PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, March 9, 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 : 154,791: 95,083 99,691 3,923 2,459 42,009 784 73 9,119 439 0 650: 2,785 789
Old : 154,791: 95,083 99,691 3,923 2,459 42,009 784 73 9,119 439 0 650: 2,785 789
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 14,257: 8,010 7,820 -368 -225 4,899 -433 73 1,704 90 0 36: 317 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 64.4 2.5 1.6 27.1 0.5 0.0 5.9 0.3 0.0 0.4: 1.8 0.5
Old : 100.0: 61.4 64.4 2.5 1.6 27.1 0.5 0.0 5.9 0.3 0.0 0.4: 1.8 0.5
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 : 44: 26 23 5 . 6 . . 4 . 0 .:
Old : 44: 26 23 5 . 6 . . 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 : 52.6 56.8 79.4 81.9 4.0 6.8 6.4 9.4
Old : 52.6 56.8 79.4 81.9 4.0 6.8 6.4 9.4
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 9, 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 : 21,467: 12,761 13,245 3,390 1,889 3,772 120 1,000 280 0 160 10: 1,134 1,111
Old : 21,467: 12,761 13,245 3,390 1,889 3,772 120 1,000 280 0 160 10: 1,134 1,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 1,171: 649 919 191 25 137 0 0 0 0 160 10: 184 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 61.7 15.8 8.8 17.6 0.6 4.7 1.3 0.0 0.7 0.0: 5.3 5.2
Old : 100.0: 59.4 61.7 15.8 8.8 17.6 0.6 4.7 1.3 0.0 0.7 0.0: 5.3 5.2
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 : 29: 16 16 4 . 5 . . . 0 . .:
Old : 29: 16 16 4 . 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 43.1 64.7 68.6 27.8 26.7 42.6 42.8
Old : 43.0 43.1 64.7 68.6 27.8 26.7 42.6 42.8
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 9, 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 : 31,177: 19,426 16,171 1,622 3,925 7,810 0 1,480 120 0 710 120: 2,079 841
Old : 31,177: 19,426 16,171 1,622 3,925 7,810 0 1,480 120 0 710 120: 2,079 841
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 20: 249 -100 -142 0 120 0 0 0 0 0 0: -207 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 51.9 5.2 12.6 25.1 0.0 4.7 0.4 0.0 2.3 0.4: 6.7 2.7
Old : 100.0: 62.3 51.9 5.2 12.6 25.1 0.0 4.7 0.4 0.0 2.3 0.4: 6.7 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 : 30: 20 15 . 4 5 0 . . 0 . .:
Old : 30: 20 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 44.7 59.6 69.0 24.8 28.3 35.3 41.5
Old : 39.8 44.7 59.6 69.0 24.8 28.3 35.3 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 9, 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 : 12,477: 7,978 6,748 1,202 2,734 1,423 460 0 140 0 0 0: 1,274 1,432
Old : 12,477: 7,978 6,748 1,202 2,734 1,423 460 0 140 0 0 0: 1,274 1,432
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 204: 10 160 54 -26 -40 -140 0 140 0 0 0: 180 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 54.1 9.6 21.9 11.4 3.7 0.0 1.1 0.0 0.0 0.0: 10.2 11.5
Old : 100.0: 63.9 54.1 9.6 21.9 11.4 3.7 0.0 1.1 0.0 0.0 0.0: 10.2 11.5
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:
Old : 21: 12 10 . 4 5 . 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 : 34.1 43.1 57.4 70.8 32.9 36.1 51.4 52.4
Old : 34.1 43.1 57.4 70.8 32.9 36.1 51.4 52.4
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 9, 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 : 48,746: 31,103 35,919 3,941 0 10,748 408 0 1,229 0 0 0: 1,317 850
Old : 48,746: 31,103 35,919 3,941 0 10,748 408 0 1,229 0 0 0: 1,317 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 117: -30 -284 -224 -16 379 -52 0 5 0 0 0: 40 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 73.7 8.1 0.0 22.0 0.8 0.0 2.5 0.0 0.0 0.0: 2.7 1.7
Old : 100.0: 63.8 73.7 8.1 0.0 22.0 0.8 0.0 2.5 0.0 0.0 0.0: 2.7 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 6 0 4 . 0 . 0 0 0:
Old : 26: 16 17 6 0 4 . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 62.2 82.4 84.4 25.2 35.1 32.7 38.4
Old : 63.3 62.2 82.4 84.4 25.2 35.1 32.7 38.4
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 9, 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 : 11,226: 7,394 3,650 1,508 5,558 1,238 0 0 0 0 0 0: 1,086 780
Old : 11,226: 7,394 3,650 1,508 5,558 1,238 0 0 0 0 0 0: 1,086 780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 288: 248 176 0 52 40 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 32.5 13.4 49.5 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 6.9
