CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 6,965: 6,240 3,725 0 1,855 275 30 225 90 0 315 0: 330 480
Old : 6,965: 6,240 3,725 0 1,855 275 30 225 90 0 315 0: 330 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 53.5 0.0 26.6 3.9 0.4 3.2 1.3 0.0 4.5 0.0: 4.7 6.9
Old : 100.0: 89.6 53.5 0.0 26.6 3.9 0.4 3.2 1.3 0.0 4.5 0.0: 4.7 6.9
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 : 20: 11 10 0 . . . . . 0 . 0:
Old : 20: 11 10 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 : 77.7 48.2 91.2 74.3 77.5 46.7 81.0 66.3
Old : 77.7 48.2 91.2 74.3 77.5 46.7 81.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 800 MWh) :
: : Positions :
All : 176,772: 88,743 116,981 10,998 19,421 16,699 29,190 1,672 18,176 9,117 449 3,292: 557 82
Old : 176,772: 88,743 116,981 10,998 19,421 16,699 29,190 1,672 18,176 9,117 449 3,292: 557 82
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -6,962: -2,597 -1,677 -245 -5,262 -617 -5,366 -65 505 1,328 -100 285: -255 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 66.2 6.2 11.0 9.4 16.5 0.9 10.3 5.2 0.3 1.9: 0.3 0.0
Old : 100.0: 50.2 66.2 6.2 11.0 9.4 16.5 0.9 10.3 5.2 0.3 1.9: 0.3 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 : 78: 41 39 5 9 9 7 . 8 8 . 6:
Old : 78: 41 39 5 9 9 7 . 8 8 . 6:
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 : 32.8 42.7 51.4 64.6 22.4 39.5 35.7 49.0
Old : 32.8 42.7 51.4 64.6 22.4 39.5 35.7 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 MWh) :
: : Positions :
All : 76,440: 57,424 54,709 4,372 6,894 13,320 150 151 372 54 246 748: 0 0
Old : 76,440: 57,424 54,709 4,372 6,894 13,320 150 151 372 54 246 748: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,662: -2,230 -1,870 197 251 -733 150 -312 1 -25 23 29: -51 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 71.6 5.7 9.0 17.4 0.2 0.2 0.5 0.1 0.3 1.0: 0.0 0.0
Old : 100.0: 75.1 71.6 5.7 9.0 17.4 0.2 0.2 0.5 0.1 0.3 1.0: 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 : 42: 25 26 . . 5 . . . . . 4:
Old : 42: 25 26 . . 5 . . . . . 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 : 50.4 48.9 74.0 67.5 35.3 36.0 46.7 43.5
Old : 50.4 48.9 74.0 67.5 35.3 36.0 46.7 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 MWh) :
: : Positions :
All : 721,163: 618,204 511,633 3,997 115,990 86,238 3,912 0 3,784 2,148 638 2,880: 0 0
Old : 721,163: 618,204 511,633 3,997 115,990 86,238 3,912 0 3,784 2,148 638 2,880: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -43,658: -39,249 -32,377 3,997 -2,843 -9,445 664 0 24 -329 303 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 70.9 0.6 16.1 12.0 0.5 0.0 0.5 0.3 0.1 0.4: 0.0 0.0
Old : 100.0: 85.7 70.9 0.6 16.1 12.0 0.5 0.0 0.5 0.3 0.1 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 : 36: 24 24 . 4 5 . 0 . . . .:
Old : 36: 24 24 . 4 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 : 51.0 56.0 74.5 72.3 34.2 36.3 41.9 41.6
Old : 51.0 56.0 74.5 72.3 34.2 36.3 41.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,580,424: 1,005,353 1,223,165 236,760 67,781 158,722 63,359 0 101,260 4,508 19,054 10,442: 20 0
Old : 1,580,424: 1,005,353 1,223,165 236,760 67,781 158,722 63,359 0 101,260 4,508 19,054 10,442: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -59,349: -37,768 -52,193 -14,201 -240 2,986 -5,216 0 -5,292 432 -4,322 432: -722 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 77.4 15.0 4.3 10.0 4.0 0.0 6.4 0.3 1.2 0.7: 0.0 0.0
Old : 100.0: 63.6 77.4 15.0 4.3 10.0 4.0 0.0 6.4 0.3 1.2 0.7: 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 : 59: 34 31 5 4 7 5 0 . . . .:
Old : 59: 34 31 5 4 7 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 : 34.5 45.1 53.4 64.0 22.6 40.6 37.6 48.6
Old : 34.5 45.1 53.4 64.0 22.6 40.6 37.6 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 Megawatt Hours) :
: : Positions :
All : 106,874: 76,119 79,558 11,840 9,196 15,967 901 560 922 481 0 644: 0 27
