Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 172,595 : : Positions : : 107,814 111,735 2,928 2,372 46,343 1,118 188 10,253 339 5 1,066 : : : : Changes from: March 30, 2010 : : 1,237 50 -497 -521 1,473 -375 143 -2 -157 1 201 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 64.7 1.7 1.4 26.9 0.6 0.1 5.9 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 24 4 . 6 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 21,083 : : Positions : : 12,408 13,282 3,167 1,794 3,656 80 960 280 0 142 30 : : : : Changes from: March 30, 2010 : : -391 -153 -68 -23 -146 -40 -40 0 0 -14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 63.0 15.0 8.5 17.3 0.4 4.6 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 18 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 30,254 : : Positions : : 18,698 15,473 1,428 3,869 7,650 0 1,440 120 0 690 120 : : : : Changes from: March 30, 2010 : : -850 -570 -218 -314 -68 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 51.1 4.7 12.8 25.3 0.0 4.8 0.4 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 4 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 12,701 : : Positions : : 8,004 7,520 1,640 2,863 1,085 400 0 160 312 0 20 : : : : Changes from: March 30, 2010 : : -392 -334 36 -39 -26 -60 0 0 6 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 59.2 12.9 22.5 8.5 3.1 0.0 1.3 2.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 48,511 : : Positions : : 31,624 35,853 3,573 199 10,589 250 0 1,063 0 0 0 : : : : Changes from: March 30, 2010 : : 623 121 -374 43 36 -38 0 -172 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 73.9 7.4 0.4 21.8 0.5 0.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 5 . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 10,810 : : Positions : : 6,924 3,464 1,514 5,330 1,116 0 0 0 0 0 0 : : : : Changes from: March 30, 2010 : : -392 -288 -106 -254 -74 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 32.0 14.0 49.3 10.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 56,394 : : Positions : : 52,727 43,389 2,191 11,250 1,476 0 0 0 0 0 0 : : : : Changes from: March 30, 2010 : : -952 -1,918 -621 368 -529 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 76.9 3.9 19.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 851,585 : : Positions : : 776,024 638,436 70,881 208,469 4,680 0 0 0 0 0 0 : : : : Changes from: March 30, 2010 : : -33,570 -39,945 -13,875 -7,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 75.0 8.3 24.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A48 Open Interest is 29,162 : : Positions : : 11,780 16,984 17,189 10,750 0 0 110 0 0 252 0 : : : : Changes from: March 30, 2010 : : -748 -702 -552 -460 0 0 110 0 0 -138 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 58.2 58.9 36.9 0.0 0.0 0.4 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 6 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A49 Open Interest is 474,834 : : Positions : : 164,824 279,954 310,010 193,296 0 0 0 0 0 1,584 0 : : : : Changes from: March 30, 2010 : : -11,625 -12,375 -9,000 -7,500 0 0 0 0 0 -750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 59.0 65.3 40.7 0.0 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 47,686 : : Positions : : 40,390 47,466 6,866 220 0 0 0 0 220 0 0 : : : : Changes from: March 30, 2010 : : -1,380 -1,909 -414 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 99.5 14.4 0.5 0.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 32,902 : : Positions : : 25,643 29,904 6,792 2,805 0 0 0 0 0 0 0 : : : : Changes from: March 30, 2010 : : 682 -146 -667 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 90.9 20.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 87,725 : : Positions : : 28,992 56,327 56,552 29,508 1,260 770 0 0 0 630 0 : : : : Changes from: March 30, 2010 : : 530 -1,218 -2,668 -575 -782 770 0 0 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.0 64.2 64.5 33.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 10 12 5 . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 1,447,697 : : Positions : : 431,162 979,521 1,010,199 453,920 6,336 0 0 0 0 7,920 0 : : : : Changes from: March 30, 2010 : : 860 -25,390 -42,000 -12,000 -4,500 0 0 0 0 -3,750 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.8 67.7 69.8 31.4 0.4 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 170,853 : : Positions : : 134,668 92,613 32,216 74,283 3,087 0 660 0 882 0 0 : : : : Changes from: March 30, 2010 : : -4,857 -675 -529 -4,311 -990 0 660 0 -483 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 54.2 18.9 43.5 1.8 0.0 0.4 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 6 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 2,822,883 : : Positions : :2,308,671 1,539,167 479,698 1,257,914 25,802 0 0 0 8,712 0 0 : : : : Changes from: March 30, 2010 : : -66,915 -31,395 -9,750 -49,395 -2,508 0 0 0 -4,125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 54.5 17.0 44.6 0.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 62,432 : : Positions : : 53,493 55,487 5,179 325 3,760 0 0 0 0 2,775 0 : : : : Changes from: March 30, 2010 : : -2,645 -2,507 -1 -1 -22 0 0 0 0 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 88.9 8.3 0.5 6.0 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 1,016,917 : : Positions : : 857,427 810,238 79,789 54,658 79,701 0 0 0 0 72,320 0 : : : : Changes from: March 30, 2010 : : -54,000 -28,125 -1,875 -27,750 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 79.7 7.8 5.4 7.8 0.0 0.0 0.0 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 54,157 : : Positions : : 42,056 38,003 1,776 9,496 6,118 0 0 0 4,185 518 22 : : : : Changes from: March 30, 2010 : : -1,560 -2,411 0 483 -713 0 0 0 -345 23 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 70.2 3.3 17.5 11.3 0.0 0.0 0.0 7.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 6, 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 993,329 : : Positions : : 782,560 644,818 6,515 203,620 116,339 0 23,400 0 87,915 5,152 0 : : : : Changes from: March 30, 2010 : : -22,890 -33,015 0 4,500 -10,125 0 0 0 -5,625 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 64.9 0.7 20.5 11.7 0.0 2.4 0.0 8.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 9, 2010