PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 140,535: 87,072 91,872 4,291 2,685 37,110 1,217 0 7,415 348 0 613: 2,468 840
Old : 140,535: 87,072 91,872 4,291 2,685 37,110 1,217 0 7,415 348 0 613: 2,468 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -4,398: -1,651 -1,509 491 581 -3,243 174 0 -226 10 0 -128: 175 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 65.4 3.1 1.9 26.4 0.9 0.0 5.3 0.2 0.0 0.4: 1.8 0.6
Old : 100.0: 62.0 65.4 3.1 1.9 26.4 0.9 0.0 5.3 0.2 0.0 0.4: 1.8 0.6
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 : 42: 25 23 5 . 6 4 0 4 . 0 .:
Old : 42: 25 23 5 . 6 4 0 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 : 53.4 57.7 78.0 80.4 4.1 7.5 6.9 10.5
Old : 53.4 57.7 78.0 80.4 4.1 7.5 6.9 10.5
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 20,297: 12,113 12,327 3,199 1,863 3,635 120 1,000 280 0 0 0: 950 1,191
Old : 20,297: 12,113 12,327 3,199 1,863 3,635 120 1,000 280 0 0 0: 950 1,191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,164: -549 -604 -114 -45 -367 120 80 -140 0 -54 -36: -77 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 60.7 15.8 9.2 17.9 0.6 4.9 1.4 0.0 0.0 0.0: 4.7 5.9
Old : 100.0: 59.7 60.7 15.8 9.2 17.9 0.6 4.9 1.4 0.0 0.0 0.0: 4.7 5.9
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 : 27: 15 15 4 . 5 . . . 0 0 0:
Old : 27: 15 15 4 . 5 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 43.6 65.9 69.9 29.2 27.5 44.5 44.5
Old : 43.0 43.6 65.9 69.9 29.2 27.5 44.5 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,157: 19,177 16,271 1,764 3,925 7,690 0 1,480 120 0 710 120: 2,286 841
Old : 31,157: 19,177 16,271 1,764 3,925 7,690 0 1,480 120 0 710 120: 2,286 841
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -406: -810 11 390 -413 77 0 -40 0 0 10 -10: -53 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 52.2 5.7 12.6 24.7 0.0 4.8 0.4 0.0 2.3 0.4: 7.3 2.7
Old : 100.0: 61.5 52.2 5.7 12.6 24.7 0.0 4.8 0.4 0.0 2.3 0.4: 7.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . 4 5 0 . . 0 . .:
Old : 29: 18 15 . 4 5 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 : 39.8 44.8 59.7 69.1 24.9 28.3 35.5 41.5
Old : 39.8 44.8 59.7 69.1 24.9 28.3 35.5 41.5
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,273: 7,968 6,588 1,148 2,760 1,463 600 0 0 0 0 0: 1,094 1,462
Old : 12,273: 7,968 6,588 1,148 2,760 1,463 600 0 0 0 0 0: 1,094 1,462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -578: -496 -544 -20 120 -32 -60 0 0 0 -108 0: 30 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 53.7 9.4 22.5 11.9 4.9 0.0 0.0 0.0 0.0 0.0: 8.9 11.9
Old : 100.0: 64.9 53.7 9.4 22.5 11.9 4.9 0.0 0.0 0.0 0.0 0.0: 8.9 11.9
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 : 21: 12 10 . 4 5 . 0 0 0 0 0:
Old : 21: 12 10 . 4 5 . 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 : 34.5 45.8 58.3 74.8 33.3 37.7 53.3 52.6
Old : 34.5 45.8 58.3 74.8 33.3 37.7 53.3 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 48,629: 31,133 36,203 4,165 16 10,369 461 0 1,224 0 0 0: 1,277 816
Old : 48,629: 31,133 36,203 4,165 16 10,369 461 0 1,224 0 0 0: 1,277 816
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 608: 750 538 -215 -46 105 -59 0 4 0 0 0: 23 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 74.4 8.6 0.0 21.3 0.9 0.0 2.5 0.0 0.0 0.0: 2.6 1.7
Old : 100.0: 64.0 74.4 8.6 0.0 21.3 0.9 0.0 2.5 0.0 0.0 0.0: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 5 . 4 . 0 . 0 0 0:
Old : 26: 16 17 5 . 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 : 62.5 62.2 82.5 83.8 26.2 35.4 33.7 38.5
Old : 62.5 62.2 82.5 83.8 26.2 35.4 33.7 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 MW X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 10,938: 7,146 3,474 1,508 5,506 1,198 0 0 0 0 0 0: 1,086 760
