CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, March 1, 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 : 8,020: 6,950 5,895 195 1,465 245 0 0 0 390 0 0: 240 415
Old : 8,020: 6,950 5,895 195 1,465 245 0 0 0 390 0 0: 240 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -55: 80 135 60 45 -15 0 -90 0 0 0 0: -180 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 73.5 2.4 18.3 3.1 0.0 0.0 0.0 4.9 0.0 0.0: 3.0 5.2
Old : 100.0: 86.7 73.5 2.4 18.3 3.1 0.0 0.0 0.0 4.9 0.0 0.0: 3.0 5.2
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: 16 15 . . . 0 0 0 . 0 0:
Old : 23: 16 15 . . . 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 : 61.3 43.7 78.0 71.8 43.8 38.6 54.6 58.0
Old : 61.3 43.7 78.0 71.8 43.8 38.6 54.6 58.0
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, March 1, 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 : 46,259: 20,529 30,200 4,742 6,252 6,683 10,774 870 1,120 318 202 66: 2,027 866
Old : 46,259: 20,529 30,200 4,742 6,252 6,683 10,774 870 1,120 318 202 66: 2,027 866
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -156: -1,113 -117 224 1,284 -1,561 1,544 -410 654 236 150 -56: -84 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 65.3 10.3 13.5 14.4 23.3 1.9 2.4 0.7 0.4 0.1: 4.4 1.9
Old : 100.0: 44.4 65.3 10.3 13.5 14.4 23.3 1.9 2.4 0.7 0.4 0.1: 4.4 1.9
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 : 42: 23 15 4 4 7 4 . . . . .:
Old : 42: 23 15 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 : 44.2 61.0 64.8 77.9 37.3 55.3 51.0 63.3
Old : 44.2 61.0 64.8 77.9 37.3 55.3 51.0 63.3
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, March 1, 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 : 14,671: 10,184 10,876 2,576 1,632 655 82 200 48 0 258 38: 1,088 964
Old : 14,671: 10,184 10,876 2,576 1,632 655 82 200 48 0 258 38: 1,088 964
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -629: -675 -640 2 -80 291 -20 -100 0 0 -36 0: -227 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 74.1 17.6 11.1 4.5 0.6 1.4 0.3 0.0 1.8 0.3: 7.4 6.6
Old : 100.0: 69.4 74.1 17.6 11.1 4.5 0.6 1.4 0.3 0.0 1.8 0.3: 7.4 6.6
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 : 26: 13 10 4 . . . . . 0 . .:
Old : 26: 13 10 4 . . . . . 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 : 49.9 59.4 72.8 80.4 47.7 46.8 62.9 66.5
Old : 49.9 59.4 72.8 80.4 47.7 46.8 62.9 66.5
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, March 1, 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 : 30,226: 20,840 11,581 1,552 9,527 4,506 0 2,240 0 104 1,106 220: 3,004 1,046
Old : 30,226: 20,840 11,581 1,552 9,527 4,506 0 2,240 0 104 1,106 220: 3,004 1,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -941: -663 -216 -86 -737 36 0 0 0 -54 4 0: -174 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 38.3 5.1 31.5 14.9 0.0 7.4 0.0 0.3 3.7 0.7: 9.9 3.5
Old : 100.0: 68.9 38.3 5.1 31.5 14.9 0.0 7.4 0.0 0.3 3.7 0.7: 9.9 3.5
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 : 27: 15 11 . 5 6 0 . 0 . . .:
Old : 27: 15 11 . 5 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 : 38.6 54.3 59.8 77.6 24.9 48.1 41.1 56.2
Old : 38.6 54.3 59.8 77.6 24.9 48.1 41.1 56.2
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, March 1, 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 : 10,764: 7,816 7,222 962 1,832 492 0 0 0 0 402 0: 1,494 816
Old : 10,764: 7,816 7,222 962 1,832 492 0 0 0 0 402 0: 1,494 816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -613: -479 -414 -10 -49 -18 -100 0 -40 0 -74 0: 34 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 67.1 8.9 17.0 4.6 0.0 0.0 0.0 0.0 3.7 0.0: 13.9 7.6
Old : 100.0: 72.6 67.1 8.9 17.0 4.6 0.0 0.0 0.0 0.0 3.7 0.0: 13.9 7.6
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 : 20: 12 7 . . 4 0 0 0 0 . 0:
Old : 20: 12 7 . . 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 : 49.2 50.3 70.4 80.1 48.6 44.9 69.3 72.4
Old : 49.2 50.3 70.4 80.1 48.6 44.9 69.3 72.4
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, March 1, 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 : 12,121: 7,437 6,555 1,658 3,056 896 20 740 76 0 0 0: 2,034 798
Old : 12,121: 7,437 6,555 1,658 3,056 896 20 740 76 0 0 0: 2,034 798
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -956: -1,200 -844 -232 102 -150 -16 -60 0 0 0 0: 642 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 54.1 13.7 25.2 7.4 0.2 6.1 0.6 0.0 0.0 0.0: 16.8 6.6
Old : 100.0: 61.4 54.1 13.7 25.2 7.4 0.2 6.1 0.6 0.0 0.0 0.0: 16.8 6.6
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 : 23: 14 13 . . 4 . . . 0 0 0:
