Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 7,785 : : Positions : : 5,945 5,625 285 695 645 0 115 75 285 0 0 : : : : Changes from: April 19, 2011 : : 195 70 -75 -40 30 0 25 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 72.3 3.7 8.9 8.3 0.0 1.5 1.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 46,964 : : Positions : : 19,907 26,804 4,444 10,651 6,418 12,474 800 1,090 638 82 95 : : : : Changes from: April 19, 2011 : : 174 522 532 -192 -532 -396 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 57.1 9.5 22.7 13.7 26.6 1.7 2.3 1.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 17 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 15,281 : : Positions : : 10,208 10,511 2,267 832 1,348 94 620 188 0 592 28 : : : : Changes from: April 19, 2011 : : 58 22 0 0 0 0 0 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 68.8 14.8 5.4 8.8 0.6 4.1 1.2 0.0 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 29,953 : : Positions : : 20,686 11,566 1,496 9,637 4,472 0 2,120 0 48 448 492 : : : : Changes from: April 19, 2011 : : 0 -130 0 192 -140 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 38.6 5.0 32.2 14.9 0.0 7.1 0.0 0.2 1.5 1.6 : : : : 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 26, 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 11,627 : : Positions : : 8,731 8,366 892 1,733 524 340 0 40 0 372 0 : : : : Changes from: April 19, 2011 : : 42 0 0 0 0 0 0 0 0 18 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 72.0 7.7 14.9 4.5 2.9 0.0 0.3 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 12,628 : : Positions : : 7,450 7,288 1,774 2,286 1,238 4 680 76 0 0 0 : : : : Changes from: April 19, 2011 : : 300 740 240 -200 160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 57.7 14.0 18.1 9.8 0.0 5.4 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . 4 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 49,421 : : Positions : : 46,808 35,379 2,167 13,536 0 0 0 0 0 382 0 : : : : Changes from: April 19, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 71.6 4.4 27.4 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 26, 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 763,101 : : Positions : : 677,731 507,647 43,041 244,435 4,697 0 0 0 31,310 0 6,322 : : : : Changes from: April 19, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 66.5 5.6 32.0 0.6 0.0 0.0 0.0 4.1 0.0 0.8 : : : : 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 26, 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 56,651 : : Positions : : 28,931 37,797 26,418 17,342 1,302 0 0 0 0 210 0 : : : : Changes from: April 19, 2011 : : 1,280 1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 66.7 46.6 30.6 2.3 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 12 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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: April 19, 2011 : : 46,880 46,880 0 0 0 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 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 182,544 : : Positions : : 100,756 141,655 77,981 36,319 2,108 0 0 0 210 973 1,489 : : : : Changes from: April 19, 2011 : : 315 1,590 0 0 0 0 0 0 0 -1,275 1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 77.6 42.7 19.9 1.2 0.0 0.0 0.0 0.1 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 22 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 3,181,499 : : Positions : :1,796,770 2,476,067 1,341,658 614,637 39,201 0 0 0 0 47,724 3,870 : : : : Changes from: April 19, 2011 : : 46,880 44,840 0 0 0 0 0 0 0 2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 77.8 42.2 19.3 1.2 0.0 0.0 0.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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: April 19, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 26, 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 1,199,355 : : Positions : :1,015,426 882,697 61,116 169,280 99,413 0 0 0 23,400 47,965 0 : : : : Changes from: April 19, 2011 : : 27,336 17,376 0 12,000 2,040 0 0 0 0 -2,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 73.6 5.1 14.1 8.3 0.0 0.0 0.0 2.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 4 . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 51,212 : : Positions : : 41,213 35,299 2,775 8,284 7,076 0 0 0 105 0 0 : : : : Changes from: April 19, 2011 : : 2,550 3,825 35 -1,240 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 68.9 5.4 16.2 13.8 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 39,314 : : Positions : : 17,704 31,390 20,401 2,550 764 0 0 0 0 4,249 170 : : : : Changes from: April 19, 2011 : : 510 0 0 0 0 0 0 0 0 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 79.8 51.9 6.5 1.9 0.0 0.0 0.0 0.0 10.8 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 20,420 : : Positions : : 13,543 12,748 3,644 4,681 1,831 0 526 0 510 315 0 : : : : Changes from: April 19, 2011 : : 220 -220 0 0 0 0 440 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 62.4 17.8 22.9 9.0 0.0 2.6 0.0 2.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 987,369 : : Positions : : 822,334 634,106 2,814 190,221 136,421 23,400 17,725 0 0 6,496 2,400 : : : : Changes from: April 19, 2011 : : 49,795 73,315 2,814 -20,706 -2,814 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 64.2 0.3 19.3 13.8 2.4 1.8 0.0 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . 4 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 26, 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 751,610 : : Positions : : 392,939 563,146 252,015 132,313 4,656 47,040 0 0 3,465 0 51,495 : : : : Changes from: April 19, 2011 : : 6,005 -6,005 0 12,010 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 74.9 33.5 17.6 0.6 6.3 0.0 0.0 0.5 0.0 6.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 29, 2011