CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,550 TONS) :
: : Positions :
All : 7,615: 6,005 5,256 165 857 669 0 120 0 330 0 0: 446 712
Old : 7,615: 6,005 5,256 165 857 669 0 120 0 330 0 0: 446 712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -160: -230 -337 45 -102 -4 0 0 0 0 0 0: 29 283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 69.0 2.2 11.3 8.8 0.0 1.6 0.0 4.3 0.0 0.0: 5.9 9.4
Old : 100.0: 78.9 69.0 2.2 11.3 8.8 0.0 1.6 0.0 4.3 0.0 0.0: 5.9 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 14 . . . 0 . 0 . 0 0:
Old : 22: 12 14 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 37.6 79.1 65.3 46.6 32.6 57.5 51.0
Old : 60.0 37.6 79.1 65.3 46.6 32.6 57.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 184,739: 88,628 91,080 3,993 11,639 58,936 8,735 2,933 17,269 169 546 668: 6,341 1,667
Old : 184,739: 88,628 91,080 3,993 11,639 58,936 8,735 2,933 17,269 169 546 668: 6,341 1,667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -8,902: -5,723 -4,725 -653 520 -1,836 1,490 -777 -736 26 175 -41: -1,428 -1,482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 49.3 2.2 6.3 31.9 4.7 1.6 9.3 0.1 0.3 0.4: 3.4 0.9
Old : 100.0: 48.0 49.3 2.2 6.3 31.9 4.7 1.6 9.3 0.1 0.3 0.4: 3.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 27 23 4 5 8 . . . 4 . .:
Old : 46: 27 23 4 5 8 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 52.5 75.7 85.0 9.8 13.3 12.5 16.3
Old : 43.6 52.5 75.7 85.0 9.8 13.3 12.5 16.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 23,791: 12,637 12,761 3,183 2,752 4,729 435 120 1,617 0 540 28: 1,162 1,244
Old : 23,791: 12,637 12,761 3,183 2,752 4,729 435 120 1,617 0 540 28: 1,162 1,244
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -826: -455 -855 -94 -85 -103 -169 0 157 0 138 -10: -152 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 53.6 13.4 11.6 19.9 1.8 0.5 6.8 0.0 2.3 0.1: 4.9 5.2
Old : 100.0: 53.1 53.6 13.4 11.6 19.9 1.8 0.5 6.8 0.0 2.3 0.1: 4.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 4 . 5 . . . 0 . .:
Old : 28: 15 12 4 . 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 52.2 67.6 73.3 32.7 29.8 41.0 42.1
Old : 45.4 52.2 67.6 73.3 32.7 29.8 41.0 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 29,151: 20,190 11,338 1,496 9,205 4,422 0 2,120 0 58 694 272: 2,713 1,100
Old : 29,151: 20,190 11,338 1,496 9,205 4,422 0 2,120 0 58 694 272: 2,713 1,100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,149: -554 -491 -56 -364 -42 0 0 0 -36 -214 -12: -449 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 38.9 5.1 31.6 15.2 0.0 7.3 0.0 0.2 2.4 0.9: 9.3 3.8
Old : 100.0: 69.3 38.9 5.1 31.6 15.2 0.0 7.3 0.0 0.2 2.4 0.9: 9.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 12 . 4 6 0 . 0 . . .:
Old : 27: 17 12 . 4 6 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 54.6 59.7 77.2 23.0 46.9 38.8 55.0
Old : 38.9 54.6 59.7 77.2 23.0 46.9 38.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 10,971: 7,885 7,484 892 1,733 524 340 0 40 0 420 0: 1,290 770
Old : 10,971: 7,885 7,484 892 1,733 524 340 0 40 0 420 0: 1,290 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -55: -201 122 -22 -89 22 340 0 40 0 -56 0: -234 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 68.2 8.1 15.8 4.8 3.1 0.0 0.4 0.0 3.8 0.0: 11.8 7.0
Old : 100.0: 71.9 68.2 8.1 15.8 4.8 3.1 0.0 0.4 0.0 3.8 0.0: 11.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 . . 4 . 0 . 0 . 0:
Old : 22: 13 8 . . 4 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 51.6 69.0 78.1 46.4 46.4 66.7 70.6
Old : 47.1 51.6 69.0 78.1 46.4 46.4 66.7 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 28,577: 18,616 17,608 1,680 3,024 5,705 0 991 465 0 0 0: 2,111 784
Old : 28,577: 18,616 17,608 1,680 3,024 5,705 0 991 465 0 0 0: 2,111 784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,147: -2,491 -1,818 -129 -547 -629 0 -129 -16 0 0 0: 118 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 61.6 5.9 10.6 20.0 0.0 3.5 1.6 0.0 0.0 0.0: 7.4 2.7
Old : 100.0: 65.1 61.6 5.9 10.6 20.0 0.0 3.5 1.6 0.0 0.0 0.0: 7.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 14 . . 4 0 . . 0 0 0:
Old : 24: 16 14 . . 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 62.0 79.0 81.8 28.3 38.3 37.2 43.1
Old : 58.2 62.0 79.0 81.8 28.3 38.3 37.2 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 48,082: 45,469 34,040 2,167 13,536 0 0 0 0 0 382 0: 446 124
