PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 41,933: 27,134 26,995 3,014 7,886 6,290 3,274 80 210 476 0 72: 1,463 400
Old : 41,933: 27,134 26,995 3,014 7,886 6,290 3,274 80 210 476 0 72: 1,463 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,583: -2,312 -379 434 -1,666 784 -1,040 -220 -40 40 0 -30: 581 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 64.4 7.2 18.8 15.0 7.8 0.2 0.5 1.1 0.0 0.2: 3.5 1.0
Old : 100.0: 64.7 64.4 7.2 18.8 15.0 7.8 0.2 0.5 1.1 0.0 0.2: 3.5 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 : 42: 25 23 4 . 6 . . . . 0 .:
Old : 42: 25 23 4 . 6 . . . . 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 : 38.5 44.9 58.9 69.0 28.7 31.9 41.9 47.7
Old : 38.5 44.9 58.9 69.0 28.7 31.9 41.9 47.7
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 19,130: 11,255 11,109 3,881 2,466 2,542 0 1,140 400 2 0 72: 978 1,401
Old : 19,130: 11,255 11,109 3,881 2,466 2,542 0 1,140 400 2 0 72: 978 1,401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -667: -598 -186 -85 -518 -66 0 80 -20 2 -26 -6: 106 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 58.1 20.3 12.9 13.3 0.0 6.0 2.1 0.0 0.0 0.4: 5.1 7.3
Old : 100.0: 58.8 58.1 20.3 12.9 13.3 0.0 6.0 2.1 0.0 0.0 0.4: 5.1 7.3
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 : 27: 16 12 4 . 4 0 . . . 0 .:
Old : 27: 16 12 4 . 4 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 : 42.1 41.2 65.5 67.7 35.9 30.1 52.6 48.8
Old : 42.1 41.2 65.5 67.7 35.9 30.1 52.6 48.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,271: 19,830 16,412 1,944 5,393 7,028 0 720 360 0 550 120: 1,989 688
Old : 31,271: 19,830 16,412 1,944 5,393 7,028 0 720 360 0 550 120: 1,989 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -410: -471 -626 -33 32 -94 0 -20 0 0 10 -10: 198 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 52.5 6.2 17.2 22.5 0.0 2.3 1.2 0.0 1.8 0.4: 6.4 2.2
Old : 100.0: 63.4 52.5 6.2 17.2 22.5 0.0 2.3 1.2 0.0 1.8 0.4: 6.4 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 : 30: 20 13 . 4 5 0 . . 0 . .:
Old : 30: 20 13 . 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 46.5 56.7 71.2 23.7 30.9 36.5 43.3
Old : 37.4 46.5 56.7 71.2 23.7 30.9 36.5 43.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,038: 7,876 7,244 760 2,744 1,482 720 0 0 0 0 0: 2,200 1,568
Old : 13,038: 7,876 7,244 760 2,744 1,482 720 0 0 0 0 0: 2,200 1,568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -332: -892 -536 -440 28 -48 0 0 0 0 0 0: 1,048 224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 55.6 5.8 21.0 11.4 5.5 0.0 0.0 0.0 0.0 0.0: 16.9 12.0
Old : 100.0: 60.4 55.6 5.8 21.0 11.4 5.5 0.0 0.0 0.0 0.0 0.0: 16.9 12.0
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: 11 10 . 4 4 . 0 0 0 0 0:
Old : 21: 11 10 . 4 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 : 35.6 44.1 58.8 73.9 33.7 38.3 50.0 53.1
Old : 35.6 44.1 58.8 73.9 33.7 38.3 50.0 53.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,508: 11,638 10,556 1,915 3,582 972 672 0 0 0 0 0: 311 398
Old : 15,508: 11,638 10,556 1,915 3,582 972 672 0 0 0 0 0: 311 398
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 62: 98 54 -2 -104 14 0 0 0 -20 0 0: -28 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 68.1 12.3 23.1 6.3 4.3 0.0 0.0 0.0 0.0 0.0: 2.0 2.6
Old : 100.0: 75.0 68.1 12.3 23.1 6.3 4.3 0.0 0.0 0.0 0.0 0.0: 2.0 2.6
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 : 25: 15 14 . . 4 . 0 0 0 0 0:
Old : 25: 15 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 : 54.8 53.8 72.1 81.9 54.0 49.8 69.7 73.0
Old : 54.8 53.8 72.1 81.9 54.0 49.8 69.7 73.0
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,208: 6,976 3,246 1,920 5,936 1,182 0 0 0 0 0 0: 1,130 844
Old : 11,208: 6,976 3,246 1,920 5,936 1,182 0 0 0 0 0 0: 1,130 844
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -554: -750 -76 96 -372 -72 0 0 0 0 0 0: 172 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 29.0 17.1 53.0 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 7.5
