CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 1,550 TONS) :
: : Positions :
All : 7,810: 6,135 6,015 345 640 600 0 45 90 285 0 0: 355 420
Old : 7,810: 6,135 6,015 345 640 600 0 45 90 285 0 0: 355 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 25: 190 390 60 -55 -45 0 -70 15 0 0 0: -195 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 77.0 4.4 8.2 7.7 0.0 0.6 1.2 3.6 0.0 0.0: 4.5 5.4
Old : 100.0: 78.6 77.0 4.4 8.2 7.7 0.0 0.6 1.2 3.6 0.0 0.0: 4.5 5.4
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 : 23: 13 15 . . . 0 . . . 0 0:
Old : 23: 13 15 . . . 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 : 57.6 38.9 79.3 63.2 45.1 32.2 58.4 49.7
Old : 57.6 38.9 79.3 63.2 45.1 32.2 58.4 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 45,575: 19,353 25,261 2,972 9,796 7,267 12,076 740 1,122 676 72 105: 2,004 1,212
Old : 45,575: 19,353 25,261 2,972 9,796 7,267 12,076 740 1,122 676 72 105: 2,004 1,212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,389: -554 -1,543 -1,472 -855 849 -398 -60 32 38 -10 10: 106 188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 55.4 6.5 21.5 15.9 26.5 1.6 2.5 1.5 0.2 0.2: 4.4 2.7
Old : 100.0: 42.5 55.4 6.5 21.5 15.9 26.5 1.6 2.5 1.5 0.2 0.2: 4.4 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 : 45: 25 18 4 5 8 . . . . . .:
Old : 45: 25 18 4 5 8 . . . . . .:
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 : 43.6 58.3 62.3 75.1 38.2 51.2 50.7 59.6
Old : 43.6 58.3 62.3 75.1 38.2 51.2 50.7 59.6
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,571: 9,706 9,956 2,136 782 1,343 0 620 100 0 616 0: 1,286 1,154
Old : 14,571: 9,706 9,956 2,136 782 1,343 0 620 100 0 616 0: 1,286 1,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -710: -502 -555 -131 -50 -5 -94 0 -88 0 24 -28: 138 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 68.3 14.7 5.4 9.2 0.0 4.3 0.7 0.0 4.2 0.0: 8.8 7.9
Old : 100.0: 66.6 68.3 14.7 5.4 9.2 0.0 4.3 0.7 0.0 4.2 0.0: 8.8 7.9
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: 15 12 4 . 4 0 . . 0 . 0:
Old : 27: 15 12 4 . 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 : 48.7 50.8 68.4 67.6 47.1 42.2 60.5 56.3
Old : 48.7 50.8 68.4 67.6 47.1 42.2 60.5 56.3
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 29,051: 19,836 11,090 1,624 9,495 4,136 170 2,120 0 122 0 872: 2,291 1,338
Old : 29,051: 19,836 11,090 1,624 9,495 4,136 170 2,120 0 122 0 872: 2,291 1,338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -902: -850 -476 128 -142 -336 170 0 0 74 -448 380: -468 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 38.2 5.6 32.7 14.2 0.6 7.3 0.0 0.4 0.0 3.0: 7.9 4.6
Old : 100.0: 68.3 38.2 5.6 32.7 14.2 0.6 7.3 0.0 0.4 0.0 3.0: 7.9 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 : 28: 17 12 . 4 6 . . 0 . 0 .:
Old : 28: 17 12 . 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 : 38.3 54.0 58.6 76.8 22.8 47.5 37.0 53.4
Old : 38.3 54.0 58.6 76.8 22.8 47.5 37.0 53.4
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,580: 8,532 8,156 890 1,372 698 18 0 352 0 402 0: 1,090 600
Old : 11,580: 8,532 8,156 890 1,372 698 18 0 352 0 402 0: 1,090 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -47: -199 -210 -2 -361 174 -322 0 312 0 30 0: -10 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 70.4 7.7 11.8 6.0 0.2 0.0 3.0 0.0 3.5 0.0: 9.4 5.2
Old : 100.0: 73.7 70.4 7.7 11.8 6.0 0.2 0.0 3.0 0.0 3.5 0.0: 9.4 5.2
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 : 24: 15 12 . . 4 . 0 . 0 . 0:
Old : 24: 15 12 . . 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 : 43.7 46.8 66.8 70.9 43.1 40.2 61.4 62.9
Old : 43.7 46.8 66.8 70.9 43.1 40.2 61.4 62.9
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,044: 6,772 6,926 1,618 2,082 1,224 0 632 64 330 0 10: 2,026 1,106
Old : 12,044: 6,772 6,926 1,618 2,082 1,224 0 632 64 330 0 10: 2,026 1,106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -584: -678 -362 -156 -204 -14 -4 -48 -12 330 0 10: -60 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.2 57.5 13.4 17.3 10.2 0.0 5.2 0.5 2.7 0.0 0.1: 16.8 9.2
Old : 100.0: 56.2 57.5 13.4 17.3 10.2 0.0 5.2 0.5 2.7 0.0 0.1: 16.8 9.2
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 : 24: 13 12 . . 4 0 . . . 0 .:
Old : 24: 13 12 . . 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 : 40.2 55.8 62.4 77.2 38.7 42.6 49.1 58.9
Old : 40.2 55.8 62.4 77.2 38.7 42.6 49.1 58.9
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,581: 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0: 425 21
