Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 169,662 : : Positions : : 80,783 115,924 8,680 15,081 16,508 37,715 4,858 14,107 8,546 401 2,381 : : : : Changes from: June 7, 2011 : : 299 4,427 -1,440 287 97 4,274 -2,084 -839 -546 -88 851 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.6 68.3 5.1 8.9 9.7 22.2 2.9 8.3 5.0 0.2 1.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 40 37 5 10 11 9 . 8 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : 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 69,930 : : Positions : : 51,641 34,094 6,252 23,428 10,175 291 179 932 309 792 330 : : : : Changes from: June 7, 2011 : : 1,830 -50 -164 1,483 -1,513 25 98 83 76 236 -54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 48.8 8.9 33.5 14.6 0.4 0.3 1.3 0.4 1.1 0.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 24 5 4 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : 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 585,221 : : Positions : : 517,105 275,603 4,108 240,522 60,280 144 0 1,680 1,576 6,808 328 : : : : Changes from: June 7, 2011 : : 6,208 9,245 688 -5,532 5,750 -1,032 0 1,032 312 2,463 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 47.1 0.7 41.1 10.3 0.0 0.0 0.3 0.3 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,671,464 : : Positions : :1,034,653 1,177,214 204,445 40,074 276,738 39,057 0 96,056 384 61,275 20,107 : : : : Changes from: June 7, 2011 : : 14,519 13,387 959 9,510 11,595 3,881 0 1,240 0 -3,538 770 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 70.4 12.2 2.4 16.6 2.3 0.0 5.7 0.0 3.7 1.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 31 26 5 5 7 4 0 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : 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 125,392 : : Positions : : 72,677 86,884 22,962 5,266 27,953 153 3,228 958 6 336 681 : : : : Changes from: June 7, 2011 : : -3,469 -8,864 -2,610 1,261 -2,910 -126 1,413 79 5 -11 -95 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 69.3 18.3 4.2 22.3 0.1 2.6 0.8 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 52 : : 27 29 6 . 8 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : 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 523,436 : : Positions : : 369,365 338,257 123,219 152,503 28,619 1,256 1,824 0 0 1,256 977 : : : : Changes from: June 7, 2011 : : -18,540 -19,496 2,684 5,567 -11,368 952 -688 0 -977 -1,264 -344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 64.6 23.5 29.1 5.5 0.2 0.3 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 15 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 48,369 : : Positions : : 21,248 22,892 1,669 16,643 5,992 15,746 658 614 1,004 176 200 : : : : Changes from: June 7, 2011 : : 738 150 -28 228 -136 -208 -2 0 -16 30 -28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 47.3 3.5 34.4 12.4 32.6 1.4 1.3 2.1 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 22 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 14,639 : : Positions : : 10,191 9,872 1,893 756 1,382 0 620 100 0 805 0 : : : : Changes from: June 7, 2011 : : 90 -20 -28 0 -20 0 0 0 0 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 67.4 12.9 5.2 9.4 0.0 4.2 0.7 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 10,612 : : Positions : : 6,678 5,838 128 2,095 511 0 736 30 630 138 46 : : : : Changes from: June 7, 2011 : : -366 -124 0 0 0 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 55.0 1.2 19.7 4.8 0.0 6.9 0.3 5.9 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,881 : : Positions : : 19,617 11,186 1,474 9,539 3,942 150 2,200 0 344 20 742 : : : : Changes from: June 7, 2011 : : 15 68 44 212 76 0 0 0 192 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 38.7 5.1 33.0 13.6 0.5 7.6 0.0 1.2 0.1 2.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 11,471 : : Positions : : 8,465 8,033 868 1,403 660 8 0 352 0 383 0 : : : : Changes from: June 7, 2011 : : 8 0 0 0 0 0 0 0 0 8 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 70.0 7.6 12.2 5.8 0.1 0.0 3.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 11,808 : : Positions : : 6,114 7,626 1,616 1,346 1,414 0 588 48 340 0 0 : : : : Changes from: June 7, 2011 : : 46 386 40 -300 164 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 64.6 13.7 11.4 12.0 0.0 5.0 0.4 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 45,931 : : Positions : : 43,444 32,643 2,083 12,990 0 0 0 0 0 298 0 : : : : Changes from: June 7, 2011 : : 64 64 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 71.1 4.5 28.3 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 697,209 : : Positions : : 638,911 459,956 40,682 227,011 5,472 0 0 0 7,374 0 4,770 : : : : Changes from: June 7, 2011 : : 1,200 792 -408 0 408 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 66.0 5.8 32.6 0.8 0.0 0.0 0.0 1.1 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 53,498 : : Positions : : 28,840 37,144 22,118 13,814 2,540 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 69.4 41.3 25.8 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 958,512 : : Positions : : 523,813 658,480 387,739 253,072 46,960 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : -12,010 -12,010 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 68.7 40.5 26.4 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 168,188 : : Positions : : 93,067 133,045 69,819 29,862 2,814 0 0 0 0 213 2,254 : : : : Changes from: June 7, 2011 : : 236 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 79.1 41.5 17.8 1.7 0.0 0.0 0.0 0.0 0.1 1.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 16 24 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,894,202 : : Positions : :1,607,257 2,291,293 1,232,544 504,987 36,443 0 0 0 0 43,521 17,958 : : : : Changes from: June 7, 2011 : : 22,751 15,146 4,320 0 0 0 0 0 0 11,925 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 79.2 42.6 17.4 1.3 0.0 0.0 0.0 0.0 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 12 18 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 47,479 : : Positions : : 32,453 38,834 6,447 2,333 3,997 1,275 820 0 2,960 1,148 347 : : : : Changes from: June 7, 2011 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 81.8 13.6 4.9 8.4 2.7 1.7 0.0 6.2 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 4 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,146,037 : : Positions : : 939,735 891,891 76,388 119,248 100,509 0 0 0 27,565 32,549 1,840 : : : : Changes from: June 7, 2011 : : 0 11,925 0 -23,320 23,320 0 0 0 -19,155 -7,760 1,840 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 77.8 6.7 10.4 8.8 0.0 0.0 0.0 2.4 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 15 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 53,734 : : Positions : : 44,706 37,941 2,530 9,127 6,113 0 0 0 215 0 0 : : : : Changes from: June 7, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 70.6 4.7 17.0 11.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 36,793 : : Positions : : 15,421 29,673 19,549 2,550 596 630 0 0 0 3,461 364 : : : : Changes from: June 7, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 80.6 53.1 6.9 1.6 1.7 0.0 0.0 0.0 9.4 1.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 20,315 : : Positions : : 14,039 12,523 3,531 5,116 1,831 0 526 0 510 0 0 : : : : Changes from: June 7, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 61.6 17.4 25.2 9.0 0.0 2.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 1,024,395 : : Positions : : 882,602 671,154 0 225,747 107,153 23,400 13,765 0 4,664 0 6,576 : : : : Changes from: June 7, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 65.5 0.0 22.0 10.5 2.3 1.3 0.0 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 17 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 678,594 : : Positions : : 325,467 524,314 246,471 125,233 4,656 47,040 0 0 30,569 0 24,391 : : : : Changes from: June 7, 2011 : : 0 1,536 0 -1,536 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 77.3 36.3 18.5 0.7 6.9 0.0 0.0 4.5 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 180,533 : : Positions : : 153,611 137,824 25,418 41,205 1,504 0 0 0 0 0 0 : : : : Changes from: June 7, 2011 : : 23,520 0 0 23,520 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 76.3 14.1 22.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 0 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated Jun 17, 2011