PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 800 MWh) :
: : Positions :
All : 176,916: 90,087 116,497 12,452 19,453 16,600 25,249 1,720 18,693 9,817 489 3,058: 960 406
Old : 176,916: 90,087 116,497 12,452 19,453 16,600 25,249 1,720 18,693 9,817 489 3,058: 960 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 144: 1,344 -484 1,454 32 -99 -3,941 48 517 700 40 -234: 403 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 65.8 7.0 11.0 9.4 14.3 1.0 10.6 5.5 0.3 1.7: 0.5 0.2
Old : 100.0: 50.9 65.8 7.0 11.0 9.4 14.3 1.0 10.6 5.5 0.3 1.7: 0.5 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 : 78: 43 40 5 9 9 5 4 7 8 . 6:
Old : 78: 43 40 5 9 9 5 4 7 8 . 6:
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 : 31.0 42.1 50.0 64.4 22.6 38.6 34.7 48.4
Old : 31.0 42.1 50.0 64.4 22.6 38.6 34.7 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK OTC - ICE OTC Code-064391
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 MWh) :
: : Positions :
All : 76,013: 59,692 53,726 3,779 10,530 9,890 960 175 346 97 121 1,225: 24 0
Old : 76,013: 59,692 53,726 3,779 10,530 9,890 960 175 346 97 121 1,225: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -427: 2,268 -983 -593 3,636 -3,430 810 24 -26 43 -125 477: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 70.7 5.0 13.9 13.0 1.3 0.2 0.5 0.1 0.2 1.6: 0.0 0.0
Old : 100.0: 78.5 70.7 5.0 13.9 13.0 1.3 0.2 0.5 0.1 0.2 1.6: 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 : 42: 26 26 . 4 5 . . . . . .:
Old : 42: 26 26 . 4 5 . . . . . .:
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 : 44.5 49.4 70.0 66.5 36.6 37.2 52.3 49.0
Old : 44.5 49.4 70.0 66.5 36.6 37.2 52.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC Code-064392
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 MWh) :
: : Positions :
All : 740,035: 632,892 513,545 0 124,139 90,841 4,568 0 3,784 2,176 1,952 5,774: 0 0
Old : 740,035: 632,892 513,545 0 124,139 90,841 4,568 0 3,784 2,176 1,952 5,774: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 18,872: 14,688 1,912 -3,997 8,149 4,603 656 0 0 28 1,314 2,894: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 69.4 0.0 16.8 12.3 0.6 0.0 0.5 0.3 0.3 0.8: 0.0 0.0
Old : 100.0: 85.5 69.4 0.0 16.8 12.3 0.6 0.0 0.5 0.3 0.3 0.8: 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 : 36: 24 24 0 5 5 . 0 . . . .:
Old : 36: 24 24 0 5 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 : 50.0 56.0 74.7 72.1 32.9 35.2 42.3 41.3
Old : 50.0 56.0 74.7 72.1 32.9 35.2 42.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME OTC - ICE OTC Code-064394
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,599,481: 1,036,884 1,233,255 240,993 69,341 163,017 53,994 15,909 89,231 4,892 18,670 9,274: 1,196 784
Old : 1,599,481: 1,036,884 1,233,255 240,993 69,341 163,017 53,994 15,909 89,231 4,892 18,670 9,274: 1,196 784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 19,057: 31,531 10,090 4,233 1,560 4,295 -9,365 15,909 -12,029 384 -384 -1,168: 1,176 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 77.1 15.1 4.3 10.2 3.4 1.0 5.6 0.3 1.2 0.6: 0.1 0.0
Old : 100.0: 64.8 77.1 15.1 4.3 10.2 3.4 1.0 5.6 0.3 1.2 0.6: 0.1 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 : 60: 34 33 5 4 6 4 . . . . .:
Old : 60: 34 33 5 4 6 4 . . . . .:
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 : 34.0 44.5 51.4 63.2 22.4 40.4 37.0 48.2
Old : 34.0 44.5 51.4 63.2 22.4 40.4 37.0 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC Code-064395
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 400 Megawatt Hours) :
: : Positions :
All : 101,829: 67,817 78,310 17,237 8,249 13,578 751 4 972 809 0 639: 26 77
Old : 101,829: 67,817 78,310 17,237 8,249 13,578 751 4 972 809 0 639: 26 77
