PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Options and Futures Combined, January 12, 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 : 128,868: 78,253 80,558 3,762 2,932 38,257 429 499 5,654 455 0 475: 1,583 493 Old : 128,868: 78,253 80,558 3,762 2,932 38,257 429 499 5,654 455 0 475: 1,583 493 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 2,134: 1,625 2,572 201 -509 123 -23 -75 -10 103 -55 -2: 119 91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.7 62.5 2.9 2.3 29.7 0.3 0.4 4.4 0.4 0.0 0.4: 1.2 0.4 Old : 100.0: 60.7 62.5 2.9 2.3 29.7 0.3 0.4 4.4 0.4 0.0 0.4: 1.2 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: 27 28 5 . 6 . . 5 . . .: Old : 46: 27 28 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 : 52.7 55.3 77.4 78.1 5.8 6.4 8.3 9.2 Old : 52.7 55.3 77.4 78.1 5.8 6.4 8.3 9.2 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, January 12, 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 : 22,597: 13,444 13,297 3,703 2,179 4,018 0 1,135 436 5 0 73: 918 1,459 Old : 22,597: 13,444 13,297 3,703 2,179 4,018 0 1,135 436 5 0 73: 918 1,459 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -53: 19 49 -66 -196 57 0 -17 1 2 0 -10: -57 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 58.8 16.4 9.6 17.8 0.0 5.0 1.9 0.0 0.0 0.3: 4.1 6.5 Old : 100.0: 59.5 58.8 16.4 9.6 17.8 0.0 5.0 1.9 0.0 0.0 0.3: 4.1 6.5 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 : 29: 18 15 4 . 5 0 . . . 0 .: Old : 29: 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 43.2 65.6 69.9 29.8 25.3 44.4 41.5 Old : 41.5 43.2 65.6 69.9 29.8 25.3 44.4 41.5 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, January 12, 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 : 31,226: 19,945 16,387 1,764 5,373 7,028 0 720 360 0 550 120: 2,009 688 Old : 31,226: 19,945 16,387 1,764 5,373 7,028 0 720 360 0 550 120: 2,009 688 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -45: 115 -25 -180 -20 0 0 0 0 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 52.5 5.6 17.2 22.5 0.0 2.3 1.2 0.0 1.8 0.4: 6.4 2.2 Old : 100.0: 63.9 52.5 5.6 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 14 . 4 5 0 . . 0 . .: Old : 30: 20 14 . 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 : 37.5 46.6 56.7 71.3 23.9 30.9 36.3 43.3 Old : 37.5 46.6 56.7 71.3 23.9 30.9 36.3 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 - Options and Futures Combined, January 12, 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 : 13,056: 8,230 7,204 760 2,624 1,602 720 0 0 0 0 0: 1,744 1,626 Old : 13,056: 8,230 7,204 760 2,624 1,602 720 0 0 0 0 0: 1,744 1,626 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 18: 354 -40 0 -120 120 0 0 0 0 0 0: -456 58 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 55.2 5.8 20.1 12.3 5.5 0.0 0.0 0.0 0.0 0.0: 13.4 12.5 Old : 100.0: 63.0 55.2 5.8 20.1 12.3 5.5 0.0 0.0 0.0 0.0 0.0: 13.4 12.5 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 : 22: 12 10 . 4 5 . 0 0 0 0 0: Old : 22: 12 10 . 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 : 34.9 44.1 57.9 73.8 32.9 37.3 50.3 52.1 Old : 34.9 44.1 57.9 73.8 32.9 37.3 50.3 52.1 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 - Options and Futures Combined, January 12, 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 : 45,321: 27,743 34,396 6,715 172 9,305 65 0 723 0 1 0: 770 724 Old : 45,321: 27,743 34,396 6,715 172 9,305 65 0 723 0 1 0: 770 724 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : -316: 160 -134 -463 -116 304 10 0 -3 0 -4 0: -324 -361 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.2 75.9 14.8 0.4 20.5 0.1 0.0 1.6 0.0 0.0 0.0: 1.7 1.6 Old : 100.0: 61.2 75.9 14.8 0.4 20.5 0.1 0.0 1.6 0.0 0.0 0.0: 1.7 1.6 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 : 27: 16 17 5 . 4 . 0 . 0 . 0: Old : 27: 16 17 5 . 4 . 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 : 65.8 64.4 84.0 81.9 32.7 43.9 42.8 48.0 Old : 65.8 64.4 84.0 81.9 32.7 43.9 42.8 48.0 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 - Options and Futures Combined, January 12, 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 : 11,248: 7,026 3,560 1,920 5,946 1,182 0 0 0 0 0 0: 1,120 560 Old : 11,248: 7,026 3,560 1,920 5,946 1,182 0 0 0 0 0 0: 1,120 560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 40: 50 314 0 10 0 0 0 0 0 0 0: -10 -284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 31.7 17.1 52.9 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 5.0 Old : 100.0: 62.5 31.7 17.1 52.9 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 5.0 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: 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 : 35.3 69.8 63.2 83.5 30.7 61.7 49.0 66.5 Old : 35.3 69.8 63.2 83.5 30.7 61.7 49.0 66.5 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, January 12, 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 : 55,766: 51,049 44,807 1,792 7,692 2,925 0 0 0 0 0 0: 0 342 Old : 55,766: 51,049 44,807 1,792 7,692 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: January 5, 2010 : : 258: 258 0 0 258 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.5 80.3 3.2 13.8 5.