Old : 106,874: 76,119 79,558 11,840 9,196 15,967 901 560 922 481 0 644: 0 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -634: 412 -559 -408 -1 -331 -456 78 125 -30 0 54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 74.4 11.1 8.6 14.9 0.8 0.5 0.9 0.5 0.0 0.6: 0.0 0.0
Old : 100.0: 71.2 74.4 11.1 8.6 14.9 0.8 0.5 0.9 0.5 0.0 0.6: 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 : 46: 27 27 5 4 5 . . . . 0 .:
Old : 46: 27 27 5 4 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 : 48.5 40.7 67.2 62.1 36.9 31.6 45.6 39.8
Old : 48.5 40.7 67.2 62.1 36.9 31.6 45.6 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 Megawatt Hours) :
: : Positions :
All : 658,499: 497,624 466,682 84,009 121,562 69,011 328 0 0 6,283 0 1,244: 0 0
Old : 658,499: 497,624 466,682 84,009 121,562 69,011 328 0 0 6,283 0 1,244: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -26,315: -17,455 -9,499 8,989 0 -16,816 -648 0 0 -385 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 70.9 12.8 18.5 10.5 0.0 0.0 0.0 1.0 0.0 0.2: 0.0 0.0
Old : 100.0: 75.6 70.9 12.8 18.5 10.5 0.0 0.0 0.0 1.0 0.0 0.2: 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 : 35: 21 20 4 . . . 0 0 . 0 .:
Old : 35: 21 20 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 : 57.2 54.8 81.1 80.1 40.2 45.1 55.4 60.3
Old : 57.2 54.8 81.1 80.1 40.2 45.1 55.4 60.3
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 73,058: 39,405 35,397 858 24,827 7,321 21,106 0 1,848 16 2,160 339: 2,165 1,166
Old : 73,058: 39,405 35,397 858 24,827 7,321 21,106 0 1,848 16 2,160 339: 2,165 1,166
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -3,988: -1,240 -3,697 -1,974 309 438 201 -20 -1,139 -269 0 116: -121 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 48.5 1.2 34.0 10.0 28.9 0.0 2.5 0.0 3.0 0.5: 3.0 1.6
Old : 100.0: 53.9 48.5 1.2 34.0 10.0 28.9 0.0 2.5 0.0 3.0 0.5: 3.0 1.6
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 : 37: 21 20 . 6 7 . 0 . . . .:
Old : 37: 21 20 . 6 7 . 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 : 50.9 57.5 71.3 79.9 43.7 43.9 55.4 60.9
Old : 50.9 57.5 71.3 79.9 43.7 43.9 55.4 60.9
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,927: 10,456 11,300 1,090 66 1,577 0 800 1,244 0 210 244: 1,316 486
Old : 15,927: 10,456 11,300 1,090 66 1,577 0 800 1,244 0 210 244: 1,316 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -571: -569 24 91 -496 -81 0 332 -290 0 -94 152: 126 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 70.9 6.8 0.4 9.9 0.0 5.0 7.8 0.0 1.3 1.5: 8.3 3.1
Old : 100.0: 65.6 70.9 6.8 0.4 9.9 0.0 5.0 7.8 0.0 1.3 1.5: 8.3 3.1
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: 15 16 . . 4 0 . . 0 . .:
Old : 26: 15 16 . . 4 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 : 50.0 44.3 70.7 64.5 48.2 37.5 55.4 53.2
Old : 50.0 44.3 70.7 64.5 48.2 37.5 55.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,261: 6,553 4,840 0 2,314 136 4 680 356 396 0 8: 1,808 927
Old : 9,261: 6,553 4,840 0 2,314 136 4 680 356 396 0 8: 1,808 927
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 52.3 0.0 25.0 1.5 0.0 7.3 3.8 4.3 0.0 0.1: 19.5 10.0
Old : 100.0: 70.8 52.3 0.0 25.0 1.5 0.0 7.3 3.8 4.3 0.0 0.1: 19.5 10.0
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 : 21: 14 11 0 . . . . . . 0 .:
Old : 21: 14 11 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 : 42.2 52.2 62.8 74.7 29.4 34.6 43.7 53.8
Old : 42.2 52.2 62.8 74.7 29.4 34.6 43.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,268: 6,056 8,836 1,344 1,228 1,330 0 1,386 172 3,712 0 0: 654 316
Old : 13,268: 6,056 8,836 1,344 1,228 1,330 0 1,386 172 3,712 0 0: 654 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -611: -365 -301 -72 -406 -2 0 40 -50 -6 0 0: -116 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 66.6 10.1 9.3 10.0 0.0 10.4 1.3 28.0 0.0 0.0: 4.9 2.4
Old : 100.0: 45.6 66.6 10.1 9.3 10.0 0.0 10.4 1.3 28.0 0.0 0.0: 4.9 2.4
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: 10 13 . . . 0 . . . 0 0:
Old : 24: 10 13 . . . 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 : 57.3 39.6 76.7 64.7 51.7 30.4 57.8 47.0
