Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 223,457 : : Positions : : 105,152 102,815 468 19,187 68,076 15,564 0 30,051 443 378 1,116 : : : : Changes from: April 10, 2012 : : 1,843 317 0 1,219 -505 -190 0 373 12 -2 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 46.0 0.2 8.6 30.5 7.0 0.0 13.4 0.2 0.2 0.5 : : : : 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 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465H Open Interest is 36,315 : : Positions : : 17,499 17,815 493 4,919 8,332 4,665 142 3,687 0 448 282 : : : : Changes from: April 10, 2012 : : 150 294 -95 -75 407 204 0 25 0 40 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.2 49.1 1.4 13.5 22.9 12.8 0.4 10.2 0.0 1.2 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 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465I Open Interest is 9,198 : : Positions : : 6,394 4,669 0 2,236 136 0 670 320 372 0 8 : : : : Changes from: April 10, 2012 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 50.8 0.0 24.3 1.5 0.0 7.3 3.5 4.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #06465K Open Interest is 13,479 : : Positions : : 5,756 9,094 1,255 820 1,593 0 960 594 3,580 0 0 : : : : Changes from: April 10, 2012 : : 79 101 -2 0 0 0 -3 2 2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 67.5 9.3 6.1 11.8 0.0 7.1 4.4 26.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 14 4 . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 27,507 : : Positions : : 20,591 12,916 1,530 7,876 2,056 508 3,010 400 248 0 100 : : : : Changes from: April 10, 2012 : : 58 -106 0 -216 64 -120 0 0 -240 0 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 47.0 5.6 28.6 7.5 1.8 10.9 1.5 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 4 6 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465N Open Interest is 9,844 : : Positions : : 5,269 6,242 619 53 1,194 1,176 0 230 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 63.4 6.3 0.5 12.1 11.9 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465S Open Interest is 13,366 : : Positions : : 9,449 6,994 1,001 1,735 907 0 1,186 892 0 888 0 : : : : Changes from: April 10, 2012 : : 0 336 -72 0 0 0 -240 148 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 52.3 7.5 13.0 6.8 0.0 8.9 6.7 0.0 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 66,140 : : Positions : : 60,649 54,955 2,797 8,491 2,694 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 83.1 4.2 12.8 4.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 1,041,121 : : Positions : : 940,809 865,972 47,648 122,485 52,664 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 6,800 6,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 83.2 4.6 11.8 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A54 Open Interest is 31,365 : : Positions : : 27,028 14,071 4,337 17,294 0 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 44.9 13.8 55.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A55 Open Interest is 565,473 : : Positions : : 491,753 247,697 73,720 317,776 0 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 43.8 13.0 56.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 117,971 : : Positions : : 64,104 110,161 52,483 6,681 1,129 0 0 0 0 0 0 : : : : Changes from: April 10, 2012 : : 1,016 0 -1,016 0 210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.3 93.4 44.5 5.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 13 23 4 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,676,966 : : Positions : : 912,165 1,546,327 732,810 98,648 30,031 0 0 0 1,960 1,960 0 : : : : Changes from: April 10, 2012 : : 18,784 0 -18,784 0 16,015 0 0 0 1,960 1,960 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 92.2 43.7 5.9 1.8 0.0 0.0 0.0 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 12 21 4 4 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 65,555 : : Positions : : 42,392 40,084 4,553 8,508 5,643 3,505 3,305 7,800 1,447 0 215 : : : : Changes from: April 10, 2012 : : 510 -510 -1,020 0 1,020 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 61.1 6.9 13.0 8.6 5.3 5.0 11.9 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 14 5 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,184,967 : : Positions : : 951,993 507,219 48,347 421,056 104,412 0 125,170 0 56,890 3,785 23,325 : : : : Changes from: April 10, 2012 : : 32,510 11,820 0 18,720 -5,538 0 0 0 -1,960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 42.8 4.1 35.5 8.8 0.0 10.6 0.0 4.8 0.3 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 16 . 5 6 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 46,393 : : Positions : : 40,891 34,709 3,338 8,920 1,632 0 317 0 210 408 110 : : : : Changes from: April 10, 2012 : : 551 576 0 0 0 0 0 0 0 -110 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 74.8 7.2 19.2 3.5 0.0 0.7 0.0 0.5 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 9 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 48,297 : : Positions : : 28,759 39,186 17,034 5,967 0 1,910 2,550 0 0 0 0 : : : : Changes from: April 10, 2012 : : 0 0 0 440 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 81.1 35.3 12.4 0.0 4.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 12 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 14,405 : : Positions : : 8,421 9,625 2,770 2,656 1,486 0 0 0 573 80 176 : : : : Changes from: April 10, 2012 : : 254 -3 0 2 -2 0 0 0 -176 80 176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 66.8 19.2 18.4 10.3 0.0 0.0 0.0 4.0 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A69 Open Interest is 13,416 : : Positions : : 9,211 8,474 2,238 2,077 1,266 0 0 0 319 1,259 0 : : : : Changes from: April 10, 2012 : : 510 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 63.2 16.7 15.5 9.4 0.0 0.0 0.0 2.4 9.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 5 . . 4 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 792,288 : : Positions : : 719,125 536,698 23,767 201,720 25,228 23,400 0 0 768 28,642 0 : : : : Changes from: April 10, 2012 : : 9,360 9,360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 67.7 3.0 25.5 3.2 3.0 0.0 0.0 0.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 865,444 : : Positions : : 422,999 629,579 295,555 136,140 82,080 47,165 0 17,645 0 0 0 : : : : Changes from: April 10, 2012 : : 23,520 0 -23,520 0 23,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 72.7 34.2 15.7 9.5 5.4 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 17, 2012 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064B47 Open Interest is 8,101 : : Positions : : 3,563 4,825 1,318 335 2,586 265 0 232 9 0 115 : : : : Changes from: April 10, 2012 : : 17 112 28 -47 38 14 0 2 4 0 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.0 59.6 16.3 4.1 31.9 3.3 0.0 2.9 0.1 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 4 . 5 . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated April 20, 2012