Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 7,630 : : Positions : : 5,695 5,845 555 730 445 0 30 120 285 0 0 : : : : Changes from: May 10, 2011 : : -95 35 120 80 -95 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 76.6 7.3 9.6 5.8 0.0 0.4 1.6 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 163,805 : : Positions : : 88,868 109,210 13,423 18,777 13,724 23,339 5,297 14,182 7,717 614 1,552 : : : : Changes from: May 10, 2011 : : 718 2,646 13 -1,636 1,369 454 200 22 329 22 18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 66.7 8.2 11.5 8.4 14.2 3.2 8.7 4.7 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 37 36 6 10 11 7 4 8 9 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 71,551 : : Positions : : 50,281 35,173 7,706 23,844 11,059 1,600 757 285 140 53 303 : : : : Changes from: May 10, 2011 : : -1,044 1,806 139 -2,452 949 146 -75 -165 -12 -25 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 49.2 10.8 33.3 15.5 2.2 1.1 0.4 0.2 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 26 4 4 6 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 604,844 : : Positions : : 551,440 298,660 9,180 264,839 36,440 2,128 344 648 4,360 3,265 648 : : : : Changes from: May 10, 2011 : : 3,496 10,240 271 2,647 -5,759 688 -1,032 -688 4,360 -3,040 -2,768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 49.4 1.5 43.8 6.0 0.4 0.1 0.1 0.7 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,661,591 : : Positions : :1,037,604 1,165,337 195,708 18,613 289,415 39,116 34,959 75,996 2,634 56,177 21,094 : : : : Changes from: May 10, 2011 : : 55,275 23,647 -15,624 10,806 8,282 3,941 11,336 1,538 -2,283 -9,160 756 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 70.1 11.8 1.1 17.4 2.4 2.1 4.6 0.2 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 30 27 6 . 7 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 129,206 : : Positions : : 70,059 90,244 26,398 5,041 30,507 982 1,487 824 25 684 408 : : : : Changes from: May 10, 2011 : : 169 -789 -1,248 -77 -305 -135 -284 82 -1 -65 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 69.8 20.4 3.9 23.6 0.8 1.2 0.6 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 26 27 6 . 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 557,979 : : Positions : : 391,672 346,215 102,029 145,360 61,636 0 2,208 0 977 895 1,665 : : : : Changes from: May 10, 2011 : : 270 -5,802 -6,752 -976 6,344 0 304 0 0 -8 656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 62.0 18.3 26.1 11.0 0.0 0.4 0.0 0.2 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 14 . 4 4 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 48,474 : : Positions : : 20,121 25,199 2,500 12,752 7,315 14,560 712 1,150 676 24 110 : : : : Changes from: May 10, 2011 : : 176 -194 -464 440 40 468 -28 28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 52.0 5.2 26.3 15.1 30.0 1.5 2.4 1.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 18 4 5 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 15,021 : : Positions : : 10,224 10,180 2,080 806 1,403 0 620 100 0 762 0 : : : : Changes from: May 10, 2011 : : 64 80 0 0 0 0 0 0 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 67.8 13.8 5.4 9.3 0.0 4.1 0.7 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,811 : : Positions : : 6,770 5,792 360 2,266 475 0 720 0 642 318 30 : : : : Changes from: May 10, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 53.6 3.3 21.0 4.4 0.0 6.7 0.0 5.9 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 29,413 : : Positions : : 20,192 11,454 1,624 9,669 4,052 170 2,120 0 132 0 814 : : : : Changes from: May 10, 2011 : : -20 24 0 4 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 38.9 5.5 32.9 13.8 0.6 7.2 0.0 0.4 0.0 2.8 : : : : 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 17, 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 11,820 : : Positions : : 8,746 8,370 890 1,384 698 18 0 352 0 416 0 : : : : Changes from: May 10, 2011 : : 54 44 0 12 0 0 0 0 0 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 70.8 7.5 11.7 5.9 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 17, 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 CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 22,763 : : Positions : : 14,711 15,638 2,140 1,360 5,595 0 0 0 147 0 0 : : : : Changes from: May 10, 2011 : : 411 411 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 68.7 9.4 6.0 24.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 12,030 : : Positions : : 6,634 6,926 1,618 2,082 1,224 0 632 64 330 0 10 : : : : Changes from: May 10, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 57.6 13.4 17.3 10.2 0.0 5.3 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 17, 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: May 10, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 717,034 : : Positions : : 670,064 470,021 42,266 235,987 4,704 0 0 0 0 6,322 0 : : : : Changes from: May 10, 2011 : : 23,791 23,791 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 65.6 5.9 32.9 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 17, 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 55,778 : : Positions : : 29,360 36,925 23,143 15,578 3,275 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 2,970 430 -2,540 0 2,540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 66.2 41.5 27.9 5.9 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 17, 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 993,002 : : Positions : : 523,871 652,578 412,576 283,869 56,555 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 46,960 0 -42,275 4,685 42,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 65.7 41.5 28.6 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 176,023 : : Positions : : 96,309 137,817 74,838 32,862 2,877 0 0 0 0 468 1,999 : : : : Changes from: May 10, 2011 : : 850 3,390 1,078 -1,462 1,462 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 78.3 42.5 18.7 1.6 0.0 0.0 0.0 0.0 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 3,043,179 : : Positions : :1,681,186 2,395,731 1,310,232 557,371 38,483 0 0 0 0 38,316 13,278 : : : : Changes from: May 10, 2011 : : 0 46,960 30,014 -16,946 16,946 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 78.7 43.1 18.3 1.3 0.0 0.0 0.0 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 49,660 : : Positions : : 33,773 42,073 7,140 1,910 4,165 1,275 190 0 3,175 1,190 132 : : : : Changes from: May 10, 2011 : : 210 0 0 465 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 84.7 14.4 3.8 8.4 2.6 0.4 0.0 6.4 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 1,186,024 : : Positions : : 981,023 915,158 80,468 146,624 77,813 0 0 0 46,720 46,429 0 : : : : Changes from: May 10, 2011 : : 9,845 6,005 -3,840 0 3,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 77.2 6.8 12.4 6.6 0.0 0.0 0.0 3.9 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 51,832 : : Positions : : 42,264 35,724 2,635 8,770 6,785 0 0 0 105 0 0 : : : : Changes from: May 10, 2011 : : 86 86 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 68.9 5.1 16.9 13.1 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 30,619 20,485 2,550 680 0 0 0 0 3,655 170 : : : : Changes from: May 10, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 80.9 54.1 6.7 1.8 0.0 0.0 0.0 0.0 9.7 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 May 17, 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 : : 14,043 12,307 3,710 5,536 1,831 0 526 0 510 0 0 : : : : Changes from: May 10, 2011 : : 1,445 0 -1,020 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 60.0 18.1 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 17, 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 402,605 : : Positions : : 257,677 276,722 42,218 25,213 100,670 0 0 0 2,040 0 0 : : : : Changes from: May 10, 2011 : : 1,600 1,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 68.7 10.5 6.3 25.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 990,825 : : Positions : : 840,816 637,754 0 208,001 124,209 23,400 15,805 0 0 2,656 2,400 : : : : Changes from: May 10, 2011 : : 7,106 1,600 0 5,506 -5,506 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 64.4 0.0 21.0 12.5 2.4 1.6 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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: May 10, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 17, 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 A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 159,576 : : Positions : : 131,838 135,491 23,378 19,725 4,360 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 84.9 14.7 12.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 20, 2011