Old : 48,082: 45,469 34,040 2,167 13,536 0 0 0 0 0 382 0: 446 124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,668: -2,599 -2,185 -46 -414 0 0 0 0 0 -46 0: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 70.8 4.5 28.2 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 0.9 0.3
Old : 100.0: 94.6 70.8 4.5 28.2 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 10 . . 0 0 0 0 0 . 0:
Old : 22: 10 10 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.5 80.7 96.6 97.0 88.5 80.7 96.6 97.0
Old : 88.5 80.7 96.6 97.0 88.5 80.7 96.6 97.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 738,925: 653,555 483,471 43,041 244,435 4,697 0 0 0 31,310 0 6,322: 0 0
Old : 738,925: 653,555 483,471 43,041 244,435 4,697 0 0 0 31,310 0 6,322: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -31,808: -31,058 -22,433 -375 -8,250 -375 0 0 0 750 0 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 65.4 5.8 33.1 0.6 0.0 0.0 0.0 4.2 0.0 0.9: 0.0 0.0
Old : 100.0: 88.4 65.4 5.8 33.1 0.6 0.0 0.0 0.0 4.2 0.0 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 . . . 0 0 0 . 0 .:
Old : 24: 12 9 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.5 79.1 95.0 96.9 84.7 78.0 94.1 95.8
Old : 85.5 79.1 95.0 96.9 84.7 78.0 94.1 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 57,061: 29,341 38,207 26,418 17,342 1,302 0 0 0 0 210 0: 0 0
Old : 57,061: 29,341 38,207 26,418 17,342 1,302 0 0 0 0 210 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -4,991: -2,875 -1,817 -874 -1,932 -1,242 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 67.0 46.3 30.4 2.3 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 51.4 67.0 46.3 30.4 2.3 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 11 5 . . 0 0 0 0 . 0:
Old : 27: 12 11 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 83.0 83.9 94.1 64.5 82.2 81.7 89.5
Old : 64.5 83.0 83.9 94.1 64.5 82.2 81.7 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,011,322: 506,863 679,842 476,739 303,760 27,720 0 0 0 0 0 0: 0 0
Old : 1,011,322: 506,863 679,842 476,739 303,760 27,720 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -65,250: -30,750 -26,625 -19,875 -24,000 -14,625 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 67.2 47.1 30.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.1 67.2 47.1 30.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 5 . . 0 0 0 0 0 0:
Old : 23: 13 9 5 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 85.6 84.7 97.6 63.7 85.3 81.1 89.8
Old : 63.7 85.6 84.7 97.6 63.7 85.3 81.1 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 179,012: 97,771 140,375 77,981 36,319 2,108 0 0 0 942 0 210: 0 0
Old : 179,012: 97,771 140,375 77,981 36,319 2,108 0 0 0 942 0 210: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -11,193: -5,029 -7,779 -5,361 -2,887 -527 0 0 0 -276 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 78.4 43.6 20.3 1.2 0.0 0.0 0.0 0.5 0.0 0.1: 0.0 0.0
Old : 100.0: 54.6 78.4 43.6 20.3 1.2 0.0 0.0 0.0 0.5 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 17 22 . 6 . 0 0 0 . 0 .:
Old : 39: 17 22 . 6 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 54.7 91.5 76.2 68.2 54.7 88.4 76.2
Old : 68.5 54.7 91.5 76.2 68.2 54.7 88.4 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 3,140,125: 1,749,890 2,486,287 1,341,658 614,637 39,201 0 0 0 9,376 0 0: 0 0
Old : 3,140,125: 1,749,890 2,486,287 1,341,658 614,637 39,201 0 0 0 9,376 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -188,062: -109,312 -135,187 -70,985 -45,110 -7,765 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 79.2 42.7 19.6 1.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 55.7 79.2 42.7 19.6 1.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 15 20 . 6 . 0 0 0 . 0 0:
Old : 37: 15 20 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 57.7 94.2 79.9 70.8 57.7 91.9 79.9
Old : 71.4 57.7 94.2 79.9 70.8 57.7 91.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 52,558: 35,705 45,076 7,896 1,340 4,270 1,275 190 0 3,280 1,295 132: 0 255
Old : 52,558: 35,705 45,076 7,896 1,340 4,270 1,275 190 0 3,280 1,295 132: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -3,933: -2,898 -3,818 -805 115 -115 0 0 0 -115 -115 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.9 85.8 15.0 2.5 8.1 2.4 0.4 0.0 6.2 2.5 0.3: 0.0 0.5
Old : 100.0: 67.9 85.8 15.0 2.5 8.1 2.4 0.4 0.0 6.2 2.5 0.3: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 16 5 . . . . 0 . . .:
