Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 207,444 : : Positions : : 100,395 95,155 470 19,417 63,650 13,052 0 26,128 303 339 1,240 : : : : Changes from: April 24, 2012 : : -6,975 -9,402 2 385 -5,522 -2,228 0 -4,156 82 -28 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 45.9 0.2 9.4 30.7 6.3 0.0 12.6 0.1 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . 6 7 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 33,124 : : Positions : : 16,457 17,187 547 4,152 7,295 3,889 78 3,164 0 304 450 : : : : Changes from: April 24, 2012 : : -1,164 -779 58 -766 -1,054 -789 -64 -526 0 -124 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 51.9 1.6 12.5 22.0 11.7 0.2 9.6 0.0 0.9 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 8,800 : : Positions : : 6,258 4,421 0 2,120 136 0 798 190 348 0 8 : : : : Changes from: April 24, 2012 : : -216 -308 0 -116 0 0 108 -130 -24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 50.2 0.0 24.1 1.5 0.0 9.1 2.2 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 11 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 13,025 : : Positions : : 5,260 8,856 1,198 668 1,586 0 970 548 3,412 0 0 : : : : Changes from: April 24, 2012 : : -313 -305 -59 -152 -6 0 30 -46 -48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.4 68.0 9.2 5.1 12.2 0.0 7.4 4.2 26.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 13 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 26,168 : : Positions : : 19,414 12,683 1,288 6,914 2,128 588 2,840 400 206 0 100 : : : : Changes from: April 24, 2012 : : -1,117 -240 -242 -922 72 80 -170 0 -42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 48.5 4.9 26.4 8.1 2.2 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- Options and Futures Combined Positions as of May 1, 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 9,373 : : Positions : : 4,920 5,889 548 0 1,188 1,104 0 276 0 0 0 : : : : Changes from: April 24, 2012 : : -329 -333 -71 -53 -6 -72 0 46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 62.8 5.8 0.0 12.7 11.8 0.0 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 12,845 : : Positions : : 6,601 5,671 152 2,072 1,352 0 2,830 118 3,570 0 24 : : : : Changes from: April 24, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 44.1 1.2 16.1 10.5 0.0 22.0 0.9 27.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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 13,180 : : Positions : : 8,944 6,958 940 1,496 1,112 0 922 892 0 1,084 0 : : : : Changes from: April 24, 2012 : : -803 -180 59 -239 205 -18 -42 18 0 96 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 52.8 7.1 11.4 8.4 0.0 7.0 6.8 0.0 8.2 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 1, 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: April 24, 2012 : : -2,624 -2,395 -233 -462 44 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- Options and Futures Combined Positions as of May 1, 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 1,015,641 : : Positions : : 916,097 848,140 46,880 114,837 52,664 0 0 0 0 0 0 : : : : Changes from: April 24, 2012 : : -30,193 -23,313 -768 -7,648 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 83.5 4.6 11.3 5.2 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- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -1,156 -2,269 -2,037 -924 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- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -31,104 -50,688 -36,480 -16,896 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- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -5,524 -7,141 -3,780 -2,163 -378 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- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -85,691 -114,491 -68,352 -39,552 -4,608 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- Options and Futures Combined Positions as of May 1, 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 64,787 : : Positions : : 41,199 40,072 4,574 8,298 5,412 4,140 3,095 7,800 1,552 0 110 : : : : Changes from: April 24, 2012 : : -1,413 -232 21 -210 -231 635 -210 0 105 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 61.9 7.1 12.8 8.4 6.4 4.8 12.0 2.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 13 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -23,811 6,525 0 -4,632 -4,224 0 -25,320 23,400 -3,401 -3,785 -439 : : : : 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- Options and Futures Combined Positions as of May 1, 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 48,239 : : Positions : : 42,989 36,293 3,485 8,290 1,485 0 1,566 0 0 198 110 : : : : Changes from: April 24, 2012 : : 2,098 1,584 147 -630 -147 0 1,249 0 -210 -210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 75.2 7.2 17.2 3.1 0.0 3.2 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- Options and Futures Combined Positions as of May 1, 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 49,004 : : Positions : : 29,115 37,338 16,320 3,957 1,275 1,700 5,840 0 0 0 0 : : : : Changes from: April 24, 2012 : : -919 -1,848 -714 -735 0 -210 740 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 76.2 33.3 8.1 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- Options and Futures Combined Positions as of May 1, 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 13,759 : : Positions : : 7,941 9,147 2,707 2,549 1,467 0 0 0 510 80 176 : : : : Changes from: April 24, 2012 : : -480 -477 -63 -108 -18 0 0 0 -63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 66.5 19.7 18.5 10.7 0.0 0.0 0.0 3.7 0.6 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : -294 -294 -126 -84 -42 0 0 0 -21 -63 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- Options and Futures Combined Positions as of May 1, 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 848,637 : : Positions : : 776,242 577,954 24,919 185,208 24,076 0 80 23,400 0 37,919 0 : : : : Changes from: April 24, 2012 : : 41,312 41,256 1,152 -16,512 -1,152 -23,400 80 23,400 -768 -6,528 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 68.1 2.9 21.8 2.8 0.0 0.0 2.8 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 1, 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: April 24, 2012 : : 21,626 -9,862 -22,656 -4,608 0 -3,840 9,600 -9,600 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- Options and Futures Combined Positions as of May 1, 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 ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 8,053 : : Positions : : 3,591 4,786 1,228 313 2,618 261 0 227 0 0 109 : : : : Changes from: April 24, 2012 : : -1 -85 -76 -24 3 -20 0 -8 -12 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 59.4 15.2 3.9 32.5 3.2 0.0 2.8 0.0 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 4, 2012