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -5,045: -8,302 -1,248 5,397 -947 -2,389 -150 -556 50 328 0 -5: 26 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 76.9 16.9 8.1 13.3 0.7 0.0 1.0 0.8 0.0 0.6: 0.0 0.1
Old : 100.0: 66.6 76.9 16.9 8.1 13.3 0.7 0.0 1.0 0.8 0.0 0.6: 0.0 0.1
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: 27 26 5 4 5 . . . . 0 .:
Old : 44: 27 26 5 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 : 49.4 39.8 67.4 60.5 39.1 30.1 48.2 41.0
Old : 49.4 39.8 67.4 60.5 39.1 30.1 48.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC Code-064396
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 25 Megawatt Hours) :
: : Positions :
All : 625,811: 472,053 462,922 103,052 116,074 40,811 1,608 4,760 0 7,043 0 1,244: 0 0
Old : 625,811: 472,053 462,922 103,052 116,074 40,811 1,608 4,760 0 7,043 0 1,244: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -32,688: -25,571 -3,760 19,043 -5,488 -28,200 1,280 4,760 0 760 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 74.0 16.5 18.5 6.5 0.3 0.8 0.0 1.1 0.0 0.2: 0.0 0.0
Old : 100.0: 75.4 74.0 16.5 18.5 6.5 0.3 0.8 0.0 1.1 0.0 0.2: 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 : 36: 21 20 . . . . . 0 . 0 .:
Old : 36: 21 20 . . . . . 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 : 53.9 53.7 79.0 78.5 43.8 45.8 62.2 64.8
Old : 53.9 53.7 79.0 78.5 43.8 45.8 62.2 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 73,416: 39,727 35,321 858 25,525 6,973 21,490 0 1,848 0 2,218 355: 2,165 1,176
Old : 73,416: 39,727 35,321 858 25,525 6,973 21,490 0 1,848 0 2,218 355: 2,165 1,176
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 358: 322 -76 0 698 -348 384 0 0 -16 58 16: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 48.1 1.2 34.8 9.5 29.3 0.0 2.5 0.0 3.0 0.5: 2.9 1.6
Old : 100.0: 54.1 48.1 1.2 34.8 9.5 29.3 0.0 2.5 0.0 3.0 0.5: 2.9 1.6
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 : 37: 21 20 . 6 7 . 0 . 0 . .:
Old : 37: 21 20 . 6 7 . 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 : 50.7 57.6 71.3 79.4 44.4 43.6 56.3 61.0
Old : 50.7 57.6 71.3 79.4 44.4 43.6 56.3 61.0
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,975: 10,504 11,348 1,090 66 1,577 0 810 1,244 0 200 244: 1,316 486
Old : 15,975: 10,504 11,348 1,090 66 1,577 0 810 1,244 0 200 244: 1,316 486
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 48: 48 48 0 0 0 0 10 0 0 -10 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 71.0 6.8 0.4 9.9 0.0 5.1 7.8 0.0 1.3 1.5: 8.2 3.0
Old : 100.0: 65.8 71.0 6.8 0.4 9.9 0.0 5.1 7.8 0.0 1.3 1.5: 8.2 3.0
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 : 26: 15 16 . . 4 0 . . 0 . .:
Old : 26: 15 16 . . 4 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 : 50.2 44.5 70.7 64.7 48.3 37.7 55.5 53.3
Old : 50.2 44.5 70.7 64.7 48.3 37.7 55.5 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 9,491: 6,759 4,840 0 2,352 136 4 680 356 396 0 8: 1,832 1,119
Old : 9,491: 6,759 4,840 0 2,352 136 4 680 356 396 0 8: 1,832 1,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 230: 206 0 0 38 0 0 0 0 0 0 0: 24 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 51.0 0.0 24.8 1.4 0.0 7.2 3.8 4.2 0.0 0.1: 19.3 11.8
Old : 100.0: 71.2 51.0 0.0 24.8 1.4 0.0 7.2 3.8 4.2 0.0 0.1: 19.3 11.8
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: 14 10 0 . . . . . . 0 .:
Old : 20: 14 10 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 : 41.2 51.3 61.2 73.6 28.6 33.5 42.5 51.0
Old : 41.2 51.3 61.2 73.6 28.6 33.5 42.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,268: 6,056 8,836 1,344 1,228 1,330 0 1,386 172 3,712 0 0: 654 316
Old : 13,268: 6,056 8,836 1,344 1,228 1,330 0 1,386 172 3,712 0 0: 654 316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 66.6 10.1 9.3 10.0 0.0 10.4 1.3 28.0 0.0 0.0: 4.9 2.4
Old : 100.0: 45.6 66.6 10.1 9.3 10.0 0.0 10.4 1.3 28.0 0.0 0.0: 4.9 2.4
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: 10 13 . . . 0 . . . 0 0:
Old : 24: 10 13 . . . 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 : 57.3 39.6 76.7 64.7 51.7 30.4 57.8 47.0
Old : 57.3 39.6 76.7 64.7 51.7 30.4 57.8 47.0
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 28,801: 21,082 12,524 1,772 9,704 1,824 538 3,430 330 1,082 0 30: 2,143 959
Old : 28,801: 21,082 12,524 1,772 9,704 1,824 538 3,430 330 1,082 0 30: 2,143 959
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -82: 152 -254 0 574 -402 0 0 0 48 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 43.5 6.2 33.7 6.3 1.9 11.9 1.1 3.8 0.0 0.1: 7.4 3.3
Old : 100.0: 73.2 43.5 6.2 33.7 6.3 1.9 11.9 1.1 3.8 0.0 0.1: 7.4 3.3
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: 19 17 . 4 5 . . . . 0 .:
Old : 30: 19 17 . 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 : 36.7 51.7 57.8 75.2 25.5 47.0 40.9 59.3
Old : 36.7 51.7 57.8 75.2 25.5 47.0 40.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 10,189: 5,808 6,489 548 136 1,170 1,202 0 240 0 0 0: 1,221 2,154
Old : 10,189: 5,808 6,489 548 136 1,170 1,202 0 240 0 0 0: 1,221 2,154
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 24: 24 0 0 0 0 0 0 0 0 0 0: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 63.7 5.4 1.3 11.5 11.8 0.0 2.4 0.0 0.0 0.0: 12.0 21.1
Old : 100.0: 57.0 63.7 5.4 1.3 11.5 11.8 0.0 2.4 0.0 0.0 0.0: 12.0 21.1
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: 16 13 . . . . 0 . 0 0 0:
Old : 22: 16 13 . . . . 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 : 41.0 36.2 62.8 58.2 32.0 30.5 46.0 41.0
Old : 41.0 36.2 62.8 58.2 32.0 30.5 46.0 41.0
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,828: 8,996 6,274 1,014 1,662 966 0 1,882 400 0 576 0: 1,452 1,068
Old : 12,828: 8,996 6,274 1,014 1,662 966 0 1,882 400 0 576 0: 1,452 1,068
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 80: 110 -100 0 -30 0 0 0 0 0 160 0: -30 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 48.9 7.9 13.0 7.5 0.0 14.7 3.1 0.0 4.5 0.0: 11.3 8.3
Old : 100.0: 70.1 48.9 7.9 13.0 7.5 0.0 14.7 3.1 0.0 4.5 0.0: 11.3 8.3
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 : 23: 14 11 . . . 0 . . 0 . 0:
Old : 23: 14 11 . . . 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 : 50.5 39.0 71.7 64.2 45.5 27.6 55.2 48.3
Old : 50.5 39.0 71.7 64.2 45.5 27.6 55.2 48.3
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 66,564: 61,222 55,994 2,648 7,876 2,694 0 0 0 0 0 0: 0 0
Old : 66,564: 61,222 55,994 2,648 7,876 2,694 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 6, 2012 :
: 408: 408 408 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 84.1 4.0 11.8 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.0 84.1 4.0 11.8 4.0 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 : 26: 16 13 . . . 0 0 0 0 0 0:
Old : 26: 16 13 . . . 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 : 70.2 83.6 84.8 97.2 70.2 79.8 84.1 91.7
Old : 70.2 83.6 84.8 97.2 70.2 79.8 84.1 91.7
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,046,984: 949,024 859,323 45,296 134,997 52,664 0 0 0 0 0 0: 0 0
Old : 1,046,984: 949,024 859,323 45,296 134,997 52,664 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 6, 2012 :
: 7,848: 7,848 7,448 0 400 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 82.1 4.3 12.9 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.6 82.1 4.3 12.9 5.0 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 : 24: 14 12 . . . 0 0 0 0 0 0:
Old : 24: 14 12 . . . 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 : 72.8 84.6 91.7 94.1 72.1 80.2 87.7 87.1
Old : 72.8 84.6 91.7 94.1 72.1 80.2 87.7 87.1
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 35,215: 28,700 16,513 6,515 18,702 0 0 0 0 0 0 0: 0 0
