Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 165,095 : : Positions : : 83,108 113,947 9,589 11,288 17,873 28,055 3,547 15,358 7,882 433 2,288 : : : : Changes from: June 21, 2011 : : 2,717 -1,247 301 -1,242 475 -6,108 -722 278 -220 -58 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 69.0 5.8 6.8 10.8 17.0 2.1 9.3 4.8 0.3 1.4 : : : : Number of Traders in Each Category Total Traders: 82 : : 38 38 6 10 13 7 4 8 7 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 69,020 : : Positions : : 51,933 31,443 6,437 25,545 9,001 237 561 670 337 1,395 381 : : : : Changes from: June 21, 2011 : : 534 -114 279 366 -315 -15 289 -189 -50 207 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 45.6 9.3 37.0 13.0 0.3 0.8 1.0 0.5 2.0 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 25 26 . 5 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 598,932 : : Positions : : 513,511 293,010 8,053 225,786 68,448 1,520 904 648 6,248 9,632 304 : : : : Changes from: June 21, 2011 : : -1,265 6,351 1,392 -6,880 5,488 0 280 344 1,688 2,064 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 48.9 1.3 37.7 11.4 0.3 0.2 0.1 1.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 17 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,655,807 : : Positions : :1,014,734 1,165,640 211,935 29,428 285,152 23,289 3,295 94,550 3,912 55,531 22,211 : : : : Changes from: June 21, 2011 : : -11,110 -3,143 14,366 -5,456 6,943 -16,984 3,295 2,142 3,528 -4,896 2,897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 70.4 12.8 1.8 17.2 1.4 0.2 5.7 0.2 3.4 1.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 31 26 6 4 7 4 . 4 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 126,128 : : Positions : : 71,216 87,209 23,677 5,633 27,655 488 3,187 1,585 707 190 628 : : : : Changes from: June 21, 2011 : : 276 405 38 865 -979 337 22 427 410 -90 -158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 69.1 18.8 4.5 21.9 0.4 2.5 1.3 0.6 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 54 : : 26 31 6 . 8 . . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 528,637 : : Positions : : 375,411 332,172 115,231 154,432 36,714 304 1,824 0 0 2,518 977 : : : : Changes from: June 21, 2011 : : 11,514 -6,995 -15,899 1,954 8,095 0 0 0 0 656 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.8 21.8 29.2 6.9 0.1 0.3 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 51,495 : : Positions : : 21,254 24,483 1,374 18,923 5,715 18,876 674 824 1,296 64 296 : : : : Changes from: June 21, 2011 : : 69 1,400 151 -14 -65 386 0 130 50 8 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.3 47.5 2.7 36.7 11.1 36.7 1.3 1.6 2.5 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 22 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 LBMP SWAP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS 0F 400 MEGAWATT HOURS) : CFTC Code #06465A Open Interest is 7,617 : : Positions : : 5,832 4,142 0 2,115 128 212 341 0 40 0 0 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 54.4 0.0 27.8 1.7 2.8 4.5 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 15,433 : : Positions : : 10,863 10,410 1,821 756 1,444 0 620 100 0 831 0 : : : : Changes from: June 21, 2011 : : 576 360 -72 0 62 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 67.5 11.8 4.9 9.4 0.0 4.0 0.6 0.0 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 4 . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 10,666 : : Positions : : 6,666 5,834 128 2,099 519 0 736 30 630 138 46 : : : : Changes from: June 21, 2011 : : 8 -14 0 4 8 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 54.7 1.2 19.7 4.9 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 28, 2011 : 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 11,679 : : Positions : : 6,432 6,859 1,492 245 2,115 48 0 130 0 668 442 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 58.7 12.8 2.1 18.1 0.4 0.0 1.1 0.0 5.7 3.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 29,089 : : Positions : : 19,593 11,220 1,474 9,803 3,924 174 2,220 24 484 0 744 : : : : Changes from: June 21, 2011 : : -38 30 0 220 20 0 0 0 152 -20 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 38.6 5.1 33.7 13.5 0.6 7.6 0.1 1.7 0.0 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 28, 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 11,795 : : Positions : : 8,637 8,271 868 1,407 656 8 0 352 0 383 0 : : : : Changes from: June 21, 2011 : : 76 -10 0 4 -4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 70.1 7.4 11.9 5.6 0.1 0.0 3.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . 4 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #06465T Open Interest is 24,060 : : Positions : : 16,256 17,077 1,988 1,255 5,579 0 0 0 88 0 0 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 71.0 8.3 5.2 23.