Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,525 : : Positions : : 6,005 5,250 165 805 650 0 120 0 330 0 0 : : : : Changes from: March 29, 2011 : : -230 -330 45 -110 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 69.8 2.2 10.7 8.6 0.0 1.6 0.0 4.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 46,601 : : Positions : : 19,275 26,302 3,564 9,771 7,396 13,042 760 1,000 398 622 42 : : : : Changes from: March 29, 2011 : : -1,756 -895 180 475 -707 1,212 -90 -120 34 152 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 56.4 7.6 21.0 15.9 28.0 1.6 2.1 0.9 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 18 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 14,925 : : Positions : : 9,838 10,125 2,267 832 1,348 94 620 188 0 540 28 : : : : Changes from: March 29, 2011 : : -358 -805 -125 -20 -11 -60 60 140 0 138 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 67.8 15.2 5.6 9.0 0.6 4.2 1.3 0.0 3.6 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 29,151 : : Positions : : 20,190 11,338 1,496 9,205 4,422 0 2,120 0 58 694 272 : : : : Changes from: March 29, 2011 : : -554 -491 -56 -364 -42 0 0 0 -36 -214 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 38.9 5.1 31.6 15.2 0.0 7.3 0.0 0.2 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 10,971 : : Positions : : 7,885 7,484 892 1,733 524 340 0 40 0 420 0 : : : : Changes from: March 29, 2011 : : -201 122 -22 -89 22 340 0 40 0 -56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.2 8.1 15.8 4.8 3.1 0.0 0.4 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 11,461 : : Positions : : 6,795 6,125 1,534 2,846 950 4 680 76 0 0 0 : : : : Changes from: March 29, 2011 : : -862 -442 -134 -384 54 -16 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 53.4 13.4 24.8 8.3 0.0 5.9 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 48,082 : : Positions : : 45,469 34,040 2,167 13,536 0 0 0 0 0 382 0 : : : : Changes from: March 29, 2011 : : -2,599 -2,185 -46 -414 0 0 0 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 70.8 4.5 28.2 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 738,925 : : Positions : : 653,555 483,471 43,041 244,435 4,697 0 0 0 31,310 0 6,322 : : : : Changes from: March 29, 2011 : : -31,058 -22,433 -375 -8,250 -375 0 0 0 750 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 65.4 5.8 33.1 0.6 0.0 0.0 0.0 4.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 57,061 : : Positions : : 29,341 38,207 26,418 17,342 1,302 0 0 0 0 210 0 : : : : Changes from: March 29, 2011 : : -2,875 -1,817 -874 -1,932 -1,242 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 67.0 46.3 30.4 2.3 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 1,011,322 : : Positions : : 506,863 679,842 476,739 303,760 27,720 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -30,750 -26,625 -19,875 -24,000 -14,625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 67.2 47.1 30.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 179,012 : : Positions : : 97,771 140,375 77,981 36,319 2,108 0 0 0 942 0 210 : : : : Changes from: March 29, 2011 : : -5,029 -7,779 -5,361 -2,887 -527 0 0 0 -276 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 78.4 43.6 20.3 1.2 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 22 . 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 3,140,125 : : Positions : :1,749,890 2,486,287 1,341,658 614,637 39,201 0 0 0 9,376 0 0 : : : : Changes from: March 29, 2011 : : -109,312 -135,187 -70,985 -45,110 -7,765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 79.2 42.7 19.6 1.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 52,558 : : Positions : : 35,705 45,076 7,896 1,340 4,270 1,275 190 0 3,280 1,295 132 : : : : Changes from: March 29, 2011 : : -2,898 -3,818 -805 115 -115 0 0 0 -115 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 85.8 15.0 2.5 8.1 2.4 0.4 0.0 6.2 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 1,052,099 : : Positions : : 877,970 853,361 70,871 86,720 73,853 0 0 0 29,405 38,165 0 : : : : Changes from: March 29, 2011 : : -47,085 -57,750 -4,875 3,750 -3,750 -1,500 0 0 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 81.1 6.7 8.2 7.0 0.0 0.0 0.0 2.8 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 47,387 : : Positions : : 37,388 30,089 2,740 9,524 7,111 0 0 0 0 5 105 : : : : Changes from: March 29, 2011 : : -1,173 -1,417 -115 198 -543 0 0 0 0 -92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 63.5 5.8 20.1 15.0 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,804 : : Positions : : 17,194 31,390 20,401 2,550 764 0 0 0 0 3,739 170 : : : : Changes from: March 29, 2011 : : -1,587 -1,403 1,367 0 -92 0 0 0 0 1,183 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 80.9 52.6 6.6 2.0 0.0 0.0 0.0 0.0 9.6 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 19,180 : : Positions : : 12,558 11,693 3,644 4,681 1,831 0 86 0 510 315 0 : : : : Changes from: March 29, 2011 : : -650 -463 -227 -460 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 61.0 19.0 24.4 9.5 0.0 0.4 0.0 2.7 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 945,781 : : Positions : : 779,146 570,174 0 210,927 139,235 23,400 17,725 0 0 3,720 4,000 : : : : Changes from: March 29, 2011 : : -21,375 -2,475 0 11,250 -15,000 23,400 -1,875 0 0 -4,875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 60.3 0.0 22.3 14.7 2.5 1.9 0.0 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 5, 2011 : 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 HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 745,605 : : Positions : : 386,934 569,151 252,015 120,303 4,656 47,040 0 0 3,465 0 51,495 : : : : Changes from: March 29, 2011 : : -20,250 -19,500 -2,625 -2,625 0 0 0 0 750 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 76.3 33.8 16.1 0.6 6.3 0.0 0.0 0.5 0.0 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2011