Old : 57.3 39.6 76.7 64.7 51.7 30.4 57.8 47.0
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,883: 20,930 12,778 1,772 9,130 2,226 538 3,430 330 1,034 0 30: 2,023 959
Old : 28,883: 20,930 12,778 1,772 9,130 2,226 538 3,430 330 1,034 0 30: 2,023 959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -1,276: -1,097 -358 -242 -782 0 90 -170 120 -14 0 -14: -119 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 44.2 6.1 31.6 7.7 1.9 11.9 1.1 3.6 0.0 0.1: 7.0 3.3
Old : 100.0: 72.5 44.2 6.1 31.6 7.7 1.9 11.9 1.1 3.6 0.0 0.1: 7.0 3.3
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 : 29: 19 16 . 4 5 . . . . 0 .:
Old : 29: 19 16 . 4 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 : 36.5 52.4 57.6 75.1 24.9 45.7 40.2 56.6
Old : 36.5 52.4 57.6 75.1 24.9 45.7 40.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,165: 5,784 6,489 548 136 1,170 1,202 0 240 0 0 0: 1,221 2,130
Old : 10,165: 5,784 6,489 548 136 1,170 1,202 0 240 0 0 0: 1,221 2,130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -105: 263 284 37 -219 36 -104 0 -50 0 0 0: -287 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 63.8 5.4 1.3 11.5 11.8 0.0 2.4 0.0 0.0 0.0: 12.0 21.0
Old : 100.0: 56.9 63.8 5.4 1.3 11.5 11.8 0.0 2.4 0.0 0.0 0.0: 12.0 21.0
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 : 22: 16 13 . . . . 0 . 0 0 0:
Old : 22: 16 13 . . . . 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 : 40.9 36.3 62.7 58.4 31.8 30.6 45.9 41.1
Old : 40.9 36.3 62.7 58.4 31.8 30.6 45.9 41.1
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,748: 8,886 6,374 1,014 1,692 966 0 1,882 400 0 416 0: 1,482 1,018
Old : 12,748: 8,886 6,374 1,014 1,692 966 0 1,882 400 0 416 0: 1,482 1,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -280: -151 -202 69 25 -69 0 -14 0 0 -122 0: -129 102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 50.0 8.0 13.3 7.6 0.0 14.8 3.1 0.0 3.3 0.0: 11.6 8.0
Old : 100.0: 69.7 50.0 8.0 13.3 7.6 0.0 14.8 3.1 0.0 3.3 0.0: 11.6 8.0
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: 14 10 . . . 0 . . 0 . 0:
Old : 23: 14 10 . . . 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 : 49.8 40.1 71.1 65.8 45.5 28.0 55.4 48.4
Old : 49.8 40.1 71.1 65.8 45.5 28.0 55.4 48.4
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 66,156: 60,814 55,586 2,648 7,876 2,694 0 0 0 0 0 0: 0 0
Old : 66,156: 60,814 55,586 2,648 7,876 2,694 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 28, 2012 :
: -3,429: -3,240 -2,904 -189 -525 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 84.0 4.0 11.9 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.9 84.0 4.0 11.9 4.1 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: 16 13 . . . 0 0 0 0 0 0:
Old : 26: 16 13 . . . 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 : 70.0 83.5 84.7 97.3 70.0 79.7 84.0 91.7
Old : 70.0 83.5 84.7 97.3 70.0 79.7 84.0 91.7
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,039,136: 941,176 851,875 45,296 134,597 52,664 0 0 0 0 0 0: 0 0
Old : 1,039,136: 941,176 851,875 45,296 134,597 52,664 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 28, 2012 :
: -40,734: -40,014 -34,854 -720 -5,880 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 82.0 4.4 13.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.6 82.0 4.4 13.0 5.1 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 : 24: 14 12 . . . 0 0 0 0 0 0:
Old : 24: 14 12 . . . 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 : 72.7 84.6 91.6 94.1 71.9 80.1 87.6 87.1
Old : 72.7 84.6 91.6 94.1 71.9 80.1 87.6 87.1
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 35,215: 28,700 16,513 6,515 18,702 0 0 0 0 0 0 0: 0 0
Old : 35,215: 28,700 16,513 6,515 18,702 0 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 28, 2012 :
: -3,591: -1,806 -1,387 -1,785 -2,204 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 46.9 18.5 53.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.5 46.9 18.5 53.1 0.0 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 : 25: 12 11 . 4 0 0 0 0 0 0 0:
Old : 25: 12 11 . 4 0 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 : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
Old : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 634,289: 523,424 291,489 110,865 342,800 0 0 0 0 0 0 0: 0 0
Old : 634,289: 523,424 291,489 110,865 342,800 0 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 28, 2012 :
: -66,960: -32,760 -28,400 -34,200 -38,560 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 46.0 17.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.5 46.0 17.5 54.0 0.0 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: 11 9 . 4 0 0 0 0 0 0 0:
Old : 23: 11 9 . 4 0 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 : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
Old : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 125,057: 66,412 115,006 57,670 9,076 975 0 0 0 0 0 0: 0 0
Old : 125,057: 66,412 115,006 57,670 9,076 975 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 28, 2012 :
: -9,736: -5,599 -7,426 -4,032 -2,205 -105 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 92.0 46.1 7.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.1 92.0 46.1 7.3 0.8 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 : 38: 12 23 4 4 . 0 0 0 0 0 0:
Old : 38: 12 23 4 4 . 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 : 66.5 39.6 86.5 59.7 66.5 39.6 83.8 59.5
Old : 66.5 39.6 86.5 59.7 66.5 39.6 83.8 59.5
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,791,118: 951,218 1,638,193 825,896 138,921 14,004 0 0 0 0 0 0: 0 0
Old : 1,791,118: 951,218 1,638,193 825,896 138,921 14,004 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 28, 2012 :
: -153,728: -84,608 -113,048 -64,800 -36,360 -4,320 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 91.5 46.1 7.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.1 91.5 46.1 7.8 0.8 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 : 35: 10 20 4 4 . 0 0 0 0 0 0:
Old : 35: 10 20 4 4 . 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 : 63.7 41.8 88.7 63.6 63.7 41.8 85.4 63.1
Old : 63.7 41.8 88.7 63.6 63.7 41.8 85.4 63.1
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 68,269: 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325: 0 255
Old : 68,269: 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,192: -1,944 -1,325 -126 -535 -17 -105 -210 0 62 -43 -62: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5: 0.0 0.4
Old : 100.0: 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5: 0.0 0.4
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 : 34: 19 14 5 . 4 . . . . 0 .:
Old : 34: 19 14 5 . 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 : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
Old : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,215,461: 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325: 0 0
Old : 1,215,461: 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -63,152: -17,072 17,608 0 -51,960 -21,600 -1,080 21,600 -23,400 0 -5,400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9: 0.0 0.0
Old : 100.0: 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9: 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: 21 17 . 5 6 . . 0 . . .:
Old : 39: 21 17 . 5 6 . . 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 : 35.6 48.6 58.8 73.0 33.4 43.0 52.9 61.8
Old : 35.6 48.6 58.8 73.0 33.4 43.0 52.9 61.8
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 47,386: 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 215: 299 0
Old : 47,386: 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 215: 299 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,982: -3,152 -2,247 84 -693 -84 0 -21 0 0 -42 105: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 72.4 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.5: 0.6 0.0
