Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK OTC - ICE OTC (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 183,734 : : Positions : : 91,340 118,658 11,243 24,683 17,316 34,556 1,737 17,671 7,789 549 3,007 : : : : Changes from: February 21, 2012 : : 2,400 1,301 312 -383 248 -1,194 155 935 -565 64 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 64.6 6.1 13.4 9.4 18.8 0.9 9.6 4.2 0.3 1.6 : : : : Number of Traders in Each Category Total Traders: 78 : : 40 39 5 10 10 5 . 8 8 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK OTC - ICE OTC (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 79,102 : : Positions : : 59,654 56,579 4,175 6,643 14,053 0 463 371 79 223 719 : : : : Changes from: February 21, 2012 : : 1,061 487 -283 -366 479 -21 463 -487 -150 23 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 71.5 5.3 8.4 17.8 0.0 0.6 0.5 0.1 0.3 0.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 25 . . 5 0 . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK OTC - ICE OTC (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 764,821 : : Positions : : 657,453 544,010 0 118,833 95,683 3,248 0 3,760 2,477 335 2,200 : : : : Changes from: February 21, 2012 : : 43,233 31,753 -6,685 6,126 -188 -88 0 1,352 0 -1,419 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 71.1 0.0 15.5 12.5 0.4 0.0 0.5 0.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 24 0 5 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME OTC - ICE OTC (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,639,773 : : Positions : :1,043,121 1,275,358 250,961 68,021 155,736 68,575 0 106,552 4,076 23,376 10,010 : : : : Changes from: February 21, 2012 : : 21,793 14,091 18,366 40 -16,709 -27,589 0 3,863 0 -1,561 1,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 77.8 15.3 4.1 9.5 4.2 0.0 6.5 0.2 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 36 31 5 4 6 6 0 4 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 107,508 : : Positions : : 75,707 80,117 12,248 9,197 16,298 1,357 482 797 511 0 590 : : : : Changes from: February 21, 2012 : : -2,051 146 1,250 -434 -1,103 656 -48 -306 -164 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 74.5 11.4 8.6 15.2 1.3 0.4 0.7 0.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 5 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA LPM OFF PEAK OTC - ICE OTC (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 684,814 : : Positions : : 515,079 476,181 75,020 121,562 85,827 976 0 0 6,668 0 1,244 : : : : Changes from: February 21, 2012 : : 13,911 25,917 11,979 0 952 0 0 0 27 0 933 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 69.5 11.0 17.8 12.5 0.1 0.0 0.0 1.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 77,046 : : Positions : : 40,645 39,094 2,832 24,518 6,883 20,905 20 2,987 285 2,160 223 : : : : Changes from: February 21, 2012 : : 459 549 352 -480 1,579 -836 0 -18 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 50.7 3.7 31.8 8.9 27.1 0.0 3.9 0.4 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 20 . 6 8 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 16,498 : : Positions : : 11,025 11,276 999 562 1,658 0 468 1,534 0 304 92 : : : : Changes from: February 21, 2012 : : 460 476 -198 226 73 -26 -242 2 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 68.3 6.1 3.4 10.0 0.0 2.8 9.3 0.0 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,879 : : Positions : : 6,421 9,137 1,416 1,634 1,332 0 1,346 222 3,718 0 0 : : : : Changes from: February 21, 2012 : : 640 886 0 -60 0 0 -28 28 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 65.8 10.2 11.8 9.6 0.0 9.7 1.6 26.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 30,159 : : Positions : : 22,027 13,136 2,014 9,912 2,226 448 3,600 210 1,048 0 44 : : : : Changes from: February 21, 2012 : : 70 996 0 -620 62 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 43.6 6.7 32.9 7.4 1.5 11.9 0.7 3.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 10,270 : : Positions : : 5,521 6,205 511 355 1,134 1,306 0 290 0 0 0 : : : : Changes from: February 21, 2012 : : 88 318 -24 0 0 264 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 60.4 5.0 3.5 11.0 12.7 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,028 : : Positions : : 9,037 6,576 945 1,667 1,035 0 1,896 400 0 538 0 : : : : Changes from: February 21, 2012 : : 198 100 0 168 0 0 0 0 0 140 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 50.5 7.3 12.8 7.9 0.0 14.6 3.1 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 69,585 : : Positions : : 64,054 58,490 2,837 8,401 2,694 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 20 0 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 84.1 4.1 12.1 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,079,870 : : Positions : : 981,190 886,729 46,016 140,477 52,664 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 1,568 368 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 82.1 4.3 13.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 38,806 : : Positions : : 30,506 17,900 8,300 20,906 0 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 46.1 21.4 53.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 701,249 : : Positions : : 556,184 319,889 145,065 381,360 0 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 45.6 20.7 54.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 134,793 : : Positions : : 72,011 122,432 61,702 11,281 1,080 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 90.8 45.8 8.4 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 12 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,944,846 : : Positions : :1,035,826 1,751,241 890,696 175,281 18,324 0 0 0 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 90.0 45.8 9.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 10 22 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 70,461 : : Positions : : 46,412 44,357 5,806 8,823 5,061 3,720 3,735 7,800 1,275 43 387 : : : : Changes from: February 21, 2012 : : -190 0 0 0 0 0 -190 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 63.0 8.2 12.5 7.2 5.3 5.3 11.1 1.8 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,278,613 : : Positions : : 977,997 498,097 48,347 474,249 140,531 2,253 105,525 23,400 62,760 13,486 23,325 : : : : Changes from: February 21, 2012 : : 4,608 -2,117 0 -3,910 0 -10,635 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 39.0 3.8 37.1 11.0 0.2 8.3 1.8 4.9 1.1 1.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 16 . 5 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 50,368 : : Positions : : 44,613 36,537 1,869 8,897 3,542 0 360 0 0 922 110 : : : : Changes from: February 21, 2012 : : -110 1,223 0 -1,760 1,716 0 0 0 0 682 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 72.5 3.7 17.7 7.0 0.0 0.7 0.0 0.0 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 53,182 : : Positions : : 31,710 42,955 18,475 7,020 63 2,340 2,550 0 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.8 34.7 13.2 0.1 4.4 4.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 42,848 : : Positions : : 10,542 22,953 13,275 16,293 192 1,370 0 2,140 14,059 0 1,270 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 53.6 31.0 38.0 0.4 3.2 0.0 5.0 32.8 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 15,652 : : Positions : : 9,338 10,448 2,905 3,032 1,509 0 0 0 702 19 176 : : : : Changes from: February 21, 2012 : : 44 88 0 0 0 0 0 0 0 -44 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 66.8 18.6 19.4 9.6 0.0 0.0 0.0 4.5 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 12,747 : : Positions : : 7,964 8,500 2,538 1,805 1,415 0 0 0 362 878 0 : : : : Changes from: February 21, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 66.7 19.9 14.2 11.1 0.0 0.0 0.0 2.8 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 5 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 856,392 : : Positions : : 807,397 544,933 0 242,221 25,595 23,400 0 0 0 43,643 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 63.6 0.0 28.3 3.0 2.7 0.0 0.0 0.0 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 28, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 933,450 : : Positions : : 425,811 712,813 363,384 144,432 58,560 68,050 0 17,645 0 0 0 : : : : Changes from: February 21, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 76.4 38.9 15.5 6.3 7.3 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 2, 2012