CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, April 3, 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 1,550 TONS) :
: : Positions :
All : 7,475: 6,485 4,110 115 1,650 275 240 195 60 0 290 0: 300 895
Old : 7,475: 6,485 4,110 115 1,650 275 240 195 60 0 290 0: 300 895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 55.0 1.5 22.1 3.7 3.2 2.6 0.8 0.0 3.9 0.0: 4.0 12.0
Old : 100.0: 86.8 55.0 1.5 22.1 3.7 3.2 2.6 0.8 0.0 3.9 0.0: 4.0 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . . . . 0 . 0:
Old : 20: 10 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 : 69.0 44.2 87.4 72.0 68.6 41.5 77.2 61.3
Old : 69.0 44.2 87.4 72.0 68.6 41.5 77.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK OTC - ICE OTC Code-064363
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 176,429: 92,472 119,217 13,020 16,261 16,271 20,802 2,273 18,602 11,221 591 3,126: 915 88
Old : 176,429: 92,472 119,217 13,020 16,261 16,271 20,802 2,273 18,602 11,221 591 3,126: 915 88
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -3,205: 511 1,248 -5 -2,774 83 -2,782 403 -915 836 -42 -173: -760 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 67.6 7.4 9.2 9.2 11.8 1.3 10.5 6.4 0.3 1.8: 0.5 0.0
Old : 100.0: 52.4 67.6 7.4 9.2 9.2 11.8 1.3 10.5 6.4 0.3 1.8: 0.5 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 : 77: 44 40 5 9 10 . 5 7 7 . 6:
Old : 77: 44 40 5 9 10 . 5 7 7 . 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 : 28.4 42.8 46.1 64.3 20.9 37.9 34.0 47.2
Old : 28.4 42.8 46.1 64.3 20.9 37.9 34.0 47.2
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, April 3, 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 : 72,994: 57,378 51,869 3,275 8,858 9,651 1,171 693 244 52 480 1,199: 24 0
Old : 72,994: 57,378 51,869 3,275 8,858 9,651 1,171 693 244 52 480 1,199: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -4,280: -2,841 -3,357 -380 -13 -750 -200 -205 -2 -26 128 -81: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 71.1 4.5 12.1 13.2 1.6 0.9 0.3 0.1 0.7 1.6: 0.0 0.0
Old : 100.0: 78.6 71.1 4.5 12.1 13.2 1.6 0.9 0.3 0.1 0.7 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 : 44: 25 26 . 4 5 . . . . . .:
Old : 44: 25 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 : 45.5 51.0 71.5 65.8 39.3 39.1 52.5 48.0
Old : 45.5 51.0 71.5 65.8 39.3 39.1 52.5 48.0
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, April 3, 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 : 743,519: 630,754 511,559 344 131,511 91,371 10,408 0 4,128 3,252 1,688 1,886: 1,376 1,376
Old : 743,519: 630,754 511,559 344 131,511 91,371 10,408 0 4,128 3,252 1,688 1,886: 1,376 1,376
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -28,159: -19,549 -28,860 0 6,996 -8,423 -992 0 0 37 1,360 -608: 1,376 1,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 68.8 0.0 17.7 12.3 1.4 0.0 0.6 0.4 0.2 0.3: 0.2 0.2
Old : 100.0: 84.8 68.8 0.0 17.7 12.3 1.4 0.0 0.6 0.4 0.2 0.3: 0.2 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 : 37: 23 23 . 5 5 . 0 . . . .:
Old : 37: 23 23 . 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 : 51.3 55.9 73.7 71.2 39.1 38.9 46.7 46.9
Old : 51.3 55.9 73.7 71.2 39.1 38.9 46.7 46.9
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, April 3, 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 : 1,637,532: 1,070,741 1,290,539 239,347 68,209 164,996 47,986 0 95,899 7,956 7,302 10,587: 20 0
Old : 1,637,532: 1,070,741 1,290,539 239,347 68,209 164,996 47,986 0 95,899 7,956 7,302 10,587: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -26,660: -4,765 1,677 -18,898 -3,503 471 3,224 -7,293 -7,134 784 -10,536 1,585: -1,927 -1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 78.8 14.6 4.2 10.1 2.9 0.0 5.9 0.5 0.4 0.6: 0.0 0.0
Old : 100.0: 65.4 78.8 14.6 4.2 10.1 2.9 0.0 5.9 0.5 0.4 0.6: 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 : 61: 34 33 5 4 6 5 0 . . . .:
Old : 61: 34 33 5 4 6 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 : 33.5 46.6 51.9 64.9 23.0 43.1 36.7 50.7
Old : 33.5 46.6 51.9 64.9 23.0 43.1 36.7 50.7
