from: June 1, 2010 : : 72 152 -6 80 6 0 0 0 124 -42 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 60.5 7.7 18.2 15.2 5.7 2.8 2.5 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 20 5 . 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 16,988 : : Positions : : 10,011 10,798 3,443 1,798 2,199 0 500 220 0 362 0 : : : : Changes from: June 1, 2010 : : 164 244 -40 0 40 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 63.6 20.3 10.6 12.9 0.0 2.9 1.3 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 29,793 : : Positions : : 18,409 14,797 1,006 3,988 7,504 0 1,720 70 0 690 130 : : : : Changes from: June 1, 2010 : : -114 -114 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 49.7 3.4 13.4 25.2 0.0 5.8 0.2 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,457 : : Positions : : 6,906 7,254 1,960 2,557 1,155 160 0 260 370 0 0 : : : : Changes from: June 1, 2010 : : 0 128 120 0 0 -120 0 100 128 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 58.2 15.7 20.5 9.3 1.3 0.0 2.1 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 32,237 : : Positions : : 23,585 18,304 3,297 5,235 5,100 0 0 0 0 3,555 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 56.8 10.2 16.2 15.8 0.0 0.0 0.0 0.0 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 17,347 : : Positions : : 12,657 11,771 1,629 3,340 1,358 760 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 96 226 0 -134 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 67.9 9.4 19.3 7.8 4.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 4 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 10,350 : : Positions : : 6,798 3,326 1,300 5,020 1,058 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 82 -10 0 92 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 32.1 12.6 48.5 10.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 55,661 : : Positions : : 53,837 42,392 1,057 12,673 510 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 84 84 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 76.2 1.9 22.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 817,310 : : Positions : : 771,053 607,668 41,577 204,962 4,680 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 74.3 5.1 25.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 40,095 : : Positions : : 33,950 37,139 5,804 2,805 0 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 172 172 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 92.6 14.5 7.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 587,003 : : Positions : : 487,549 540,203 99,454 46,800 0 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 92.0 16.9 8.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 82,260 : : Positions : : 29,874 53,115 52,235 29,145 0 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 430 3,420 0 -2,990 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 64.6 63.5 35.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,384,573 : : Positions : : 455,406 936,165 929,167 448,408 0 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 0 46,880 0 -46,880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 67.6 67.1 32.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 167,101 : : Positions : : 128,768 95,935 36,097 70,650 296 0 0 0 1,940 220 0 : : : : Changes from: June 1, 2010 : : 63 -777 -2,560 0 0 0 0 0 1,720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 57.4 21.6 42.3 0.2 0.0 0.0 0.0 1.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 22 . 7 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,742,848 : : Positions : :2,193,844 1,502,956 545,018 1,235,906 3,986 0 0 0 0 0 0 : : : : Changes from: June 1, 2010 : : 0 -46,880 -46,880 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 54.8 19.9 45.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 59,975 : : Positions : : 51,078 54,322 6,175 366 2,722 0 0 0 0 2,565 0 : : : : Changes from: June 1, 2010 : : 530 530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 90.6 10.3 0.6 4.5 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,012,849 : : Positions : : 874,639 835,858 44,717 13,298 93,493 0 0 0 0 70,200 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 82.5 4.4 1.3 9.2 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 56,165 : : Positions : : 39,726 34,887 2,031 11,176 9,992 0 0 0 4,416 110 0 : : : : Changes from: June 1, 2010 : : -129 708 0 -430 0 0 0 0 407 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 62.1 3.6 19.9 17.8 0.0 0.0 0.0 7.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 20 . 5 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 11,267 : : Positions : : 8,909 7,371 1,430 2,908 453 0 0 0 258 0 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 65.4 12.7 25.8 4.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 578,998 : : Positions : : 424,389 325,825 61,009 95,228 93,600 0 0 0 0 64,345 0 : : : : Changes from: June 1, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.3 10.5 16.4 16.2 0.0 0.0 0.0 0.0 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 8, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 1,111,448 : : Positions : : 829,569 665,097 26,389 231,726 186,073 0 23,400 0 69,417 5,152 0 : : : : Changes from: June 1, 2010 : : 0 768 0 0 0 0 0 0 768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 59.8 2.4 20.8 16.7 0.0 2.1 0.0 6.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 5 5 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 11, 2010