Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,615 : : Positions : : 6,005 5,256 165 857 669 0 120 0 330 0 0 : : : : Changes from: March 29, 2011 : : -230 -337 45 -102 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 69.0 2.2 11.3 8.8 0.0 1.6 0.0 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 184,739 : : Positions : : 88,628 91,080 3,993 11,639 58,936 8,735 2,933 17,269 169 546 668 : : : : Changes from: March 29, 2011 : : -5,723 -4,725 -653 520 -1,836 1,490 -777 -736 26 175 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 49.3 2.2 6.3 31.9 4.7 1.6 9.3 0.1 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 4 5 8 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 23,791 : : Positions : : 12,637 12,761 3,183 2,752 4,729 435 120 1,617 0 540 28 : : : : Changes from: March 29, 2011 : : -455 -855 -94 -85 -103 -169 0 157 0 138 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 53.6 13.4 11.6 19.9 1.8 0.5 6.8 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 29,151 : : Positions : : 20,190 11,338 1,496 9,205 4,422 0 2,120 0 58 694 272 : : : : Changes from: March 29, 2011 : : -554 -491 -56 -364 -42 0 0 0 -36 -214 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 38.9 5.1 31.6 15.2 0.0 7.3 0.0 0.2 2.4 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 4 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 10,971 : : Positions : : 7,885 7,484 892 1,733 524 340 0 40 0 420 0 : : : : Changes from: March 29, 2011 : : -201 122 -22 -89 22 340 0 40 0 -56 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 68.2 8.1 15.8 4.8 3.1 0.0 0.4 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 28,577 : : Positions : : 18,616 17,608 1,680 3,024 5,705 0 991 465 0 0 0 : : : : Changes from: March 29, 2011 : : -2,491 -1,818 -129 -547 -629 0 -129 -16 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 61.6 5.9 10.6 20.0 0.0 3.5 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 14 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 48,082 : : Positions : : 45,469 34,040 2,167 13,536 0 0 0 0 0 382 0 : : : : Changes from: March 29, 2011 : : -2,599 -2,185 -46 -414 0 0 0 0 0 -46 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 70.8 4.5 28.2 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 738,925 : : Positions : : 653,555 483,471 43,041 244,435 4,697 0 0 0 31,310 0 6,322 : : : : Changes from: March 29, 2011 : : -31,058 -22,433 -375 -8,250 -375 0 0 0 750 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 65.4 5.8 33.1 0.6 0.0 0.0 0.0 4.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 57,061 : : Positions : : 29,341 38,207 26,418 17,342 1,302 0 0 0 0 210 0 : : : : Changes from: March 29, 2011 : : -2,875 -1,817 -874 -1,932 -1,242 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 67.0 46.3 30.4 2.3 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 11 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,011,322 : : Positions : : 506,863 679,842 476,739 303,760 27,720 0 0 0 0 0 0 : : : : Changes from: March 29, 2011 : : -30,750 -26,625 -19,875 -24,000 -14,625 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 67.2 47.1 30.0 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 179,012 : : Positions : : 97,771 140,375 77,981 36,319 2,108 0 0 0 942 0 210 : : : : Changes from: March 29, 2011 : : -5,029 -7,779 -5,361 -2,887 -527 0 0 0 -276 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 78.4 43.6 20.3 1.2 0.0 0.0 0.0 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 22 . 6 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 3,140,125 : : Positions : :1,749,890 2,486,287 1,341,658 614,637 39,201 0 0 0 9,376 0 0 : : : : Changes from: March 29, 2011 : : -109,312 -135,187 -70,985 -45,110 -7,765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 79.2 42.7 19.6 1.2 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 52,558 : : Positions : : 35,705 45,076 7,896 1,340 4,270 1,275 190 0 3,280 1,295 132 : : : : Changes from: March 29, 2011 : : -2,898 -3,818 -805 115 -115 0 0 0 -115 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 85.8 15.0 2.5 8.1 2.4 0.4 0.0 6.2 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 1,052,099 : : Positions : : 877,970 853,361 70,871 86,720 73,853 0 0 0 29,405 38,165 0 : : : : Changes from: March 29, 2011 : : -47,085 -57,750 -4,875 3,750 -3,750 -1,500 0 0 0 540 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 81.1 6.7 8.2 7.0 0.0 0.0 0.0 2.8 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 47,387 : : Positions : : 37,388 30,089 2,740 9,524 7,111 0 0 0 0 5 105 : : : : Changes from: March 29, 2011 : : -1,173 -1,417 -115 198 -543 0 0 0 0 -92 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 63.5 5.8 20.1 15.0 0.0 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 38,804 : : Positions : : 17,194 31,390 20,401 2,550 764 0 0 0 0 3,739 170 : : : : Changes from: March 29, 2011 : : -1,587 -1,403 1,367 0 -92 0 0 0 0 1,183 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 80.9 52.6 6.6 2.0 0.0 0.0 0.0 0.0 9.6 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 33,791 : : Positions : : 24,802 25,832 4,849 3,991 2,993 0 86 0 510 315 0 : : : : Changes from: March 29, 2011 : : -1,847 -1,860 -381 -414 -33 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 76.4 14.3 11.8 8.9 0.0 0.3 0.0 1.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 945,781 : : Positions : : 779,146 570,174 0 210,927 139,235 23,400 17,725 0 0 3,720 4,000 : : : : Changes from: March 29, 2011 : : -21,375 -2,475 0 11,250 -15,000 23,400 -1,875 0 0 -4,875 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 60.3 0.0 22.3 14.7 2.5 1.9 0.0 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 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 745,605 : : Positions : : 386,934 569,151 252,015 120,303 4,656 47,040 0 0 3,465 0 51,495 : : : : Changes from: March 29, 2011 : : -20,250 -19,500 -2,625 -2,625 0 0 0 0 750 0 -750 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 76.3 33.8 16.1 0.6 6.3 0.0 0.0 0.5 0.0 6.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 8, 2011