Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 180,932 : : Positions : : 112,943 115,115 2,938 3,489 50,159 1,022 833 9,526 262 0 1,162 : : : : Changes from: April 27, 2010 : : -1,620 -2,319 295 1,224 -1,050 131 8 -196 77 -5 -69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 63.6 1.6 1.9 27.7 0.6 0.5 5.3 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 24 5 . 6 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 20,401 : : Positions : : 12,385 12,745 3,045 1,732 3,569 40 920 280 0 178 16 : : : : Changes from: April 27, 2010 : : -472 -696 -190 -65 -175 -40 -40 0 0 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 62.5 14.9 8.5 17.5 0.2 4.5 1.4 0.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 29,933 : : Positions : : 18,529 15,150 1,206 3,535 7,866 0 1,520 70 0 760 130 : : : : Changes from: April 27, 2010 : : -577 -365 -91 -287 -83 0 80 -50 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 50.6 4.0 11.8 26.3 0.0 5.1 0.2 0.0 2.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . 5 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 12,359 : : Positions : : 7,686 7,294 1,754 2,800 1,067 340 0 160 238 0 20 : : : : Changes from: April 27, 2010 : : -314 -406 -40 -39 -26 -60 0 0 -58 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 59.0 14.2 22.7 8.6 2.8 0.0 1.3 1.9 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 May 4, 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 48,959 : : Positions : : 31,935 35,731 3,455 0 11,608 240 0 729 0 0 0 : : : : Changes from: April 27, 2010 : : -380 -1,245 -504 0 -228 98 0 3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 73.0 7.1 0.0 23.7 0.5 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 6 0 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 10,842 : : Positions : : 7,162 3,196 1,430 5,716 1,058 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -144 -128 -92 -134 -58 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 29.5 13.2 52.7 9.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 56,788 : : Positions : : 53,964 43,375 1,597 12,357 970 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -1,313 -3,014 -594 1,107 -506 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 76.4 2.8 21.8 1.7 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- Options and Futures Combined Positions as of May 4, 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 878,790 : : Positions : : 816,845 659,396 57,265 214,714 4,680 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -24,667 -44,528 -13,616 6,245 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 75.0 6.5 24.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 501,074 : : Positions : : 199,896 314,290 301,178 185,936 0 0 0 0 0 848 0 : : : : Changes from: April 27, 2010 : : -11,408 -12,144 -8,832 -7,360 0 0 0 0 0 -736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.9 62.7 60.1 37.1 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 31,466 : : Positions : : 24,681 28,490 6,384 2,805 0 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -902 -1,584 -638 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 90.5 20.3 8.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 470,509 : : Positions : : 358,335 419,029 112,174 46,800 0 0 0 0 0 0 0 : : : : Changes from: April 27, 2010 : : -4,048 -15,088 -6,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 89.1 23.8 9.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 85,309 : : Positions : : 29,923 52,969 54,635 31,440 600 0 0 0 0 300 0 : : : : Changes from: April 27, 2010 : : 931 -1,045 -2,174 -638 -660 -770 0 0 0 -330 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 62.1 64.0 36.9 0.7 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 11 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 1,401,169 : : Positions : : 420,938 906,385 976,839 487,152 3,392 0 0 0 0 4,240 0 : : : : Changes from: April 27, 2010 : : -10,224 -31,304 -38,008 -13,248 -2,944 0 0 0 0 -3,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.0 64.7 69.7 34.8 0.2 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 10 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 165,719 : : Positions : : 129,513 92,100 34,082 71,815 1,704 0 0 0 420 0 0 : : : : Changes from: April 27, 2010 : : -4,366 -2,237 -704 -2,525 -1,383 0 -660 0 -462 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 55.6 20.6 43.3 1.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 19 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 2,806,837 : : Positions : :2,269,426 1,538,402 515,138 1,242,346 17,609 0 0 0 4,664 8,480 0 : : : : Changes from: April 27, 2010 : : -46,792 -46,384 -11,040 -23,976 -8,193 0 0 0 -4,048 8,480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 54.8 18.4 44.3 0.6 0.0 0.0 0.0 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 16 . 5 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 61,220 : : Positions : : 52,303 54,172 5,135 601 3,782 0 0 0 0 2,665 0 : : : : Changes from: April 27, 2010 : : -2,640 -2,420 -22 -132 0 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 88.5 8.4 1.0 6.2 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 1,057,465 : : Positions : : 916,855 849,098 47,117 42,554 93,493 0 0 0 0 72,320 0 : : : : Changes from: April 27, 2010 : : -31,592 -36,800 -17,312 -12,104 -9,608 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 80.3 4.5 4.0 8.8 0.0 0.0 0.0 0.0 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 53,916 : : Positions : : 42,718 36,962 1,776 11,277 5,567 0 0 0 3,855 110 0 : : : : Changes from: April 27, 2010 : : -1,127 -1,809 0 330 -550 0 0 0 -330 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.6 3.3 20.9 10.3 0.0 0.0 0.0 7.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 19 . 6 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 10,180 : : Positions : : 7,478 7,405 1,613 1,710 510 0 0 0 342 0 0 : : : : Changes from: April 27, 2010 : : -462 -550 -264 -220 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 72.7 15.8 16.8 5.0 0.0 0.0 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 976,616 : : Positions : : 782,569 617,137 20,045 227,630 103,297 0 23,400 0 70,705 5,152 0 : : : : Changes from: April 27, 2010 : : -19,120 -26,480 1,840 3,680 -9,200 0 0 0 -5,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 63.2 2.1 23.3 10.6 0.0 2.4 0.0 7.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 7, 2010