Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 6,930 : : Positions : : 5,420 5,085 270 750 480 0 15 105 285 0 0 : : : : Changes from: May 31, 2011 : : -160 -225 -60 -25 85 0 -15 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 73.4 3.9 10.8 6.9 0.0 0.2 1.5 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 166,931 : : Positions : : 80,484 111,497 10,120 14,794 16,411 33,441 6,942 14,946 9,092 489 1,530 : : : : Changes from: May 31, 2011 : : -6,014 -28 -2,311 -2,817 2,203 6,406 1,492 -1,082 493 -105 98 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 66.8 6.1 8.9 9.8 20.0 4.2 9.0 5.4 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 82 : : 39 37 4 12 12 9 . 8 7 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 69,648 : : Positions : : 49,811 34,144 6,416 21,945 11,688 266 81 849 233 556 384 : : : : Changes from: May 31, 2011 : : -1,810 -3,505 -1,696 -773 -841 -450 -252 302 126 75 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 49.0 9.2 31.5 16.8 0.4 0.1 1.2 0.3 0.8 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 23 5 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 571,935 : : Positions : : 510,897 266,358 3,420 246,054 54,530 1,176 0 648 1,264 4,345 0 : : : : Changes from: May 31, 2011 : : -36,127 -29,575 -4,728 -10,272 14,817 0 -344 -344 -4,152 1,376 -1,032 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 46.6 0.6 43.0 9.5 0.2 0.0 0.1 0.2 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 5 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 1,638,500 : : Positions : :1,020,134 1,163,827 203,486 30,564 265,143 35,176 0 94,816 384 64,813 19,337 : : : : Changes from: May 31, 2011 : : -30,173 -28,138 4,173 8,160 -19,433 1,233 -14,322 2,607 -816 8,717 -3,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 71.0 12.4 1.9 16.2 2.1 0.0 5.8 0.0 4.0 1.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 31 25 6 5 7 4 0 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 134,519 : : Positions : : 76,146 95,748 25,572 4,005 30,863 279 1,815 879 1 347 776 : : : : Changes from: May 31, 2011 : : 1,970 940 -89 290 330 -25 262 50 -67 297 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 71.2 19.0 3.0 22.9 0.2 1.3 0.7 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 26 29 5 4 8 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 551,029 : : Positions : : 387,905 357,753 120,535 146,936 39,987 304 2,512 0 977 2,520 1,321 : : : : Changes from: May 31, 2011 : : 4,497 14,468 12,539 2,224 -11,265 0 0 0 0 344 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 64.9 21.9 26.7 7.3 0.1 0.5 0.0 0.2 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 15 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 48,047 : : Positions : : 20,510 22,742 1,697 16,415 6,128 15,954 660 614 1,020 146 228 : : : : Changes from: May 31, 2011 : : -302 -372 0 -238 -59 0 40 0 152 120 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 47.3 3.5 34.2 12.8 33.2 1.4 1.3 2.1 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 21 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 14,597 : : Positions : : 10,101 9,892 1,921 756 1,402 0 620 100 0 735 0 : : : : Changes from: May 31, 2011 : : -343 -315 -135 -110 -1 0 0 0 0 -78 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 67.8 13.2 5.2 9.6 0.0 4.2 0.7 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 10,612 : : Positions : : 7,044 5,962 128 2,095 511 0 736 30 628 138 46 : : : : Changes from: May 31, 2011 : : -22 52 -168 24 36 0 0 0 4 -168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 56.2 1.2 19.7 4.8 0.0 6.9 0.3 5.9 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 28,569 : : Positions : : 19,602 11,118 1,430 9,327 3,866 150 2,200 0 152 20 762 : : : : Changes from: May 31, 2011 : : -760 -416 -194 -342 -186 -30 0 0 42 12 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 38.9 5.0 32.6 13.5 0.5 7.7 0.0 0.5 0.1 2.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 11,463 : : Positions : : 8,457 8,033 868 1,403 660 8 0 352 0 375 0 : : : : Changes from: May 31, 2011 : : -285 -374 -22 -29 -38 -10 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 70.1 7.6 12.2 5.8 0.1 0.0 3.1 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 June 7, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 11,558 : : Positions : : 6,068 7,240 1,576 1,646 1,250 0 588 48 340 0 0 : : : : Changes from: May 31, 2011 : : -1,324 -804 -162 -536 26 0 -124 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 62.6 13.6 14.2 10.8 0.0 5.1 0.4 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 45,867 : : Positions : : 43,380 32,579 2,083 12,990 0 0 0 0 0 298 0 : : : : Changes from: May 31, 2011 : : -1,226 -869 -42 -357 0 0 0 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 71.0 4.5 28.3 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 696,009 : : Positions : : 637,711 459,164 41,090 227,011 5,064 0 0 0 7,374 0 4,770 : : : : Changes from: May 31, 2011 : : -33,505 -24,121 -408 -8,976 -408 0 0 0 816 0 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 66.0 5.9 32.6 0.7 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 53,498 : : Positions : : 28,840 37,144 22,118 13,814 2,540 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -2,163 -1,596 -1,197 -1,764 -735 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 69.4 41.3 25.8 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 970,522 : : Positions : : 535,823 670,490 387,739 253,072 46,960 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -31,824 -28,968 -27,941 -30,797 -9,595 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 69.1 40.0 26.1 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 167,718 : : Positions : : 92,831 132,575 69,819 29,862 2,814 0 0 0 0 213 2,254 : : : : Changes from: May 31, 2011 : : -6,027 -7,619 -5,019 -3,172 -63 0 0 0 0 -255 255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 79.0 41.6 17.8 1.7 0.0 0.0 0.0 0.0 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 23 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 2,867,131 : : Positions : :1,584,506 2,276,147 1,228,224 504,987 36,443 0 0 0 0 31,596 17,958 : : : : Changes from: May 31, 2011 : : -117,912 -137,712 -82,008 -55,488 -2,040 0 0 0 0 -6,720 4,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 79.4 42.8 17.6 1.3 0.0 0.0 0.0 0.0 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 18 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 47,379 : : Positions : : 32,353 38,734 6,447 2,333 3,997 1,275 820 0 2,960 1,148 347 : : : : Changes from: May 31, 2011 : : -2,205 -3,024 -693 168 -168 0 0 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 81.8 13.6 4.9 8.4 2.7 1.7 0.0 6.2 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 1,140,032 : : Positions : : 939,735 879,966 76,388 142,568 77,189 0 0 0 46,720 40,309 0 : : : : Changes from: May 31, 2011 : : -41,288 -44,552 -4,080 5,304 -5,304 0 0 0 0 -6,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.2 6.7 12.5 6.8 0.0 0.0 0.0 4.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 15 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 53,734 : : Positions : : 44,706 37,941 2,530 9,127 6,113 0 0 0 215 0 0 : : : : Changes from: May 31, 2011 : : -1,177 -1,512 -105 357 -672 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 70.6 4.7 17.0 11.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 36,793 : : Positions : : 15,421 29,673 19,549 2,550 596 630 0 0 0 3,461 364 : : : : Changes from: May 31, 2011 : : -834 -1,791 -936 0 -84 0 0 0 0 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 80.6 53.1 6.9 1.6 1.7 0.0 0.0 0.0 9.4 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 20,315 : : Positions : : 14,039 12,523 3,531 5,116 1,831 0 526 0 510 0 0 : : : : Changes from: May 31, 2011 : : -1,680 -1,680 -399 -420 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 61.6 17.4 25.2 9.0 0.0 2.6 0.0 2.5 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 June 7, 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 1,024,395 : : Positions : : 882,602 671,154 0 225,747 107,153 23,400 13,765 0 4,664 0 6,576 : : : : Changes from: May 31, 2011 : : -17,739 -15,113 0 12,240 -16,320 0 -2,040 0 4,664 -8,162 6,576 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 65.5 0.0 22.0 10.5 2.3 1.3 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 7, 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 678,594 : : Positions : : 325,467 522,778 246,471 126,769 4,656 47,040 0 0 30,569 0 24,391 : : : : Changes from: May 31, 2011 : : -21,216 -20,400 -2,856 -2,856 0 0 0 0 816 0 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 77.0 36.3 18.7 0.7 6.9 0.0 0.0 4.5 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 June 7, 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 157,013 : : Positions : : 130,091 137,824 25,418 17,685 1,504 0 0 0 0 0 0 : : : : Changes from: May 31, 2011 : : -7,752 -3,672 2,040 -2,040 -2,856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 87.8 16.2 11.3 1.0 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 : ----------------------------------------------------------------------------------------------------------------
Updated June 10, 2011