Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,774 : : Positions : : 6,235 5,593 120 959 673 0 120 0 330 0 0 : : : : Changes from: March 22, 2011 : : -125 62 120 -67 139 0 0 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 71.9 1.5 12.3 8.7 0.0 1.5 0.0 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 193,641 : : Positions : : 94,351 95,805 4,646 11,119 60,772 7,245 3,710 18,006 143 372 708 : : : : Changes from: March 22, 2011 : : 666 921 302 806 167 666 -106 441 9 28 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 49.5 2.4 5.7 31.4 3.7 1.9 9.3 0.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 23 5 4 8 . 4 4 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 24,618 : : Positions : : 13,092 13,616 3,277 2,837 4,833 605 120 1,459 0 402 38 : : : : Changes from: March 22, 2011 : : 391 257 -135 12 225 148 0 22 0 -10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 55.3 13.3 11.5 19.6 2.5 0.5 5.9 0.0 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 4 . 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 30,300 : : Positions : : 20,744 11,829 1,552 9,569 4,464 0 2,120 0 94 908 284 : : : : Changes from: March 22, 2011 : : -94 0 0 126 0 0 0 0 -10 -330 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 39.0 5.1 31.6 14.7 0.0 7.0 0.0 0.3 3.0 0.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 11,026 : : Positions : : 8,086 7,362 914 1,822 502 0 0 0 0 476 0 : : : : Changes from: March 22, 2011 : : 120 120 0 0 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 66.8 8.3 16.5 4.6 0.0 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 31,724 : : Positions : : 21,107 19,426 1,809 3,571 6,334 0 1,120 481 0 0 0 : : : : Changes from: March 22, 2011 : : 260 68 42 224 -87 0 19 -9 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 61.2 5.7 11.3 20.0 0.0 3.5 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 14 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 50,750 : : Positions : : 48,068 36,225 2,213 13,950 0 0 0 0 0 428 0 : : : : Changes from: March 22, 2011 : : 2,550 0 0 2,550 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 71.4 4.4 27.5 0.0 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 770,733 : : Positions : : 684,613 505,904 43,416 252,685 5,072 0 0 0 30,560 0 7,072 : : : : Changes from: March 22, 2011 : : 46,920 38,400 0 46,920 0 0 0 0 30,560 -7,840 7,072 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 65.6 5.6 32.8 0.7 0.0 0.0 0.0 4.0 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 62,052 : : Positions : : 32,216 40,024 27,292 19,274 2,544 0 0 0 0 210 0 : : : : Changes from: March 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 64.5 44.0 31.1 4.1 0.0 0.0 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 11 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,076,572 : : Positions : : 537,613 706,467 496,614 327,760 42,345 0 0 0 0 0 0 : : : : Changes from: March 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 65.6 46.1 30.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 190,205 : : Positions : : 102,800 148,154 83,342 39,206 2,635 0 0 0 1,218 0 210 : : : : Changes from: March 22, 2011 : : 271 783 0 0 0 0 0 0 512 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 77.9 43.8 20.6 1.4 0.0 0.0 0.0 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 17 23 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 3,328,187 : : Positions : :1,859,202 2,621,474 1,412,643 659,747 46,966 0 0 0 9,376 0 0 : : : : Changes from: March 22, 2011 : : -2,000 3,536 0 3,840 0 0 0 0 9,376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 78.8 42.4 19.8 1.4 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 15 20 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 56,491 : : Positions : : 38,603 48,894 8,701 1,225 4,385 1,275 190 0 3,395 1,410 132 : : : : Changes from: March 22, 2011 : : 0 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 86.6 15.4 2.2 7.8 2.3 0.3 0.0 6.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 16 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 1,109,309 : : Positions : : 925,055 911,111 75,746 82,970 77,603 1,500 0 0 29,405 37,625 0 : : : : Changes from: March 22, 2011 : : 0 -7,925 0 7,925 -1,152 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 82.1 6.8 7.5 7.0 0.1 0.0 0.0 2.7 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 4 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 49,241 : : Positions : : 38,561 31,506 2,855 9,326 7,654 0 0 0 0 97 105 : : : : Changes from: March 22, 2011 : : 365 105 0 0 0 0 0 0 0 5 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 64.0 5.8 18.9 15.5 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . 4 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 39,139 : : Positions : : 18,781 32,793 19,034 2,550 856 0 0 0 0 2,556 170 : : : : Changes from: March 22, 2011 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.0 83.8 48.6 6.5 2.2 0.0 0.0 0.0 0.0 6.5 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 36,099 : : Positions : : 26,649 27,692 5,230 4,405 3,027 0 86 0 510 315 0 : : : : Changes from: March 22, 2011 : : 1,196 729 -278 0 228 0 0 0 0 189 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 76.7 14.5 12.2 8.4 0.0 0.2 0.0 1.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 958,756 : : Positions : : 800,521 572,649 0 199,677 154,235 0 19,600 0 0 8,595 4,000 : : : : Changes from: March 22, 2011 : : 1,840 1,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 59.7 0.0 20.8 16.1 0.0 2.0 0.0 0.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 0 5 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 29, 2011 : 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 768,480 : : Positions : : 407,184 588,651 254,640 122,928 4,656 47,040 0 0 2,715 0 52,245 : : : : Changes from: March 22, 2011 : : 38,400 0 0 0 0 0 0 0 -38,400 0 38,400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 76.6 33.1 16.0 0.6 6.1 0.0 0.0 0.4 0.0 6.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . . 0 0 . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 1, 2011