Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 7,020 : : Positions : : 5,580 5,310 330 775 395 0 30 90 285 0 0 : : : : Changes from: May 24, 2011 : : -70 -50 -30 -45 45 0 0 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 75.6 4.7 11.0 5.6 0.0 0.4 1.3 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 167,338 : : Positions : : 86,498 111,525 12,431 17,611 14,208 27,035 5,450 16,028 8,599 594 1,432 : : : : Changes from: May 24, 2011 : : -670 2,346 -6 754 -358 2,542 -305 1,691 890 2 -319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 66.6 7.4 10.5 8.5 16.2 3.3 9.6 5.1 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 38 38 5 11 11 8 . 8 8 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 74,993 : : Positions : : 51,621 37,649 8,112 22,718 12,529 716 333 547 107 481 360 : : : : Changes from: May 24, 2011 : : -42 1,107 153 -574 1,878 -100 -370 158 30 429 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 50.2 10.8 30.3 16.7 1.0 0.4 0.7 0.1 0.6 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 25 22 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 606,597 : : Positions : : 547,024 295,933 8,148 256,326 39,713 1,176 344 992 5,416 2,969 1,032 : : : : Changes from: May 24, 2011 : : -7,014 -7,335 0 -4,839 1,953 0 0 0 1,032 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 48.8 1.3 42.3 6.5 0.2 0.1 0.2 0.9 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 17 . 6 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,684,133 : : Positions : :1,050,307 1,191,965 199,313 22,404 284,576 33,943 14,322 92,209 1,200 56,096 22,561 : : : : Changes from: May 24, 2011 : : 11,313 33,144 6,358 1,198 -5,190 0 -19,480 15,744 -682 2,127 1,083 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 70.8 11.8 1.3 16.9 2.0 0.9 5.5 0.1 3.3 1.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 32 27 6 4 7 . . 5 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 132,285 : : Positions : : 74,176 94,808 25,661 3,715 30,533 304 1,553 829 68 50 711 : : : : Changes from: May 24, 2011 : : 1,426 1,618 883 52 -338 -1,166 147 237 42 -553 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 71.7 19.4 2.8 23.1 0.2 1.2 0.6 0.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 28 6 . 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 545,602 : : Positions : : 383,408 343,285 107,996 144,712 51,252 304 2,512 0 977 2,176 1,665 : : : : Changes from: May 24, 2011 : : -8,706 -2,626 12,464 6,080 -17,832 0 0 0 0 304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 62.9 19.8 26.5 9.4 0.1 0.5 0.0 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 48,172 : : Positions : : 20,812 23,114 1,697 16,653 6,187 15,954 620 614 868 26 180 : : : : Changes from: May 24, 2011 : : 547 263 -397 1,439 -1,258 1,058 -80 -566 184 20 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 48.0 3.5 34.6 12.8 33.1 1.3 1.3 1.8 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 19 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 15,171 : : Positions : : 10,444 10,207 2,056 866 1,403 0 620 100 0 813 0 : : : : Changes from: May 24, 2011 : : 160 5 -24 60 0 0 0 0 0 51 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 67.3 13.6 5.7 9.2 0.0 4.1 0.7 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 10,718 : : Positions : : 7,066 5,910 296 2,071 475 0 736 30 624 306 46 : : : : Changes from: May 24, 2011 : : -166 -236 -64 -195 0 0 16 0 -27 -20 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 55.1 2.8 19.3 4.4 0.0 6.9 0.3 5.8 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 29,583 : : Positions : : 20,362 11,534 1,624 9,669 4,052 180 2,200 0 110 8 816 : : : : Changes from: May 24, 2011 : : 140 70 0 0 0 10 80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 39.0 5.5 32.7 13.7 0.6 7.4 0.0 0.4 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 11,904 : : Positions : : 8,742 8,407 890 1,432 698 18 0 352 0 395 0 : : : : Changes from: May 24, 2011 : : 24 20 0 48 0 0 0 0 0 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 70.6 7.5 12.0 5.9 0.2 0.0 3.0 0.0 3.3 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 31, 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 23,473 : : Positions : : 15,333 16,348 2,140 1,360 5,595 0 0 0 235 0 0 : : : : Changes from: May 24, 2011 : : 364 364 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 69.6 9.1 5.8 23.8 0.0 0.0 0.0 1.0 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 31, 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 13,046 : : Positions : : 7,392 8,044 1,738 2,182 1,224 0 712 48 330 0 10 : : : : Changes from: May 24, 2011 : : 576 576 120 60 0 0 80 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 61.7 13.3 16.7 9.4 0.0 5.5 0.4 2.