The experimental data of the cold fusion phenomena, including the first data of Fleischmann et al. in 1989 which disclosed the existence of nuclear reactions in the solid at room temperature, were investigated with the trapped neutron catalyzed fusion model. The surprisingly large excess heat and comparatively small amount of tritium and few neutrons measured in the first experiment and the subtle observation of He-4 made later have been explained consistently by nuclear reactions in a Pd cathode surrounded by a surface layer of Li metal and/or PdLix alloy. The density of the assumed neutron in the model was determined numerically from the experimental data. The possibility of an explosive event as reported in the first paper was recognized as having a very small probability.