Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 194,723 : : Positions : : 96,857 88,907 452 20,976 58,183 11,557 140 23,384 689 0 1,234 : : : : Changes from: May 29, 2012 : : -7,810 -8,573 -38 -84 -4,435 -595 -43 -2,524 -132 0 -61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 45.7 0.2 10.8 29.9 5.9 0.1 12.0 0.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 28 . 6 7 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 32,249 : : Positions : : 15,770 16,318 615 2,792 7,155 3,338 0 3,972 0 1,042 136 : : : : Changes from: May 29, 2012 : : -1,421 -1,287 6 -465 -1,376 11 0 -675 0 94 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 50.6 1.9 8.7 22.2 10.4 0.0 12.3 0.0 3.2 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 13,512 : : Positions : : 5,071 9,791 1,139 252 1,576 0 1,035 496 4,190 0 0 : : : : Changes from: May 29, 2012 : : -300 206 -62 -392 -5 0 13 -42 286 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 72.5 8.4 1.9 11.7 0.0 7.7 3.7 31.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 24,817 : : Positions : : 17,977 12,378 1,046 5,788 2,502 438 2,680 400 120 0 148 : : : : Changes from: May 29, 2012 : : -1,428 -506 -242 -778 -42 -30 -160 0 -38 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 49.9 4.2 23.3 10.1 1.8 10.8 1.6 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 9,068 : : Positions : : 4,551 5,814 548 0 1,109 1,150 0 226 0 0 0 : : : : Changes from: May 29, 2012 : : -309 -183 0 0 -79 46 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 64.1 6.0 0.0 12.2 12.7 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 12,949 : : Positions : : 6,195 6,409 118 1,622 1,432 0 2,536 136 4,076 0 0 : : : : Changes from: May 29, 2012 : : -548 164 -34 -224 0 0 -242 -18 324 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 49.5 0.9 12.5 11.1 0.0 19.6 1.1 31.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 13,724 : : Positions : : 9,455 7,058 1,119 1,581 1,005 278 926 928 0 1,564 48 : : : : Changes from: May 29, 2012 : : 131 -282 59 -23 -59 40 6 -46 0 26 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 51.4 8.2 11.5 7.3 2.0 6.7 6.8 0.0 11.4 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 61,560 : : Positions : : 56,324 49,982 2,498 8,840 2,738 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -2,289 -3,124 -66 769 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 81.2 4.1 14.4 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,003,370 : : Positions : : 904,610 823,805 46,807 127,612 51,953 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -22,007 -34,431 -73 12,351 -711 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 82.1 4.7 12.7 5.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 105,650 : : Positions : : 60,231 102,744 44,699 2,186 465 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -6,270 -8,197 -4,004 -2,332 -286 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 97.2 42.3 2.1 0.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 23 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,463,245 : : Positions : : 847,844 1,423,806 594,682 18,720 20,719 0 0 0 0 0 0 : : : : Changes from: May 29, 2012 : : -101,528 -130,928 -69,776 -40,376 -4,704 0 0 0 -1,960 -1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 97.3 40.6 1.3 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 20 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 64,768 : : Positions : : 39,470 41,289 7,105 8,103 4,701 4,030 2,875 7,800 1,662 0 0 : : : : Changes from: May 29, 2012 : : -2,494 -2,098 -19 -195 -201 -110 -220 0 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 63.7 11.0 12.5 7.3 6.2 4.4 12.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 4 . 5 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,138,460 : : Positions : : 896,422 555,552 48,347 349,128 95,876 0 97,890 23,400 57,801 0 16,614 : : : : Changes from: May 29, 2012 : : -32,912 31,056 0 -57,696 -4,312 0 -1,960 0 4,312 0 -6,272 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 48.8 4.2 30.7 8.4 0.0 8.6 2.1 5.1 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 16 . 5 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 51,107 : : Positions : : 43,703 39,952 3,595 5,090 3,661 0 1,544 0 0 308 0 : : : : Changes from: May 29, 2012 : : -3,102 -2,442 110 -660 -110 0 -22 0 0 110 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 78.2 7.0 10.0 7.2 0.0 3.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 46,591 : : Positions : : 29,595 36,031 13,542 3,445 1,275 1,480 5,735 105 0 0 0 : : : : Changes from: May 29, 2012 : : 204 -2,134 -2,778 -660 0 -220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 77.3 29.1 7.4 2.7 3.2 12.3 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- Options and Futures Combined Positions as of June 5, 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 15,769 : : Positions : : 10,131 10,439 2,641 2,443 1,441 0 0 0 444 974 176 : : : : Changes from: May 29, 2012 : : -211 -596 -66 -109 -23 0 0 0 -66 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.2 16.8 15.5 9.1 0.0 0.0 0.0 2.8 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 12,975 : : Positions : : 9,391 8,463 2,002 1,905 1,180 0 0 0 254 1,130 0 : : : : Changes from: May 29, 2012 : : -248 -248 -110 -88 -44 0 0 0 -44 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 65.2 15.4 14.7 9.1 0.0 0.0 0.0 2.0 8.7 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 June 5, 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 891,992 : : Positions : : 819,597 611,539 25,311 168,352 23,684 0 80 23,400 0 64,937 0 : : : : Changes from: May 29, 2012 : : -52,136 -30,968 392 -16,856 -392 0 0 0 0 -3,920 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 68.6 2.8 18.9 2.7 0.0 0.0 2.6 0.0 7.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,006,241 : : Positions : : 584,060 697,638 319,971 126,828 58,680 27,690 107,255 15,840 0 0 0 : : : : Changes from: May 29, 2012 : : 93,298 55,184 23,672 -4,704 0 -3,920 62,570 -3,920 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 69.3 31.8 12.6 5.8 2.8 10.7 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 538,474 : : Positions : : 78,356 261,644 146,895 170,625 47,365 60,770 0 7,555 146,248 0 51,285 : : : : Changes from: May 29, 2012 : : -17,475 -739 -5,880 -25,480 -1,960 1,960 0 -1,960 -4,824 0 -9,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 48.6 27.3 31.7 8.8 11.3 0.0 1.4 27.2 0.0 9.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 147,216 : : Positions : : 88,286 64,501 34,721 51,090 24,209 0 1,168 0 0 6,248 0 : : : : Changes from: May 29, 2012 : : -5,880 -7,056 -5,488 -3,920 0 0 -392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 43.8 23.6 34.7 16.4 0.0 0.8 0.0 0.0 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 6 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 8,542 : : Positions : : 3,775 5,315 1,410 41 2,864 194 0 202 0 44 77 : : : : Changes from: May 29, 2012 : : 11 -10 -18 9 2 4 0 -3 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 62.2 16.5 0.5 33.5 2.3 0.0 2.4 0.0 0.5 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 4 . 5 . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 8, 2012