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 47,156 : : Positions : : 44,606 33,448 2,125 13,347 0 0 0 0 0 340 0 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 70.9 4.5 28.3 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 31, 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 730,330 : : Positions : : 671,216 483,285 41,498 235,987 5,472 0 0 0 6,558 0 5,586 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 66.2 5.7 32.3 0.7 0.0 0.0 0.0 0.9 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 May 31, 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 57,593 : : Positions : : 31,003 38,740 23,315 15,578 3,275 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 67.3 40.5 27.0 5.7 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 31, 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 1,039,882 : : Positions : : 567,647 699,458 415,680 283,869 56,555 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 67.3 40.0 27.3 5.4 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 31, 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 178,572 : : Positions : : 98,858 140,194 74,838 33,034 2,877 0 0 0 0 468 1,999 : : : : Changes from: May 24, 2011 : : 84 84 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 78.5 41.9 18.5 1.6 0.0 0.0 0.0 0.0 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 24 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 3,064,411 : : Positions : :1,702,418 2,413,859 1,310,232 560,475 38,483 0 0 0 0 38,316 13,278 : : : : Changes from: May 24, 2011 : : 1,632 1,632 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 78.8 42.8 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 31, 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 50,445 : : Positions : : 34,558 41,758 7,140 2,165 4,165 1,275 820 0 2,960 1,190 347 : : : : Changes from: May 24, 2011 : : 785 -315 0 255 0 0 630 0 -215 0 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 82.8 14.2 4.3 8.3 2.5 1.6 0.0 5.9 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 1,190,704 : : Positions : : 981,023 924,518 80,468 137,264 82,493 0 0 0 46,720 46,429 0 : : : : Changes from: May 24, 2011 : : 0 9,360 0 -9,360 4,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.6 6.8 11.5 6.9 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 31, 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 55,561 : : Positions : : 45,883 39,453 2,635 8,770 6,785 0 0 0 215 0 0 : : : : Changes from: May 24, 2011 : : 232 342 0 0 0 0 0 0 110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 71.0 4.7 15.8 12.2 0.0 0.0 0.0 0.4 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 31, 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 38,689 : : Positions : : 16,255 31,464 20,485 2,550 680 630 0 0 0 3,440 385 : : : : Changes from: May 24, 2011 : : 0 215 0 0 0 0 0 0 0 -215 215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 81.3 52.9 6.6 1.8 1.6 0.0 0.0 0.0 8.9 1.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 22,415 : : Positions : : 15,719 14,203 3,930 5,536 1,831 0 526 0 510 0 0 : : : : Changes from: May 24, 2011 : : 1,166 1,386 220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 63.4 17.5 24.7 8.2 0.0 2.3 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 24, 2011 : : 0 0 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 31, 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 1,047,214 : : Positions : : 900,341 686,267 0 213,507 123,473 23,400 15,805 0 0 8,162 0 : : : : Changes from: May 24, 2011 : : 4,436 -6,576 0 5,506 -736 0 0 0 0 5,506 -2,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 65.5 0.0 20.4 11.8 2.2 1.5 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 5 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 702,666 : : Positions : : 346,683 543,178 249,327 129,625 4,656 47,040 0 0 29,753 0 25,207 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 77.3 35.5 18.4 0.7 6.7 0.0 0.0 4.2 0.0 3.6 : : : : 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 31, 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 165,581 : : Positions : : 137,843 141,496 23,378 19,725 4,360 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 85.5 14.1 11.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 342,392 : : Positions : : 342,392 303,184 0 39,208 0 0 0 0 0 0 0 : : : : Changes from: May 24, 2011 : : 424 424 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 88.5 0.0 11.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 4 0 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 3, 2011