Old : 23: 14 13 . . 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 : 44.8 58.5 64.2 79.9 43.3 49.1 53.4 64.6
Old : 44.8 58.5 64.2 79.9 43.3 49.1 53.4 64.6
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, March 1, 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 : 48,200: 45,518 36,225 2,213 11,400 0 0 0 0 0 428 0: 469 147
Old : 48,200: 45,518 36,225 2,213 11,400 0 0 0 0 0 428 0: 469 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -2,600: -2,500 -1,799 -80 -760 0 0 0 0 0 -40 0: -20 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 75.2 4.6 23.7 0.0 0.0 0.0 0.0 0.0 0.9 0.0: 1.0 0.3
Old : 100.0: 94.4 75.2 4.6 23.7 0.0 0.0 0.0 0.0 0.0 0.9 0.0: 1.0 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 : 22: 10 10 . . 0 0 0 0 0 . 0:
Old : 22: 10 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 : 87.0 78.4 96.1 96.5 87.0 78.4 96.1 96.5
Old : 87.0 78.4 96.1 96.5 87.0 78.4 96.1 96.5
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, March 1, 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 : 684,285: 635,797 465,608 43,416 205,765 5,072 0 0 0 0 7,840 0: 0 0
Old : 684,285: 635,797 465,608 43,416 205,765 5,072 0 0 0 0 7,840 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -44,312: -43,608 -23,192 -352 -14,784 -352 0 0 0 0 -5,984 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 68.0 6.3 30.1 0.7 0.0 0.0 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 92.9 68.0 6.3 30.1 0.7 0.0 0.0 0.0 0.0 1.1 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 : 87.3 76.2 95.4 96.2 87.3 75.1 95.4 95.0
Old : 87.3 76.2 95.4 96.2 87.3 75.1 95.4 95.0
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, March 1, 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 : 61,800: 31,964 39,814 27,124 19,274 2,712 0 0 0 0 0 0: 0 0
Old : 61,800: 31,964 39,814 27,124 19,274 2,712 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: February 22, 2011 :
: -960: 880 -1,680 -1,606 954 -234 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 64.4 43.9 31.2 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 51.7 64.4 43.9 31.2 4.4 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: 13 10 5 . . 0 0 0 0 0 0:
Old : 26: 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 : 63.6 81.0 82.1 94.2 63.6 80.0 80.9 88.2
Old : 63.6 81.0 82.1 94.2 63.6 80.0 80.9 88.2
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, March 1, 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 : 1,076,572: 537,613 706,467 496,614 327,760 42,345 0 0 0 0 0 0: 0 0
Old : 1,076,572: 537,613 706,467 496,614 327,760 42,345 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: February 22, 2011 :
: -14,448: 17,936 -32,032 -18,656 31,312 -13,728 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 65.6 46.1 30.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 49.9 65.6 46.1 30.4 3.9 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 9 5 . . 0 0 0 0 0 0:
Old : 23: 13 9 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 : 63.3 83.5 83.8 97.4 63.3 83.0 81.1 88.5
Old : 63.3 83.5 83.8 97.4 63.3 83.0 81.1 88.5
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, March 1, 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 : 187,824: 101,403 145,773 83,510 39,206 2,635 0 0 0 66 0 210: 0 0
Old : 187,824: 101,403 145,773 83,510 39,206 2,635 0 0 0 66 0 210: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -8,595: -6,361 -5,835 -2,250 -2,700 -60 0 0 0 66 -10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 77.6 44.5 20.9 1.4 0.0 0.0 0.0 0.0 0.0 0.1: 0.0 0.0
Old : 100.0: 54.0 77.6 44.5 20.9 1.4 0.0 0.0 0.0 0.0 0.0 0.1: 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: 16 21 . 5 . 0 0 0 . 0 .:
Old : 37: 16 21 . 5 . 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 : 69.5 55.0 91.5 76.5 69.5 55.0 88.6 76.5
Old : 69.5 55.0 91.5 76.5 69.5 55.0 88.6 76.5
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, March 1, 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 : 3,294,723: 1,835,114 2,591,850 1,412,643 655,907 46,966 0 0 0 0 0 0: 0 0
Old : 3,294,723: 1,835,114 2,591,850 1,412,643 655,907 46,966 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: February 22, 2011 :
: -142,224: -112,640 -92,592 -26,768 -47,872 -1,760 0 0 0 -1,056 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 78.7 42.9 19.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.7 78.7 42.9 19.9 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 : 36: 14 20 . 5 . 0 0 0 0 0 0:
Old : 36: 14 20 . 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 : 71.5 57.6 93.7 79.4 71.2 57.6 91.4 79.4
Old : 71.5 57.6 93.7 79.4 71.2 57.6 91.4 79.4