Old : 46,581: 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0: 425 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -2,840: -2,777 -2,441 -42 -254 0 0 0 0 0 -42 0: -21 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.9 0.0
Old : 100.0: 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.9 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 : 23: 11 10 . . 0 0 0 0 0 . 0:
Old : 23: 11 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 : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
Old : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 692,459: 645,489 445,446 42,266 235,987 4,704 0 0 0 0 6,322 0: 0 0
Old : 692,459: 645,489 445,446 42,266 235,987 4,704 0 0 0 0 6,322 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -70,642: -32,242 -62,201 -775 -8,448 7 0 0 0 -31,310 6,322 -6,322: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 64.3 6.1 34.1 0.7 0.0 0.0 0.0 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 93.2 64.3 6.1 34.1 0.7 0.0 0.0 0.0 0.0 0.9 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 : 24: 12 9 . . . 0 0 0 0 . 0:
Old : 24: 12 9 . . . 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 : 88.3 75.3 96.2 96.8 88.3 74.2 96.0 95.7
Old : 88.3 75.3 96.2 96.8 88.3 74.2 96.0 95.7
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 52,493: 26,705 36,180 25,053 15,578 735 0 0 0 0 0 0: 0 0
Old : 52,493: 26,705 36,180 25,053 15,578 735 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 26, 2011 :
: -4,158: -2,226 -1,617 -1,365 -1,764 -567 0 0 0 0 -210 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 68.9 47.7 29.7 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.9 68.9 47.7 29.7 1.4 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 : 26: 12 11 5 . . 0 0 0 0 0 0:
Old : 26: 12 11 5 . . 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 : 65.7 82.2 86.4 94.1 65.7 82.2 83.6 89.5
Old : 65.7 82.2 86.4 94.1 65.7 82.2 83.6 89.5
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 946,042: 476,911 652,578 454,851 279,184 14,280 0 0 0 0 0 0: 0 0
Old : 946,042: 476,911 652,578 454,851 279,184 14,280 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 26, 2011 :
: -65,280: -29,952 -27,264 -21,888 -24,576 -13,440 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 69.0 48.1 29.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.4 69.0 48.1 29.5 1.5 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 : 23: 13 10 5 . . 0 0 0 0 0 0:
Old : 23: 13 10 5 . . 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 : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7
Old : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 171,435: 94,771 134,074 73,760 33,694 1,415 0 0 0 0 763 1,489: 0 0
Old : 171,435: 94,771 134,074 73,760 33,694 1,415 0 0 0 0 763 1,489: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -11,109: -5,985 -7,581 -4,221 -2,625 -693 0 0 0 -210 -210 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 78.2 43.0 19.7 0.8 0.0 0.0 0.0 0.0 0.4 0.9: 0.0 0.0
Old : 100.0: 55.3 78.2 43.0 19.7 0.8 0.0 0.0 0.0 0.0 0.4 0.9: 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 : 39: 19 21 . 6 . 0 0 0 0 . .:
Old : 39: 19 21 . 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 : 67.3 53.4 92.3 75.1 67.3 53.4 89.1 75.1
Old : 67.3 53.4 92.3 75.1 67.3 53.4 89.1 75.1
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,986,811: 1,681,186 2,339,363 1,280,218 574,317 21,537 0 0 0 0 47,724 3,870: 0 0
Old : 2,986,811: 1,681,186 2,339,363 1,280,218 574,317 21,537 0 0 0 0 47,724 3,870: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -194,688: -115,584 -136,704 -61,440 -40,320 -17,664 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.3 78.3 42.9 19.2 0.7 0.0 0.0 0.0 0.0 1.6 0.1: 0.0 0.0
Old : 100.0: 56.3 78.3 42.9 19.2 0.7 0.0 0.0 0.0 0.0 1.6 0.1: 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 : 37: 14 20 . 6 . 0 0 0 0 . .:
Old : 37: 14 20 . 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 : 70.8 55.8 95.4 78.2 70.2 55.8 93.1 78.2
Old : 70.8 55.8 95.4 78.2 70.2 55.8 93.1 78.2
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,450: 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132: 0 255
Old : 49,450: 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -3,108: -2,142 -3,003 -756 105 -105 0 0 0 -105 -105 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 0.3: 0.0 0.5
Old : 100.0: 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 0.3: 0.0 0.5
