PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 134,454: 81,473 82,463 2,573 3,013 40,550 1,499 913 6,233 259 103 555: 1,312 624
Old : 134,454: 81,473 82,463 2,573 3,013 40,550 1,499 913 6,233 259 103 555: 1,312 624
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 962: 38 700 256 72 272 75 -337 166 62 -13 1: 92 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 61.3 1.9 2.2 30.2 1.1 0.7 4.6 0.2 0.1 0.4: 1.0 0.5
Old : 100.0: 60.6 61.3 1.9 2.2 30.2 1.1 0.7 4.6 0.2 0.1 0.4: 1.0 0.5
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 . . 5 . . .:
Old : 46: 28 27 5 . 6 . . 5 . . .:
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 : 51.9 54.0 76.6 77.3 5.2 6.4 7.9 9.6
Old : 51.9 54.0 76.6 77.3 5.2 6.4 7.9 9.6
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 22, 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 : 8,033: 6,259 4,754 430 3,129 42 1,024 0 0 0 86 0: 278 22
Old : 8,033: 6,259 4,754 430 3,129 42 1,024 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 15, 2009 :
: 1,390: 260 1,796 430 -82 -324 1,024 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 59.2 5.4 39.0 0.5 12.7 0.0 0.0 0.0 1.1 0.0: 3.5 0.3
Old : 100.0: 77.9 59.2 5.4 39.0 0.5 12.7 0.0 0.0 0.0 1.1 0.0: 3.5 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 : 23: 12 10 . . . . 0 0 0 . 0:
Old : 23: 12 10 . . . . 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 : 48.0 81.4 78.0 95.5 40.9 64.3 67.2 75.6
Old : 48.0 81.4 78.0 95.5 40.9 64.3 67.2 75.6
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 22, 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 : 23,743: 14,255 13,596 3,871 2,886 4,139 0 1,094 479 0 25 97: 902 1,425
Old : 23,743: 14,255 13,596 3,871 2,886 4,139 0 1,094 479 0 25 97: 902 1,425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -312: -303 -317 51 34 -45 0 22 -12 0 -18 15: -20 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 57.3 16.3 12.2 17.4 0.0 4.6 2.0 0.0 0.1 0.4: 3.8 6.0
Old : 100.0: 60.0 57.3 16.3 12.2 17.4 0.0 4.6 2.0 0.0 0.1 0.4: 3.8 6.0
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 : 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 44.7 65.7 70.7 29.7 25.1 44.6 41.8
Old : 41.5 44.7 65.7 70.7 29.7 25.1 44.6 41.8
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 22, 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 : 31,681: 20,301 17,148 1,977 5,361 7,122 0 740 360 0 430 130: 1,791 390
Old : 31,681: 20,301 17,148 1,977 5,361 7,122 0 740 360 0 430 130: 1,791 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 86: -10 -10 126 24 0 0 0 0 0 0 0: -30 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 54.1 6.2 16.9 22.5 0.0 2.3 1.1 0.0 1.4 0.4: 5.7 1.2
Old : 100.0: 64.1 54.1 6.2 16.9 22.5 0.0 2.3 1.1 0.0 1.4 0.4: 5.7 1.2
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 : 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 : 37.4 46.3 55.9 70.7 23.0 30.7 35.5 42.5
Old : 37.4 46.3 55.9 70.7 23.0 30.7 35.5 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 22, 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 : 13,366: 8,764 7,780 1,200 2,716 1,530 720 0 0 0 0 0: 1,152 1,340
Old : 13,366: 8,764 7,780 1,200 2,716 1,530 720 0 0 0 0 0: 1,152 1,340
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 172: 40 200 12 0 0 0 0 0 0 0 0: 120 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 58.2 9.0 20.3 11.4 5.4 0.0 0.0 0.0 0.0 0.0: 8.6 10.0
Old : 100.0: 65.6 58.2 9.0 20.3 11.4 5.4 0.0 0.0 0.0 0.0 0.0: 8.6 10.0
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: 13 13 . 4 5 . 0 0 0 0 0:
Old : 25: 13 13 . 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 : 35.2 43.8 57.8 73.2 33.4 38.0 50.5 52.6
Old : 35.2 43.8 57.8 73.2 33.4 38.0 50.5 52.6
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 22, 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 : 46,791: 28,248 36,189 8,241 465 9,088 46 0 728 10 0 10: 419 310
Old : 46,791: 28,248 36,189 8,241 465 9,088 46 0 728 10 0 10: 419 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -56: 512 -55 -147 -17 10 13 0 -7 7 0 -7: -437 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 77.3 17.6 1.0 19.4 0.1 0.0 1.6 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 60.4 77.3 17.6 1.0 19.4 0.1 0.0 1.6 0.0 0.0 0.0: 0.9 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 : 27: 18 17 5 . 5 . 0 . . 0 .:
Old : 27: 18 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 : 67.6 65.5 84.8 83.0 33.6 45.3 43.5 49.3
