CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 7,511: 6,485 4,141 146 1,650 278 240 195 60 0 290 0: 303 898 Old : 7,511: 6,485 4,141 146 1,650 278 240 195 60 0 290 0: 303 898 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: 86.3 55.1 1.9 22.0 3.7 3.2 2.6 0.8 0.0 3.9 0.0: 4.0 12.0 Old : 100.0: 86.3 55.1 1.9 22.0 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 : 68.7 44.0 87.4 72.1 68.3 41.3 77.2 61.0 Old : 68.7 44.0 87.4 72.1 68.3 41.3 77.2 61.0 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 - Options and Futures Combined, 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 : 217,201: 100,735 97,245 468 18,474 67,063 13,388 0 31,642 426 416 857: 2,622 1,505 Old : 217,201: 100,735 97,245 468 18,474 67,063 13,388 0 31,642 426 416 857: 2,622 1,505 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -14,110: -5,978 -6,624 -390 -1,370 -4,229 -1,524 0 -1,992 7 -3 158: -162 -49 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 44.8 0.2 8.5 30.9 6.2 0.0 14.6 0.2 0.2 0.4: 1.2 0.7 Old : 100.0: 46.4 44.8 0.2 8.5 30.9 6.2 0.0 14.6 0.2 0.2 0.4: 1.2 0.7 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 : 38: 23 22 . 6 7 4 0 4 . . .: Old : 38: 23 22 . 6 7 4 0 4 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.0 39.9 67.6 70.8 11.2 13.6 15.4 16.8 Old : 38.0 39.9 67.6 70.8 11.2 13.6 15.4 16.8 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 - Options and Futures Combined, 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 : 35,362: 17,318 17,529 601 4,923 7,808 4,329 94 3,666 0 366 286: 1,354 690 Old : 35,362: 17,318 17,529 601 4,923 7,808 4,329 94 3,666 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 : : -2,150: -928 -755 15 -300 -806 2 -16 -538 0 -36 96: 8 204 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 49.6 1.7 13.9 22.1 12.2 0.3 10.4 0.0 1.0 0.8: 3.8 2.0 Old : 100.0: 49.0 49.6 1.7 13.9 22.1 12.2 0.3 10.4 0.0 1.0 0.8: 3.8 2.0 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: 17 15 . . 4 . . . 0 . .: Old : 27: 17 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 : 49.4 54.9 73.0 77.3 30.1 27.8 34.2 33.6 Old : 49.4 54.9 73.0 77.3 30.1 27.8 34.2 33.6 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 - Options and Futures Combined, 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 : 13,400: 5,678 8,992 1,265 820 1,591 0 972 588 3,578 0 0: 700 437 Old : 13,400: 5,678 8,992 1,265 820 1,591 0 972 588 3,578 0 0: 700 437 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : -433: -237 -299 -75 -128 -20 0 15 -38 -56 0 0: -7 36 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 67.1 9.4 6.1 11.9 0.0 7.3 4.4 26.7 0.0 0.0: 5.2 3.3 Old : 100.0: 42.4 67.1 9.4 6.1 11.9 0.0 7.3 4.4 26.7 0.0 0.0: 5.2 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 10 13 4 . 5 0 . . . 0 0: Old : 24: 10 13 4 . 5 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 37.8 75.3 64.3 50.1 28.5 55.2 43.8 Old : 56.2 37.8 75.3 64.3 50.1 28.5 55.2 43.8 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 : 14,155: 8,168 9,631 2,770 2,653 1,489 0 0 0 749 0 0: 979 382 Old : 14,155: 8,168 9,631 2,770 2,653 1,489 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 : : -812: -637 -504 -66 -111 -21 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 19.6 18.7 10.5 0.0 0.0 0.0 5.3 0.0 0.0: 6.9 2.7 Old : 100.0: 57.7 68.0 19.6 18.7 10.5 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: 11 11 . . . 0 0 0 . 0 0: Old : 23: 11 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 : 55.8 55.5 74.3 78.9 42.5 51.7 59.3 70.1 Old : 55.8 55.5 74.3 78.9 42.5 51.7 59.3 70.1 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 - Options and Futures Combined, 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 PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE Code-064B47 Disaggregated Commitments of Traders - Options and Futures Combined, 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 : 7,918: 3,562 4,699 1,258 312 2,555 187 0 231 1 0 113: 11 9 Old : 7,918: 3,562 4,699 1,258 312 2,555 187 0 231 1 0 113: 11 9 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 80: 35 -2 -32 -10 65 -3 0 16 -11 0 11: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 59.3 15.9 3.9 32.3 2.4 0.0 2.9 0.0 0.0 1.4: 0.1 0.1 Old : 100.0: 45.0 59.3 15.9 3.9 32.3 2.4 0.0 2.9 0.0 0.0 1.4: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 11 15 4 . 5 . 0 . . 0 .: Old : 24: 11 15 4 . 5 . 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 : 43.9 47.4 74.1 71.7 15.9 16.8 20.7 20.8 Old : 43.9 47.4 74.1 71.7 15.9 16.8 20.7 20.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012