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 11,958 : : Positions : : 6,304 7,776 1,556 1,326 1,434 0 588 48 340 0 0 : : : : Changes from: June 21, 2011 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 65.0 13.0 11.1 12.0 0.0 4.9 0.4 2.8 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 28, 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 OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 6,610 : : Positions : : 3,506 2,922 808 1,768 970 0 0 0 0 210 0 : : : : Changes from: June 21, 2011 : : 6 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 44.2 12.2 26.7 14.7 0.0 0.0 0.0 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 11 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 46,565 : : Positions : : 44,078 33,922 2,083 12,345 0 0 0 0 0 298 0 : : : : Changes from: June 21, 2011 : : 595 1,240 0 -645 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 72.8 4.5 26.5 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 708,153 : : Positions : : 649,855 470,900 40,682 227,011 5,472 0 0 0 7,374 0 4,770 : : : : Changes from: June 21, 2011 : : 10,944 10,944 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 66.5 5.7 32.1 0.8 0.0 0.0 0.0 1.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21, 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 28, 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 21, 2011 : : 0 0 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 28, 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 168,145 : : Positions : : 93,024 133,997 69,819 29,862 2,814 0 0 0 805 0 1,449 : : : : Changes from: June 21, 2011 : : -43 86 0 0 0 0 0 0 129 0 -129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 79.7 41.5 17.8 1.7 0.0 0.0 0.0 0.5 0.0 0.9 : : : : 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 28, 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 2,907,002 : : Positions : :1,620,057 2,304,893 1,232,544 504,987 36,443 0 0 0 0 42,721 17,958 : : : : Changes from: June 21, 2011 : : 800 1,600 0 0 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 79.3 42.4 17.4 1.3 0.0 0.0 0.0 0.0 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 13 19 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 49,448 : : Positions : : 33,319 40,109 7,699 2,330 3,805 1,275 820 0 2,071 1,148 1,236 : : : : Changes from: June 21, 2011 : : 0 1,275 1,252 -3 -192 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 81.1 15.6 4.7 7.7 2.6 1.7 0.0 4.2 2.3 2.5 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,247,605 : : Positions : : 958,135 937,011 85,796 175,696 100,509 0 0 0 101,325 32,549 1,840 : : : : Changes from: June 21, 2011 : : 2,400 29,120 9,408 56,448 0 0 0 0 73,760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 75.1 6.9 14.1 8.1 0.0 0.0 0.0 8.1 2.6 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 15 4 . 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 54,369 : : Positions : : 46,386 38,576 2,530 10,172 5,068 0 0 0 215 0 0 : : : : Changes from: June 21, 2011 : : 1,680 635 0 1,045 -1,045 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 71.0 4.7 18.7 9.3 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A61 Open Interest is 14,619 : : Positions : : 12,009 11,093 1,275 1,530 0 0 1,275 0 650 45 676 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 75.9 8.7 10.5 0.0 0.0 8.7 0.0 4.4 0.3 4.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A62 Open Interest is 22,292 : : Positions : : 22,015 20,947 277 1,196 0 0 0 0 0 129 0 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 94.0 1.2 5.4 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 37,948 : : Positions : : 16,576 30,183 18,904 2,550 1,241 630 0 0 0 3,461 364 : : : : Changes from: June 21, 2011 : : 1,155 510 -645 0 645 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 79.5 49.8 6.7 3.3 1.7 0.0 0.0 0.0 9.1 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 20,355 : : Positions : : 14,079 12,563 3,531 5,136 1,811 0 526 0 510 0 0 : : : : Changes from: June 21, 2011 : : 40 40 0 20 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 61.7 17.3 25.2 8.9 0.0 2.6 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A71 Open Interest is 415,648 : : Positions : : 276,024 292,490 39,639 23,173 99,985 0 0 0 0 0 0 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 70.4 9.5 5.6 24.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 1,039,950 : : Positions : : 878,677 690,709 0 214,192 118,708 23,400 13,765 0 16,589 0 2,576 : : : : Changes from: June 21, 2011 : : -3,925 19,555 0 -11,555 11,555 0 0 0 11,925 0 -4,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 66.4 0.0 20.6 11.4 2.3 1.3 0.0 1.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 0 5 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 702,042 : : Positions : : 325,515 547,762 269,871 125,233 4,656 47,040 0 0 30,569 0 24,391 : : : : Changes from: June 21, 2011 : : 48 23,448 23,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 78.0 38.4 17.8 0.7 6.7 0.0 0.0 4.4 0.0 3.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 6 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 21, 2011 : : 0 0 0 0 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A88 Open Interest is 372,064 : : Positions : : 367,264 336,120 0 35,944 0 0 0 0 4,800 0 0 : : : : Changes from: June 21, 2011 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 90.3 0.0 9.7 0.0 0.0 0.0 0.0 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 . 0 0 0 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated July 1, 2011