Old : 67.6 65.5 84.8 83.0 33.6 45.3 43.5 49.3
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 22, 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 : 11,746: 7,704 3,292 1,824 6,318 1,258 0 0 0 0 0 0: 960 878
Old : 11,746: 7,704 3,292 1,824 6,318 1,258 0 0 0 0 0 0: 960 878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 160: -82 2 406 100 0 0 0 0 0 0 0: -164 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 28.0 15.5 53.8 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 7.5
Old : 100.0: 65.6 28.0 15.5 53.8 10.7 0.0 0.0 0.0 0.0 0.0 0.0: 8.2 7.5
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: 17 13 . 4 6 0 0 0 0 0 0:
Old : 24: 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 : 35.2 67.5 62.2 80.4 30.1 59.7 47.0 63.7
Old : 35.2 67.5 62.2 80.4 30.1 59.7 47.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 58,588: 52,551 47,887 1,792 6,114 4,245 0 0 0 0 0 0: 0 342
Old : 58,588: 52,551 47,887 1,792 6,114 4,245 0 0 0 0 0 0: 0 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 81.7 3.1 10.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 89.7 81.7 3.1 10.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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: 12 7 . . . 0 0 0 0 0 0:
Old : 20: 12 7 . . . 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 : 77.8 81.4 92.1 97.9 73.5 77.6 85.4 89.5
Old : 77.8 81.4 92.1 97.9 73.5 77.6 85.4 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 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 : 946,736: 845,888 753,447 74,608 167,049 26,240 0 0 0 0 0 0: 0 0
Old : 946,736: 845,888 753,447 74,608 167,049 26,240 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 79.6 7.9 17.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.3 79.6 7.9 17.6 2.8 0.0 0.0 0.0 0.0 0.0 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 : 20: 13 5 . . . 0 0 0 0 0 0:
Old : 20: 13 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 : 71.7 85.4 88.8 99.5 70.7 80.3 87.5 93.4
Old : 71.7 85.4 88.8 99.5 70.7 80.3 87.5 93.4
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 22, 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 : 22,880: 7,738 18,583 14,692 2,980 172 0 0 0 0 762 0: 278 383
Old : 22,880: 7,738 18,583 14,692 2,980 172 0 0 0 0 762 0: 278 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 151: 0 -105 0 0 0 0 0 0 0 0 0: 151 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 81.2 64.2 13.0 0.8 0.0 0.0 0.0 0.0 3.3 0.0: 1.2 1.7
Old : 100.0: 33.8 81.2 64.2 13.0 0.8 0.0 0.0 0.0 0.0 3.3 0.0: 1.2 1.7
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 : 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 : 75.5 76.3 92.1 97.8 75.5 76.3 91.5 97.1
Old : 75.5 76.3 92.1 97.8 75.5 76.3 91.5 97.1
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 22, 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 : 52,494: 42,011 51,994 9,528 0 0 0 0 0 220 400 0: 735 100
Old : 52,494: 42,011 51,994 9,528 0 0 0 0 0 220 400 0: 735 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 390: 640 1,040 400 0 0 0 0 0 0 0 0: -650 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 99.0 18.2 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 1.4 0.2
Old : 100.0: 80.0 99.0 18.2 0.0 0.0 0.0 0.0 0.0 0.4 0.8 0.0: 1.4 0.2
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 : 24: 15 9 6 0 0 0 0 0 . . 0:
Old : 24: 15 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 : 57.1 90.6 76.7 98.8 57.1 76.0 71.4 82.3
Old : 57.1 90.6 76.7 98.8 57.1 76.0 71.4 82.3
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 22, 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 : 855,778: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 0 0
Old : 855,778: 687,634 824,738 168,144 0 0 0 7,760 0 0 23,280 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 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: 80.4 96.4 19.6 0.0 0.0 0.0 0.9 0.0 0.0 2.7 0.0: 0.0 0.0
Old : 100.0: 80.4 96.4 19.6 0.0 0.0 0.0 0.9 0.0 0.0 2.7 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 : 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 : 61.3 90.9 85.2 98.7 60.8 76.0 77.1 80.5
Old : 61.3 90.9 85.2 98.7 60.8 76.0 77.1 80.5
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 22, 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 : 97,812: 32,298 54,888 62,504 34,599 2,210 0 0 0 0 5,275 0: 800 840