Old : 100.0: 62.2 29.0 17.1 53.0 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 10.1 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 : 20: 12 11 . 4 4 0 0 0 0 0 0:
Old : 20: 12 11 . 4 4 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 63.2 81.2 30.7 59.4 49.3 64.2
Old : 35.2 67.5 63.2 81.2 30.7 59.4 49.3 64.2
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 55,508: 50,791 44,807 1,792 7,434 2,925 0 0 0 0 0 0: 0 342
Old : 55,508: 50,791 44,807 1,792 7,434 2,925 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 29, 2009 :
: -3,080: -1,760 -3,080 0 1,320 -1,320 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 80.7 3.2 13.4 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 91.5 80.7 3.2 13.4 5.3 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: 11 5 . . . 0 0 0 0 0 0:
Old : 20: 11 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 : 79.8 82.8 93.6 99.4 79.8 79.2 91.2 94.1
Old : 79.8 82.8 93.6 99.4 79.8 79.2 91.2 94.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 49,744: 40,163 49,244 8,956 0 0 0 0 0 0 400 0: 625 100
Old : 49,744: 40,163 49,244 8,956 0 0 0 0 0 0 400 0: 625 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,750: -1,848 -2,750 -572 0 0 0 0 0 -220 0 0: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 99.0 18.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.3 0.2
Old : 100.0: 80.7 99.0 18.0 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.3 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 : 22: 12 8 6 0 0 0 0 0 0 . 0:
Old : 22: 12 8 6 0 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 : 59.3 91.0 79.1 99.0 59.3 77.3 73.8 83.0
Old : 59.3 91.0 79.1 99.0 59.3 77.3 73.8 83.0
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 822,066: 662,154 791,026 159,912 0 0 0 7,760 0 0 23,280 0: 0 0
Old : 822,066: 662,154 791,026 159,912 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 29, 2009 :
: -33,712: -25,480 -33,712 -8,232 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 96.2 19.5 0.0 0.0 0.0 0.9 0.0 0.0 2.8 0.0: 0.0 0.0
Old : 100.0: 80.5 96.2 19.5 0.0 0.0 0.0 0.9 0.0 0.0 2.8 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 : 62.9 90.8 85.8 98.6 62.4 76.2 77.7 80.9
Old : 62.9 90.8 85.8 98.6 62.4 76.2 77.7 80.9
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 91,298: 28,534 50,818 59,754 33,125 2,210 0 0 0 0 4,345 0: 800 800
Old : 91,298: 28,534 50,818 59,754 33,125 2,210 0 0 0 0 4,345 0: 800 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -6,514: -3,764 -4,070 -2,750 -1,474 0 0 0 0 0 -930 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 55.7 65.4 36.3 2.4 0.0 0.0 0.0 0.0 4.8 0.0: 0.9 0.9
Old : 100.0: 31.3 55.7 65.4 36.3 2.4 0.0 0.0 0.0 0.0 4.8 0.0: 0.9 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 : 27: 10 10 5 . . 0 0 0 0 . 0:
Old : 27: 10 10 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 : 69.0 73.6 84.5 89.4 69.0 68.4 84.5 83.3
Old : 69.0 73.6 84.5 89.4 69.0 68.4 84.5 83.3
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,537,250: 455,928 905,544 1,065,766 550,240 15,556 0 0 0 0 65,910 0: 0 0
Old : 1,537,250: 455,928 905,544 1,065,766 550,240 15,556 0 0 0 0 65,910 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -78,792: -32,536 -57,624 -41,552 -12,544 -4,704 0 0 0 0 -3,920 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 58.9 69.3 35.8 1.0 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 29.7 58.9 69.3 35.8 1.0 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: 10 9 5 . . 0 0 0 0 . 0:
Old : 25: 10 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 : 72.7 75.6 87.8 93.8 71.1 71.9 86.2 90.1
Old : 72.7 75.6 87.8 93.8 71.1 71.9 86.2 90.1
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 168,419: 138,002 89,924 20,267 73,115 4,775 0 0 0 5,375 0 0: 0 605