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: 18 16 5 . . . . 0 . . .:
Old : 33: 18 16 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 : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1
Old : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,146,035: 964,354 836,673 60,788 165,440 97,493 0 0 0 23,400 46,429 0: 0 0
Old : 1,146,035: 964,354 836,673 60,788 165,440 97,493 0 0 0 23,400 46,429 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -53,320: -51,072 -46,024 -328 -3,840 -1,920 0 0 0 0 -1,536 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 73.0 5.3 14.4 8.5 0.0 0.0 0.0 2.0 4.1 0.0: 0.0 0.0
Old : 100.0: 84.1 73.0 5.3 14.4 8.5 0.0 0.0 0.0 2.0 4.1 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 4 . 5 0 0 0 . . 0:
Old : 35: 18 17 4 . 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 : 47.4 55.4 69.2 73.7 46.9 53.8 61.7 70.1
Old : 47.4 55.4 69.2 73.7 46.9 53.8 61.7 70.1
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,301: 40,058 33,193 2,635 9,095 6,460 0 0 0 105 0 0: 43 553
Old : 49,301: 40,058 33,193 2,635 9,095 6,460 0 0 0 105 0 0: 43 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,911: -1,155 -2,106 -140 811 -616 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 67.3 5.3 18.4 13.1 0.0 0.0 0.0 0.2 0.0 0.0: 0.1 1.1
Old : 100.0: 81.3 67.3 5.3 18.4 13.1 0.0 0.0 0.0 0.2 0.0 0.0: 0.1 1.1
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 : 27: 17 13 . 4 . 0 0 0 . 0 0:
Old : 27: 17 13 . 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 : 58.2 46.6 81.1 76.6 41.5 36.8 53.8 53.2
Old : 58.2 46.6 81.1 76.6 41.5 36.8 53.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 37,844: 16,255 30,109 20,485 2,550 680 0 0 0 0 4,165 170: 254 170
Old : 37,844: 16,255 30,109 20,485 2,550 680 0 0 0 0 4,165 170: 254 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -1,470: -1,449 -1,281 84 0 -84 0 0 0 0 -84 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 79.6 54.1 6.7 1.8 0.0 0.0 0.0 0.0 11.0 0.4: 0.7 0.4
Old : 100.0: 43.0 79.6 54.1 6.7 1.8 0.0 0.0 0.0 0.0 11.0 0.4: 0.7 0.4
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: 11 9 . . . 0 0 0 0 . .:
Old : 21: 11 9 . . . 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 : 81.6 77.7 91.5 92.3 78.0 71.0 85.6 84.5
Old : 81.6 77.7 91.5 92.3 78.0 71.0 85.6 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,519: 12,598 12,307 4,730 5,536 1,831 0 526 0 510 0 0: 850 319
Old : 20,519: 12,598 12,307 4,730 5,536 1,831 0 526 0 510 0 0: 850 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 99: -945 -441 1,086 855 0 0 0 0 0 -315 0: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 60.0 23.1 27.0 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 4.1 1.6
Old : 100.0: 61.4 60.0 23.1 27.0 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 4.1 1.6
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 : 24: 13 9 . . . 0 . 0 . 0 0:
Old : 24: 13 9 . . . 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 : 51.8 51.2 73.5 79.0 45.4 44.6 64.7 65.1
Old : 51.8 51.2 73.5 79.0 45.4 44.6 64.7 65.1
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, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 950,521: 800,846 597,450 0 208,335 123,875 23,400 15,805 0 0 2,656 2,400: 0 0
Old : 950,521: 800,846 597,450 0 208,335 123,875 23,400 15,805 0 0 2,656 2,400: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -36,848: -21,488 -36,656 -2,814 18,114 -12,546 0 -1,920 0 0 -3,840 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 62.9 0.0 21.9 13.0 2.5 1.7 0.0 0.0 0.3 0.3: 0.0 0.0
Old : 100.0: 84.3 62.9 0.0 21.9 13.0 2.5 1.7 0.0 0.0 0.3 0.3: 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 : 32: 18 16 0 5 . . . 0 0 . .:
Old : 32: 18 16 0 5 . . . 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 : 59.6 55.7 81.0 78.5 35.7 32.9 47.3 42.9
Old : 59.6 55.7 81.0 78.5 35.7 32.9 47.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 689,786: 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327: 0 0
Old : 689,786: 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: -61,824: -59,136 -19,968 -2,688 -2,688 0 0 0 0 39,168 0 -39,168: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8: 0.0 0.0
Old : 100.0: 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8: 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 : 21: 12 5 . . . . 0 0 . 0 .:
Old : 21: 12 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 : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Old : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011