Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 166,147 : : Positions : : 102,055 107,314 3,740 2,334 44,773 1,261 60 10,182 550 4 785 : : : : Changes from: March 16, 2010 : : 3,354 3,322 -541 59 1,767 307 48 757 66 -3 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 64.6 2.3 1.4 26.9 0.8 0.0 6.1 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 5 . 6 4 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 21,780 : : Positions : : 12,890 13,615 3,237 1,832 3,816 120 1,000 280 0 156 30 : : : : Changes from: March 16, 2010 : : 184 230 1 -24 -9 0 0 0 0 16 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 62.5 14.9 8.4 17.5 0.6 4.6 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 14,334 : : Positions : : 9,241 10,615 1,777 776 1,441 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 37 -59 -42 0 9 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 74.1 12.4 5.4 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 31,193 : : Positions : : 19,496 16,171 1,520 3,931 7,830 0 1,480 120 0 690 120 : : : : Changes from: March 16, 2010 : : -2 0 12 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 51.8 4.9 12.6 25.1 0.0 4.7 0.4 0.0 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . 4 5 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 13,045 : : Positions : : 8,242 7,700 1,602 2,902 1,135 460 0 160 308 0 34 : : : : Changes from: March 16, 2010 : : -120 604 94 24 -24 0 0 0 308 0 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 59.0 12.3 22.2 8.7 3.5 0.0 1.2 2.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 49,288 : : Positions : : 31,414 36,098 3,943 74 11,036 348 0 1,230 0 0 0 : : : : Changes from: March 16, 2010 : : 145 334 157 -81 213 -44 0 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 73.2 8.0 0.1 22.4 0.7 0.0 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 5 . 4 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MW X OFF PEAK HOURS PER MONTH) : CFTC Code #064A02 Open Interest is 11,118 : : Positions : : 7,298 3,638 1,524 5,470 1,214 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : -54 -38 0 -18 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 32.7 13.7 49.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 13 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 58,496 : : Positions : : 53,679 45,307 2,812 10,882 2,005 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 3,490 3,490 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 77.5 4.8 18.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 899,030 : : Positions : : 809,594 678,381 84,756 215,969 4,680 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 47,040 47,040 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 75.5 9.4 24.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A49 Open Interest is 495,459 : : Positions : : 176,449 292,329 319,010 200,796 0 0 0 0 0 2,334 0 : : : : Changes from: March 16, 2010 : : 0 4,680 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 59.0 64.4 40.5 0.0 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A50 Open Interest is 49,595 : : Positions : : 41,770 49,375 7,280 220 0 0 0 0 220 0 0 : : : : Changes from: March 16, 2010 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 99.6 14.7 0.4 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 4 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A52 Open Interest is 33,071 : : Positions : : 24,961 30,050 7,459 2,805 0 0 0 0 0 0 0 : : : : Changes from: March 16, 2010 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 90.9 22.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 91,991 : : Positions : : 30,578 56,321 59,220 30,083 2,042 0 0 0 0 3,545 0 : : : : Changes from: March 16, 2010 : : 1,280 1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.2 61.2 64.4 32.7 2.2 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 9 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,498,753 : : Positions : : 436,142 963,847 1,051,775 465,920 10,836 0 0 0 0 58,150 0 : : : : Changes from: March 16, 2010 : : 23,440 23,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 64.3 70.2 31.1 0.7 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 9 10 5 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 178,905 : : Positions : : 138,148 95,141 32,745 78,594 4,077 0 0 0 3,935 0 0 : : : : Changes from: March 16, 2010 : : 2,139 1,280 0 859 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 53.2 18.3 43.9 2.3 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 16 . 6 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 2,948,750 : : Positions : :2,371,675 1,613,555 489,448 1,306,885 28,310 0 0 0 59,317 0 0 : : : : Changes from: March 16, 2010 : : 39,004 23,440 0 15,564 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 54.7 16.6 44.3 1.0 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 17 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 65,100 : : Positions : : 56,138 58,104 5,180 216 3,782 0 0 0 0 2,890 0 : : : : Changes from: March 16, 2010 : : -1,275 0 0 -1,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 89.3 8.0 0.3 5.8 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 1,051,008 : : Positions : : 891,483 835,395 98,640 82,408 60,885 0 0 0 0 72,320 0 : : : : Changes from: March 16, 2010 : : 0 0 9,360 0 0 0 0 0 -9,360 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 79.5 9.4 7.8 5.8 0.0 0.0 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 15 4 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 56,798 : : Positions : : 43,616 40,285 1,776 9,142 6,831 0 0 0 4,530 495 45 : : : : Changes from: March 16, 2010 : : 255 -255 0 510 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 70.9 3.1 16.1 12.0 0.0 0.0 0.0 8.0 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 5 5 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010 : 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 1,031,969 : : Positions : : 805,450 677,833 6,515 199,120 126,464 0 23,400 0 93,540 5,152 0 : : : : Changes from: March 16, 2010 : : 0 -4,680 0 4,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 65.7 0.6 19.3 12.3 0.0 2.3 0.0 9.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 17 . 5 . 0 . 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 26, 2010