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6 Old : 100.0: 91.5 80.3 3.2 13.8 5.2 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: 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 : 79.4 82.4 93.2 99.4 79.4 78.8 91.2 94.1 Old : 79.4 82.4 93.2 99.4 79.4 78.8 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 - Options and Futures Combined, January 12, 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: January 5, 2010 : : 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: 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 99.4 59.3 77.7 73.8 83.4 Old : 59.3 91.0 79.1 99.4 59.3 77.7 73.8 83.4 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, January 12, 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: 662,154 787,506 159,912 0 0 0 7,760 0 0 26,800 0: 0 0 Old : 822,066: 662,154 787,506 159,912 0 0 0 7,760 0 0 26,800 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 0: 0 -3,520 0 0 0 0 0 0 0 3,520 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.5 95.8 19.5 0.0 0.0 0.0 0.9 0.0 0.0 3.3 0.0: 0.0 0.0 Old : 100.0: 80.5 95.8 19.5 0.0 0.0 0.0 0.9 0.0 0.0 3.3 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 : 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 90.4 85.8 98.6 62.4 75.7 77.7 80.9 Old : 62.9 90.4 85.8 98.6 62.4 75.7 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 - Options and Futures Combined, January 12, 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: January 5, 2010 : : 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: 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 - Options and Futures Combined, January 12, 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: January 5, 2010 : : 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: 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 - Options and Futures Combined, January 12, 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 : 174,636: 144,974 95,716 19,087 73,115 5,200 0 0 0 5,375 0 0: 0 605 Old : 174,636: 144,974 95,716 19,087 73,115 5,200 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: January 5, 2010 : : 6,217: 6,972 5,792 -1,180 0 425 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.0 54.8 10.9 41.9 3.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.0 0.3 Old : 100.0: 83.0 54.8 10.9 41.9 3.0 0.0 0.0 0.0 3.1 0.0 0.0: 0.0 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 : 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 : 51.1 58.9 70.8 77.1 47.5 56.0 64.1 71.7 Old : 51.1 58.9 70.8 77.1 47.5 56.0 64.1 71.7 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, January 12, 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 : 2,804,385: 2,343,049 1,571,123 328,264 1,202,603 30,659 7,760 0 0 94,653 0 0: 0 0 Old : 2,804,385: 2,343,049 1,571,123 328,264 1,202,603 30,659 7,760 0 0 94,653 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 95,443: 106,232 92,792 -16,960 0 2,651 0 0 0 3,520 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.5 56.0 11.7 42.9 1.1 0.3 0.0 0.0 3.4 0.0 0.0: 0.0 0.0 Old : 100.0: 83.5 56.0 11.7 42.9 1.1 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 : 62.9 65.4 79.7 84.4 61.3 63.4 77.4 78.8 Old : 62.9 65.4 79.7 84.4 61.3 63.4 77.4 78.8 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, January 12, 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: January 5, 2010 : : 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: 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 - Options and Futures Combined, January 12, 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: January 5, 2010 : : 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: 84.7 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 - Options and Futures Combined, January 12, 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 : 57,606: 42,518 42,688 1,776 6,436 7,882 0 0 0 5,130 515 45: 255 40 Old : 57,606: 42,518 42,688 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: January 5, 2010 : : 430: 430 430 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 74.1 3.1 11.2 13.7 0.0 0.0 0.0 8.9 0.9 0.1: 0.4 0.1 Old : 100.0: 73.8 74.1 3.1 11.2 13.7 0.0 0.0 0.0 8.9 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 23 . 5 5 0 0 0 . . .: Old : 36: 17 23 . 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 : 53.1 45.6 74.1 63.3 46.4 33.6 61.8 48.9 Old : 53.1 45.6 74.1 63.3 46.4 33.6 61.8 48.9 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, January 12, 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: January 5, 2010 : : 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: 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 15, 2010