Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 8,131 : : Positions : : 6,950 5,930 195 1,462 302 0 0 0 390 0 0 : : : : Changes from: February 22, 2011 : : 80 117 60 66 -37 0 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 72.9 2.4 18.0 3.7 0.0 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 184,425 : : Positions : : 92,777 96,937 5,985 7,428 57,833 4,963 1,128 17,977 105 227 625 : : : : Changes from: February 22, 2011 : : -3,911 -3,266 -351 -342 -2,966 525 -230 1,204 -23 104 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 52.6 3.2 4.0 31.4 2.7 0.6 9.7 0.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 21 4 4 7 4 . 5 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 17,511 : : Positions : : 10,870 11,651 3,067 1,856 2,318 68 364 62 0 258 38 : : : : Changes from: February 22, 2011 : : -550 -532 303 80 261 -26 -41 6 0 -36 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 66.5 17.5 10.6 13.2 0.4 2.1 0.4 0.0 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 4 . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 30,226 : : Positions : : 20,840 11,581 1,552 9,527 4,506 0 2,240 0 104 1,106 220 : : : : Changes from: February 22, 2011 : : -663 -216 -86 -737 36 0 0 0 -54 4 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 38.3 5.1 31.5 14.9 0.0 7.4 0.0 0.3 3.7 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 11 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 10,764 : : Positions : : 7,816 7,222 962 1,832 492 0 0 0 0 402 0 : : : : Changes from: February 22, 2011 : : -479 -414 -10 -49 -18 -100 0 -40 0 -74 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 67.1 8.9 17.0 4.6 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 4 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064A01 Open Interest is 32,429 : : Positions : : 21,316 19,752 1,684 3,293 6,912 0 1,190 484 0 0 0 : : : : Changes from: February 22, 2011 : : -2,996 -2,345 -275 -124 -956 0 -156 -13 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 60.9 5.2 10.2 21.3 0.0 3.7 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 14 . . 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 48,200 : : Positions : : 45,518 36,225 2,213 11,400 0 0 0 0 0 428 0 : : : : Changes from: February 22, 2011 : : -2,500 -1,799 -80 -760 0 0 0 0 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 75.2 4.6 23.7 0.0 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 684,285 : : Positions : : 635,797 465,608 43,416 205,765 5,072 0 0 0 0 7,840 0 : : : : Changes from: February 22, 2011 : : -43,608 -23,192 -352 -14,784 -352 0 0 0 0 -5,984 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 68.0 6.3 30.1 0.7 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 61,800 : : Positions : : 31,964 39,814 27,124 19,274 2,712 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 880 -1,680 -1,606 954 -234 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 64.4 43.9 31.2 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 1,076,572 : : Positions : : 537,613 706,467 496,614 327,760 42,345 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : 17,936 -32,032 -18,656 31,312 -13,728 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 65.6 46.1 30.4 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 5 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 187,824 : : Positions : : 101,403 145,773 83,510 39,206 2,635 0 0 0 66 0 210 : : : : Changes from: February 22, 2011 : : -6,361 -5,835 -2,250 -2,700 -60 0 0 0 66 -10 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 77.6 44.5 20.9 1.4 0.0 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 16 21 . 5 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 50 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 3,294,723 : : Positions : :1,835,114 2,591,850 1,412,643 655,907 46,966 0 0 0 0 0 0 : : : : Changes from: February 22, 2011 : : -112,640 -92,592 -26,768 -47,872 -1,760 0 0 0 -1,056 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 78.7 42.9 19.9 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 14 20 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 56,406 : : Positions : : 38,518 48,554 8,701 1,225 4,385 1,275 190 0 3,395 1,410 132 : : : : Changes from: February 22, 2011 : : -685 -6,640 -4,495 100 1,075 -1,200 0 0 -160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 86.1 15.4 2.2 7.8 2.3 0.3 0.0 6.0 2.5 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 15 5 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,118,666 : : Positions : : 900,695 895,516 94,466 45,885 92,600 1,500 0 0 29,405 84,665 0 : : : : Changes from: February 22, 2011 : : -48,224 -46,041 352 6,336 -9,856 1,500 -1,760 0 5,280 373 -5,280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 80.1 8.4 4.1 8.3 0.1 0.0 0.0 2.6 7.6 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 4 . 4 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 49,091 : : Positions : : 37,241 30,446 2,855 10,601 7,654 1,020 0 255 0 92 0 : : : : Changes from: February 22, 2011 : : -731 -1,420 -100 720 -820 0 0 0 0 -151 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 62.0 5.8 21.6 15.6 2.1 0.0 0.5 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 4 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 28,939 : : Positions : : 18,781 22,593 8,834 2,550 856 0 0 0 0 2,556 170 : : : : Changes from: February 22, 2011 : : -1,220 155 1,295 -100 -80 0 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 78.1 30.5 8.8 3.0 0.0 0.0 0.0 0.0 8.8 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 34,255 : : Positions : : 24,795 26,488 5,120 4,405 2,702 0 86 0 510 0 0 : : : : Changes from: February 22, 2011 : : -1,166 -947 -310 -360 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 77.3 14.9 12.9 7.9 0.0 0.3 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 940,744 : : Positions : : 782,509 554,637 0 199,677 154,235 0 19,600 0 0 8,595 4,000 : : : : Changes from: February 22, 2011 : : -19,712 -22,880 -1,104 9,456 -12,976 0 -1,760 0 0 -5,632 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 59.0 0.0 21.2 16.4 0.0 2.1 0.0 0.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 0 5 . 0 . 0 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 4, 2011