CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 7,007: 5,420 5,085 270 808 490 0 15 105 285 0 0: 438 505
Old : 7,007: 5,420 5,085 270 808 490 0 15 105 285 0 0: 438 505
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -94: -160 -225 -60 -27 84 0 -15 15 0 0 0: 27 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 72.6 3.9 11.5 7.0 0.0 0.2 1.5 4.1 0.0 0.0: 6.2 7.2
Old : 100.0: 77.3 72.6 3.9 11.5 7.0 0.0 0.2 1.5 4.1 0.0 0.0: 6.2 7.2
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 : 21: 14 13 . . . 0 . . . 0 0:
Old : 21: 14 13 . . . 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 : 57.1 41.4 79.8 69.1 47.1 34.1 57.1 50.9
Old : 57.1 41.4 79.8 69.1 47.1 34.1 57.1 50.9
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, June 7, 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 : 192,744: 90,560 87,929 1,660 12,272 66,833 12,399 3,668 17,041 48 1,633 1,974: 2,229 1,394
Old : 192,744: 90,560 87,929 1,660 12,272 66,833 12,399 3,668 17,041 48 1,633 1,974: 2,229 1,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 1,578: 975 146 -375 -860 910 366 428 -389 -3 904 57: 38 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 45.6 0.9 6.4 34.7 6.4 1.9 8.8 0.0 0.8 1.0: 1.2 0.7
Old : 100.0: 47.0 45.6 0.9 6.4 34.7 6.4 1.9 8.8 0.0 0.8 1.0: 1.2 0.7
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 : 49: 28 25 . 6 8 . 4 5 . . 4:
Old : 49: 28 25 . 6 8 . 4 5 . . 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 : 42.8 48.9 75.6 79.4 11.9 11.4 14.8 14.5
Old : 42.8 48.9 75.6 79.4 11.9 11.4 14.8 14.5
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, June 7, 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 : 23,331: 12,919 12,409 2,948 2,821 4,717 237 120 1,437 0 735 0: 1,073 1,092
Old : 23,331: 12,919 12,409 2,948 2,821 4,717 237 120 1,437 0 735 0: 1,073 1,092
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -767: -423 -383 -119 -142 -69 -35 0 -25 0 -78 0: -95 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 53.2 12.6 12.1 20.2 1.0 0.5 6.2 0.0 3.2 0.0: 4.6 4.7
Old : 100.0: 55.4 53.2 12.6 12.1 20.2 1.0 0.5 6.2 0.0 3.2 0.0: 4.6 4.7
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 : 29: 18 14 4 . 5 . . . 0 . 0:
Old : 29: 18 14 4 . 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 : 44.9 51.2 67.1 72.2 33.3 29.9 41.2 40.9
Old : 44.9 51.2 67.1 72.2 33.3 29.9 41.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 10,852: 7,162 6,084 128 2,091 633 0 736 30 628 138 46: 2,225 1,094
Old : 10,852: 7,162 6,084 128 2,091 633 0 736 30 628 138 46: 2,225 1,094
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -106: -32 62 -168 5 46 0 0 0 4 -168 0: 44 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 56.1 1.2 19.3 5.8 0.0 6.8 0.3 5.8 1.3 0.4: 20.5 10.1
Old : 100.0: 66.0 56.1 1.2 19.3 5.8 0.0 6.8 0.3 5.8 1.3 0.4: 20.5 10.1
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 : 21: 12 10 . . . 0 . . . . .:
Old : 21: 12 10 . . . 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 : 34.6 55.6 57.3 73.9 26.8 46.9 42.8 59.2
Old : 34.6 55.6 57.3 73.9 26.8 46.9 42.8 59.2
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, June 7, 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 : 28,569: 19,602 11,118 1,430 9,327 3,866 150 2,200 0 152 20 762: 2,607 1,276
Old : 28,569: 19,602 11,118 1,430 9,327 3,866 150 2,200 0 152 20 762: 2,607 1,276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,014: -760 -416 -194 -342 -186 -30 0 0 42 12 -54: 168 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.6 38.9 5.0 32.6 13.5 0.5 7.7 0.0 0.5 0.1 2.7: 9.1 4.5
Old : 100.0: 68.6 38.9 5.0 32.6 13.5 0.5 7.7 0.0 0.5 0.1 2.7: 9.1 4.5
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 : 27: 17 12 . 4 6 . . 0 . . .:
Old : 27: 17 12 . 4 6 . . 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 : 38.1 55.0 58.0 77.1 21.7 48.5 35.8 53.9
Old : 38.1 55.0 58.0 77.1 21.7 48.5 35.8 53.9
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, June 7, 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 : 11,463: 8,457 8,033 868 1,403 660 8 0 352 0 375 0: 1,118 640
