CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,550 TONS) : : : Positions : All : 7,540: 5,790 5,810 435 650 540 0 45 120 285 0 0: 370 375 Old : 7,540: 5,790 5,810 435 650 540 0 45 120 285 0 0: 370 375 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : -270: -345 -205 90 10 -60 0 0 30 0 0 0: 15 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 77.1 5.8 8.6 7.2 0.0 0.6 1.6 3.8 0.0 0.0: 4.9 5.0 Old : 100.0: 76.8 77.1 5.8 8.6 7.2 0.0 0.6 1.6 3.8 0.0 0.0: 4.9 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 14 . . . 0 . . . 0 0: Old : 22: 14 14 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 42.3 80.3 67.0 43.7 33.4 58.1 50.2 Old : 58.4 42.3 80.3 67.0 43.7 33.4 58.1 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 161,142: 88,150 106,564 13,410 20,413 12,355 22,885 5,097 14,160 7,388 592 1,534: 1,260 427 Old : 161,142: 88,150 106,564 13,410 20,413 12,355 22,885 5,097 14,160 7,388 592 1,534: 1,260 427 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 66.1 8.3 12.7 7.7 14.2 3.2 8.8 4.6 0.4 1.0: 0.8 0.3 Old : 100.0: 54.7 66.1 8.3 12.7 7.7 14.2 3.2 8.8 4.6 0.4 1.0: 0.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 82: 38 36 6 10 10 8 . 8 10 . 4: Old : 82: 38 36 6 10 10 8 . 8 10 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.6 35.7 49.4 56.3 28.9 31.1 41.4 44.6 Old : 32.6 35.7 49.4 56.3 28.9 31.1 41.4 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 71,601: 51,325 33,367 7,567 26,296 10,110 1,454 832 450 152 78 391: 152 77 Old : 71,601: 51,325 33,367 7,567 26,296 10,110 1,454 832 450 152 78 391: 152 77 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 46.6 10.6 36.7 14.1 2.0 1.2 0.6 0.2 0.1 0.5: 0.2 0.1 Old : 100.0: 71.7 46.6 10.6 36.7 14.1 2.0 1.2 0.6 0.2 0.1 0.5: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 27 26 4 4 7 . . . . . 4: Old : 47: 27 26 4 4 7 . . . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 61.6 66.1 78.7 33.9 48.3 45.4 54.1 Old : 41.5 61.6 66.1 78.7 33.9 48.3 45.4 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 605,244: 547,944 288,420 8,909 262,192 42,199 1,440 1,376 1,336 0 6,305 3,416: 0 0 Old : 605,244: 547,944 288,420 8,909 262,192 42,199 1,440 1,376 1,336 0 6,305 3,416: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.5 47.7 1.5 43.3 7.0 0.2 0.2 0.2 0.0 1.0 0.6: 0.0 0.0 Old : 100.0: 90.5 47.7 1.5 43.3 7.0 0.2 0.2 0.2 0.0 1.0 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 18 . 5 5 . . . 0 4 .: Old : 35: 21 18 . 5 5 . . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 59.3 83.2 78.8 56.1 50.0 65.3 62.1 Old : 64.4 59.3 83.2 78.8 56.1 50.0 65.3 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,614,386: 982,329 1,141,690 211,332 7,807 281,133 35,175 23,623 74,458 4,917 65,337 20,338: 4,704 0 Old : 1,614,386: 982,329 1,141,690 211,332 7,807 281,133 35,175 23,623 74,458 4,917 65,337 20,338: 4,704 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 70.7 13.1 0.5 17.4 2.2 1.5 4.6 0.3 4.0 1.3: 0.3 0.0 Old : 100.0: 60.8 70.7 13.1 0.5 17.4 2.2 1.5 4.6 0.3 4.0 1.3: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 58: 31 27 7 . 7 4 . 5 . . .: Old : 58: 31 27 7 . 7 4 . 5 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.8 46.1 61.7 68.3 31.6 43.1 45.7 53.4 Old : 40.8 46.1 61.7 68.3 31.6 43.1 45.7 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 130,851: 69,890 91,033 27,646 5,118 30,812 1,117 1,771 742 26 749 439: 179 187 Old : 130,851: 69,890 91,033 27,646 5,118 30,812 1,117 1,771 742 26 749 439: 179 187 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.4 69.6 21.1 3.9 23.5 0.9 1.4 0.6 0.0 0.6 0.3: 0.1 0.1 Old : 100.0: 53.4 69.6 21.1 3.9 23.5 0.9 1.4 0.6 0.0 0.6 0.3: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 26 27 6 . 