Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2012 : 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 6,965 : : Positions : : 6,240 3,725 0 1,855 275 30 225 90 0 315 0 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 53.5 0.0 26.6 3.9 0.4 3.2 1.3 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 176,772 : : Positions : : 88,743 116,981 10,998 19,421 16,699 29,190 1,672 18,176 9,117 449 3,292 : : : : Changes from: February 28, 2012 : : -2,597 -1,677 -245 -5,262 -617 -5,366 -65 505 1,328 -100 285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 66.2 6.2 11.0 9.4 16.5 0.9 10.3 5.2 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 78 : : 41 39 5 9 9 7 . 8 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 76,440 : : Positions : : 57,424 54,709 4,372 6,894 13,320 150 151 372 54 246 748 : : : : Changes from: February 28, 2012 : : -2,230 -1,870 197 251 -733 150 -312 1 -25 23 29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 71.6 5.7 9.0 17.4 0.2 0.2 0.5 0.1 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 26 . . 5 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 721,163 : : Positions : : 618,204 511,633 3,997 115,990 86,238 3,912 0 3,784 2,148 638 2,880 : : : : Changes from: February 28, 2012 : : -39,249 -32,377 3,997 -2,843 -9,445 664 0 24 -329 303 680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 70.9 0.6 16.1 12.0 0.5 0.0 0.5 0.3 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,580,424 : : Positions : :1,005,353 1,223,165 236,760 67,781 158,722 63,359 0 101,260 4,508 19,054 10,442 : : : : Changes from: February 28, 2012 : : -37,768 -52,193 -14,201 -240 2,986 -5,216 0 -5,292 432 -4,322 432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 77.4 15.0 4.3 10.0 4.0 0.0 6.4 0.3 1.2 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 31 5 4 7 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 106,874 : : Positions : : 76,119 79,558 11,840 9,196 15,967 901 560 922 481 0 644 : : : : Changes from: February 28, 2012 : : 412 -559 -408 -1 -331 -456 78 125 -30 0 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 74.4 11.1 8.6 14.9 0.8 0.5 0.9 0.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 27 5 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 658,499 : : Positions : : 497,624 466,682 84,009 121,562 69,011 328 0 0 6,283 0 1,244 : : : : Changes from: February 28, 2012 : : -17,455 -9,499 8,989 0 -16,816 -648 0 0 -385 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 70.9 12.8 18.5 10.5 0.0 0.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 73,058 : : Positions : : 39,405 35,397 858 24,827 7,321 21,106 0 1,848 16 2,160 339 : : : : Changes from: February 28, 2012 : : -1,240 -3,697 -1,974 309 438 201 -20 -1,139 -269 0 116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 48.5 1.2 34.0 10.0 28.9 0.0 2.5 0.0 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . 6 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 15,927 : : Positions : : 10,456 11,300 1,090 66 1,577 0 800 1,244 0 210 244 : : : : Changes from: February 28, 2012 : : -569 24 91 -496 -81 0 332 -290 0 -94 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 70.9 6.8 0.4 9.9 0.0 5.0 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 6, 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 9,261 : : Positions : : 6,553 4,840 0 2,314 136 4 680 356 396 0 8 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 52.3 0.0 25.0 1.5 0.0 7.3 3.8 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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: February 28, 2012 : : -365 -301 -72 -406 -2 0 40 -50 -6 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 6, 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 28,883 : : Positions : : 20,930 12,778 1,772 9,130 2,226 538 3,430 330 1,034 0 30 : : : : Changes from: February 28, 2012 : : -1,097 -358 -242 -782 0 90 -170 120 -14 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 44.2 6.1 31.6 7.7 1.9 11.9 1.1 3.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 10,165 : : Positions : : 5,784 6,489 548 136 1,170 1,202 0 240 0 0 0 : : : : Changes from: February 28, 2012 : : 263 284 37 -219 36 -104 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 63.8 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 6, 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 12,748 : : Positions : : 8,886 6,374 1,014 1,692 966 0 1,882 400 0 416 0 : : : : Changes from: February 28, 2012 : : -151 -202 69 25 -69 0 -14 0 0 -122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.0 8.0 13.3 7.6 0.0 14.8 3.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 66,156 : : Positions : : 60,814 55,586 2,648 7,876 2,694 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -3,240 -2,904 -189 -525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 84.0 4.0 11.9 4.1 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 6, 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 1,039,136 : : Positions : : 941,176 851,875 45,296 134,597 52,664 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -40,014 -34,854 -720 -5,880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 82.0 4.4 13.0 5.1 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 6, 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: February 28, 2012 : : -1,806 -1,387 -1,785 -2,204 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 6, 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: February 28, 2012 : : -32,760 -28,400 -34,200 -38,560 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 6, 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 125,057 : : Positions : : 66,412 115,006 57,670 9,076 975 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -5,599 -7,426 -4,032 -2,205 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 92.0 46.1 7.3 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 6, 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 1,791,118 : : Positions : : 951,218 1,638,193 825,896 138,921 14,004 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -84,608 -113,048 -64,800 -36,360 -4,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 91.5 46.1 7.8 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 6, 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: February 28, 2012 : : -1,944 -1,325 -126 -535 -17 -105 -210 0 62 -43 -62 : : : : 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 6, 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: February 28, 2012 : : -17,072 17,608 0 -51,960 -21,600 -1,080 21,600 -23,400 0 -5,400 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 6, 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 47,386 : : Positions : : 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 215 : : : : Changes from: February 28, 2012 : : -3,152 -2,247 84 -693 -84 0 -21 0 0 -42 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 72.4 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.5 : : : : 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 6, 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 50,725 : : Positions : : 30,219 41,191 17,782 6,390 0 2,130 2,550 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,491 -1,764 -693 -630 -63 -210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 81.2 35.1 12.6 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 6, 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: February 28, 2012 : : -735 -525 -63 -252 -21 0 0 0 -19 -19 -44 : : : : 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 6, 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 12,414 : : Positions : : 7,967 7,507 2,370 1,910 1,310 0 0 0 341 1,325 0 : : : : Changes from: February 28, 2012 : : 3 -993 -168 105 -105 0 0 0 -21 447 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 60.5 19.1 15.4 10.6 0.0 0.0 0.0 2.7 10.7 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 6, 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 807,432 : : Positions : : 758,437 516,133 0 225,661 25,595 23,400 0 0 0 40,043 0 : : : : Changes from: February 28, 2012 : : -48,960 -28,800 0 -16,560 0 0 0 0 0 -3,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 63.9 0.0 27.9 3.2 2.9 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 888,090 : : Positions : : 408,891 671,053 342,144 140,832 58,560 60,850 0 17,645 0 0 0 : : : : Changes from: February 28, 2012 : : -16,920 -41,760 -21,240 -3,600 0 -7,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.6 38.5 15.9 6.6 6.9 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 9, 2012