Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 185,824 : : Positions : : 105,773 130,274 13,921 11,387 16,250 8,519 3,056 19,826 16,269 612 3,591 : : : : Changes from: May 22, 2012 : : -199 -741 -1,185 -997 886 9 204 413 115 450 -762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 70.1 7.5 6.1 8.7 4.6 1.6 10.7 8.8 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 79 : : 43 38 6 8 11 8 . 8 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 70,948 : : Positions : : 56,099 47,894 205 9,359 13,241 208 1 25 718 0 428 : : : : Changes from: May 22, 2012 : : 714 719 0 98 -379 0 -26 0 77 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 67.5 0.3 13.2 18.7 0.3 0.0 0.0 1.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 26 . 5 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 708,039 : : Positions : : 569,122 501,114 31,435 105,856 97,936 1,296 0 0 5,397 304 2,829 : : : : Changes from: May 22, 2012 : : -810 9,486 6,037 -3,611 8,467 648 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 70.8 4.4 15.0 13.8 0.2 0.0 0.0 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . 5 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 1,624,262 : : Positions : :1,055,445 1,307,784 232,294 92,856 123,622 96,654 8,993 78,501 26,408 1,184 11,322 : : : : Changes from: May 22, 2012 : : 2,295 -3,953 -24 -1,920 4,681 -2,687 8,993 1,903 2,963 -573 573 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 80.5 14.3 5.7 7.6 6.0 0.6 4.8 1.6 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 34 6 . 6 4 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 90,600 : : Positions : : 61,921 68,391 12,319 5,383 15,611 129 22 48 54 601 514 : : : : Changes from: May 22, 2012 : : -1,375 -1,619 -576 -383 371 -28 22 -22 26 77 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 75.5 13.6 5.9 17.2 0.1 0.0 0.1 0.1 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 29 5 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 646,438 : : Positions : : 456,093 491,569 164,977 139,420 10,520 656 3,280 0 12,871 328 1,321 : : : : Changes from: May 22, 2012 : : 1,464 4,725 6,269 2,104 0 0 0 0 -904 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 76.0 25.5 21.6 1.6 0.1 0.5 0.0 2.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 70,447 : : Positions : : 44,959 32,815 490 28,259 4,284 15,428 160 2,868 450 584 181 : : : : Changes from: May 22, 2012 : : 448 130 0 444 -168 130 20 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 46.6 0.7 40.1 6.1 21.9 0.2 4.1 0.6 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . 6 7 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 18,810 : : Positions : : 10,661 12,371 2,480 66 1,535 22 460 2,588 0 948 222 : : : : Changes from: May 22, 2012 : : -110 2 920 0 0 -240 460 420 0 64 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 65.8 13.2 0.4 8.2 0.1 2.4 13.8 0.0 5.0 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 9,103 : : Positions : : 6,941 4,532 0 2,120 136 0 1,110 70 348 0 8 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 49.8 0.0 23.3 1.5 0.0 12.2 0.8 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 13,336 : : Positions : : 5,366 9,310 1,176 644 1,572 0 1,258 280 3,904 0 0 : : : : Changes from: May 22, 2012 : : -50 10 0 -6 0 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 69.8 8.8 4.8 11.8 0.0 9.4 2.1 29.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 15 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 26,509 : : Positions : : 19,405 12,884 1,288 6,566 2,544 468 2,840 400 158 0 148 : : : : Changes from: May 22, 2012 : : -30 6 0 -20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 48.6 4.9 24.8 9.6 1.8 10.7 1.5 0.6 0.0 0.6 : : : : 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 29, 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 9,481 : : Positions : : 4,860 5,997 548 0 1,188 1,104 0 276 0 0 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.3 63.3 5.8 0.0 12.5 11.6 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 29, 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 13,263 : : Positions : : 6,743 6,245 152 1,846 1,432 0 2,778 154 3,752 0 6 : : : : Changes from: May 22, 2012 : : 20 44 0 0 0 0 -84 38 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 47.1 1.1 13.9 10.8 0.0 20.9 1.2 28.