8 5 . . . . .: Old : 49: 26 27 6 . 8 5 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 41.4 75.6 67.2 39.1 33.5 49.6 45.5 Old : 58.7 41.4 75.6 67.2 39.1 33.5 49.6 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 557,461: 391,402 352,017 108,781 146,336 55,292 0 1,904 0 977 903 1,009: 0 0 Old : 557,461: 391,402 352,017 108,781 146,336 55,292 0 1,904 0 977 903 1,009: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 63.1 19.5 26.3 9.9 0.0 0.3 0.0 0.2 0.2 0.2: 0.0 0.0 Old : 100.0: 70.2 63.1 19.5 26.3 9.9 0.0 0.3 0.0 0.2 0.2 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 17 14 . 4 4 0 . 0 . . .: Old : 32: 17 14 . 4 4 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 59.3 87.1 81.8 54.0 47.8 61.8 58.8 Old : 65.6 59.3 87.1 81.8 54.0 47.8 61.8 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 48,188: 19,945 25,393 2,964 12,312 7,275 14,092 740 1,122 676 24 110: 2,004 1,212 Old : 48,188: 19,945 25,393 2,964 12,312 7,275 14,092 740 1,122 676 24 110: 2,004 1,212 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 2,613: 592 132 -8 2,516 8 2,016 0 0 0 -48 5: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 52.7 6.2 25.5 15.1 29.2 1.5 2.3 1.4 0.0 0.2: 4.2 2.5 Old : 100.0: 41.4 52.7 6.2 25.5 15.1 29.2 1.5 2.3 1.4 0.0 0.2: 4.2 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 46: 26 19 4 5 8 . . . . . .: Old : 46: 26 19 4 5 8 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.5 58.5 63.4 78.0 40.6 52.0 52.4 61.4 Old : 45.5 58.5 63.4 78.0 40.6 52.0 52.4 61.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 14,905: 10,160 10,100 2,080 806 1,403 0 620 100 0 726 0: 1,162 1,150 Old : 14,905: 10,160 10,100 2,080 806 1,403 0 620 100 0 726 0: 1,162 1,150 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 334: 454 144 -56 24 60 0 0 0 0 110 0: -124 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 67.8 14.0 5.4 9.4 0.0 4.2 0.7 0.0 4.9 0.0: 7.8 7.7 Old : 100.0: 68.2 67.8 14.0 5.4 9.4 0.0 4.2 0.7 0.0 4.9 0.0: 7.8 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 16 12 4 . 4 0 . . 0 . 0: Old : 28: 16 12 4 . 4 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 49.7 68.7 67.0 47.5 41.2 60.2 55.8 Old : 49.5 49.7 68.7 67.0 47.5 41.2 60.2 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 29,407: 20,212 11,430 1,624 9,665 4,052 170 2,120 0 122 0 824: 2,403 1,316 Old : 29,407: 20,212 11,430 1,624 9,665 4,052 170 2,120 0 122 0 824: 2,403 1,316 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 356: 376 340 0 170 -84 0 0 0 0 0 -48: 112 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.7 38.9 5.5 32.9 13.8 0.6 7.2 0.0 0.4 0.0 2.8: 8.2 4.5 Old : 100.0: 68.7 38.9 5.5 32.9 13.8 0.6 7.2 0.0 0.4 0.0 2.8: 8.2 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 12 . 4 6 . . 0 . 0 .: Old : 28: 17 12 . 4 6 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.8 54.9 58.0 77.0 22.4 48.4 37.2 54.1 Old : 37.8 54.9 58.0 77.0 22.4 48.4 37.2 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 11,750: 8,692 8,326 890 1,372 698 18 0 352 0 402 0: 1,100 600 Old : 11,750: 8,692 8,326 890 1,372 698 18 0 352 0 402 0: 1,100 600 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 170: 160 170 0 0 0 0 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 70.9 7.6 11.7 5.9 0.2 0.0 3.0 0.0 3.4 0.0: 9.4 5.1 Old : 100.0: 74.0 70.9 7.6 11.7 5.9 0.2 0.0 3.0 0.0 3.4 0.0: 9.4 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 12 . . 