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, April 3, 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 : 104,957: 70,134 78,441 15,405 8,165 16,378 1,054 553 722 617 0 647: 0 51
Old : 104,957: 70,134 78,441 15,405 8,165 16,378 1,054 553 722 617 0 647: 0 51
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 1,374: -896 2,066 2,150 -280 246 299 -6 -120 77 0 -157: -225 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 74.7 14.7 7.8 15.6 1.0 0.5 0.7 0.6 0.0 0.6: 0.0 0.0
Old : 100.0: 66.8 74.7 14.7 7.8 15.6 1.0 0.5 0.7 0.6 0.0 0.6: 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 : 48: 27 27 5 4 5 . . . . 0 .:
Old : 48: 27 27 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 : 45.1 39.2 63.3 59.3 36.1 28.9 44.5 38.2
Old : 45.1 39.2 63.3 59.3 36.1 28.9 44.5 38.2
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, April 3, 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 : 672,281: 504,291 503,942 129,162 133,330 26,485 0 7,280 0 11,099 0 1,244: 0 0
Old : 672,281: 504,291 503,942 129,162 133,330 26,485 0 7,280 0 11,099 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 27, 2012 :
: 10,703: 6,198 15,656 16,058 5,632 -7,065 0 -3,520 0 -4,488 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 75.0 19.2 19.8 3.9 0.0 1.1 0.0 1.7 0.0 0.2: 0.0 0.0
Old : 100.0: 75.0 75.0 19.2 19.8 3.9 0.0 1.1 0.0 1.7 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: 22 18 . . . 0 . 0 . 0 .:
Old : 36: 22 18 . . . 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 : 50.9 55.6 76.0 78.8 43.1 48.9 64.6 65.4
Old : 50.9 55.6 76.0 78.8 43.1 48.9 64.6 65.4
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, April 3, 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 : 69,671: 38,619 34,310 468 24,508 6,663 19,469 240 1,960 90 515 355: 2,047 1,120
Old : 69,671: 38,619 34,310 468 24,508 6,663 19,469 240 1,960 90 515 355: 2,047 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -3,458: -907 -1,540 -390 -1,761 -190 -1,901 0 112 0 -23 0: -182 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 49.2 0.7 35.2 9.6 27.9 0.3 2.8 0.1 0.7 0.5: 2.9 1.6
Old : 100.0: 55.4 49.2 0.7 35.2 9.6 27.9 0.3 2.8 0.1 0.7 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 : 38: 22 20 . 6 7 . . . . . .:
Old : 38: 22 20 . 6 7 . . . . . .:
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 : 50.1 58.1 71.2 79.6 43.4 44.9 55.4 60.1
Old : 50.1 58.1 71.2 79.6 43.4 44.9 55.4 60.1
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, April 3, 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 : 16,722: 10,468 11,851 1,107 48 1,573 120 94 1,814 0 366 286: 1,354 690
Old : 16,722: 10,468 11,851 1,107 48 1,573 120 94 1,814 0 366 286: 1,354 690
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -111: -318 -67 -103 -18 -4 120 -376 90 0 -36 96: 8 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 70.9 6.6 0.3 9.4 0.7 0.6 10.8 0.0 2.2 1.7: 8.1 4.1
Old : 100.0: 62.6 70.9 6.6 0.3 9.4 0.7 0.6 10.8 0.0 2.2 1.7: 8.1 4.1
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 : 26: 16 15 . . 4 . . . 0 . .:
Old : 26: 16 15 . . 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 : 46.8 44.1 68.1 63.1 43.3 36.7 49.5 49.1
Old : 46.8 44.1 68.1 63.1 43.3 36.7 49.5 49.1
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, April 3, 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 : 13,009: 5,671 8,679 1,248 820 1,574 0 1,244 292 3,578 0 0: 646 400
Old : 13,009: 5,671 8,679 1,248 820 1,574 0 1,244 292 3,578 0 0: 646 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -393: -237 -259 -72 -128 -20 0 -22 0 -56 0 0: -8 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 66.7 9.6 6.3 12.1 0.0 9.6 2.2 27.5 0.0 0.0: 5.0 3.1
Old : 100.0: 43.6 66.7 9.6 6.3 12.1 0.0 9.6 2.2 27.5 0.0 0.0: 5.0 3.1
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 : 23: 10 13 . . 4 0 . . . 0 0:
Old : 23: 10 13 . . 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 : 57.9 38.9 77.6 64.0 51.6 29.4 56.7 45.1
Old : 57.9 38.9 77.6 64.0 51.6 29.4 56.7 45.1
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, April 3, 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 : 27,412: 20,450 12,767 1,530 8,164 1,922 488 3,010 400 498 0 30: 2,094 1,119
