Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 140,535 : : Positions : : 87,072 91,872 4,291 2,685 37,110 1,217 0 7,415 348 0 613 : : : : Changes from: February 23, 2010 : : -1,651 -1,509 491 581 -3,243 174 0 -226 10 0 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 65.4 3.1 1.9 26.4 0.9 0.0 5.3 0.2 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 23 5 . 6 4 0 4 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 20,297 : : Positions : : 12,113 12,327 3,199 1,863 3,635 120 1,000 280 0 0 0 : : : : Changes from: February 23, 2010 : : -549 -604 -114 -45 -367 120 80 -140 0 -54 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 60.7 15.8 9.2 17.9 0.6 4.9 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 4 . 5 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 31,157 : : Positions : : 19,177 16,271 1,764 3,925 7,690 0 1,480 120 0 710 120 : : : : Changes from: February 23, 2010 : : -810 11 390 -413 77 0 -40 0 0 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 52.2 5.7 12.6 24.7 0.0 4.8 0.4 0.0 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 12,273 : : Positions : : 7,968 6,588 1,148 2,760 1,463 600 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -496 -544 -20 120 -32 -60 0 0 0 -108 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 53.7 9.4 22.5 11.9 4.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . 4 5 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 48,629 : : Positions : : 31,133 36,203 4,165 16 10,369 461 0 1,224 0 0 0 : : : : Changes from: February 23, 2010 : : 750 538 -215 -46 105 -59 0 4 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 74.4 8.6 0.0 21.3 0.9 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 5 . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 10,938 : : Positions : : 7,146 3,474 1,508 5,506 1,198 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -316 -322 -214 -256 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 31.8 13.8 50.3 11.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 51,946 : : Positions : : 47,129 41,307 2,812 8,332 2,005 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -1,920 -2,760 -540 320 -460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 79.5 5.4 16.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 798,164 : : Positions : : 708,728 624,315 84,756 169,169 4,680 0 0 0 0 0 0 : : : : Changes from: February 23, 2010 : : -36,256 -42,240 -13,024 -7,040 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 78.2 10.6 21.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 90,667 : : Positions : : 29,298 52,437 59,176 32,643 2,042 0 0 0 0 3,545 0 : : : : Changes from: February 23, 2010 : : -3,340 -4,056 -2,516 -1,400 0 0 0 0 0 -400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.3 57.8 65.3 36.0 2.3 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 1,475,313 : : Positions : : 412,702 893,527 1,051,775 512,800 10,836 0 0 0 0 58,150 0 : : : : Changes from: February 23, 2010 : : -39,072 -60,192 -39,776 -15,136 -352 0 0 0 0 -3,520 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 60.6 71.3 34.8 0.7 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 10 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 174,234 : : Positions : : 131,672 91,227 34,340 77,627 4,287 0 0 0 3,935 0 0 : : : : Changes from: February 23, 2010 : : -6,301 -4,545 -660 -3,196 -320 0 0 0 -920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 52.4 19.7 44.6 2.5 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 2,884,820 : : Positions : :2,260,865 1,566,789 536,328 1,289,721 28,310 0 0 0 59,317 0 0 : : : : Changes from: February 23, 2010 : : -49,803 -45,579 -14,784 -36,960 -704 -3,520 0 0 -14,432 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 54.3 18.6 44.7 1.0 0.0 0.0 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 63,505 : : Positions : : 54,328 57,784 6,455 1 2,722 0 0 0 0 2,890 0 : : : : Changes from: February 23, 2010 : : 465 -2,020 65 -35 -65 0 0 0 -40 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 91.0 10.2 0.0 4.3 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 1,018,248 : : Positions : : 868,083 802,635 89,280 82,408 60,885 0 0 0 0 72,320 0 : : : : Changes from: February 23, 2010 : : -47,168 -26,400 -1,760 -20,768 0 0 0 0 0 -1,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 78.8 8.8 8.1 6.0 0.0 0.0 0.0 0.0 7.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 56,628 : : Positions : : 43,446 40,625 1,776 8,632 6,831 0 0 0 4,530 495 45 : : : : Changes from: February 23, 2010 : : -648 -2,176 0 1,248 -568 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 71.7 3.1 15.2 12.1 0.0 0.0 0.0 8.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 2, 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 1,033,856 : : Positions : : 807,337 684,400 6,515 194,440 126,464 0 23,400 0 93,540 5,152 0 : : : : Changes from: February 23, 2010 : : -6,864 -31,432 1,760 22,808 -11,824 0 0 0 -5,280 -1,760 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 66.2 0.6 18.8 12.2 0.0 2.3 0.0 9.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2010