Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,550 TONS) : CFTC Code #024651 Open Interest is 7,006 : : Positions : : 6,240 3,759 0 1,822 312 30 225 90 0 315 0 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 53.7 0.0 26.0 4.5 0.4 3.2 1.3 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 230,672 : : Positions : : 106,241 101,801 858 18,527 71,404 14,067 0 34,559 124 2,100 616 : : : : Changes from: February 28, 2012 : : 6,231 4,052 -2,319 -232 -5,449 287 0 -540 -283 -2 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 44.1 0.4 8.0 31.0 6.1 0.0 15.0 0.1 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . 6 7 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 36,450 : : Positions : : 17,803 17,550 597 5,338 8,468 3,968 100 4,054 0 210 244 : : : : Changes from: February 28, 2012 : : 848 377 -791 -93 -423 -190 -78 154 0 -94 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 48.1 1.6 14.6 23.2 10.9 0.3 11.1 0.0 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 9,261 : : Positions : : 6,553 4,840 0 2,314 136 4 680 356 396 0 8 : : : : Changes from: February 28, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 52.3 0.0 25.0 1.5 0.0 7.3 3.8 4.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 13,700 : : Positions : : 6,064 9,188 1,357 1,228 1,349 0 1,074 508 3,712 0 0 : : : : Changes from: February 28, 2012 : : -367 -299 -80 -406 -0 -23 8 -23 -6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 67.1 9.9 9.0 9.8 0.0 7.8 3.7 27.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 13 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 28,883 : : Positions : : 20,930 12,778 1,772 9,130 2,226 538 3,430 330 1,034 0 30 : : : : Changes from: February 28, 2012 : : -1,097 -358 -242 -782 0 90 -170 120 -14 0 -14 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 44.2 6.1 31.6 7.7 1.9 11.9 1.1 3.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 4 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 10,165 : : Positions : : 5,784 6,489 548 136 1,170 1,202 0 240 0 0 0 : : : : Changes from: February 28, 2012 : : 263 284 37 -219 36 -104 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 63.8 5.4 1.3 11.5 11.8 0.0 2.4 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- Options and Futures Combined Positions as of March 6, 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 12,748 : : Positions : : 8,886 6,374 1,014 1,692 966 0 1,882 400 0 416 0 : : : : Changes from: February 28, 2012 : : -151 -202 69 25 -69 0 -14 0 0 -122 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 50.0 8.0 13.3 7.6 0.0 14.8 3.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 66,156 : : Positions : : 60,814 55,586 2,648 7,876 2,694 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -3,240 -2,904 -189 -525 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 84.0 4.0 11.9 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- Options and Futures Combined Positions as of March 6, 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 1,039,136 : : Positions : : 941,176 851,875 45,296 134,597 52,664 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -40,014 -34,854 -720 -5,880 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 82.0 4.4 13.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 35,215 : : Positions : : 28,700 16,513 6,515 18,702 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,806 -1,387 -1,785 -2,204 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 46.9 18.5 53.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 634,289 : : Positions : : 523,424 291,489 110,865 342,800 0 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -32,760 -28,400 -34,200 -38,560 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 46.0 17.5 54.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 125,057 : : Positions : : 66,412 115,006 57,670 9,076 975 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -5,599 -7,426 -4,032 -2,205 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 92.0 46.1 7.3 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- Options and Futures Combined Positions as of March 6, 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 1,791,118 : : Positions : : 951,218 1,638,193 825,896 138,921 14,004 0 0 0 0 0 0 : : : : Changes from: February 28, 2012 : : -84,608 -113,048 -64,800 -36,360 -4,320 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 91.5 46.1 7.8 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 20 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 68,269 : : Positions : : 44,468 43,032 5,680 8,288 5,044 3,615 3,525 7,800 1,337 0 325 : : : : Changes from: February 28, 2012 : : -1,944 -1,325 -126 -535 -17 -105 -210 0 62 -43 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 63.0 8.3 12.1 7.4 5.3 5.2 11.4 2.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 14 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 1,215,461 : : Positions : : 960,925 515,705 48,347 422,289 118,931 1,173 127,125 0 62,760 8,086 23,325 : : : : Changes from: February 28, 2012 : : -17,072 17,608 0 -51,960 -21,600 -1,080 21,600 -23,400 0 -5,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 42.4 4.0 34.7 9.8 0.1 10.5 0.0 5.2 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 17 . 5 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 47,386 : : Positions : : 41,461 34,290 1,953 8,204 3,458 0 339 0 0 880 215 : : : : Changes from: February 28, 2012 : : -3,152 -2,247 84 -693 -84 0 -21 0 0 -42 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 72.4 4.1 17.3 7.3 0.0 0.7 0.0 0.0 1.9 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 . . 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 50,725 : : Positions : : 30,219 41,191 17,782 6,390 0 2,130 2,550 0 0 0 0 : : : : Changes from: February 28, 2012 : : -1,491 -1,764 -693 -630 -63 -210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 81.2 35.1 12.6 0.0 4.2 5.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 13 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 14,777 : : Positions : : 8,614 9,945 2,836 2,763 1,511 0 0 0 683 0 132 : : : : Changes from: February 28, 2012 : : -739 -533 -63 -248 -25 0 0 0 -19 -19 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 67.3 19.2 18.7 10.2 0.0 0.0 0.0 4.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 12,414 : : Positions : : 7,967 7,507 2,370 1,910 1,310 0 0 0 341 1,325 0 : : : : Changes from: February 28, 2012 : : 3 -993 -168 105 -105 0 0 0 -21 447 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 60.5 19.1 15.4 10.6 0.0 0.0 0.0 2.7 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 807,432 : : Positions : : 758,437 516,133 0 225,661 25,595 23,400 0 0 0 40,043 0 : : : : Changes from: February 28, 2012 : : -48,960 -28,800 0 -16,560 0 0 0 0 0 -3,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 63.9 0.0 27.9 3.2 2.9 0.0 0.0 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 0 4 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 888,090 : : Positions : : 408,891 671,053 342,144 140,832 58,560 60,850 0 17,645 0 0 0 : : : : Changes from: February 28, 2012 : : -16,920 -41,760 -21,240 -3,600 0 -7,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.6 38.5 15.9 6.6 6.9 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 6, 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 ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 7,884 : : Positions : : 3,494 4,818 1,289 279 2,446 141 0 196 152 0 137 : : : : Changes from: February 28, 2012 : : 581 568 56 56 -371 -24 0 51 9 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 61.1 16.4 3.5 31.0 1.8 0.0 2.5 1.9 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 4 . 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated March 9, 2012