Old : 27,412: 20,450 12,767 1,530 8,164 1,922 488 3,010 400 498 0 30: 2,094 1,119
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -1,520: -771 -28 -242 -1,184 38 -50 -410 70 -512 0 0: -53 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 46.6 5.6 29.8 7.0 1.8 11.0 1.5 1.8 0.0 0.1: 7.6 4.1
Old : 100.0: 74.6 46.6 5.6 29.8 7.0 1.8 11.0 1.5 1.8 0.0 0.1: 7.6 4.1
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 : 31: 19 19 . 4 6 . . . . 0 .:
Old : 31: 19 19 . 4 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 : 37.7 47.6 58.4 72.9 24.5 43.6 39.4 56.5
Old : 37.7 47.6 58.4 72.9 24.5 43.6 39.4 56.5
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, April 3, 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 : 9,844: 5,287 6,242 591 53 1,194 1,186 0 230 0 0 0: 1,356 2,125
Old : 9,844: 5,287 6,242 591 53 1,194 1,186 0 230 0 0 0: 1,356 2,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -507: -329 -333 -77 -59 0 -16 0 -10 0 0 0: -75 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 63.4 6.0 0.5 12.1 12.0 0.0 2.3 0.0 0.0 0.0: 13.8 21.6
Old : 100.0: 53.7 63.4 6.0 0.5 12.1 12.0 0.0 2.3 0.0 0.0 0.0: 13.8 21.6
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 : 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 : 41.5 34.6 63.4 56.8 32.2 30.0 45.6 41.6
Old : 41.5 34.6 63.4 56.8 32.2 30.0 45.6 41.6
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, April 3, 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 : 13,158: 9,473 6,634 1,073 1,735 907 0 1,378 744 0 886 0: 961 874
Old : 13,158: 9,473 6,634 1,073 1,735 907 0 1,378 744 0 886 0: 961 874
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -394: -335 -220 59 -47 -59 0 -44 0 0 50 0: -59 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 50.4 8.2 13.2 6.9 0.0 10.5 5.7 0.0 6.7 0.0: 7.3 6.6
Old : 100.0: 72.0 50.4 8.2 13.2 6.9 0.0 10.5 5.7 0.0 6.7 0.0: 7.3 6.6
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 : 25: 16 12 . . . 0 . . 0 . 0:
Old : 25: 16 12 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 40.4 70.8 64.8 43.7 26.9 53.3 46.5
Old : 48.1 40.4 70.8 64.8 43.7 26.9 53.3 46.5
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, April 3, 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 : 64,456: 58,965 54,546 2,797 7,216 2,694 0 0 0 0 0 0: 0 0
Old : 64,456: 58,965 54,546 2,797 7,216 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 27, 2012 :
: -3,322: -3,278 -2,662 -44 -660 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 84.6 4.3 11.2 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.5 84.6 4.3 11.2 4.2 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 : 70.5 83.7 85.0 97.2 70.5 79.8 84.0 92.1
Old : 70.5 83.7 85.0 97.2 70.5 79.8 84.0 92.1
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, April 3, 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 : 1,024,929: 924,617 849,780 47,648 122,485 52,664 0 0 0 0 0 0: 0 0
Old : 1,024,929: 924,617 849,780 47,648 122,485 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 27, 2012 :
: -40,664: -39,882 -28,152 -782 -12,512 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 82.9 4.6 12.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.2 82.9 4.6 12.0 5.1 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: 13 12 . . . 0 0 0 0 0 0:
Old : 24: 13 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 : 73.7 85.2 92.2 94.4 73.0 80.7 88.2 87.4
Old : 73.7 85.2 92.2 94.4 73.0 80.7 88.2 87.4
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, April 3, 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 : 31,365: 27,028 14,071 4,337 17,294 0 0 0 0 0 0 0: 0 0
Old : 31,365: 27,028 14,071 4,337 17,294 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 27, 2012 :
: -3,850: -1,672 -2,442 -2,178 -1,408 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 44.9 13.8 55.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.2 44.9 13.8 55.1 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 : 24: 12 11 . . 0 0 0 0 0 0 0:
Old : 24: 12 11 . . 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 : 60.3 88.0 87.6 97.0 57.6 85.9 78.1 88.9