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 14 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 14,216 : : Positions : : 9,324 7,340 1,060 1,604 1,064 238 920 974 0 1,538 60 : : : : Changes from: May 22, 2012 : : -158 72 0 0 0 238 -2 2 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 51.6 7.5 11.3 7.5 1.7 6.5 6.9 0.0 10.8 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 63,915 : : Positions : : 58,613 53,106 2,564 8,071 2,738 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 310 310 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 83.1 4.0 12.6 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 29, 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 1,026,161 : : Positions : : 926,617 858,236 46,880 115,261 52,664 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 83.6 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 29, 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 31,056 : : Positions : : 28,756 14,686 2,300 16,370 0 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 2,804 2,804 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 47.3 7.4 52.7 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 29, 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 544,779 : : Positions : : 507,539 243,899 37,240 300,880 0 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 46,890 46,890 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 44.8 6.8 55.2 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 29, 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 116,210 : : Positions : : 66,501 110,941 48,703 4,518 751 0 0 0 0 0 0 : : : : Changes from: May 22, 2012 : : 4,844 4,844 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 95.5 41.9 3.9 0.6 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 29, 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 1,641,213 : : Positions : : 949,372 1,554,734 664,458 59,096 25,423 0 0 0 1,960 1,960 0 : : : : Changes from: May 22, 2012 : : 46,890 46,890 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 94.7 40.5 3.6 1.5 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 29, 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 67,592 : : Positions : : 41,964 43,387 7,124 8,298 4,902 4,140 3,095 7,800 1,552 0 110 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 64.2 10.5 12.3 7.3 6.1 4.6 11.5 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 29, 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 : : 929,334 524,496 48,347 406,824 100,188 0 99,850 23,400 53,489 0 22,886 : : : : Changes from: May 22, 2012 : : 0 9,600 0 -9,600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 44.5 4.1 34.5 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 29, 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 54,341 : : Positions : : 46,805 42,394 3,485 5,750 3,771 0 1,566 0 0 198 110 : : : : Changes from: May 22, 2012 : : -254 2,286 0 -2,540 2,286 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 78.0 6.4 10.6 6.9 0.0 2.9 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 49,385 : : Positions : : 29,391 38,165 16,320 4,105 1,275 1,700 5,735 105 0 0 0 : : : : Changes from: May 22, 2012 : : 128 827 0 0 0 0 -105 105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 77.3 33.0 8.3 2.6 3.4 11.6 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 14 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 16,136 : : Positions : : 10,334 11,020 2,713 2,565 1,445 0 0 0 510 590 176 : : : : Changes from: May 22, 2012 : : 510 0 0 0 0 0 0 0 0 510 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 68.3 16.8 15.9 9.0 0.0 0.0 0.0 3.2 3.7 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 13,443 : : Positions : : 9,639 8,711 2,112 1,993 1,224 0 0 0 298 1,196 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 64.8 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 29, 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 944,128 : : Positions : : 871,733 642,507 24,919 185,208 24,076 0 80 23,400 0 68,857 0 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 68.1 2.6 19.6 2.6 0.0 0.0 2.5 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 897,111 : : Positions : : 490,762 642,454 296,299 131,532 58,680 31,610 44,685 19,760 0 0 0 : : : : Changes from: May 22, 2012 : : 17,199 17,199 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 71.6 33.0 14.7 6.5 3.5 5.0 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 578,248 : : Positions : : 95,831 262,383 152,775 196,105 49,325 58,810 0 9,515 151,072 0 60,920 : : : : Changes from: May 22, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 16.6 45.4 26.4 33.9 8.5 10.2 0.0 1.6 26.1 0.0 10.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 29, 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 G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 158,584 : : Positions : : 94,166 71,557 40,209 55,010 24,209 0 1,560 0 0 6,248 0 : : : : Changes from: May 22, 2012 : : 4,680 0 0 0 0 0 0 0 0 4,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 45.1 25.4 34.7 15.3 0.0 1.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 5, 2012