Make sure for each of your passes you include the alpha channel. Otherwise you can't isolate the information.
Go to Render Settings -> Passes and double-click on each render pass to open it in the Attribute Editor.
Select 4 instead of 3 (RGBA instead of RGB). Also, make sure the "Hold out" is UNCHECKED.
OpenEXR, Compositing, and Maya Render Passes
OpenEXR, Compositing, and Maya Render Passes
The master of disaster!