Old : 11,463: 8,457 8,033 868 1,403 660 8 0 352 0 375 0: 1,118 640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -441: -285 -374 -22 -29 -38 -10 0 0 0 -20 0: -86 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 70.1 7.6 12.2 5.8 0.1 0.0 3.1 0.0 3.3 0.0: 9.8 5.6
Old : 100.0: 73.8 70.1 7.6 12.2 5.8 0.1 0.0 3.1 0.0 3.3 0.0: 9.8 5.6
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: 15 12 . . 4 . 0 . 0 . 0:
Old : 24: 15 12 . . 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 : 43.2 45.9 67.3 68.7 42.5 39.1 62.7 61.2
Old : 43.2 45.9 67.3 68.7 42.5 39.1 62.7 61.2
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, June 7, 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 : 24,148: 14,630 15,732 1,641 1,887 4,735 0 482 526 340 0 0: 2,276 786
Old : 24,148: 14,630 15,732 1,641 1,887 4,735 0 482 526 340 0 0: 2,276 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,164: -1,129 -522 -100 -519 70 0 -166 23 10 0 -10: -28 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 65.1 6.8 7.8 19.6 0.0 2.0 2.2 1.4 0.0 0.0: 9.4 3.3
Old : 100.0: 60.6 65.1 6.8 7.8 19.6 0.0 2.0 2.2 1.4 0.0 0.0: 9.4 3.3
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 : 27: 17 14 4 . 5 0 . . . 0 0:
Old : 27: 17 14 4 . 5 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 : 56.1 59.1 74.0 81.0 26.4 34.5 33.2 40.8
Old : 56.1 59.1 74.0 81.0 26.4 34.5 33.2 40.8
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, June 7, 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 : 45,867: 43,380 32,579 2,083 12,990 0 0 0 0 0 298 0: 404 0
Old : 45,867: 43,380 32,579 2,083 12,990 0 0 0 0 0 298 0: 404 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,289: -1,226 -869 -42 -357 0 0 0 0 0 -42 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 71.0 4.5 28.3 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.9 0.0
Old : 100.0: 94.6 71.0 4.5 28.3 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.9 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: 11 9 . . 0 0 0 0 0 . 0:
Old : 23: 11 9 . . 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 : 84.5 82.3 94.4 97.7 83.4 82.3 91.6 94.6
Old : 84.5 82.3 94.4 97.7 83.4 82.3 91.6 94.6
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, June 7, 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 : 696,009: 637,711 459,164 41,090 227,011 5,064 0 0 0 7,374 0 4,770: 0 0
Old : 696,009: 637,711 459,164 41,090 227,011 5,064 0 0 0 7,374 0 4,770: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -34,321: -33,505 -24,121 -408 -8,976 -408 0 0 0 816 0 -816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 66.0 5.9 32.6 0.7 0.0 0.0 0.0 1.1 0.0 0.7: 0.0 0.0
Old : 100.0: 91.6 66.0 5.9 32.6 0.7 0.0 0.0 0.0 1.1 0.0 0.7: 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 : 21: 10 7 . . . 0 0 0 . 0 .:
Old : 21: 10 7 . . . 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 : 84.7 77.5 95.0 97.2 83.5 73.0 91.4 92.7
Old : 84.7 77.5 95.0 97.2 83.5 73.0 91.4 92.7
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, June 7, 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 : 53,498: 28,840 37,144 22,118 13,814 2,540 0 0 0 0 0 0: 0 0
Old : 53,498: 28,840 37,144 22,118 13,814 2,540 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: May 31, 2011 :
: -4,095: -2,163 -1,596 -1,197 -1,764 -735 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 69.4 41.3 25.8 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.9 69.4 41.3 25.8 4.7 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 : 22: 10 10 4 . . 0 0 0 0 0 0:
Old : 22: 10 10 4 . . 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 : 62.5 81.5 87.3 95.2 62.5 81.5 82.0 87.9
Old : 62.5 81.5 87.3 95.2 62.5 81.5 82.0 87.9
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, June 7, 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 : 970,522: 535,823 670,490 387,739 253,072 46,960 0 0 0 0 0 0: 0 0
Old : 970,522: 535,823 670,490 387,739 253,072 46,960 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: May 31, 2011 :
: -69,360: -31,824 -28,968 -27,941 -30,797 -9,595 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 69.1 40.0 26.1 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.2 69.1 40.0 26.1 4.8 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 : 20: 9 8 4 . . 0 0 0 0 0 0:
