Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 7,704 : : Positions : : 5,695 5,845 555 778 458 0 30 120 285 0 0 : : : : Changes from: May 10, 2011 : : -95 35 120 75 -94 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 75.9 7.2 10.1 5.9 0.0 0.4 1.6 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 194,717 : : Positions : : 92,859 92,745 2,733 11,284 66,020 10,809 3,021 18,189 42 309 1,663 : : : : Changes from: May 10, 2011 : : 1,351 852 -499 438 757 430 -74 69 9 130 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.7 47.6 1.4 5.8 33.9 5.6 1.6 9.3 0.0 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 24 4 5 8 . . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 24,416 : : Positions : : 13,406 13,015 2,935 2,957 4,896 449 120 1,517 0 762 0 : : : : Changes from: May 10, 2011 : : 12 55 -5 -72 -48 -40 0 -31 0 36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.9 53.3 12.0 12.1 20.1 1.8 0.5 6.2 0.0 3.1 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 17, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 11,091 : : Positions : : 6,956 5,886 360 2,358 569 0 720 0 642 318 30 : : : : Changes from: May 10, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 53.1 3.2 21.3 5.1 0.0 6.5 0.0 5.8 2.9 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 29,413 : : Positions : : 20,192 11,454 1,624 9,669 4,052 170 2,120 0 132 0 814 : : : : Changes from: May 10, 2011 : : -20 24 0 4 0 0 0 0 10 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 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 17, 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 11,820 : : Positions : : 8,746 8,370 890 1,384 698 18 0 352 0 416 0 : : : : Changes from: May 10, 2011 : : 54 44 0 12 0 0 0 0 0 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 70.8 7.5 11.7 5.9 0.2 0.0 3.0 0.0 3.5 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 17, 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 22,763 : : Positions : : 14,711 15,638 2,140 1,360 5,595 0 0 0 147 0 0 : : : : Changes from: May 10, 2011 : : 411 411 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 68.7 9.4 6.0 24.6 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 26,460 : : Positions : : 16,811 16,411 1,620 2,684 5,035 0 740 487 330 0 10 : : : : Changes from: May 10, 2011 : : -122 42 29 -99 -48 0 -33 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 62.0 6.1 10.1 19.0 0.0 2.8 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 17, 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 10, 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 17, 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 717,034 : : Positions : : 670,064 470,021 42,266 235,987 4,704 0 0 0 0 6,322 0 : : : : Changes from: May 10, 2011 : : 23,791 23,791 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 65.6 5.9 32.9 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 17, 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 55,778 : : Positions : : 29,360 36,925 23,143 15,578 3,275 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 2,970 430 -2,540 0 2,540 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 66.2 41.5 27.9 5.9 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 17, 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 993,002 : : Positions : : 523,871 652,578 412,576 283,869 56,555 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : 46,960 0 -42,275 4,685 42,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 65.7 41.5 28.6 5.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 176,023 : : Positions : : 96,309 137,817 74,838 32,862 2,877 0 0 0 0 468 1,999 : : : : Changes from: May 10, 2011 : : 850 3,390 1,078 -1,462 1,462 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 78.3 42.5 18.7 1.6 0.0 0.0 0.0 0.0 0.3 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 20 21 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 3,043,179 : : Positions : :1,681,186 2,395,731 1,310,232 557,371 38,483 0 0 0 0 38,316 13,278 : : : : Changes from: May 10, 2011 : : 0 46,960 30,014 -16,946 16,946 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 78.7 43.1 18.3 1.3 0.0 0.0 0.0 0.0 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 14 20 . 5 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 49,660 : : Positions : : 33,773 42,073 7,140 1,910 4,165 1,275 190 0 3,175 1,190 132 : : : : Changes from: May 10, 2011 : : 210 0 0 465 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 84.7 14.4 3.8 8.4 2.6 0.4 0.0 6.4 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 1,186,024 : : Positions : : 981,023 915,158 80,468 146,624 77,813 0 0 0 46,720 46,429 0 : : : : Changes from: May 10, 2011 : : 9,845 6,005 -3,840 0 3,840 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 77.2 6.8 12.4 6.6 0.0 0.0 0.0 3.9 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 17, 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 51,832 : : Positions : : 42,264 35,724 2,635 8,770 6,785 0 0 0 105 0 0 : : : : Changes from: May 10, 2011 : : 86 86 0 0 0 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 17, 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 10, 2011 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 33,959 : : Positions : : 25,386 25,300 4,308 4,485 3,329 0 526 0 510 0 0 : : : : Changes from: May 10, 2011 : : 1,283 -209 -1,063 4 14 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 74.5 12.7 13.2 9.8 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 17, 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 402,605 : : Positions : : 257,677 276,722 42,218 25,213 100,670 0 0 0 2,040 0 0 : : : : Changes from: May 10, 2011 : : 1,600 1,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 68.7 10.5 6.3 25.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 990,825 : : Positions : : 840,816 637,754 0 208,001 124,209 23,400 15,805 0 0 2,656 2,400 : : : : Changes from: May 10, 2011 : : 7,106 1,600 0 5,506 -5,506 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 64.4 0.0 21.0 12.5 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 17, 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 10, 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 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 17, 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 A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 159,576 : : Positions : : 131,838 135,491 23,378 19,725 4,360 0 0 0 0 0 0 : : : : Changes from: May 10, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 84.9 14.7 12.4 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 20, 2011