4 . 0 . 0 . 0: Old : 24: 15 12 . . 4 . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.2 46.1 67.0 69.8 42.6 39.4 62.7 61.8 Old : 43.2 46.1 67.0 69.8 42.6 39.4 62.7 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465T Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 22,352: 14,300 15,227 2,140 1,360 5,595 0 0 0 147 0 0: 170 170 Old : 22,352: 14,300 15,227 2,140 1,360 5,595 0 0 0 147 0 0: 170 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.0 68.1 9.6 6.1 25.0 0.0 0.0 0.0 0.7 0.0 0.0: 0.8 0.8 Old : 100.0: 64.0 68.1 9.6 6.1 25.0 0.0 0.0 0.0 0.7 0.0 0.0: 0.8 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 6 . . . 0 0 0 . 0 0: Old : 20: 10 6 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 88.5 90.8 99.2 40.2 53.1 53.6 59.8 Old : 70.4 88.5 90.8 99.2 40.2 53.1 53.6 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 12,030: 6,634 6,926 1,618 2,082 1,224 0 632 64 330 0 10: 2,150 1,092 Old : 12,030: 6,634 6,926 1,618 2,082 1,224 0 632 64 330 0 10: 2,150 1,092 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : -14: -138 0 0 0 0 0 0 0 0 0 0: 124 -14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 57.6 13.4 17.3 10.2 0.0 5.3 0.5 2.7 0.0 0.1: 17.9 9.1 Old : 100.0: 55.1 57.6 13.4 17.3 10.2 0.0 5.3 0.5 2.7 0.0 0.1: 17.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 12 . . 4 0 . . . 0 .: Old : 24: 13 12 . . 4 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 55.9 61.3 77.3 37.6 42.7 48.0 58.9 Old : 39.4 55.9 61.3 77.3 37.6 42.7 48.0 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 46,581: 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0: 425 21 Old : 46,581: 44,031 32,938 2,125 13,282 0 0 0 0 0 340 0: 425 21 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.9 0.0 Old : 100.0: 94.5 70.7 4.6 28.5 0.0 0.0 0.0 0.0 0.0 0.7 0.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 10 . . 0 0 0 0 0 . 0: Old : 23: 11 10 . . 0 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9 Old : 85.8 80.5 95.5 97.4 84.8 80.5 92.5 93.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 693,243: 646,273 446,230 42,266 235,987 4,704 0 0 0 0 6,322 0: 0 0 Old : 693,243: 646,273 446,230 42,266 235,987 4,704 0 0 0 0 6,322 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 784: 784 784 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.2 64.4 6.1 34.0 0.7 0.0 0.0 0.0 0.0 0.9 0.0: 0.0 0.0 Old : 100.0: 93.2 64.4 6.1 34.0 0.7 0.0 0.0 0.0 0.0 0.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 12 9 . . . 0 0 0 0 . 0: Old : 24: 12 9 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 88.2 75.3 96.2 96.8 88.2 74.1 96.0 95.7 Old : 88.2 75.3 96.2 96.8 88.2 74.1 96.0 95.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 52,808: 26,390 36,495 25,683 15,578 735 0 0 0 0 0 0: 0 0 Old : 52,808: 26,390 36,495 25,683 15,578 735 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 315: -315 315 630 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 69.1 48.6 29.5 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.0 69.1 48.6 29.5 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 12 11 5 . . 0 0 0 0 0 0: Old : 26: 12 11 5 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 81.7 87.1 93.6 65.3 81.7 84.3 89.0 Old : 65.3 81.7 87.1 93.6 65.3 81.7 84.3 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 946,042: 476,911 652,578 454,851 279,184 14,280 0 0 0 0 0 0: 0 0 Old : 946,042: 476,911 652,578 454,851 279,184 14,280 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.4 69.0 48.1 29.