Old : 20: 9 8 4 . . 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 : 63.3 81.9 88.7 98.6 63.3 81.9 84.9 89.2
Old : 63.3 81.9 88.7 98.6 63.3 81.9 84.9 89.2
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, June 7, 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 : 167,718: 92,831 132,575 69,819 29,862 2,814 0 0 0 0 213 2,254: 0 0
Old : 167,718: 92,831 132,575 69,819 29,862 2,814 0 0 0 0 213 2,254: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -10,854: -6,027 -7,619 -5,019 -3,172 -63 0 0 0 0 -255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 79.0 41.6 17.8 1.7 0.0 0.0 0.0 0.0 0.1 1.3: 0.0 0.0
Old : 100.0: 55.3 79.0 41.6 17.8 1.7 0.0 0.0 0.0 0.0 0.1 1.3: 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: 16 23 . 4 . 0 0 0 0 . .:
Old : 37: 16 23 . 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 : 64.8 51.2 89.7 71.4 64.7 51.2 86.5 71.4
Old : 64.8 51.2 89.7 71.4 64.7 51.2 86.5 71.4
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, June 7, 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 : 2,867,131: 1,584,506 2,276,147 1,228,224 504,987 36,443 0 0 0 0 31,596 17,958: 0 0
Old : 2,867,131: 1,584,506 2,276,147 1,228,224 504,987 36,443 0 0 0 0 31,596 17,958: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -197,280: -117,912 -137,712 -82,008 -55,488 -2,040 0 0 0 0 -6,720 4,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 79.4 42.8 17.6 1.3 0.0 0.0 0.0 0.0 1.1 0.6: 0.0 0.0
Old : 100.0: 55.3 79.4 42.8 17.6 1.3 0.0 0.0 0.0 0.0 1.1 0.6: 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 : 34: 12 18 . 4 . 0 0 0 0 . .:
Old : 34: 12 18 . 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 : 69.2 54.1 93.5 77.5 68.5 54.1 91.3 77.5
Old : 69.2 54.1 93.5 77.5 68.5 54.1 91.3 77.5
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, June 7, 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 : 47,379: 32,353 38,734 6,447 2,333 3,997 1,275 820 0 2,960 1,148 347: 0 0
Old : 47,379: 32,353 38,734 6,447 2,333 3,997 1,275 820 0 2,960 1,148 347: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -3,066: -2,205 -3,024 -693 168 -168 0 0 0 0 -42 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 81.8 13.6 4.9 8.4 2.7 1.7 0.0 6.2 2.4 0.7: 0.0 0.0
Old : 100.0: 68.3 81.8 13.6 4.9 8.4 2.7 1.7 0.0 6.2 2.4 0.7: 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 : 36: 19 16 4 . . . . 0 . . .:
Old : 36: 19 16 4 . . . . 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 : 50.1 58.5 66.4 74.1 42.9 55.2 55.7 65.4
Old : 50.1 58.5 66.4 74.1 42.9 55.2 55.7 65.4
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, June 7, 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 : 1,140,032: 939,735 879,966 76,388 142,568 77,189 0 0 0 46,720 40,309 0: 0 0
Old : 1,140,032: 939,735 879,966 76,388 142,568 77,189 0 0 0 46,720 40,309 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -50,672: -41,288 -44,552 -4,080 5,304 -5,304 0 0 0 0 -6,120 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 77.2 6.7 12.5 6.8 0.0 0.0 0.0 4.1 3.5 0.0: 0.0 0.0
Old : 100.0: 82.4 77.2 6.7 12.5 6.8 0.0 0.0 0.0 4.1 3.5 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 : 35: 18 15 4 . 4 0 0 0 . . 0:
Old : 35: 18 15 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 : 47.5 54.7 66.6 75.5 47.0 53.3 61.5 72.0
Old : 47.5 54.7 66.6 75.5 47.0 53.3 61.5 72.0
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, June 7, 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 : 53,734: 44,706 37,941 2,530 9,127 6,113 0 0 0 215 0 0: 170 553
Old : 53,734: 44,706 37,941 2,530 9,127 6,113 0 0 0 215 0 0: 170 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,827: -1,177 -1,512 -105 357 -672 0 0 0 0 0 0: 127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 70.6 4.7 17.0 11.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 1.0
Old : 100.0: 83.2 70.6 4.7 17.0 11.4 0.0 0.0 0.0 0.4 0.0 0.0: 0.3 1.0
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 : 28: 16 15 . 4 . 0 0 0 . 0 0:
Old : 28: 16 15 . 4 . 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 : 53.2 43.3 78.1 72.7 40.2 33.5 54.5 54.1
Old : 53.2 43.3 78.1 72.7 40.2 33.5 54.5 54.1
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, June 7, 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 : 36,793: 15,421 29,673 19,549 2,550 596 630 0 0 0 3,461 364: 233 149
Old : 36,793: 15,421 29,673 19,549 2,550 596 630 0 0 0 3,461 364: 233 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -1,896: -834 -1,791 -936 0 -84 0 0 0 0 21 -21: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 80.6 53.1 6.9 1.6 1.7 0.0 0.0 0.0 9.4 1.0: 0.6 0.4
Old : 100.0: 41.9 80.6 53.1 6.9 1.6 1.7 0.0 0.0 0.0 9.4 1.0: 0.6 0.4
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 : 20: 11 8 . . . . 0 0 0 . .:
Old : 20: 11 8 . . . . 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 : 78.4 76.8 89.4 92.9 74.4 68.6 82.3 84.7
Old : 78.4 76.8 89.4 92.9 74.4 68.6 82.3 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, June 7, 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 : 31,391: 23,143 23,044 3,657 3,825 3,677 0 526 0 510 0 0: 404 319
Old : 31,391: 23,143 23,044 3,657 3,825 3,677 0 526 0 510 0 0: 404 319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -2,653: -2,256 -2,285 -514 -506 138 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 73.4 11.7 12.2 11.7 0.0 1.7 0.0 1.6 0.0 0.0: 1.3 1.0
Old : 100.0: 73.7 73.4 11.7 12.2 11.7 0.0 1.7 0.0 1.6 0.0 0.0: 1.3 1.0
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: 13 10 . . . 0 . 0 . 0 0:
Old : 24: 13 10 . . . 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 : 54.8 65.6 78.9 84.7 39.3 47.5 56.0 57.7
Old : 54.8 65.6 78.9 84.7 39.3 47.5 56.0 57.7
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, June 7, 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 : 1,024,395: 882,602 671,154 0 225,747 107,153 23,400 13,765 0 4,664 0 6,576: 0 0
Old : 1,024,395: 882,602 671,154 0 225,747 107,153 23,400 13,765 0 4,664 0 6,576: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -22,819: -17,739 -15,113 0 12,240 -16,320 0 -2,040 0 4,664 -8,162 6,576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 65.5 0.0 22.0 10.5 2.3 1.3 0.0 0.5 0.0 0.6: 0.0 0.0
Old : 100.0: 86.2 65.5 0.0 22.0 10.5 2.3 1.3 0.0 0.5 0.0 0.6: 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 17 0 5 . . . 0 . 0 .:
Old : 32: 17 17 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 : 53.8 53.8 77.8 77.1 34.0 32.0 48.2 42.2
Old : 53.8 53.8 77.8 77.1 34.0 32.0 48.2 42.2
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, June 7, 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 : 678,594: 325,467 522,778 246,471 126,769 4,656 47,040 0 0 30,569 0 24,391: 0 0
Old : 678,594: 325,467 522,778 246,471 126,769 4,656 47,040 0 0 30,569 0 24,391: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: -24,072: -21,216 -20,400 -2,856 -2,856 0 0 0 0 816 0 -816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 77.0 36.3 18.7 0.7 6.9 0.0 0.0 4.5 0.0 3.6: 0.0 0.0
Old : 100.0: 48.0 77.0 36.3 18.7 0.7 6.9 0.0 0.0 4.5 0.0 3.6: 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 : 21: 12 5 . . . . 0 0 . 0 .:
Old : 21: 12 5 . . . . 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 : 68.2 86.6 92.5 98.2 59.5 70.2 72.7 77.4
Old : 68.2 86.6 92.5 98.2 59.5 70.2 72.7 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, June 7, 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 : 157,013: 130,091 137,824 25,418 17,685 1,504 0 0 0 0 0 0: 0 0
Old : 157,013: 130,091 137,824 25,418 17,685 1,504 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: May 31, 2011 :
: -8,568: -7,752 -3,672 2,040 -2,040 -2,856 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 87.8 16.2 11.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.9 87.8 16.2 11.3 1.0 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 : 20: 9 9 . . . 0 0 0 0 0 0:
Old : 20: 9 9 . . . 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 : 72.7 77.8 90.9 94.2 71.7 77.8 88.7 92.5
Old : 72.7 77.8 90.9 94.2 71.7 77.8 88.7 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011