PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 133,492: 81,435 81,763 2,317 2,941 40,278 1,424 1,250 6,067 197 115 554: 1,220 524
Old : 133,492: 81,435 81,763 2,317 2,941 40,278 1,424 1,250 6,067 197 115 554: 1,220 524
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,438: 1,360 934 -137 829 169 122 -223 -125 107 -127 -68: 10 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 61.2 1.7 2.2 30.2 1.1 0.9 4.5 0.1 0.1 0.4: 0.9 0.4
Old : 100.0: 61.0 61.2 1.7 2.2 30.2 1.1 0.9 4.5 0.1 0.1 0.4: 0.9 0.4
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 : 46: 28 27 5 . 6 . . 4 . . .:
Old : 46: 28 27 5 . 6 . . 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 : 52.0 53.5 76.6 77.1 5.1 6.5 7.8 9.4
Old : 52.0 53.5 76.6 77.1 5.1 6.5 7.8 9.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 0F 400 MEGAWATT HOURS) :
: : Positions :
All : 6,643: 5,999 2,958 0 3,211 366 0 0 0 0 86 0: 278 22
Old : 6,643: 5,999 2,958 0 3,211 366 0 0 0 0 86 0: 278 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 42: 42 0 0 0 0 0 0 0 0 42 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 44.5 0.0 48.3 5.5 0.0 0.0 0.0 0.0 1.3 0.0: 4.2 0.3
Old : 100.0: 90.3 44.5 0.0 48.3 5.5 0.0 0.0 0.0 0.0 1.3 0.0: 4.2 0.3
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 : 22: 11 10 0 4 . 0 0 0 0 . 0:
Old : 22: 11 10 0 4 . 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 : 52.2 79.1 86.7 94.6 44.6 66.6 71.4 73.5
Old : 52.2 79.1 86.7 94.6 44.6 66.6 71.4 73.5
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 24,055: 14,557 13,913 3,820 2,853 4,184 0 1,072 491 0 43 81: 922 1,418
Old : 24,055: 14,557 13,913 3,820 2,853 4,184 0 1,072 491 0 43 81: 922 1,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 74: 14 -158 110 50 -63 0 12 -7 0 -1 -1: 20 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 57.8 15.9 11.9 17.4 0.0 4.5 2.0 0.0 0.2 0.3: 3.8 5.9
Old : 100.0: 60.5 57.8 15.9 11.9 17.4 0.0 4.5 2.0 0.0 0.2 0.3: 3.8 5.9
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 : 30: 18 15 4 . 5 0 . . 0 . .:
Old : 30: 18 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 : 41.5 43.9 65.5 70.7 29.5 25.8 44.3 41.7
Old : 41.5 43.9 65.5 70.7 29.5 25.8 44.3 41.7
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,595: 20,311 17,158 1,851 5,337 7,122 0 740 360 0 430 130: 1,821 318
Old : 31,595: 20,311 17,158 1,851 5,337 7,122 0 740 360 0 430 130: 1,821 318
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 270: 116 80 0 0 -20 0 0 0 0 30 0: 174 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 54.3 5.9 16.9 22.5 0.0 2.3 1.1 0.0 1.4 0.4: 5.8 1.0
Old : 100.0: 64.3 54.3 5.9 16.9 22.5 0.0 2.3 1.1 0.0 1.4 0.4: 5.8 1.0
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 : 31: 21 18 . 4 5 0 . . 0 . .:
Old : 31: 21 18 . 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 : 37.9 46.4 55.9 70.9 23.1 30.7 35.2 42.5
Old : 37.9 46.4 55.9 70.9 23.1 30.7 35.2 42.5
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,194: 8,724 7,580 1,188 2,716 1,530 720 0 0 0 0 0: 1,032 1,368
Old : 13,194: 8,724 7,580 1,188 2,716 1,530 720 0 0 0 0 0: 1,032 1,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 46: 40 0 6 0 0 0 0 0 0 0 0: 0 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 57.5 9.0 20.6 11.6 5.5 0.0 0.0 0.0 0.0 0.0: 7.8 10.4
Old : 100.0: 66.1 57.5 9.0 20.6 11.6 5.5 0.0 0.0 0.0 0.0 0.0: 7.8 10.4
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 . 4 5 . 0 0 0 0 0:
Old : 24: 13 12 . 4 5 . 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 : 35.5 44.3 58.4 74.1 33.7 38.5 51.0 53.3
Old : 35.5 44.3 58.4 74.1 33.7 38.5 51.0 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,847: 27,736 36,244 8,388 482 9,078 33 0 735 3 0 17: 856 290
Old : 46,847: 27,736 36,244 8,388 482 9,078 33 0 735 3 0 17: 856 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 190: -363 157 934 99 -80 -3 0 -2 -4 0 4: -295 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 77.4 17.9 1.0 19.4 0.1 0.0 1.6 0.0 0.0 0.0: 1.8 0.6
Old : 100.0: 59.2 77.4 17.9 1.0 19.4 0.1 0.0 1.6 0.0 0.0 0.0: 1.8 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 : 26: 17 17 5 . 5 . 0 . . 0 .:
Old : 26: 17 17 5 . 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 : 67.9 66.6 85.5 83.5 33.3 45.0 43.8 49.1
