Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 179,785 : : Positions : : 110,171 110,866 2,715 3,030 51,667 691 2,140 10,243 133 0 1,107 : : : : Changes from: May 25, 2010 : : -6,203 -5,817 150 -533 -1,184 -276 285 43 -165 0 -147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 61.7 1.5 1.7 28.7 0.4 1.2 5.7 0.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 25 5 . 6 . . 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 19,535 : : Positions : : 11,760 12,235 3,073 1,620 3,367 0 740 220 0 362 0 : : : : Changes from: May 25, 2010 : : -470 -450 -170 -69 -167 0 0 -40 0 12 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 62.6 15.7 8.3 17.2 0.0 3.8 1.1 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 4 . 5 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 29,907 : : Positions : : 18,523 14,911 1,006 3,988 7,504 0 1,720 70 0 690 130 : : : : Changes from: May 25, 2010 : : -992 -333 -62 -261 -51 0 80 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 49.9 3.4 13.3 25.1 0.0 5.8 0.2 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . 6 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 12,249 : : Positions : : 6,906 7,126 1,840 2,557 1,155 280 0 160 242 0 20 : : : : Changes from: May 25, 2010 : : -590 -576 -56 -115 32 -60 0 0 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 58.2 15.0 20.9 9.4 2.3 0.0 1.3 2.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 32,237 : : Positions : : 23,585 18,304 3,297 5,235 5,100 0 0 0 0 3,555 0 : : : : Changes from: May 25, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 56.8 10.2 16.2 15.8 0.0 0.0 0.0 0.0 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 48,050 : : Positions : : 31,886 34,690 2,883 346 11,310 184 0 734 0 1 20 : : : : Changes from: May 25, 2010 : : -1,394 -1,804 -325 78 -787 0 0 -10 0 1 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 72.2 6.0 0.7 23.5 0.4 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 5 . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 10,268 : : Positions : : 6,716 3,336 1,300 4,928 1,058 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -490 160 -150 -830 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 32.5 12.7 48.0 10.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 55,577 : : Positions : : 53,753 42,308 1,057 12,673 510 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -1,880 -2,780 -540 360 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 76.1 1.9 22.8 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 817,310 : : Positions : : 771,053 607,668 41,577 204,962 4,680 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -45,792 -51,728 -15,688 -9,752 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 74.3 5.1 25.1 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 39,923 : : Positions : : 33,778 36,967 5,804 2,805 0 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -740 -1,360 -580 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 92.6 14.5 7.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A53 Open Interest is 587,003 : : Positions : : 487,549 540,203 99,454 46,800 0 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -4,664 -17,384 -12,720 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 92.0 16.9 8.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 11 4 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 81,830 : : Positions : : 29,444 49,695 52,235 32,135 0 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -1,240 -2,760 -2,400 -580 -600 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 60.7 63.8 39.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 12 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 1,384,573 : : Positions : : 455,406 889,285 929,167 495,288 0 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -27,984 -58,088 -49,608 -15,264 -3,392 0 0 0 0 -4,240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.9 64.2 67.1 35.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 10 5 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 167,878 : : Positions : : 128,705 96,712 38,657 70,650 296 0 0 0 220 220 0 : : : : Changes from: May 25, 2010 : : -4,918 -3,078 -540 -2,700 -1,260 0 0 0 -420 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 57.6 23.0 42.1 0.2 0.0 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 20 . 7 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 2,789,728 : : Positions : :2,193,844 1,549,836 591,898 1,235,906 3,986 0 0 0 0 0 0 : : : : Changes from: May 25, 2010 : : -101,416 -87,424 -16,960 -27,136 -14,840 0 0 0 -4,664 -8,480 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 55.6 21.2 44.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 16 . 6 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 59,445 : : Positions : : 50,548 53,792 6,175 366 2,722 0 0 0 0 2,565 0 : : : : Changes from: May 25, 2010 : : -2,400 -2,300 -20 -20 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 90.5 10.4 0.6 4.6 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 1,012,849 : : Positions : : 874,639 835,858 44,717 13,298 93,493 0 0 0 0 70,200 0 : : : : Changes from: May 25, 2010 : : -42,216 -15,080 -4,240 -29,256 0 0 0 0 0 -2,120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 82.5 4.4 1.3 9.2 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 55,887 : : Positions : : 39,855 34,179 2,031 11,606 9,992 0 0 0 4,009 110 0 : : : : Changes from: May 25, 2010 : : -1,929 -1,849 0 74 -420 0 0 0 154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 61.2 3.6 20.8 17.9 0.0 0.0 0.0 7.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 19 . 6 5 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 11,267 : : Positions : : 8,909 7,371 1,430 2,908 453 0 0 0 258 0 0 : : : : Changes from: May 25, 2010 : : -376 -500 -183 -143 -57 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 65.4 12.7 25.8 4.0 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 578,998 : : Positions : : 424,389 325,825 61,009 95,228 93,600 0 0 0 0 64,345 0 : : : : Changes from: May 25, 2010 : : -30,584 -24,168 -424 -480 0 0 0 0 0 -6,360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 56.3 10.5 16.4 16.2 0.0 0.0 0.0 0.0 11.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 7 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 2010 : 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 1,110,680 : : Positions : : 829,569 664,329 26,389 231,726 186,073 0 23,400 0 68,649 5,152 0 : : : : Changes from: May 25, 2010 : : -34,768 -34,096 2,120 -608 -6,600 0 0 0 -2,056 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 59.8 2.4 20.9 16.8 0.0 2.1 0.0 6.2 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 16 . 5 5 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated June 4, 2010