Old : 33: 18 16 5 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1
Old : 52.0 60.8 68.3 76.6 44.9 59.1 58.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,052,099: 877,970 853,361 70,871 86,720 73,853 0 0 0 29,405 38,165 0: 0 0
Old : 1,052,099: 877,970 853,361 70,871 86,720 73,853 0 0 0 29,405 38,165 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -57,210: -47,085 -57,750 -4,875 3,750 -3,750 -1,500 0 0 0 540 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 81.1 6.7 8.2 7.0 0.0 0.0 0.0 2.8 3.6 0.0: 0.0 0.0
Old : 100.0: 83.4 81.1 6.7 8.2 7.0 0.0 0.0 0.0 2.8 3.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 19 18 4 . 4 0 0 0 . . 0:
Old : 37: 19 18 4 . 4 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 53.9 68.1 74.0 46.2 52.5 59.6 70.4
Old : 48.1 53.9 68.1 74.0 46.2 52.5 59.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 47,387: 37,388 30,089 2,740 9,524 7,111 0 0 0 0 5 105: 43 553
Old : 47,387: 37,388 30,089 2,740 9,524 7,111 0 0 0 0 5 105: 43 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -1,854: -1,173 -1,417 -115 198 -543 0 0 0 0 -92 0: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 63.5 5.8 20.1 15.0 0.0 0.0 0.0 0.0 0.0 0.2: 0.1 1.2
Old : 100.0: 78.9 63.5 5.8 20.1 15.0 0.0 0.0 0.0 0.0 0.0 0.2: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 12 . 4 . 0 0 0 0 . .:
Old : 26: 17 12 . 4 . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 49.0 80.1 77.9 37.9 35.2 51.6 49.0
Old : 57.0 49.0 80.1 77.9 37.9 35.2 51.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 38,804: 17,194 31,390 20,401 2,550 764 0 0 0 0 3,739 170: 275 191
Old : 38,804: 17,194 31,390 20,401 2,550 764 0 0 0 0 3,739 170: 275 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -335: -1,587 -1,403 1,367 0 -92 0 0 0 0 1,183 0: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 80.9 52.6 6.6 2.0 0.0 0.0 0.0 0.0 9.6 0.4: 0.7 0.5
Old : 100.0: 44.3 80.9 52.6 6.6 2.0 0.0 0.0 0.0 0.0 9.6 0.4: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 . . . 0 0 0 0 . .:
Old : 20: 11 9 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.2 78.2 92.3 93.0 78.2 70.8 85.1 84.7
Old : 82.2 78.2 92.3 93.0 78.2 70.8 85.1 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 33,791: 24,802 25,832 4,849 3,991 2,993 0 86 0 510 315 0: 637 574
Old : 33,791: 24,802 25,832 4,849 3,991 2,993 0 86 0 510 315 0: 637 574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,307: -1,847 -1,860 -381 -414 -33 0 0 0 0 0 0: -46 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 76.4 14.3 11.8 8.9 0.0 0.3 0.0 1.5 0.9 0.0: 1.9 1.7
Old : 100.0: 73.4 76.4 14.3 11.8 8.9 0.0 0.3 0.0 1.5 0.9 0.0: 1.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 9 4 . . 0 . 0 . . 0:
Old : 24: 12 9 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 74.2 81.2 87.6 40.6 54.1 55.2 62.4
Old : 58.8 74.2 81.2 87.6 40.6 54.1 55.2 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 945,781: 779,146 570,174 0 210,927 139,235 23,400 17,725 0 0 3,720 4,000: 0 0
Old : 945,781: 779,146 570,174 0 210,927 139,235 23,400 17,725 0 0 3,720 4,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -12,975: -21,375 -2,475 0 11,250 -15,000 23,400 -1,875 0 0 -4,875 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 60.3 0.0 22.3 14.7 2.5 1.9 0.0 0.0 0.4 0.4: 0.0 0.0
Old : 100.0: 82.4 60.3 0.0 22.3 14.7 2.5 1.9 0.0 0.0 0.4 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 16 0 5 . . . 0 0 . .:
Old : 32: 17 16 0 5 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 56.1 80.5 78.5 32.8 29.8 44.1 39.1
Old : 57.9 56.1 80.5 78.5 32.8 29.8 44.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 745,605: 386,934 569,151 252,015 120,303 4,656 47,040 0 0 3,465 0 51,495: 0 0
Old : 745,605: 386,934 569,151 252,015 120,303 4,656 47,040 0 0 3,465 0 51,495: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -22,875: -20,250 -19,500 -2,625 -2,625 0 0 0 0 750 0 -750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 76.3 33.8 16.1 0.6 6.3 0.0 0.0 0.5 0.0 6.9: 0.0 0.0
Old : 100.0: 51.9 76.3 33.8 16.1 0.6 6.3 0.0 0.0 0.5 0.0 6.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 6 . . . . 0 0 . 0 .:
Old : 20: 11 6 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 84.0 93.1 99.2 59.1 65.7 68.9 72.0
Old : 70.5 84.0 93.1 99.2 59.1 65.7 68.9 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011