Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 7,617 : : Positions : : 5,790 5,810 435 702 552 0 45 120 285 0 0 : : : : Changes from: May 3, 2011 : : -345 -205 90 0 -57 0 0 30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 76.3 5.7 9.2 7.2 0.0 0.6 1.6 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 192,386 : : Positions : : 91,508 91,893 3,232 10,846 65,263 10,378 3,095 18,119 32 179 1,544 : : : : Changes from: May 3, 2011 : : 1,710 2,285 -379 842 -1 1,040 -465 1,060 -7 -331 137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 47.8 1.7 5.6 33.9 5.4 1.6 9.4 0.0 0.1 0.8 : : : : Number of Traders in Each Category Total Traders: 50 : : 28 24 4 5 8 . 4 5 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 24,476 : : Positions : : 13,394 12,960 2,940 3,029 4,944 489 120 1,547 0 726 0 : : : : Changes from: May 3, 2011 : : 679 405 -199 55 396 210 0 42 0 110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 52.9 12.0 12.4 20.2 2.0 0.5 6.3 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 4 . 5 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 29,407 : : Positions : : 20,212 11,430 1,624 9,665 4,052 170 2,120 0 122 0 824 : : : : Changes from: May 3, 2011 : : 376 340 0 170 -84 0 0 0 0 0 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 38.9 5.5 32.9 13.8 0.6 7.2 0.0 0.4 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . 4 6 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 11,750 : : Positions : : 8,692 8,326 890 1,372 698 18 0 352 0 402 0 : : : : Changes from: May 3, 2011 : : 160 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 70.9 7.6 11.7 5.9 0.2 0.0 3.0 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 22,352 : : Positions : : 14,300 15,227 2,140 1,360 5,595 0 0 0 147 0 0 : : : : Changes from: May 3, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 68.1 9.6 6.1 25.0 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 26,587 : : Positions : : 16,933 16,369 1,591 2,784 5,083 0 773 477 330 0 10 : : : : Changes from: May 3, 2011 : : 188 -147 -44 340 -18 0 86 -28 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 61.6 6.0 10.5 19.1 0.0 2.9 1.8 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 46,581 : : Positions : : 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0 : : : : Changes from: May 3, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 693,243 : : Positions : : 646,273 446,230 42,266 235,987 4,704 0 0 0 0 6,322 0 : : : : Changes from: May 3, 2011 : : 784 784 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 64.4 6.1 34.0 0.7 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 52,808 : : Positions : : 26,390 36,495 25,683 15,578 735 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : -315 315 630 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 69.1 48.6 29.5 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 946,042 : : Positions : : 476,911 652,578 454,851 279,184 14,280 0 0 0 0 0 0 : : : : Changes from: May 3, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 69.0 48.1 29.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 172,633 : : Positions : : 95,459 134,427 73,760 34,324 1,415 0 0 0 0 468 1,999 : : : : Changes from: May 3, 2011 : : 688 353 0 630 0 0 0 0 0 -295 510 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 77.9 42.7 19.9 0.8 0.0 0.0 0.0 0.0 0.3 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,996,219 : : Positions : :1,681,186 2,348,771 1,280,218 574,317 21,537 0 0 0 0 38,316 13,278 : : : : Changes from: May 3, 2011 : : 0 9,408 0 0 0 0 0 0 0 -9,408 9,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 78.4 42.7 19.2 0.7 0.0 0.0 0.0 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 . 6 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 49,450 : : Positions : : 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132 : : : : Changes from: May 3, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 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 May 10, 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 1,176,179 : : Positions : : 971,178 909,153 84,308 146,624 73,973 0 0 0 46,720 46,429 0 : : : : Changes from: May 3, 2011 : : 6,824 72,480 23,520 -18,816 -23,520 0 0 0 23,320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 77.3 7.2 12.5 6.3 0.0 0.0 0.0 4.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 17 4 . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 51,746 : : Positions : : 42,178 35,638 2,635 8,770 6,785 0 0 0 105 0 0 : : : : Changes from: May 3, 2011 : : 2,120 2,445 0 -325 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 68.9 5.1 16.9 13.1 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 37,844 : : Positions : : 16,255 30,619 20,485 2,550 680 0 0 0 0 3,655 170 : : : : Changes from: May 3, 2011 : : 0 510 0 0 0 0 0 0 0 -510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 80.9 54.1 6.7 1.8 0.0 0.0 0.0 0.0 9.7 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 May 10, 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 34,150 : : Positions : : 24,103 25,509 5,371 4,481 3,315 0 526 0 510 0 0 : : : : Changes from: May 3, 2011 : : 772 789 167 150 -219 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 74.7 15.7 13.1 9.7 0.0 1.5 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 401,005 : : Positions : : 256,077 275,122 42,218 25,213 100,670 0 0 0 2,040 0 0 : : : : Changes from: May 3, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 68.6 10.5 6.3 25.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 989,225 : : Positions : : 833,710 636,154 0 202,495 129,715 23,400 15,805 0 0 2,656 2,400 : : : : Changes from: May 3, 2011 : : 32,864 38,704 0 -5,840 5,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 64.3 0.0 20.5 13.1 2.4 1.6 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 0 5 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 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 689,786 : : Positions : : 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327 : : : : Changes from: May 3, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 13, 2010