Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 7,579 : : Positions : : 5,750 5,563 360 783 636 0 90 15 285 0 0 : : : : Changes from: April 12, 2011 : : 45 56 -30 16 -8 0 -15 15 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 73.4 4.7 10.3 8.4 0.0 1.2 0.2 3.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 190,964 : : Positions : : 91,504 92,993 6,600 11,197 62,789 8,275 2,828 17,736 135 152 1,261 : : : : Changes from: April 12, 2011 : : 1,079 705 2,614 334 3,048 44 -78 8 -7 -29 288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.9 48.7 3.5 5.9 32.9 4.3 1.5 9.3 0.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 22 4 5 8 . . 4 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 24,440 : : Positions : : 13,033 13,202 3,103 2,805 4,911 561 120 1,631 0 570 28 : : : : Changes from: April 12, 2011 : : 266 316 32 19 -63 -24 0 -8 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 54.0 12.7 11.5 20.1 2.3 0.5 6.7 0.0 2.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 30,051 : : Positions : : 20,686 11,696 1,496 9,445 4,612 0 2,120 0 48 428 492 : : : : Changes from: April 12, 2011 : : 318 308 0 -120 190 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 38.9 5.0 31.4 15.3 0.0 7.1 0.0 0.2 1.4 1.6 : : : : 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 19, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,581 : : Positions : : 8,689 8,366 892 1,733 524 340 0 40 0 354 0 : : : : Changes from: April 12, 2011 : : 816 882 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 72.2 7.7 15.0 4.5 2.9 0.0 0.3 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 28,983 : : Positions : : 19,208 17,937 1,730 3,088 5,470 0 952 476 0 0 0 : : : : Changes from: April 12, 2011 : : 18 -61 49 -56 -256 0 -65 18 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 61.9 6.0 10.7 18.9 0.0 3.3 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 49,421 : : Positions : : 46,808 35,379 2,167 13,536 0 0 0 0 0 382 0 : : : : Changes from: April 12, 2011 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 71.6 4.4 27.4 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 19, 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 763,101 : : Positions : : 677,731 507,647 43,041 244,435 4,697 0 0 0 31,310 0 6,322 : : : : Changes from: April 12, 2011 : : 23,400 23,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 66.5 5.6 32.0 0.6 0.0 0.0 0.0 4.1 0.0 0.8 : : : : 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 19, 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 55,371 : : Positions : : 27,651 36,517 26,418 17,342 1,302 0 0 0 0 210 0 : : : : Changes from: April 12, 2011 : : 440 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 65.9 47.7 31.3 2.4 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 12 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 964,442 : : Positions : : 459,983 632,962 476,739 303,760 27,720 0 0 0 0 0 0 : : : : Changes from: April 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 65.6 49.4 31.5 2.9 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 19, 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 180,954 : : Positions : : 100,441 140,065 77,981 36,319 2,108 0 0 0 210 2,248 214 : : : : Changes from: April 12, 2011 : : 2,460 -520 0 0 0 0 0 0 -732 2,248 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 77.4 43.1 20.1 1.2 0.0 0.0 0.0 0.1 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 22 . 6 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 3,134,619 : : Positions : :1,749,890 2,431,227 1,341,658 614,637 39,201 0 0 0 0 45,684 3,870 : : : : Changes from: April 12, 2011 : : 0 -55,060 0 0 0 0 0 0 -9,376 45,684 3,870 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 77.6 42.8 19.6 1.3 0.0 0.0 0.0 0.0 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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: April 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 1,169,979 : : Positions : : 988,090 865,321 61,116 157,280 97,373 0 0 0 23,400 50,005 0 : : : : Changes from: April 12, 2011 : : 86,680 -7,400 -23,520 70,560 23,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 74.0 5.2 13.4 8.3 0.0 0.0 0.0 2.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 18 4 . 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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 48,662 : : Positions : : 38,663 31,474 2,740 9,524 7,111 0 0 0 105 0 0 : : : : Changes from: April 12, 2011 : : 1,275 1,275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 64.7 5.6 19.6 14.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 19, 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: April 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 19, 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 34,865 : : Positions : : 25,687 27,197 4,819 3,991 2,958 0 86 0 510 315 0 : : : : Changes from: April 12, 2011 : : 628 621 -6 0 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 78.0 13.8 11.4 8.5 0.0 0.2 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 19, 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 937,574 : : Positions : : 772,539 560,791 0 210,927 139,235 23,400 17,725 0 0 6,496 2,400 : : : : Changes from: April 12, 2011 : : -6,607 -6,607 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 59.8 0.0 22.5 14.9 2.5 1.9 0.0 0.0 0.7 0.3 : : : : 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 19, 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: April 12, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 22, 2011