Old : 100.0: 87.5 72.4 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.5: 0.6 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 : 28: 15 11 . . 4 0 . 0 0 . .:
Old : 28: 15 11 . . 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 : 55.2 69.5 75.9 85.1 52.2 59.8 68.2 73.8
Old : 55.2 69.5 75.9 85.1 52.2 59.8 68.2 73.8
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 50,725: 30,219 41,191 17,782 6,390 0 2,130 2,550 0 0 0 0: 594 594
Old : 50,725: 30,219 41,191 17,782 6,390 0 2,130 2,550 0 0 0 0: 594 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,457: -1,491 -1,764 -693 -630 -63 -210 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 81.2 35.1 12.6 0.0 4.2 5.0 0.0 0.0 0.0 0.0: 1.2 1.2
Old : 100.0: 59.6 81.2 35.1 12.6 0.0 4.2 5.0 0.0 0.0 0.0 0.0: 1.2 1.2
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 : 26: 11 13 . . 0 . . 0 0 0 0:
Old : 26: 11 13 . . 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 : 74.9 54.9 92.7 75.4 54.3 39.6 65.6 58.0
Old : 74.9 54.9 92.7 75.4 54.3 39.6 65.6 58.0
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,749: 8,603 9,923 2,842 2,780 1,488 0 0 0 683 0 132: 1,001 426
Old : 14,749: 8,603 9,923 2,842 2,780 1,488 0 0 0 683 0 132: 1,001 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -903: -735 -525 -63 -252 -21 0 0 0 -19 -19 -44: -21 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 67.3 19.3 18.8 10.1 0.0 0.0 0.0 4.6 0.0 0.9: 6.8 2.9
Old : 100.0: 58.3 67.3 19.3 18.8 10.1 0.0 0.0 0.0 4.6 0.0 0.9: 6.8 2.9
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 : 24: 11 11 . . . 0 0 0 . 0 .:
Old : 24: 11 11 . . . 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 : 54.5 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Old : 54.5 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,414: 7,967 7,507 2,370 1,910 1,310 0 0 0 341 1,325 0: 426 362
Old : 12,414: 7,967 7,507 2,370 1,910 1,310 0 0 0 341 1,325 0: 426 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -333: 3 -993 -168 105 -105 0 0 0 -21 447 0: -42 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 60.5 19.1 15.4 10.6 0.0 0.0 0.0 2.7 10.7 0.0: 3.4 2.9
Old : 100.0: 64.2 60.5 19.1 15.4 10.6 0.0 0.0 0.0 2.7 10.7 0.0: 3.4 2.9
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 : 20: 11 4 . . 4 0 0 0 . . 0:
Old : 20: 11 4 . . 4 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 : 52.7 72.1 74.2 95.8 51.7 64.8 70.6 81.2
Old : 52.7 72.1 74.2 95.8 51.7 64.8 70.6 81.2
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 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 807,432: 758,437 516,133 0 225,661 25,595 23,400 0 0 0 40,043 0: 0 0
Old : 807,432: 758,437 516,133 0 225,661 25,595 23,400 0 0 0 40,043 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -48,960: -48,960 -28,800 0 -16,560 0 0 0 0 0 -3,600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 63.9 0.0 27.9 3.2 2.9 0.0 0.0 0.0 5.0 0.0: 0.0 0.0
Old : 100.0: 93.9 63.9 0.0 27.9 3.2 2.9 0.0 0.0 0.0 5.0 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: 16 12 0 4 . . 0 0 0 . 0:
Old : 26: 16 12 0 4 . . 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 : 59.2 73.8 78.8 92.0 44.9 59.4 59.7 71.7
Old : 59.2 73.8 78.8 92.0 44.9 59.4 59.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, March 6, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 888,090: 408,891 671,053 342,144 140,832 58,560 60,850 0 17,645 0 0 0: 0 0
Old : 888,090: 408,891 671,053 342,144 140,832 58,560 60,850 0 17,645 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 28, 2012 :
: -45,360: -16,920 -41,760 -21,240 -3,600 0 -7,200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 75.6 38.5 15.9 6.6 6.9 0.0 2.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 46.0 75.6 38.5 15.9 6.6 6.9 0.0 2.0 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 : 21: 10 12 . . . . 0 . 0 0 0:
Old : 21: 10 12 . . . . 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 : 72.5 77.3 93.5 92.5 58.2 58.6 67.8 68.5
Old : 72.5 77.3 93.5 92.5 58.2 58.6 67.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012