Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 176,378 : : Positions : : 98,835 122,531 14,946 13,375 15,581 11,896 2,665 17,769 12,357 439 3,446 : : : : Changes from: May 1, 2012 : : 926 -2,442 -535 -509 247 -2,030 336 -1,219 -827 63 257 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 69.5 8.5 7.6 8.8 6.7 1.5 10.1 7.0 0.2 2.0 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 38 7 6 10 6 . 6 9 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 68,989 : : Positions : : 55,780 45,655 205 10,948 11,420 208 2 50 464 0 735 : : : : Changes from: May 1, 2012 : : 454 -882 -811 663 1,235 -74 -241 -98 -4 -52 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 66.2 0.3 15.9 16.6 0.3 0.0 0.1 0.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 25 . 5 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 699,504 : : Positions : : 589,739 485,167 12,533 123,518 87,646 648 0 0 5,741 0 3,173 : : : : Changes from: May 1, 2012 : : -12,482 -4,724 1,152 -734 2,192 328 -1,920 -328 1,669 -1,955 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.4 1.8 17.7 12.5 0.1 0.0 0.0 0.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . . 5 . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,546,838 : : Positions : :1,018,996 1,211,579 200,322 93,584 144,372 80,389 0 80,646 13,870 8,430 8,227 : : : : Changes from: May 1, 2012 : : -45,191 -35,954 14,409 16,728 -17,824 9,102 -1,304 -3,167 -768 -1,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 78.3 13.0 6.1 9.3 5.2 0.0 5.2 0.9 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 63 : : 34 35 6 . 6 5 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 99,404 : : Positions : : 66,994 76,217 17,577 8,054 13,439 481 475 96 22 304 679 : : : : Changes from: May 1, 2012 : : -740 -2,819 -1,538 -896 1,655 -308 -22 24 -517 87 -94 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 76.7 17.7 8.1 13.5 0.5 0.5 0.1 0.0 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 50 : : 27 28 5 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 674,818 : : Positions : : 514,909 509,804 122,468 141,596 17,873 656 4,240 0 17,615 8 1,297 : : : : Changes from: May 1, 2012 : : 14,784 -232 -14,192 1,904 943 0 -2,736 0 -1,648 8 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 75.5 18.1 21.0 2.6 0.1 0.6 0.0 2.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 69,089 : : Positions : : 41,430 31,136 480 26,635 6,564 15,510 0 2,638 90 182 228 : : : : Changes from: May 1, 2012 : : 671 81 10 892 216 -240 -240 120 0 -480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 45.1 0.7 38.6 9.5 22.4 0.0 3.8 0.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 22 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 17,109 : : Positions : : 10,712 12,252 1,240 86 1,563 302 0 1,668 0 744 302 : : : : Changes from: May 1, 2012 : : 524 204 0 0 0 42 -78 78 0 440 -148 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 71.6 7.2 0.5 9.1 1.8 0.0 9.7 0.0 4.3 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 8,833 : : Positions : : 6,171 4,430 0 2,120 136 0 822 190 348 0 8 : : : : Changes from: May 1, 2012 : : -70 26 0 0 0 0 24 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 50.2 0.0 24.0 1.5 0.0 9.3 2.2 3.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 12,670 : : Positions : : 5,244 8,568 1,176 668 1,572 0 1,216 286 3,464 0 0 : : : : Changes from: May 1, 2012 : : -10 -14 0 0 0 0 14 -6 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 67.6 9.3 5.3 12.4 0.0 9.6 2.3 27.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 13 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 26,138 : : Positions : : 19,424 12,567 1,288 6,914 2,198 468 2,840 400 206 0 100 : : : : Changes from: May 1, 2012 : : 10 -116 0 0 70 -120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 48.1 4.9 26.5 8.4 1.8 10.9 1.5 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,433 : : Positions : : 4,860 5,949 548 0 1,188 1,104 0 276 0 0 0 : : : : Changes from: May 1, 2012 : : -60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 63.1 5.8 0.0 12.6 11.7 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465O Open Interest is 12,837 : : Positions : : 6,601 5,671 152 2,072 1,352 0 2,830 118 3,612 0 6 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 42 0 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 44.2 1.2 16.1 10.5 0.0 22.0 0.9 28.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 13,600 : : Positions : : 9,304 6,958 940 1,496 1,112 0 922 892 0 1,444 60 : : : : Changes from: May 1, 2012 : : 360 0 0 0 0 0 0 0 0 360 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 51.2 6.9 11.0 8.2 0.0 6.8 6.6 0.0 10.6 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 63,372 : : Positions : : 58,070 52,605 2,564 8,029 2,738 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.0 4.0 12.7 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 1,024,969 : : Positions : : 925,425 857,468 46,880 114,837 52,664 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 9,328 9,328 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 83.7 4.6 11.2 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 28,252 : : Positions : : 25,952 11,882 2,300 16,370 0 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 42.1 8.1 57.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 497,889 : : Positions : : 460,649 197,009 37,240 300,880 0 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 39.6 7.5 60.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 109,326 : : Positions : : 59,617 104,057 48,703 4,518 751 0 0 0 0 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 95.2 44.5 4.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 24 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,538,163 : : Positions : : 846,322 1,451,684 664,458 59,096 25,423 0 0 0 1,960 1,960 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 94.4 43.2 3.8 1.7 0.0 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 21 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 67,337 : : Positions : : 41,709 43,132 7,124 8,298 4,902 4,140 3,095 7,800 1,552 0 110 : : : : Changes from: May 1, 2012 : : 510 3,060 2,550 0 -510 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 64.1 10.6 12.3 7.3 6.1 4.6 11.6 2.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 14 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 1,177,644 : : Positions : : 929,334 514,896 48,347 416,424 100,188 0 99,850 23,400 53,489 0 22,886 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 43.7 4.1 35.4 8.5 0.0 8.5 2.0 4.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 50,779 : : Positions : : 45,529 38,833 3,485 8,290 1,485 0 1,566 0 0 198 110 : : : : Changes from: May 1, 2012 : : 2,540 2,540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 76.5 6.9 16.3 2.9 0.0 3.1 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 9 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 49,152 : : Positions : : 29,263 37,338 16,320 4,105 1,275 1,700 5,840 0 0 0 0 : : : : Changes from: May 1, 2012 : : 148 0 0 148 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 76.0 33.2 8.4 2.6 3.5 11.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 13,820 : : Positions : : 8,018 9,214 2,713 2,565 1,445 0 0 0 510 80 176 : : : : Changes from: May 1, 2012 : : 88 88 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 66.7 19.6 18.6 10.5 0.0 0.0 0.0 3.7 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 13,422 : : Positions : : 9,618 8,690 2,112 1,993 1,224 0 0 0 298 1,196 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 64.7 15.7 14.8 9.1 0.0 0.0 0.0 2.2 8.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 895,597 : : Positions : : 823,202 624,914 24,919 185,208 24,076 0 80 23,400 0 37,919 0 : : : : Changes from: May 1, 2012 : : 46,960 46,960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 69.8 2.8 20.7 2.7 0.0 0.0 2.6 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : 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 874,374 : : Positions : : 468,025 619,717 296,299 131,532 58,680 31,610 44,685 19,760 0 0 0 : : : : Changes from: May 1, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 70.9 33.9 15.0 6.7 3.6 5.1 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 8, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 576,337 : : Positions : : 93,920 213,672 152,775 196,105 49,325 58,810 0 9,515 104,272 0 107,720 : : : : Changes from: May 1, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.3 37.1 26.5 34.0 8.6 10.2 0.0 1.7 18.1 0.0 18.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 9 4 . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated May 11, 2012