Old : 67.9 66.6 85.5 83.5 33.3 45.0 43.8 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 MWH X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 11,586: 7,786 3,290 1,418 6,218 1,258 0 0 0 0 0 0: 1,124 820
Old : 11,586: 7,786 3,290 1,418 6,218 1,258 0 0 0 0 0 0: 1,124 820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 68: -212 122 0 -60 20 0 0 0 0 0 0: 260 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 28.4 12.2 53.7 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 7.1
Old : 100.0: 67.2 28.4 12.2 53.7 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 7.1
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 : 23: 17 13 . 4 6 0 0 0 0 0 0:
Old : 23: 17 13 . 4 6 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 : 35.9 67.5 63.5 80.8 30.1 59.6 47.5 63.5
Old : 35.9 67.5 63.5 80.8 30.1 59.6 47.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 22,729: 7,738 18,688 14,692 2,980 172 0 0 0 0 762 0: 127 127
Old : 22,729: 7,738 18,688 14,692 2,980 172 0 0 0 0 762 0: 127 127
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,870: 300 2,870 2,570 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 82.2 64.6 13.1 0.8 0.0 0.0 0.0 0.0 3.4 0.0: 0.6 0.6
Old : 100.0: 34.0 82.2 64.6 13.1 0.8 0.0 0.0 0.0 0.0 3.4 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 : 20: 8 6 5 . . 0 0 0 0 . 0:
Old : 20: 8 6 5 . . 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 : 76.0 76.1 92.7 99.0 76.0 76.1 92.1 98.2
Old : 76.0 76.1 92.7 99.0 76.0 76.1 92.1 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 52,104: 41,371 50,954 9,128 0 0 0 0 0 220 400 0: 1,385 750
Old : 52,104: 41,371 50,954 9,128 0 0 0 0 0 220 400 0: 1,385 750
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 975: 325 325 0 0 0 0 0 0 0 0 0: 650 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 97.8 17.5 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 2.7 1.4
Old : 100.0: 79.4 97.8 17.5 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 2.7 1.4
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: 14 9 6 0 0 0 0 0 . . 0:
Old : 24: 14 9 6 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 : 57.5 89.6 77.2 97.6 57.5 74.9 71.9 80.9
Old : 57.5 89.6 77.2 97.6 57.5 74.9 71.9 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 867,448: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 11,670 11,670
Old : 867,448: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 11,670 11,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 11,670: 0 0 0 0 0 0 0 0 0 0 0: 11,670 11,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 95.1 19.4 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0: 1.3 1.3
Old : 100.0: 79.3 95.1 19.4 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0: 1.3 1.3
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 : 21: 10 7 5 0 0 0 . 0 0 . 0:
Old : 21: 10 7 5 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 : 60.5 89.7 84.0 97.3 60.0 74.9 76.1 79.4
Old : 60.5 89.7 84.0 97.3 60.0 74.9 76.1 79.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 97,661: 32,147 54,737 62,504 34,599 2,210 0 0 0 0 5,275 0: 800 840
Old : 97,661: 32,147 54,737 62,504 34,599 2,210 0 0 0 0 5,275 0: 800 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 800: 0 0 0 0 0 0 0 0 0 0 0: 800 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 56.0 64.0 35.4 2.3 0.0 0.0 0.0 0.0 5.4 0.0: 0.8 0.9
Old : 100.0: 32.9 56.0 64.0 35.4 2.3 0.0 0.0 0.0 0.0 5.4 0.0: 0.8 0.9
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 : 28: 11 11 5 . . 0 0 0 0 . 0:
Old : 28: 11 11 5 . . 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 : 67.5 71.0 83.5 88.2 67.3 64.9 82.7 81.4
Old : 67.5 71.0 83.5 88.2 67.3 64.9 82.7 81.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,616,042: 488,464 963,168 1,107,318 562,784 20,260 0 0 0 0 69,830 0: 0 0
Old : 1,616,042: 488,464 963,168 1,107,318 562,784 20,260 0 0 0 0 69,830 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 59.6 68.5 34.8 1.3 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 30.2 59.6 68.5 34.8 1.3 0.0 0.0 0.0 0.0 4.3 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 : 25: 12 9 5 . . 0 0 0 0 . 0:
Old : 25: 12 9 5 . . 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 : 72.3 75.0 87.4 93.2 70.8 71.1 85.9 89.1
Old : 72.3 75.0 87.4 93.2 70.8 71.1 85.9 89.1
