Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 176,916 : : Positions : : 90,087 116,497 12,452 19,453 16,600 25,249 1,720 18,693 9,817 489 3,058 : : : : Changes from: March 6, 2012 : : 1,344 -484 1,454 32 -99 -3,941 48 517 700 40 -234 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 65.8 7.0 11.0 9.4 14.3 1.0 10.6 5.5 0.3 1.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 40 5 9 9 5 4 7 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 76,013 : : Positions : : 59,692 53,726 3,779 10,530 9,890 960 175 346 97 121 1,225 : : : : Changes from: March 6, 2012 : : 2,268 -983 -593 3,636 -3,430 810 24 -26 43 -125 477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 70.7 5.0 13.9 13.0 1.3 0.2 0.5 0.1 0.2 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 26 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 740,035 : : Positions : : 632,892 513,545 0 124,139 90,841 4,568 0 3,784 2,176 1,952 5,774 : : : : Changes from: March 6, 2012 : : 14,688 1,912 -3,997 8,149 4,603 656 0 0 28 1,314 2,894 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 69.4 0.0 16.8 12.3 0.6 0.0 0.5 0.3 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 0 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,599,481 : : Positions : :1,036,884 1,233,255 240,993 69,341 163,017 53,994 15,909 89,231 4,892 18,670 9,274 : : : : Changes from: March 6, 2012 : : 31,531 10,090 4,233 1,560 4,295 -9,365 15,909 -12,029 384 -384 -1,168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 77.1 15.1 4.3 10.2 3.4 1.0 5.6 0.3 1.2 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 33 5 4 6 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 101,829 : : Positions : : 67,817 78,310 17,237 8,249 13,578 751 4 972 809 0 639 : : : : Changes from: March 6, 2012 : : -8,302 -1,248 5,397 -947 -2,389 -150 -556 50 328 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 76.9 16.9 8.1 13.3 0.7 0.0 1.0 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 5 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 625,811 : : Positions : : 472,053 462,922 103,052 116,074 40,811 1,608 4,760 0 7,043 0 1,244 : : : : Changes from: March 6, 2012 : : -25,571 -3,760 19,043 -5,488 -28,200 1,280 4,760 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 74.0 16.5 18.5 6.5 0.3 0.8 0.0 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 73,416 : : Positions : : 39,727 35,321 858 25,525 6,973 21,490 0 1,848 0 2,218 355 : : : : Changes from: March 6, 2012 : : 322 -76 0 698 -348 384 0 0 -16 58 16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 48.1 1.2 34.8 9.5 29.3 0.0 2.5 0.0 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . 6 7 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 15,975 : : Positions : : 10,504 11,348 1,090 66 1,577 0 810 1,244 0 200 244 : : : : Changes from: March 6, 2012 : : 48 48 0 0 0 0 10 0 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 71.0 6.8 0.4 9.9 0.0 5.1 7.8 0.0 1.3 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 9,491 : : Positions : : 6,759 4,840 0 2,352 136 4 680 356 396 0 8 : : : : Changes from: March 6, 2012 : : 206 0 0 38 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 51.0 0.0 24.8 1.4 0.0 7.2 3.8 4.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,268 : : Positions : : 6,056 8,836 1,344 1,228 1,330 0 1,386 172 3,712 0 0 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 66.6 10.1 9.3 10.0 0.0 10.4 1.3 28.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 28,801 : : Positions : : 21,082 12,524 1,772 9,704 1,824 538 3,430 330 1,082 0 30 : : : : Changes from: March 6, 2012 : : 152 -254 0 574 -402 0 0 0 48 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 43.5 6.2 33.7 6.3 1.9 11.9 1.1 3.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 10,189 : : Positions : : 5,808 6,489 548 136 1,170 1,202 0 240 0 0 0 : : : : Changes from: March 6, 2012 : : 24 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 63.7 5.4 1.3 11.5 11.8 0.0 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 12,828 : : Positions : : 8,996 6,274 1,014 1,662 966 0 1,882 400 0 576 0 : : : : Changes from: March 6, 2012 : : 110 -100 0 -30 0 0 0 0 0 160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 48.9 7.9 13.0 7.5 0.0 14.7 3.1 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 66,564 : : Positions : : 61,222 55,994 2,648 7,876 2,694 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 408 408 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 84.1 4.0 11.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,046,984 : : Positions : : 949,024 859,323 45,296 134,997 52,664 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 7,848 7,448 0 400 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 82.1 4.3 12.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 35,215 : : Positions : : 28,700 16,513 6,515 18,702 0 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 46.9 18.5 53.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 634,289 : : Positions : : 523,424 291,489 110,865 342,800 0 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 46.0 17.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 127,812 : : Positions : : 69,167 117,761 57,670 9,076 975 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 2,755 2,755 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 92.1 45.1 7.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,825,150 : : Positions : : 985,250 1,672,225 825,896 138,921 14,004 0 0 0 0 0 0 : : : : Changes from: March 6, 2012 : : 34,032 34,032 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 91.6 45.3 7.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 20 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 68,269 : : Positions : : 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,215,461 : : Positions : : 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 47,491 : : Positions : : 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 320 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 72.2 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 51,112 : : Positions : : 30,606 41,446 17,782 6,522 0 2,130 2,550 0 0 0 0 : : : : Changes from: March 6, 2012 : : 387 255 0 132 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 81.1 34.8 12.8 0.0 4.2 5.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 14,749 : : Positions : : 8,603 9,923 2,842 2,780 1,488 0 0 0 683 0 132 : : : : Changes from: March 6, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 67.3 19.3 18.8 10.1 0.0 0.0 0.0 4.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,669 : : Positions : : 8,222 7,507 2,370 2,165 1,310 0 0 0 341 1,325 0 : : : : Changes from: March 6, 2012 : : 255 0 0 255 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 59.3 18.7 17.1 10.3 0.0 0.0 0.0 2.7 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 809,385 : : Positions : : 759,622 516,133 0 225,661 25,595 23,400 0 0 768 41,996 0 : : : : Changes from: March 6, 2012 : : 1,185 0 0 0 0 0 0 0 768 1,953 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 63.8 0.0 27.9 3.2 2.9 0.0 0.0 0.1 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 0 4 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 13, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 892,754 : : Positions : : 413,555 675,717 342,144 140,832 58,560 60,850 0 17,645 0 0 0 : : : : Changes from: March 6, 2012 : : 4,664 4,664 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 75.7 38.3 15.8 6.6 6.8 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 16, 2012