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 50.4 69.0 48.1 29.5 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 10 5 . . 0 0 0 0 0 0: Old : 23: 13 10 5 . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7 Old : 65.4 83.3 87.7 96.8 65.0 82.7 84.3 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 172,633: 95,459 134,427 73,760 34,324 1,415 0 0 0 0 468 1,999: 0 0 Old : 172,633: 95,459 134,427 73,760 34,324 1,415 0 0 0 0 468 1,999: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 1,198: 688 353 0 630 0 0 0 0 0 -295 510: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.3 77.9 42.7 19.9 0.8 0.0 0.0 0.0 0.0 0.3 1.2: 0.0 0.0 Old : 100.0: 55.3 77.9 42.7 19.9 0.8 0.0 0.0 0.0 0.0 0.3 1.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 20 21 . 6 . 0 0 0 0 . .: Old : 39: 20 21 . 6 . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 53.0 91.6 72.9 66.8 53.0 88.5 72.6 Old : 66.9 53.0 91.6 72.9 66.8 53.0 88.5 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 MEGAWATT HOURS) : : : Positions : All : 2,996,219: 1,681,186 2,348,771 1,280,218 574,317 21,537 0 0 0 0 38,316 13,278: 0 0 Old : 2,996,219: 1,681,186 2,348,771 1,280,218 574,317 21,537 0 0 0 0 38,316 13,278: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 9,408: 0 9,408 0 0 0 0 0 0 0 -9,408 9,408: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 78.4 42.7 19.2 0.7 0.0 0.0 0.0 0.0 1.3 0.4: 0.0 0.0 Old : 100.0: 56.1 78.4 42.7 19.2 0.7 0.0 0.0 0.0 0.0 1.3 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 14 20 . 6 . 0 0 0 0 . .: Old : 37: 14 20 . 6 . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 55.3 95.1 78.0 70.0 55.3 92.8 78.0 Old : 70.6 55.3 95.1 78.0 70.0 55.3 92.8 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 49,450: 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132: 0 255 Old : 49,450: 33,563 42,073 7,140 1,445 4,165 1,275 190 0 3,175 1,190 132: 0 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 0.3: 0.0 0.5 Old : 100.0: 67.9 85.1 14.4 2.9 8.4 2.6 0.4 0.0 6.4 2.4 0.3: 0.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 16 5 . . . . 0 . . .: Old : 33: 18 16 5 . . . . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1 Old : 51.5 60.1 67.9 76.1 44.3 57.5 57.7 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,176,179: 971,178 909,153 84,308 146,624 73,973 0 0 0 46,720 46,429 0: 0 0 Old : 1,176,179: 971,178 909,153 84,308 146,624 73,973 0 0 0 46,720 46,429 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 30,144: 6,824 72,480 23,520 -18,816 -23,520 0 0 0 23,320 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 77.3 7.2 12.5 6.3 0.0 0.0 0.0 4.0 3.9 0.0: 0.0 0.0 Old : 100.0: 82.6 77.3 7.2 12.5 6.3 0.0 0.0 0.0 4.0 3.9 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 18 17 4 . 4 0 0 0 . . 0: Old : 36: 18 17 4 . 4 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 56.8 67.6 74.7 47.7 55.5 62.1 73.2 Old : 48.2 56.8 67.6 74.7 47.7 55.5 62.1 73.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 51,746: 42,178 35,638 2,635 8,770 6,785 0 0 0 105 0 0: 43 553 Old : 51,746: 42,178 35,638 2,635 8,770 6,785 0 0 0 105 0 0: 43 553 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 2,445: 2,120 2,445 0 -325 325 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.5 68.9 5.1 16.9 13.1 0.0 0.0 0.0 0.2 0.0 0.0: 0.1 1.1 Old : 100.0: 81.5 68.9 5.1 16.9 13.1 0.0 0.0 0.0 0.2 0.0 0.0: 0.1 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 15 . 