Old : 100.0: 65.9 32.5 13.4 49.5 11.0 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 13 . 4 4 0 0 0 0 0 0:
Old : 22: 15 13 . 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 : 35.6 66.3 59.9 81.3 32.6 57.5 49.8 63.0
Old : 35.6 66.3 59.9 81.3 32.6 57.5 49.8 63.0
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 9, 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 : 55,006: 50,189 41,817 2,812 10,882 2,005 0 0 0 0 0 0: 0 302
Old : 55,006: 50,189 41,817 2,812 10,882 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: March 2, 2010 :
: 3,060: 3,060 510 0 2,550 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 76.0 5.1 19.8 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 91.2 76.0 5.1 19.8 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5
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 : 80.3 80.7 94.1 97.9 80.3 78.0 93.4 94.3
Old : 80.3 80.7 94.1 97.9 80.3 78.0 93.4 94.3
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 9, 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 : 851,990: 762,554 631,341 84,756 215,969 4,680 0 0 0 0 0 0: 0 0
Old : 851,990: 762,554 631,341 84,756 215,969 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: March 2, 2010 :
: 53,826: 53,826 7,026 0 46,800 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 74.1 9.9 25.3 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 74.1 9.9 25.3 0.5 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 : 73.7 83.7 92.0 99.5 73.2 82.4 91.4 98.1
Old : 73.7 83.7 92.0 99.5 73.2 82.4 91.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Disaggregated Commitments of Traders - Options and Futures Combined, March 9, 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 : 490,779: 176,449 287,649 314,330 200,796 0 0 0 0 0 2,334 0: 0 0
Old : 490,779: 176,449 287,649 314,330 200,796 0 0 0 0 0 2,334 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 58.6 64.0 40.9 0.0 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 36.0 58.6 64.0 40.9 0.0 0.0 0.0 0.0 0.0 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 : 20: 7 7 . . 0 0 0 0 0 . 0:
Old : 20: 7 7 . . 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 : 91.4 65.4 99.8 98.0 84.3 55.8 90.4 88.5
Old : 91.4 65.4 99.8 98.0 84.3 55.8 90.4 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Disaggregated Commitments of Traders - Options and Futures Combined, March 9, 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 : 33,071: 24,961 30,050 7,459 2,805 0 0 0 0 0 0 0: 651 216
Old : 33,071: 24,961 30,050 7,459 2,805 0 0 0 0 0 0 0: 651 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 90.9 22.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.7
Old : 100.0: 75.5 90.9 22.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.7
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 : 20: 11 8 . . 0 0 0 0 0 0 0:
Old : 20: 11 8 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Old : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, March 9, 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 : 90,711: 29,298 55,041 59,220 30,083 2,042 0 0 0 0 3,545 0: 151 0
Old : 90,711: 29,298 55,041 59,220 30,083 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: March 2, 2010 :
: 44: 0 2,604 44 -2,560 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 60.7 65.3 33.2 2.3 0.0 0.0 0.0 0.0 3.9 0.0: 0.2 0.0
Old : 100.0: 32.3 60.7 65.3 33.2 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 72.0 90.2 90.3 71.5 69.8 90.2 88.1
Old : 71.5 72.0 90.2 90.3 71.5 69.8 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 9, 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: 412,702 940,407 1,051,775 465,920 10,836 0 0 0 0 58,150 0: 0 0
Old : 1,475,313: 412,702 940,407 1,051,775 465,920 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: March 2, 2010 :
: 0: 0 46,880 0 -46,880 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 63.7 71.3 31.6 0.7 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 28.0 63.7 71.3 31.6 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 : 24: 8 9 5 . . 0 0 0 0 . 0:
Old : 24: 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 : 75.4 71.3 91.7 93.8 75.4 70.5 90.4 93.1