Old : 60.3 88.0 87.6 97.0 57.6 85.9 78.1 88.9
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, April 3, 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 : 565,473: 491,753 247,697 73,720 317,776 0 0 0 0 0 0 0: 0 0
Old : 565,473: 491,753 247,697 73,720 317,776 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 27, 2012 :
: -68,816: -31,671 -43,792 -37,145 -25,024 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 43.8 13.0 56.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.0 43.8 13.0 56.2 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 : 22: 11 9 . . 0 0 0 0 0 0 0:
Old : 22: 11 9 . . 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 : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
Old : 61.2 89.6 88.0 98.6 57.8 87.4 78.9 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 117,761: 63,088 110,161 53,499 6,681 919 0 0 0 0 0 0: 255 0
Old : 117,761: 63,088 110,161 53,499 6,681 919 0 0 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -10,306: -6,079 -7,600 -3,916 -2,395 -311 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 93.5 45.4 5.7 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 53.6 93.5 45.4 5.7 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 68.3 39.0 86.7 60.3 68.1 39.0 84.1 60.1
Old : 68.3 39.0 86.7 60.3 68.1 39.0 84.1 60.1
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, April 3, 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 : 1,658,991: 893,381 1,546,327 751,594 98,648 14,016 0 0 0 0 0 0: 0 0
Old : 1,658,991: 893,381 1,546,327 751,594 98,648 14,016 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 27, 2012 :
: -170,863: -96,573 -125,898 -69,598 -40,273 -4,692 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 93.2 45.3 5.9 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.9 93.2 45.3 5.9 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 : 37: 11 21 4 4 . 0 0 0 0 0 0:
Old : 37: 11 21 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 : 65.6 41.6 89.2 62.8 65.3 41.6 85.3 62.6
Old : 65.6 41.6 89.2 62.8 65.3 41.6 85.3 62.6
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, April 3, 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 : 65,045: 41,882 40,594 5,573 8,508 4,623 3,505 3,305 7,800 1,447 0 215: 0 0
Old : 65,045: 41,882 40,594 5,573 8,508 4,623 3,505 3,305 7,800 1,447 0 215: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -3,224: -2,586 -2,438 -107 220 -421 -110 -220 0 110 0 -110: 0 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 62.4 8.6 13.1 7.1 5.4 5.1 12.0 2.2 0.0 0.3: 0.0 0.0
Old : 100.0: 64.4 62.4 8.6 13.1 7.1 5.4 5.1 12.0 2.2 0.0 0.3: 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: 19 14 5 . 4 . . . . 0 .:
Old : 35: 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 : 35.4 48.8 56.8 79.4 27.6 42.2 44.7 57.5
Old : 35.4 48.8 56.8 79.4 27.6 42.2 44.7 57.5
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, April 3, 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 : 1,153,613: 913,141 489,047 48,347 402,336 109,950 0 125,170 0 58,850 3,785 23,325: 0 0
Old : 1,153,613: 913,141 489,047 48,347 402,336 109,950 0 125,170 0 58,850 3,785 23,325: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -65,688: -56,304 -30,498 0 -24,633 -4,301 -1,173 -1,955 0 -3,910 -4,301 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 42.4 4.2 34.9 9.5 0.0 10.9 0.0 5.1 0.3 2.0: 0.0 0.0
Old : 100.0: 79.2 42.4 4.2 34.9 9.5 0.0 10.9 0.0 5.1 0.3 2.0: 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 : 39: 23 16 . 5 6 0 . 0 . . .:
Old : 39: 23 16 . 5 6 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 48.6 58.1 73.2 32.5 42.7 51.3 61.9
Old : 35.0 48.6 58.1 73.2 32.5 42.7 51.3 61.9
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, April 3, 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 : 45,775: 40,340 34,133 3,338 8,920 1,632 0 317 0 210 518 0: 255 255
Old : 45,775: 40,340 34,133 3,338 8,920 1,632 0 317 0 210 518 0: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -2,991: -1,121 -1,772 154 1,100 -1,870 0 -22 0 210 -362 -320: -44 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 74.6 7.3 19.5 3.6 0.0 0.7 0.0 0.5 1.1 0.0: 0.6 0.6