4 . 0 0 0 . 0 0: Old : 29: 17 15 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 46.8 79.5 75.5 40.1 35.7 54.9 53.1 Old : 56.7 46.8 79.5 75.5 40.1 35.7 54.9 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 37,844: 16,255 30,619 20,485 2,550 680 0 0 0 0 3,655 170: 254 170 Old : 37,844: 16,255 30,619 20,485 2,550 680 0 0 0 0 3,655 170: 254 170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 510 0 0 0 0 0 0 0 -510 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 80.9 54.1 6.7 1.8 0.0 0.0 0.0 0.0 9.7 0.4: 0.7 0.4 Old : 100.0: 43.0 80.9 54.1 6.7 1.8 0.0 0.0 0.0 0.0 9.7 0.4: 0.7 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 9 . . . 0 0 0 0 . .: Old : 20: 11 9 . . . 0 0 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.6 77.7 91.5 92.5 78.0 71.0 85.6 85.8 Old : 81.6 77.7 91.5 92.5 78.0 71.0 85.6 85.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 20,519: 12,598 12,307 4,730 5,536 1,831 0 526 0 510 0 0: 850 319 Old : 20,519: 12,598 12,307 4,730 5,536 1,831 0 526 0 510 0 0: 850 319 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 60.0 23.1 27.0 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 4.1 1.6 Old : 100.0: 61.4 60.0 23.1 27.0 8.9 0.0 2.6 0.0 2.5 0.0 0.0: 4.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 9 . . . 0 . 0 . 0 0: Old : 24: 13 9 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 51.2 73.5 79.0 45.4 44.6 64.7 65.1 Old : 51.8 51.2 73.5 79.0 45.4 44.6 64.7 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 401,005: 256,077 275,122 42,218 25,213 100,670 0 0 0 2,040 0 0: 0 0 Old : 401,005: 256,077 275,122 42,218 25,213 100,670 0 0 0 2,040 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 68.6 10.5 6.3 25.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0 Old : 100.0: 63.9 68.6 10.5 6.3 25.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 6 . . . 0 0 0 . 0 0: Old : 20: 10 6 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.7 88.9 91.2 100.0 39.5 52.7 53.5 59.9 Old : 71.7 88.9 91.2 100.0 39.5 52.7 53.5 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 989,225: 833,710 636,154 0 202,495 129,715 23,400 15,805 0 0 2,656 2,400: 0 0 Old : 989,225: 833,710 636,154 0 202,495 129,715 23,400 15,805 0 0 2,656 2,400: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 38,704: 32,864 38,704 0 -5,840 5,840 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.3 64.3 0.0 20.5 13.1 2.4 1.6 0.0 0.0 0.3 0.2: 0.0 0.0 Old : 100.0: 84.3 64.3 0.0 20.5 13.1 2.4 1.6 0.0 0.0 0.3 0.2: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 18 17 0 5 . . . 0 0 . .: Old : 33: 18 17 0 5 . . . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.9 55.9 79.5 77.8 35.2 34.0 47.7 43.3 Old : 57.9 55.9 79.5 77.8 35.2 34.0 47.7 43.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, May 10, 2011 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 689,786: 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327: 0 0 Old : 689,786: 333,803 543,178 249,327 129,625 4,656 47,040 0 0 42,633 0 12,327: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 3, 2011 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8: 0.0 0.0 Old : 100.0: 48.4 78.7 36.1 18.8 0.7 6.8 0.0 0.0 6.2 0.0 1.8: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 5 . . . . 0 0 . 0 .: Old : 21: 12 5 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2 Old : 68.0 88.0 92.1 98.3 61.3 73.8 76.3 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010