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 178,924: 141,609 93,847 22,198 75,542 5,634 0 0 0 6,217 0 0: 3,266 3,901
Old : 178,924: 141,609 93,847 22,198 75,542 5,634 0 0 0 6,217 0 0: 3,266 3,901
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 5,455: 2,209 -361 0 2,570 0 0 0 0 0 0 0: 3,246 3,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 52.5 12.4 42.2 3.1 0.0 0.0 0.0 3.5 0.0 0.0: 1.8 2.2
Old : 100.0: 79.1 52.5 12.4 42.2 3.1 0.0 0.0 0.0 3.5 0.0 0.0: 1.8 2.2
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 : 37: 18 22 . 5 . 0 0 0 . 0 0:
Old : 37: 18 22 . 5 . 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 : 50.7 59.2 71.8 75.7 46.4 57.4 63.9 73.8
Old : 50.7 59.2 71.8 75.7 46.4 57.4 63.9 73.8
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(50 MEGAWATT HOURS) :
: : Positions :
All : 2,831,124: 2,325,377 1,529,707 357,768 1,256,643 33,104 7,760 0 0 95,445 0 0: 11,670 11,670
Old : 2,831,124: 2,325,377 1,529,707 357,768 1,256,643 33,104 7,760 0 0 95,445 0 0: 11,670 11,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 77,420: 65,750 19,270 0 46,480 0 0 0 0 0 0 0: 11,670 11,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 54.0 12.6 44.4 1.2 0.3 0.0 0.0 3.4 0.0 0.0: 0.4 0.4
Old : 100.0: 82.1 54.0 12.6 44.4 1.2 0.3 0.0 0.0 3.4 0.0 0.0: 0.4 0.4
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 : 33: 16 15 . 6 . . 0 0 . 0 0:
Old : 33: 16 15 . 6 . . 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 : 64.9 67.1 82.5 83.5 63.3 66.5 78.6 81.2
Old : 64.9 67.1 82.5 83.5 63.3 66.5 78.6 81.2
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 62,708: 53,099 57,917 8,232 0 1,275 0 0 0 80 3,090 0: 22 426
Old : 62,708: 53,099 57,917 8,232 0 1,275 0 0 0 80 3,090 0: 22 426
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 215: 215 215 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 92.4 13.1 0.0 2.0 0.0 0.0 0.0 0.1 4.9 0.0: 0.0 0.7
Old : 100.0: 84.7 92.4 13.1 0.0 2.0 0.0 0.0 0.0 0.1 4.9 0.0: 0.0 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 : 26: 16 14 4 0 . 0 0 0 . . 0:
Old : 26: 16 14 4 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 69.0 80.4 88.7 51.8 66.2 67.4 77.9
Old : 61.2 69.0 80.4 88.7 51.8 66.2 67.4 77.9
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,032,176: 871,859 761,224 95,120 123,880 65,197 0 0 0 0 81,875 0: 0 0
Old : 1,032,176: 871,859 761,224 95,120 123,880 65,197 0 0 0 0 81,875 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 73.7 9.2 12.0 6.3 0.0 0.0 0.0 0.0 7.9 0.0: 0.0 0.0
Old : 100.0: 84.5 73.7 9.2 12.0 6.3 0.0 0.0 0.0 0.0 7.9 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 11 . . . 0 0 0 0 . 0:
Old : 22: 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 : 70.6 64.6 88.4 89.2 69.7 60.6 84.3 83.4
Old : 70.6 64.6 88.4 89.2 69.7 60.6 84.3 83.4
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 56,671: 45,423 42,969 1,776 10,276 2,762 0 0 0 6,410 579 45: 255 40
Old : 56,671: 45,423 42,969 1,776 10,276 2,762 0 0 0 6,410 579 45: 255 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 440: 440 440 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 75.8 3.1 18.1 4.9 0.0 0.0 0.0 11.3 1.0 0.1: 0.4 0.1
Old : 100.0: 80.2 75.8 3.1 18.1 4.9 0.0 0.0 0.0 11.3 1.0 0.1: 0.4 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 : 34: 19 20 . 4 5 0 0 0 . . .:
Old : 34: 19 20 . 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 : 52.7 46.3 74.2 64.3 50.0 40.1 67.6 55.7
Old : 52.7 46.3 74.2 64.3 50.0 40.1 67.6 55.7
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, December 15, 2009
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,034,736: 846,753 718,320 1,875 224,208 56,808 0 23,400 0 129,300 12,000 0: 0 0
Old : 1,034,736: 846,753 718,320 1,875 224,208 56,808 0 23,400 0 129,300 12,000 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 7,760: 7,760 7,760 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 69.4 0.2 21.7 5.5 0.0 2.3 0.0 12.5 1.2 0.0: 0.0 0.0
Old : 100.0: 81.8 69.4 0.2 21.7 5.5 0.0 2.3 0.0 12.5 1.2 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 : 38: 21 19 . 5 . 0 . 0 . . 0:
Old : 38: 21 19 . 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 : 48.0 50.3 70.7 69.2 47.6 45.2 65.6 60.0
Old : 48.0 50.3 70.7 69.2 47.6 45.2 65.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009