Old : 10,938: 7,146 3,474 1,508 5,506 1,198 0 0 0 0 0 0: 1,086 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -556: -316 -322 -214 -256 40 0 0 0 0 0 0: -66 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 31.8 13.8 50.3 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 6.9
Old : 100.0: 65.3 31.8 13.8 50.3 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.9 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 : 22: 15 11 . 4 4 0 0 0 0 0 0:
Old : 22: 15 11 . 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 : 35.7 67.2 60.2 82.7 32.3 58.5 48.4 62.8
Old : 35.7 67.2 60.2 82.7 32.3 58.5 48.4 62.8
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,946: 47,129 41,307 2,812 8,332 2,005 0 0 0 0 0 0: 0 302
Old : 51,946: 47,129 41,307 2,812 8,332 2,005 0 0 0 0 0 0: 0 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -2,920: -1,920 -2,760 -540 320 -460 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 79.5 5.4 16.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 90.7 79.5 5.4 16.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 6 . . . 0 0 0 0 0 0:
Old : 20: 10 6 . . . 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 : 79.2 79.6 93.7 97.8 79.2 76.7 93.1 93.9
Old : 79.2 79.6 93.7 97.8 79.2 76.7 93.1 93.9
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 798,164: 708,728 624,315 84,756 169,169 4,680 0 0 0 0 0 0: 0 0
Old : 798,164: 708,728 624,315 84,756 169,169 4,680 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 23, 2010 :
: -49,280: -36,256 -42,240 -13,024 -7,040 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 78.2 10.6 21.2 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.8 78.2 10.6 21.2 0.6 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 : 20: 11 5 . . . 0 0 0 0 0 0:
Old : 20: 11 5 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 82.6 91.4 99.4 71.3 81.2 90.8 98.0
Old : 71.9 82.6 91.4 99.4 71.3 81.2 90.8 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 90,667: 29,298 52,437 59,176 32,643 2,042 0 0 0 0 3,545 0: 151 0
Old : 90,667: 29,298 52,437 59,176 32,643 2,042 0 0 0 0 3,545 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -5,856: -3,340 -4,056 -2,516 -1,400 0 0 0 0 0 -400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 57.8 65.3 36.0 2.3 0.0 0.0 0.0 0.0 3.9 0.0: 0.2 0.0
Old : 100.0: 32.3 57.8 65.3 36.0 2.3 0.0 0.0 0.0 0.0 3.9 0.0: 0.2 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: 8 9 5 . . 0 0 0 0 . 0:
Old : 25: 8 9 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.5 69.3 90.2 90.3 71.5 67.0 90.2 88.1
Old : 71.5 69.3 90.2 90.3 71.5 67.0 90.2 88.1
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,475,313: 412,702 893,527 1,051,775 512,800 10,836 0 0 0 0 58,150 0: 0 0
Old : 1,475,313: 412,702 893,527 1,051,775 512,800 10,836 0 0 0 0 58,150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -79,200: -39,072 -60,192 -39,776 -15,136 -352 0 0 0 0 -3,520 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 60.6 71.3 34.8 0.7 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 28.0 60.6 71.3 34.8 0.7 0.0 0.0 0.0 0.0 3.9 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: 8 10 5 . . 0 0 0 0 . 0:
Old : 25: 8 10 5 . . 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 : 75.4 68.9 91.7 90.7 75.4 68.2 90.4 90.0
Old : 75.4 68.9 91.7 90.7 75.4 68.2 90.4 90.0
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 174,234: 131,672 91,227 34,340 77,627 4,287 0 0 0 3,935 0 0: 0 1,093
Old : 174,234: 131,672 91,227 34,340 77,627 4,287 0 0 0 3,935 0 0: 0 1,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -8,201: -6,301 -4,545 -660 -3,196 -320 0 0 0 -920 0 0: 0 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 52.4 19.7 44.6 2.5 0.0 0.0 0.0 2.3 0.0 0.0: 0.0 0.6
Old : 100.0: 75.6 52.4 19.7 44.6 2.5 0.0 0.0 0.0 2.3 0.0 0.0: 0.0 0.6
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 : 35: 17 18 . 6 . 0 0 0 . 0 0:
Old : 35: 17 18 . 6 . 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 : 54.1 61.5 77.1 78.6 53.5 59.5 74.7 76.3
Old : 54.1 61.5 77.1 78.6 53.5 59.5 74.7 76.3
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,884,820: 2,260,865 1,566,789 536,328 1,289,721 28,310 0 0 0 59,317 0 0: 0 0
Old : 2,884,820: 2,260,865 1,566,789 536,328 1,289,721 28,310 0 0 0 59,317 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -83,243: -49,803 -45,579 -14,784 -36,960 -704 -3,520 0 0 -14,432 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 54.3 18.6 44.7 1.0 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 78.4 54.3 18.6 44.7 1.0 0.0 0.0 0.0 2.1 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 : 34: 17 18 . 5 . 0 0 0 . 0 0:
Old : 34: 17 18 . 5 . 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 : 62.0 66.1 84.5 84.7 61.4 65.1 83.4 82.5
Old : 62.0 66.1 84.5 84.7 61.4 65.1 83.4 82.5
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 63,505: 54,328 57,784 6,455 1 2,722 0 0 0 0 2,890 0: 0 108
Old : 63,505: 54,328 57,784 6,455 1 2,722 0 0 0 0 2,890 0: 0 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -2,240: 465 -2,020 65 -35 -65 0 0 0 -40 -100 0: -2,665 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 91.0 10.2 0.0 4.3 0.0 0.0 0.0 0.0 4.6 0.0: 0.0 0.2
Old : 100.0: 85.5 91.0 10.2 0.0 4.3 0.0 0.0 0.0 0.0 4.6 0.0: 0.0 0.2
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 : 27: 17 14 4 . . 0 0 0 0 . 0:
Old : 27: 17 14 4 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 59.9 75.4 81.2 46.7 56.9 64.2 69.4
Old : 56.2 59.9 75.4 81.2 46.7 56.9 64.2 69.4
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,018,248: 868,083 802,635 89,280 82,408 60,885 0 0 0 0 72,320 0: 0 0
Old : 1,018,248: 868,083 802,635 89,280 82,408 60,885 0 0 0 0 72,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -48,928: -47,168 -26,400 -1,760 -20,768 0 0 0 0 0 -1,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 78.8 8.8 8.1 6.0 0.0 0.0 0.0 0.0 7.1 0.0: 0.0 0.0
Old : 100.0: 85.3 78.8 8.8 8.1 6.0 0.0 0.0 0.0 0.0 7.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 14 . . . 0 0 0 0 . 0:
Old : 27: 13 14 . . . 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 : 59.8 53.2 81.2 79.5 58.8 50.5 71.2 71.7
Old : 59.8 53.2 81.2 79.5 58.8 50.5 71.2 71.7
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 56,628: 43,446 40,625 1,776 8,632 6,831 0 0 0 4,530 495 45: 0 0
Old : 56,628: 43,446 40,625 1,776 8,632 6,831 0 0 0 4,530 495 45: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -1,516: -648 -2,176 0 1,248 -568 0 0 0 -300 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 71.7 3.1 15.2 12.1 0.0 0.0 0.0 8.0 0.9 0.1: 0.0 0.0
Old : 100.0: 76.7 71.7 3.1 15.2 12.1 0.0 0.0 0.0 8.0 0.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 20 . 5 5 0 0 0 . . .:
Old : 33: 17 20 . 5 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 44.0 77.1 60.4 50.7 31.2 63.9 46.0
Old : 56.7 44.0 77.1 60.4 50.7 31.2 63.9 46.0
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 - Options and Futures Combined, March 2, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,033,856: 807,337 684,400 6,515 194,440 126,464 0 23,400 0 93,540 5,152 0: 0 0
Old : 1,033,856: 807,337 684,400 6,515 194,440 126,464 0 23,400 0 93,540 5,152 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: -22,208: -6,864 -31,432 1,760 22,808 -11,824 0 0 0 -5,280 -1,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 66.2 0.6 18.8 12.2 0.0 2.3 0.0 9.0 0.5 0.0: 0.0 0.0
Old : 100.0: 78.1 66.2 0.6 18.8 12.2 0.0 2.3 0.0 9.0 0.5 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: 17 17 . 5 . 0 . 0 . . 0:
Old : 35: 17 17 . 5 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 48.7 70.9 64.6 47.6 35.4 58.0 49.1
Old : 48.0 48.7 70.9 64.6 47.6 35.4 58.0 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010