Old : 97,812: 32,298 54,888 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 15, 2009 :
: 151: 151 151 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 56.1 63.9 35.4 2.3 0.0 0.0 0.0 0.0 5.4 0.0: 0.8 0.9
Old : 100.0: 33.0 56.1 63.9 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 : 67.4 70.9 83.4 88.2 67.2 64.8 82.6 81.4
Old : 67.4 70.9 83.4 88.2 67.2 64.8 82.6 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 22, 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 15, 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 22, 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 : 176,617: 142,568 94,044 21,798 75,944 5,994 0 0 0 6,217 0 0: 40 635
Old : 176,617: 142,568 94,044 21,798 75,944 5,994 0 0 0 6,217 0 0: 40 635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -2,307: 959 197 -400 402 360 0 0 0 0 0 0: -3,226 -3,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 53.2 12.3 43.0 3.4 0.0 0.0 0.0 3.5 0.0 0.0: 0.0 0.4
Old : 100.0: 80.7 53.2 12.3 43.0 3.4 0.0 0.0 0.0 3.5 0.0 0.0: 0.0 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 : 37: 19 22 . 5 . 0 0 0 . 0 0:
Old : 37: 19 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 : 51.9 60.3 73.5 76.9 47.6 58.3 65.7 74.9
Old : 51.9 60.3 73.5 76.9 47.6 58.3 65.7 74.9
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 22, 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 : 2,824,966: 2,330,889 1,529,283 357,768 1,262,579 33,104 7,760 0 0 95,445 0 0: 0 0
Old : 2,824,966: 2,330,889 1,529,283 357,768 1,262,579 33,104 7,760 0 0 95,445 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -6,158: 5,512 -424 0 5,936 0 0 0 0 0 0 0: -11,670 -11,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 54.1 12.7 44.7 1.2 0.3 0.0 0.0 3.4 0.0 0.0: 0.0 0.0
Old : 100.0: 82.5 54.1 12.7 44.7 1.2 0.3 0.0 0.0 3.4 0.0 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 : 33: 17 15 . 6 . . 0 0 . 0 0:
Old : 33: 17 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 : 65.0 67.2 82.9 83.9 63.4 66.7 78.8 81.6
Old : 65.0 67.2 82.9 83.9 63.4 66.7 78.8 81.6
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 22, 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 : 63,218: 53,609 57,152 6,957 0 2,550 0 0 0 80 3,090 0: 22 426
Old : 63,218: 53,609 57,152 6,957 0 2,550 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 15, 2009 :
: 510: 510 -765 -1,275 0 1,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 90.4 11.0 0.0 4.0 0.0 0.0 0.0 0.1 4.9 0.0: 0.0 0.7
Old : 100.0: 84.8 90.4 11.0 0.0 4.0 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 : 61.5 68.4 80.5 86.7 51.4 65.6 67.1 77.3
Old : 61.5 68.4 80.5 86.7 51.4 65.6 67.1 77.3
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 22, 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 15, 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 22, 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 : 58,080: 42,992 43,098 1,776 6,436 7,882 0 0 0 5,130 579 45: 255 40
Old : 58,080: 42,992 43,098 1,776 6,436 7,882 0 0 0 5,130 579 45: 255 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 1,409: -2,431 129 0 -3,840 5,120 0 0 0 -1,280 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 74.2 3.1 11.1 13.6 0.0 0.0 0.0 8.8 1.0 0.1: 0.4 0.1
Old : 100.0: 74.0 74.2 3.1 11.1 13.6 0.0 0.0 0.0 8.8 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 : 35: 19 21 . 5 5 0 0 0 . . .:
Old : 35: 19 21 . 5 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 : 51.9 45.2 72.9 62.8 44.9 32.6 60.2 47.4
Old : 51.9 45.2 72.9 62.8 44.9 32.6 60.2 47.4
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 22, 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 : 1,058,056: 800,113 718,320 2,675 154,248 150,088 0 23,400 0 105,180 12,000 0: 0 0
Old : 1,058,056: 800,113 718,320 2,675 154,248 150,088 0 23,400 0 105,180 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 15, 2009 :
: 23,320: -46,640 0 800 -69,960 93,280 0 0 0 -24,120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 67.9 0.3 14.6 14.2 0.0 2.2 0.0 9.9 1.1 0.0: 0.0 0.0
Old : 100.0: 75.6 67.9 0.3 14.6 14.2 0.0 2.2 0.0 9.9 1.1 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 : 39: 21 19 . 6 . 0 . 0 . . 0:
Old : 39: 21 19 . 6 . 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 : 45.2 49.2 67.4 67.6 42.4 35.4 57.6 49.9
Old : 45.2 49.2 67.4 67.6 42.4 35.4 57.6 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009