Old : 35,215: 28,700 16,513 6,515 18,702 0 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 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 46.9 18.5 53.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.5 46.9 18.5 53.1 0.0 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 : 25: 12 11 . 4 0 0 0 0 0 0 0:
Old : 25: 12 11 . 4 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 : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
Old : 56.7 85.2 85.8 95.2 54.3 82.1 77.8 86.4
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 634,289: 523,424 291,489 110,865 342,800 0 0 0 0 0 0 0: 0 0
Old : 634,289: 523,424 291,489 110,865 342,800 0 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 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 46.0 17.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.5 46.0 17.5 54.0 0.0 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 : 23: 11 9 . 4 0 0 0 0 0 0 0:
Old : 23: 11 9 . 4 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 : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
Old : 57.6 86.6 86.2 97.2 55.2 83.5 78.9 87.5
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 127,812: 69,167 117,761 57,670 9,076 975 0 0 0 0 0 0: 0 0
Old : 127,812: 69,167 117,761 57,670 9,076 975 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 6, 2012 :
: 2,755: 2,755 2,755 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 92.1 45.1 7.1 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.1 92.1 45.1 7.1 0.8 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 : 38: 12 23 4 4 . 0 0 0 0 0 0:
Old : 38: 12 23 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 : 67.2 38.8 86.8 58.5 67.2 38.8 84.2 58.5
Old : 67.2 38.8 86.8 58.5 67.2 38.8 84.2 58.5
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,825,150: 985,250 1,672,225 825,896 138,921 14,004 0 0 0 0 0 0: 0 0
Old : 1,825,150: 985,250 1,672,225 825,896 138,921 14,004 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 6, 2012 :
: 34,032: 34,032 34,032 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 91.6 45.3 7.6 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.0 91.6 45.3 7.6 0.8 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 : 35: 10 20 4 4 . 0 0 0 0 0 0:
Old : 35: 10 20 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 : 64.4 41.0 88.9 62.4 64.4 41.0 85.7 61.9
Old : 64.4 41.0 88.9 62.4 64.4 41.0 85.7 61.9
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 68,269: 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325: 0 255
Old : 68,269: 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5: 0.0 0.4
Old : 100.0: 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5: 0.0 0.4
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: 19 14 5 . 4 . . . . 0 .:
Old : 34: 19 14 5 . 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 : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
Old : 35.2 48.0 56.6 79.4 27.0 41.7 44.2 58.8
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,215,461: 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325: 0 0
Old : 1,215,461: 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9: 0.0 0.0
Old : 100.0: 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9: 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 : 39: 21 17 . 5 6 . . 0 . . .:
Old : 39: 21 17 . 5 6 . . 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 48.6 58.8 73.0 33.4 43.0 52.9 61.8
Old : 35.6 48.6 58.8 73.0 33.4 43.0 52.9 61.8
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 47,491: 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 320: 299 0
Old : 47,491: 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 320: 299 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 105: 0 0 0 0 0 0 0 0 0 0 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 72.2 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.7: 0.6 0.0
Old : 100.0: 87.3 72.2 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.7: 0.6 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: 15 11 . . 4 0 . 0 0 . .:
Old : 28: 15 11 . . 4 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 : 55.1 69.4 75.8 85.0 52.0 59.7 68.1 73.7
Old : 55.1 69.4 75.8 85.0 52.0 59.7 68.1 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,112: 30,606 41,446 17,782 6,522 0 2,130 2,550 0 0 0 0: 594 594
Old : 51,112: 30,606 41,446 17,782 6,522 0 2,130 2,550 0 0 0 0: 594 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 387: 387 255 0 132 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 81.1 34.8 12.8 0.0 4.2 5.0 0.0 0.0 0.0 0.0: 1.2 1.2
Old : 100.0: 59.9 81.1 34.8 12.8 0.0 4.2 5.0 0.0 0.0 0.0 0.0: 1.2 1.2
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 : 26: 11 13 . . 0 . . 0 0 0 0:
Old : 26: 11 13 . . 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 : 75.1 55.3 92.7 75.6 54.7 40.0 65.8 58.3
Old : 75.1 55.3 92.7 75.6 54.7 40.0 65.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 14,749: 8,603 9,923 2,842 2,780 1,488 0 0 0 683 0 132: 1,001 426
Old : 14,749: 8,603 9,923 2,842 2,780 1,488 0 0 0 683 0 132: 1,001 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 67.3 19.3 18.8 10.1 0.0 0.0 0.0 4.6 0.0 0.9: 6.8 2.9
Old : 100.0: 58.3 67.3 19.3 18.8 10.1 0.0 0.0 0.0 4.6 0.0 0.9: 6.8 2.9
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 : 24: 11 11 . . . 0 0 0 . 0 .:
Old : 24: 11 11 . . . 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 : 54.5 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Old : 54.5 54.9 73.3 78.6 41.5 51.4 59.1 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A69
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 12,669: 8,222 7,507 2,370 2,165 1,310 0 0 0 341 1,325 0: 426 362
Old : 12,669: 8,222 7,507 2,370 2,165 1,310 0 0 0 341 1,325 0: 426 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 255: 255 0 0 255 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 59.3 18.7 17.1 10.3 0.0 0.0 0.0 2.7 10.5 0.0: 3.4 2.9
Old : 100.0: 64.9 59.3 18.7 17.1 10.3 0.0 0.0 0.0 2.7 10.5 0.0: 3.4 2.9
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 : 20: 11 4 . . 4 0 0 0 . . 0:
Old : 20: 11 4 . . 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 : 53.7 70.7 74.7 95.9 52.6 63.5 71.2 81.6
Old : 53.7 70.7 74.7 95.9 52.6 63.5 71.2 81.6
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 - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 809,385: 759,622 516,133 0 225,661 25,595 23,400 0 0 768 41,996 0: 0 0
Old : 809,385: 759,622 516,133 0 225,661 25,595 23,400 0 0 768 41,996 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 1,953: 1,185 0 0 0 0 0 0 0 768 1,953 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 63.8 0.0 27.9 3.2 2.9 0.0 0.0 0.1 5.2 0.0: 0.0 0.0
Old : 100.0: 93.9 63.8 0.0 27.9 3.2 2.9 0.0 0.0 0.1 5.2 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: 16 12 0 4 . . 0 0 . . 0:
Old : 27: 16 12 0 4 . . 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 : 59.1 73.6 78.6 92.0 44.8 59.2 59.7 71.8
Old : 59.1 73.6 78.6 92.0 44.8 59.2 59.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, March 13, 2012
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 892,754: 413,555 675,717 342,144 140,832 58,560 60,850 0 17,645 0 0 0: 0 0
Old : 892,754: 413,555 675,717 342,144 140,832 58,560 60,850 0 17,645 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 6, 2012 :
: 4,664: 4,664 4,664 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 75.7 38.3 15.8 6.6 6.8 0.0 2.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 46.3 75.7 38.3 15.8 6.6 6.8 0.0 2.0 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 : 21: 10 12 . . . . 0 . 0 0 0:
Old : 21: 10 12 . . . . 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 : 72.1 76.9 93.0 92.1 57.9 58.3 66.9 67.6
Old : 72.1 76.9 93.0 92.1 57.9 58.3 66.9 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012