Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 172,216 : : Positions : : 89,819 117,548 13,922 14,916 15,559 18,524 1,194 18,865 10,310 226 3,881 : : : : Changes from: April 10, 2012 : : 1,180 1,005 1,217 -626 52 -1,929 -242 151 -1,128 -125 598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.2 68.3 8.1 8.7 9.0 10.8 0.7 11.0 6.0 0.1 2.3 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 40 5 8 10 6 4 7 9 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 75,220 : : Positions : : 60,010 53,057 3,027 10,849 9,312 1,066 230 242 268 285 1,195 : : : : Changes from: April 10, 2012 : : 1,507 227 -176 1,273 -330 -53 7 48 216 13 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 70.5 4.0 14.4 12.4 1.4 0.3 0.3 0.4 0.4 1.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 26 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 758,928 : : Positions : : 644,298 527,417 845 125,619 94,247 5,600 0 4,656 3,581 1,288 3,805 : : : : Changes from: April 10, 2012 : : 3,951 6,504 501 -4,203 1,147 -888 0 1,216 -631 632 1,615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 69.5 0.1 16.6 12.4 0.7 0.0 0.6 0.5 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . 4 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 1,584,079 : : Positions : :1,041,268 1,222,117 198,445 80,709 179,014 62,951 6,384 80,245 13,282 6,754 8,856 : : : : Changes from: April 10, 2012 : : -6,013 -8,158 -22,130 382 12,488 16,944 3,625 -8,976 6,110 -938 -2,149 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 77.2 12.5 5.1 11.3 4.0 0.4 5.1 0.8 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 32 5 4 6 4 . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 100,377 : : Positions : : 65,173 78,957 21,827 8,364 11,129 751 570 261 223 53 963 : : : : Changes from: April 10, 2012 : : 1,047 3,367 2,280 -214 -931 -201 44 -433 130 53 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 78.7 21.7 8.3 11.1 0.7 0.6 0.3 0.2 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 27 4 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 662,525 : : Positions : : 492,525 496,788 134,443 135,740 22,717 0 7,280 0 12,840 0 0 : : : : Changes from: April 10, 2012 : : 7,464 4,500 444 8,008 0 0 0 0 4,600 0 -312 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 75.0 20.3 20.5 3.4 0.0 1.1 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 71,807 : : Positions : : 41,057 34,302 468 25,976 6,407 18,851 240 2,580 90 515 355 : : : : Changes from: April 10, 2012 : : 1,318 62 0 1,208 -736 72 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 47.8 0.7 36.2 8.9 26.3 0.3 3.6 0.1 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 20 . 6 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 17,036 : : Positions : : 10,552 12,015 1,375 108 1,561 120 142 1,790 0 448 282 : : : : Changes from: April 10, 2012 : : 102 230 228 60 -12 0 0 0 0 40 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 70.5 8.1 0.6 9.2 0.7 0.8 10.5 0.0 2.6 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 9,181 : : Positions : : 6,377 4,652 0 2,236 136 0 670 320 372 0 8 : : : : Changes from: April 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 50.7 0.0 24.4 1.5 0.0 7.3 3.5 4.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 13,089 : : Positions : : 5,751 8,779 1,248 820 1,574 0 1,244 292 3,580 0 0 : : : : Changes from: April 10, 2012 : : 80 100 0 0 0 0 0 0 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.9 67.1 9.5 6.3 12.0 0.0 9.5 2.2 27.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 14 . . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 27,507 : : Positions : : 20,591 12,916 1,530 7,876 2,056 508 3,010 400 248 0 100 : : : : Changes from: April 10, 2012 : : 58 -106 0 -216 64 -120 0 0 -240 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 47.0 5.6 28.6 7.5 1.8 10.9 1.5 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 9,844 : : Positions : : 5,269 6,242 619 53 1,194 1,176 0 230 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 63.4 6.3 0.5 12.1 11.9 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 13,366 : : Positions : : 9,449 6,994 1,001 1,735 907 0 1,186 892 0 888 0 : : : : Changes from: April 10, 2012 : : 0 336 -72 0 0 0 -240 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 52.3 7.5 13.0 6.8 0.0 8.9 6.7 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 66,140 : : Positions : : 60,649 54,955 2,797 8,491 2,694 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 83.1 4.2 12.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 1,041,121 : : Positions : : 940,809 865,972 47,648 122,485 52,664 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 6,800 6,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 83.2 4.6 11.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 31,365 : : Positions : : 27,028 14,071 4,337 17,294 0 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 44.9 13.8 55.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 565,473 : : Positions : : 491,753 247,697 73,720 317,776 0 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 43.8 13.0 56.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 117,971 : : Positions : : 64,104 110,161 52,483 6,681 1,129 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 1,016 0 -1,016 0 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 93.4 44.5 5.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 1,676,966 : : Positions : : 912,165 1,546,327 732,810 98,648 30,031 0 0 0 1,960 1,960 0 : : : : Changes from: April 10, 2012 : : 18,784 0 -18,784 0 16,015 0 0 0 1,960 1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 92.2 43.7 5.9 1.8 0.0 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 21 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 65,555 : : Positions : : 42,392 40,084 4,553 8,508 5,643 3,505 3,305 7,800 1,447 0 215 : : : : Changes from: April 10, 2012 : : 510 -510 -1,020 0 1,020 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 61.1 6.9 13.0 8.6 5.3 5.0 11.9 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 1,184,967 : : Positions : : 951,993 507,219 48,347 421,056 104,412 0 125,170 0 56,890 3,785 23,325 : : : : Changes from: April 10, 2012 : : 32,510 11,820 0 18,720 -5,538 0 0 0 -1,960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 42.8 4.1 35.5 8.8 0.0 10.6 0.0 4.8 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 46,393 : : Positions : : 40,891 34,709 3,338 8,920 1,632 0 317 0 210 408 110 : : : : Changes from: April 10, 2012 : : 551 576 0 0 0 0 0 0 0 -110 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.8 7.2 19.2 3.5 0.0 0.7 0.0 0.5 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 48,297 : : Positions : : 28,759 39,186 17,034 5,967 0 1,910 2,550 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 81.1 35.3 12.4 0.0 4.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 14,383 : : Positions : : 8,413 9,609 2,776 2,670 1,466 0 0 0 573 80 176 : : : : Changes from: April 10, 2012 : : 256 0 0 0 0 0 0 0 -176 80 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 66.8 19.3 18.6 10.2 0.0 0.0 0.0 4.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 13,416 : : Positions : : 9,211 8,474 2,238 2,077 1,266 0 0 0 319 1,259 0 : : : : Changes from: April 10, 2012 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 63.2 16.7 15.5 9.4 0.0 0.0 0.0 2.4 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 792,288 : : Positions : : 719,125 536,698 23,767 201,720 25,228 23,400 0 0 768 28,642 0 : : : : Changes from: April 10, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 67.7 3.0 25.5 3.2 3.0 0.0 0.0 0.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 17, 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 865,444 : : Positions : : 422,999 629,579 295,555 136,140 82,080 47,165 0 17,645 0 0 0 : : : : Changes from: April 10, 2012 : : 23,520 0 -23,520 0 23,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 72.7 34.2 15.7 9.5 5.4 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . 0 . 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated April 20, 2012