Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 7,810 : : Positions : : 6,135 6,015 345 640 600 0 45 90 285 0 0 : : : : Changes from: April 26, 2011 : : 190 390 60 -55 -45 0 -70 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 77.0 4.4 8.2 7.7 0.0 0.6 1.2 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 45,575 : : Positions : : 19,353 25,261 2,972 9,796 7,267 12,076 740 1,122 676 72 105 : : : : Changes from: April 26, 2011 : : -554 -1,543 -1,472 -855 849 -398 -60 32 38 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 55.4 6.5 21.5 15.9 26.5 1.6 2.5 1.5 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 18 4 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 14,571 : : Positions : : 9,706 9,956 2,136 782 1,343 0 620 100 0 616 0 : : : : Changes from: April 26, 2011 : : -502 -555 -131 -50 -5 -94 0 -88 0 24 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 68.3 14.7 5.4 9.2 0.0 4.3 0.7 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 29,051 : : Positions : : 19,836 11,090 1,624 9,495 4,136 170 2,120 0 122 0 872 : : : : Changes from: April 26, 2011 : : -850 -476 128 -142 -336 170 0 0 74 -448 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 38.2 5.6 32.7 14.2 0.6 7.3 0.0 0.4 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 11,580 : : Positions : : 8,532 8,156 890 1,372 698 18 0 352 0 402 0 : : : : Changes from: April 26, 2011 : : -199 -210 -2 -361 174 -322 0 312 0 30 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 70.4 7.7 11.8 6.0 0.2 0.0 3.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 12,044 : : Positions : : 6,772 6,926 1,618 2,082 1,224 0 632 64 330 0 10 : : : : Changes from: April 26, 2011 : : -678 -362 -156 -204 -14 -4 -48 -12 330 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 57.5 13.4 17.3 10.2 0.0 5.2 0.5 2.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 46,581 : : Positions : : 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0 : : : : Changes from: April 26, 2011 : : -2,777 -2,441 -42 -254 0 0 0 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 692,459 : : Positions : : 645,489 445,446 42,266 235,987 4,704 0 0 0 0 6,322 0 : : : : Changes from: April 26, 2011 : : -32,242 -62,201 -775 -8,448 7 0 0 0 -31,310 6,322 -6,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 64.3 6.1 34.1 0.7 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 52,493 : : Positions : : 26,705 36,180 25,053 15,578 735 0 0 0 0 0 0 : : : : Changes from: April 26, 2011 : : -2,226 -1,617 -1,365 -1,764 -567 0 0 0 0 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 68.9 47.7 29.7 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 946,042 : : Positions : : 476,911 652,578 454,851 279,184 14,280 0 0 0 0 0 0 : : : : Changes from: April 26, 2011 : : -29,952 -27,264 -21,888 -24,576 -13,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 69.0 48.1 29.5 1.5 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 May 3, 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 171,435 : : Positions : : 94,771 134,074 73,760 33,694 1,415 0 0 0 0 763 1,489 : : : : Changes from: April 26, 2011 : : -5,985 -7,581 -4,221 -2,625 -693 0 0 0 -210 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 78.2 43.0 19.7 0.8 0.0 0.0 0.0 0.0 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 21 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 2,986,811 : : Positions : :1,681,186 2,339,363 1,280,218 574,317 21,537 0 0 0 0 47,724 3,870 : : : : Changes from: April 26, 2011 : : -115,584 -136,704 -61,440 -40,320 -17,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 78.3 42.9 19.2 0.7 0.0 0.0 0.0 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 49,450 : : Positions : : 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132 : : : : Changes from: April 26, 2011 : : -2,142 -3,003 -756 105 -105 0 0 0 -105 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 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 May 3, 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 1,146,035 : : Positions : : 964,354 836,673 60,788 165,440 97,493 0 0 0 23,400 46,429 0 : : : : Changes from: April 26, 2011 : : -51,072 -46,024 -328 -3,840 -1,920 0 0 0 0 -1,536 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 73.0 5.3 14.4 8.5 0.0 0.0 0.0 2.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 4 . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 49,301 : : Positions : : 40,058 33,193 2,635 9,095 6,460 0 0 0 105 0 0 : : : : Changes from: April 26, 2011 : : -1,155 -2,106 -140 811 -616 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 67.3 5.3 18.4 13.1 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 37,844 : : Positions : : 16,255 30,109 20,485 2,550 680 0 0 0 0 4,165 170 : : : : Changes from: April 26, 2011 : : -1,449 -1,281 84 0 -84 0 0 0 0 -84 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 79.6 54.1 6.7 1.8 0.0 0.0 0.0 0.0 11.0 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 May 3, 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 20,519 : : Positions : : 12,598 12,307 4,730 5,536 1,831 0 526 0 510 0 0 : : : : Changes from: April 26, 2011 : : -945 -441 1,086 855 0 0 0 0 0 -315 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 60.0 23.1 27.0 8.9 0.0 2.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 950,521 : : Positions : : 800,846 597,450 0 208,335 123,875 23,400 15,805 0 0 2,656 2,400 : : : : Changes from: April 26, 2011 : : -21,488 -36,656 -2,814 18,114 -12,546 0 -1,920 0 0 -3,840 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 62.9 0.0 21.9 13.0 2.5 1.7 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 3, 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 689,786 : : Positions : : 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327 : : : : Changes from: April 26, 2011 : : -59,136 -19,968 -2,688 -2,688 0 0 0 0 39,168 0 -39,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 6, 2011