Old : 75.4 71.3 91.7 93.8 75.4 70.5 90.4 93.1
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 9, 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 : 175,496: 134,739 92,611 32,745 77,715 4,077 0 0 0 3,935 0 0: 0 1,093
Old : 175,496: 134,739 92,611 32,745 77,715 4,077 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: March 2, 2010 :
: 1,262: 3,067 1,384 -1,595 88 -210 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 52.8 18.7 44.3 2.3 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.6
Old : 100.0: 76.8 52.8 18.7 44.3 2.3 0.0 0.0 0.0 2.2 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 16 . 6 . 0 0 0 . 0 0:
Old : 35: 17 16 . 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 : 56.5 61.1 77.6 79.1 56.5 59.1 76.1 75.8
Old : 56.5 61.1 77.6 79.1 56.5 59.1 76.1 75.8
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 9, 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 : 2,886,570: 2,309,495 1,566,939 489,448 1,291,321 28,310 0 0 0 59,317 0 0: 0 0
Old : 2,886,570: 2,309,495 1,566,939 489,448 1,291,321 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: March 2, 2010 :
: 1,750: 48,630 150 -46,880 1,600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 54.3 17.0 44.7 1.0 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 54.3 17.0 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 17 . 5 . 0 0 0 . 0 0:
Old : 34: 17 17 . 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 : 64.6 66.1 84.5 84.7 64.6 65.2 84.0 82.5
Old : 64.6 66.1 84.5 84.7 64.6 65.2 84.0 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 9, 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 : 65,100: 55,923 58,104 5,180 1 3,997 0 0 0 0 2,890 0: 0 108
Old : 65,100: 55,923 58,104 5,180 1 3,997 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: March 2, 2010 :
: 1,595: 1,595 320 -1,275 0 1,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 89.3 8.0 0.0 6.1 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.2
Old : 100.0: 85.9 89.3 8.0 0.0 6.1 0.0 0.0 0.0 0.0 4.4 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 . . . 0 0 0 0 . 0:
Old : 27: 17 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 : 54.9 58.5 74.6 79.7 45.6 53.6 63.1 66.2
Old : 54.9 58.5 74.6 79.7 45.6 53.6 63.1 66.2
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 9, 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 : 1,027,608: 868,083 811,995 89,280 82,408 60,885 0 0 0 9,360 72,320 0: 0 0
Old : 1,027,608: 868,083 811,995 89,280 82,408 60,885 0 0 0 9,360 72,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 9,360: 0 9,360 0 0 0 0 0 0 9,360 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 79.0 8.7 8.0 5.9 0.0 0.0 0.0 0.9 7.0 0.0: 0.0 0.0
Old : 100.0: 84.5 79.0 8.7 8.0 5.9 0.0 0.0 0.0 0.9 7.0 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 : 28: 13 14 . . . 0 0 0 . . 0:
Old : 28: 13 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 52.7 80.4 78.8 58.3 50.0 70.6 71.4
Old : 59.2 52.7 80.4 78.8 58.3 50.0 70.6 71.4
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 9, 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 : 56,543: 43,361 40,540 1,776 8,632 6,831 0 0 0 4,530 495 45: 0 0
Old : 56,543: 43,361 40,540 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: March 2, 2010 :
: -85: -85 -85 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 71.7 3.1 15.3 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 15.3 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 : 56.8 44.0 77.1 60.1 50.4 31.0 63.7 45.7
Old : 56.8 44.0 77.1 60.1 50.4 31.0 63.7 45.7
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 9, 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 : 1,031,969: 805,450 682,513 6,515 194,440 126,464 0 23,400 0 93,540 5,152 0: 0 0
Old : 1,031,969: 805,450 682,513 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: March 2, 2010 :
: -1,887: -1,887 -1,887 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 66.1 0.6 18.8 12.3 0.0 2.3 0.0 9.1 0.5 0.0: 0.0 0.0
Old : 100.0: 78.0 66.1 0.6 18.8 12.3 0.0 2.3 0.0 9.1 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 : 47.7 48.8 70.7 64.7 47.3 34.9 57.8 49.2
Old : 47.7 48.8 70.7 64.7 47.3 34.9 57.8 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010