Old : 168,419: 138,002 89,924 20,267 73,115 4,775 0 0 0 5,375 0 0: 0 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -9,246: -5,614 -5,088 -1,531 -2,829 -1,219 0 0 0 -842 0 0: -40 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 53.4 12.0 43.4 2.8 0.0 0.0 0.0 3.2 0.0 0.0: 0.0 0.4
Old : 100.0: 81.9 53.4 12.0 43.4 2.8 0.0 0.0 0.0 3.2 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 : 34: 19 18 . 6 . 0 0 0 . 0 0:
Old : 34: 19 18 . 6 . 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 : 53.0 61.0 73.7 77.4 49.2 59.1 66.3 75.4
Old : 53.0 61.0 73.7 77.4 49.2 59.1 66.3 75.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 2,708,942: 2,236,817 1,478,331 345,224 1,202,603 28,008 7,760 0 0 91,133 0 0: 0 0
Old : 2,708,942: 2,236,817 1,478,331 345,224 1,202,603 28,008 7,760 0 0 91,133 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -115,248: -93,296 -50,176 -12,544 -59,976 -5,096 0 0 0 -4,312 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 54.6 12.7 44.4 1.0 0.3 0.0 0.0 3.4 0.0 0.0: 0.0 0.0
Old : 100.0: 82.6 54.6 12.7 44.4 1.0 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 : 65.2 67.4 83.2 83.9 63.6 66.8 78.9 81.4
Old : 65.2 67.4 83.2 83.9 63.6 66.8 78.9 81.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 61,096: 51,971 55,200 6,495 0 2,550 0 0 0 80 3,090 0: 0 256
Old : 61,096: 51,971 55,200 6,495 0 2,550 0 0 0 80 3,090 0: 0 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -2,222: -1,738 -2,222 -462 0 0 0 0 0 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 90.3 10.6 0.0 4.2 0.0 0.0 0.0 0.1 5.1 0.0: 0.0 0.4
Old : 100.0: 85.1 90.3 10.6 0.0 4.2 0.0 0.0 0.0 0.1 5.1 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 : 25: 14 14 4 0 . 0 0 0 . . 0:
Old : 25: 14 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 : 62.0 69.6 81.7 86.7 51.7 66.8 68.7 77.4
Old : 62.0 69.6 81.7 86.7 51.7 66.8 68.7 77.4
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,008,456: 854,411 739,464 93,160 128,192 60,885 0 0 0 0 79,915 0: 0 0
Old : 1,008,456: 854,411 739,464 93,160 128,192 60,885 0 0 0 0 79,915 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -26,264: -19,992 -24,304 -1,960 4,312 -4,312 0 0 0 0 -1,960 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 73.3 9.2 12.7 6.0 0.0 0.0 0.0 0.0 7.9 0.0: 0.0 0.0
Old : 100.0: 84.7 73.3 9.2 12.7 6.0 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: 10 10 . . . 0 0 0 0 . 0:
Old : 22: 10 10 . . . 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 : 70.4 65.3 88.4 88.8 69.4 61.2 84.5 82.8
Old : 70.4 65.3 88.4 88.8 69.4 61.2 84.5 82.8
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 57,176: 42,088 42,258 1,776 6,436 7,882 0 0 0 5,130 515 45: 255 40
Old : 57,176: 42,088 42,258 1,776 6,436 7,882 0 0 0 5,130 515 45: 255 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -924: -924 -880 0 0 0 0 0 0 0 -44 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 73.9 3.1 11.3 13.8 0.0 0.0 0.0 9.0 0.9 0.1: 0.4 0.1
Old : 100.0: 73.6 73.9 3.1 11.3 13.8 0.0 0.0 0.0 9.0 0.9 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 : 36: 17 22 . 5 5 0 0 0 . . .:
Old : 36: 17 22 . 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 : 52.8 45.9 73.9 63.7 46.0 33.9 61.5 49.2
Old : 52.8 45.9 73.9 63.7 46.0 33.9 61.5 49.2
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 - Futures Only, January 5, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,038,064: 780,513 698,328 2,675 154,640 149,696 0 23,400 0 105,180 12,000 0: 0 0
Old : 1,038,064: 780,513 698,328 2,675 154,640 149,696 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 29, 2009 :
: -19,992: -19,600 -19,992 0 392 -392 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 67.3 0.3 14.9 14.4 0.0 2.3 0.0 10.1 1.2 0.0: 0.0 0.0
Old : 100.0: 75.2 67.3 0.3 14.9 14.4 0.0 2.3 0.0 10.1 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 : 39: 19 17 . 6 . 0 . 0 . . 0:
Old : 39: 19 17 . 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 : 46.1 50.2 68.4 68.2 43.7 36.5 59.1 51.8
Old : 46.1 50.2 68.4 68.2 43.7 36.5 59.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010