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, March 1, 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 : 56,406: 38,518 48,554 8,701 1,225 4,385 1,275 190 0 3,395 1,410 132: 0 510
Old : 56,406: 38,518 48,554 8,701 1,225 4,385 1,275 190 0 3,395 1,410 132: 0 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -5,465: -685 -6,640 -4,495 100 1,075 -1,200 0 0 -160 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 86.1 15.4 2.2 7.8 2.3 0.3 0.0 6.0 2.5 0.2: 0.0 0.9
Old : 100.0: 68.3 86.1 15.4 2.2 7.8 2.3 0.3 0.0 6.0 2.5 0.2: 0.0 0.9
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: 19 15 5 . . . . 0 . . .:
Old : 33: 19 15 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 : 52.0 61.2 68.1 76.1 45.2 59.5 58.1 67.9
Old : 52.0 61.2 68.1 76.1 45.2 59.5 58.1 67.9
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, March 1, 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 : 1,118,666: 900,695 895,516 94,466 45,885 92,600 1,500 0 0 29,405 84,665 0: 0 0
Old : 1,118,666: 900,695 895,516 94,466 45,885 92,600 1,500 0 0 29,405 84,665 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -56,228: -48,224 -46,041 352 6,336 -9,856 1,500 -1,760 0 5,280 373 -5,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 80.1 8.4 4.1 8.3 0.1 0.0 0.0 2.6 7.6 0.0: 0.0 0.0
Old : 100.0: 80.5 80.1 8.4 4.1 8.3 0.1 0.0 0.0 2.6 7.6 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 : 39: 19 20 4 . 4 . 0 0 . . 0:
Old : 39: 19 20 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 : 48.5 53.4 66.3 73.1 46.7 50.6 61.2 67.9
Old : 48.5 53.4 66.3 73.1 46.7 50.6 61.2 67.9
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, March 1, 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 : 49,091: 37,241 30,446 2,855 10,601 7,654 1,020 0 255 0 92 0: 66 43
Old : 49,091: 37,241 30,446 2,855 10,601 7,654 1,020 0 255 0 92 0: 66 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -1,671: -731 -1,420 -100 720 -820 0 0 0 0 -151 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 62.0 5.8 21.6 15.6 2.1 0.0 0.5 0.0 0.2 0.0: 0.1 0.1
Old : 100.0: 75.9 62.0 5.8 21.6 15.6 2.1 0.0 0.5 0.0 0.2 0.0: 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 : 26: 16 12 . 4 . . 0 . 0 . 0:
Old : 26: 16 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 : 56.7 51.7 79.7 78.5 36.7 38.1 50.7 51.0
Old : 56.7 51.7 79.7 78.5 36.7 38.1 50.7 51.0
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, March 1, 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 : 28,939: 18,781 22,593 8,834 2,550 856 0 0 0 0 2,556 170: 298 214
Old : 28,939: 18,781 22,593 8,834 2,550 856 0 0 0 0 2,556 170: 298 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -45: -1,220 155 1,295 -100 -80 0 0 0 0 20 -20: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 78.1 30.5 8.8 3.0 0.0 0.0 0.0 0.0 8.8 0.6: 1.0 0.7
Old : 100.0: 64.9 78.1 30.5 8.8 3.0 0.0 0.0 0.0 0.0 8.8 0.6: 1.0 0.7
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 : 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 : 74.3 73.6 89.1 90.5 70.2 70.5 82.2 84.1
Old : 74.3 73.6 89.1 90.5 70.2 70.5 82.2 84.1
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, March 1, 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 : 18,128: 11,019 10,751 3,641 4,886 1,831 0 86 0 510 0 0: 1,127 574
Old : 18,128: 11,019 10,751 3,641 4,886 1,831 0 86 0 510 0 0: 1,127 574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: 469: 225 614 -180 -400 0 0 0 0 0 0 0: 424 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 59.3 20.1 27.0 10.1 0.0 0.5 0.0 2.8 0.0 0.0: 6.2 3.2
Old : 100.0: 60.8 59.3 20.1 27.0 10.1 0.0 0.5 0.0 2.8 0.0 0.0: 6.2 3.2
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: 11 9 . . . 0 . 0 . 0 0:
Old : 22: 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 : 50.6 64.3 73.2 86.3 48.1 53.2 62.4 69.3
Old : 50.6 64.3 73.2 86.3 48.1 53.2 62.4 69.3
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, March 1, 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 : 940,744: 782,509 554,637 0 199,677 154,235 0 19,600 0 0 8,595 4,000: 0 0
Old : 940,744: 782,509 554,637 0 199,677 154,235 0 19,600 0 0 8,595 4,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -33,792: -19,712 -22,880 -1,104 9,456 -12,976 0 -1,760 0 0 -5,632 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 59.0 0.0 21.2 16.4 0.0 2.1 0.0 0.0 0.9 0.4: 0.0 0.0
Old : 100.0: 83.2 59.0 0.0 21.2 16.4 0.0 2.1 0.0 0.0 0.9 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 : 30: 16 15 0 5 . 0 . 0 0 . .:
Old : 30: 16 15 0 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 : 60.1 53.5 84.0 76.5 33.9 31.2 46.1 41.0
Old : 60.1 53.5 84.0 76.5 33.9 31.2 46.1 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011