Old : 100.0: 88.1 74.6 7.3 19.5 3.6 0.0 0.7 0.0 0.5 1.1 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 9 . . . 0 . 0 . . 0:
Old : 27: 14 9 . . . 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 : 57.0 74.6 77.4 89.7 53.4 67.0 70.4 81.5
Old : 57.0 74.6 77.4 89.7 53.4 67.0 70.4 81.5
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, April 3, 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 : 48,297: 28,759 39,186 17,034 5,967 0 1,910 2,550 0 0 0 0: 594 594
Old : 48,297: 28,759 39,186 17,034 5,967 0 1,910 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 27, 2012 :
: -2,899: -1,931 -2,239 -748 -660 0 -220 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 81.1 35.3 12.4 0.0 4.0 5.3 0.0 0.0 0.0 0.0: 1.2 1.2
Old : 100.0: 59.5 81.1 35.3 12.4 0.0 4.0 5.3 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 12 . . 0 . . 0 0 0 0:
Old : 26: 11 12 . . 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 : 75.9 55.5 93.0 76.8 54.0 39.4 65.3 57.9
Old : 75.9 55.5 93.0 76.8 54.0 39.4 65.3 57.9
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, April 3, 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 : 14,127: 8,157 9,609 2,776 2,670 1,466 0 0 0 749 0 0: 979 382
Old : 14,127: 8,157 9,609 2,776 2,670 1,466 0 0 0 749 0 0: 979 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -814: -638 -506 -66 -110 -22 0 0 0 66 0 -132: -22 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 68.0 19.7 18.9 10.4 0.0 0.0 0.0 5.3 0.0 0.0: 6.9 2.7
Old : 100.0: 57.7 68.0 19.7 18.9 10.4 0.0 0.0 0.0 5.3 0.0 0.0: 6.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 11 . . . 0 0 0 . 0 0:
Old : 23: 10 11 . . . 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 : 55.9 55.4 74.4 78.9 42.6 51.8 59.5 70.3
Old : 55.9 55.4 74.4 78.9 42.6 51.8 59.5 70.3
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, April 3, 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 : 12,906: 8,701 7,964 2,238 2,077 1,266 0 0 0 319 1,259 0: 382 340
Old : 12,906: 8,701 7,964 2,238 2,077 1,266 0 0 0 319 1,259 0: 382 340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -528: -286 -308 -132 -88 -44 0 0 0 -22 -66 0: -44 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 61.7 17.3 16.1 9.8 0.0 0.0 0.0 2.5 9.8 0.0: 3.0 2.6
Old : 100.0: 67.4 61.7 17.3 16.1 9.8 0.0 0.0 0.0 2.5 9.8 0.0: 3.0 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 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 : 53.1 71.9 74.7 96.2 52.1 65.0 69.3 78.7
Old : 53.1 71.9 74.7 96.2 52.1 65.0 69.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Futures Only, April 3, 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 : 782,928: 709,765 527,338 23,767 201,720 25,228 23,400 0 0 768 28,642 0: 0 0
Old : 782,928: 709,765 527,338 23,767 201,720 25,228 23,400 0 0 768 28,642 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -43,932: -43,932 -18,517 1,173 -16,813 -1,173 0 0 0 0 -7,429 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 67.4 3.0 25.8 3.2 3.0 0.0 0.0 0.1 3.7 0.0: 0.0 0.0
Old : 100.0: 90.7 67.4 3.0 25.8 3.2 3.0 0.0 0.0 0.1 3.7 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 0 . . 0:
Old : 27: 16 12 . . . . 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 : 57.7 76.4 75.7 92.7 42.4 60.8 57.2 71.8
Old : 57.7 76.4 75.7 92.7 42.4 60.8 57.2 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, April 3, 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 : 841,924: 399,479 629,579 319,075 136,140 58,560 47,165 0 17,645 0 0 0: 0 0
Old : 841,924: 399,479 629,579 319,075 136,140 58,560 47,165 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 27, 2012 :
: -50,830: -14,076 -46,138 -23,069 -4,692 0 -13,685 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 74.8 37.9 16.2 7.0 5.6 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 47.4 74.8 37.9 16.2 7.0 5.6 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . . 0 . 0 0 0:
Old : 20: 10 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 : 72.8 77.7 93.3 93.0 58.0 57.5 66.0 66.9
Old : 72.8 77.7 93.3 93.0 58.0 57.5 66.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012