Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,511 : : Positions : : 6,485 4,141 146 1,650 278 240 195 60 0 290 0 : : : : Changes from: March 27, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 55.1 1.9 22.0 3.7 3.2 2.6 0.8 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 217,201 : : Positions : : 100,735 97,245 468 18,474 67,063 13,388 0 31,642 426 416 857 : : : : Changes from: March 27, 2012 : : -5,978 -6,624 -390 -1,370 -4,229 -1,524 0 -1,992 7 -3 158 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 44.8 0.2 8.5 30.9 6.2 0.0 14.6 0.2 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 . 6 7 4 0 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 35,362 : : Positions : : 17,318 17,529 601 4,923 7,808 4,329 94 3,666 0 366 286 : : : : Changes from: March 27, 2012 : : -928 -755 15 -300 -806 2 -16 -538 0 -36 96 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 49.6 1.7 13.9 22.1 12.2 0.3 10.4 0.0 1.0 0.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 15 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 13,400 : : Positions : : 5,678 8,992 1,265 820 1,591 0 972 588 3,578 0 0 : : : : Changes from: March 27, 2012 : : -237 -299 -75 -128 -20 0 15 -38 -56 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 67.1 9.4 6.1 11.9 0.0 7.3 4.4 26.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 27,412 : : Positions : : 20,450 12,767 1,530 8,164 1,922 488 3,010 400 498 0 30 : : : : Changes from: March 27, 2012 : : -771 -28 -242 -1,184 38 -50 -410 70 -512 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 46.6 5.6 29.8 7.0 1.8 11.0 1.5 1.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 : : 5,287 6,242 591 53 1,194 1,186 0 230 0 0 0 : : : : Changes from: March 27, 2012 : : -329 -333 -77 -59 0 -16 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 63.4 6.0 0.5 12.1 12.0 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- Options and Futures Combined Positions as of April 3, 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 13,158 : : Positions : : 9,473 6,634 1,073 1,735 907 0 1,378 744 0 886 0 : : : : Changes from: March 27, 2012 : : -335 -220 59 -47 -59 0 -44 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 50.4 8.2 13.2 6.9 0.0 10.5 5.7 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 64,456 : : Positions : : 58,965 54,546 2,797 7,216 2,694 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -3,278 -2,662 -44 -660 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 84.6 4.3 11.2 4.2 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 April 3, 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 1,024,929 : : Positions : : 924,617 849,780 47,648 122,485 52,664 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -39,882 -28,152 -782 -12,512 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 82.9 4.6 12.0 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- Options and Futures Combined Positions as of April 3, 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: March 27, 2012 : : -1,672 -2,442 -2,178 -1,408 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- Options and Futures Combined Positions as of April 3, 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: March 27, 2012 : : -31,671 -43,792 -37,145 -25,024 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- Options and Futures Combined Positions as of April 3, 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 117,761 : : Positions : : 63,088 110,161 53,499 6,681 919 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -6,079 -7,600 -3,916 -2,395 -311 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 93.5 45.4 5.7 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 April 3, 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 1,658,991 : : Positions : : 893,381 1,546,327 751,594 98,648 14,016 0 0 0 0 0 0 : : : : Changes from: March 27, 2012 : : -96,573 -125,898 -69,598 -40,273 -4,692 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 93.2 45.3 5.9 0.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 11 21 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 65,045 : : Positions : : 41,882 40,594 5,573 8,508 4,623 3,505 3,305 7,800 1,447 0 215 : : : : Changes from: March 27, 2012 : : -2,586 -2,438 -107 220 -421 -110 -220 0 110 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 62.4 8.6 13.1 7.1 5.4 5.1 12.0 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 5 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 1,153,613 : : Positions : : 913,141 489,047 48,347 402,336 109,950 0 125,170 0 58,850 3,785 23,325 : : : : Changes from: March 27, 2012 : : -56,304 -30,498 0 -24,633 -4,301 -1,173 -1,955 0 -3,910 -4,301 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 42.4 4.2 34.9 9.5 0.0 10.9 0.0 5.1 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 45,775 : : Positions : : 40,340 34,133 3,338 8,920 1,632 0 317 0 210 518 0 : : : : Changes from: March 27, 2012 : : -1,121 -1,772 154 1,100 -1,870 0 -22 0 210 -362 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.6 7.3 19.5 3.6 0.0 0.7 0.0 0.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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: March 27, 2012 : : -1,931 -2,239 -748 -660 0 -220 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- Options and Futures Combined Positions as of April 3, 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 14,155 : : Positions : : 8,168 9,631 2,770 2,653 1,489 0 0 0 749 0 0 : : : : Changes from: March 27, 2012 : : -637 -504 -66 -111 -21 0 0 0 66 0 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 68.0 19.6 18.7 10.5 0.0 0.0 0.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 12,906 : : Positions : : 8,701 7,964 2,238 2,077 1,266 0 0 0 319 1,259 0 : : : : Changes from: March 27, 2012 : : -286 -308 -132 -88 -44 0 0 0 -22 -66 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 61.7 17.3 16.1 9.8 0.0 0.0 0.0 2.5 9.8 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 April 3, 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 782,928 : : Positions : : 709,765 527,338 23,767 201,720 25,228 23,400 0 0 768 28,642 0 : : : : Changes from: March 27, 2012 : : -43,932 -18,517 1,173 -16,813 -1,173 0 0 0 0 -7,429 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 67.4 3.0 25.8 3.2 3.0 0.0 0.0 0.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 841,924 : : Positions : : 399,479 629,579 319,075 136,140 58,560 47,165 0 17,645 0 0 0 : : : : Changes from: March 27, 2012 : : -14,076 -46,138 -23,069 -4,692 0 -13,685 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 74.8 37.9 16.2 7.0 5.6 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 3, 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 7,918 : : Positions : : 3,562 4,699 1,258 312 2,555 187 0 231 1 0 113 : : : : Changes from: March 27, 2012 : : 35 -2 -32 -10 65 -3 0 16 -11 0 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 59.3 15.9 3.9 32.3 2.4 0.0 2.9 0.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 4 . 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 6, 2012