PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 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 : 132,374: 78,875 81,921 4,354 2,986 39,591 367 276 6,764 504 15 512: 1,406 308
Old : 132,374: 78,875 81,921 4,354 2,986 39,591 367 276 6,764 504 15 512: 1,406 308
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 3,505: 622 1,363 592 55 1,334 -62 -223 1,110 49 15 37: -177 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 61.9 3.3 2.3 29.9 0.3 0.2 5.1 0.4 0.0 0.4: 1.1 0.2
Old : 100.0: 59.6 61.9 3.3 2.3 29.9 0.3 0.2 5.1 0.4 0.0 0.4: 1.1 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 : 47: 28 28 5 . 6 . . 5 . . .:
Old : 47: 28 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 : 53.0 56.0 78.5 79.1 5.6 6.4 8.3 9.3
Old : 53.0 56.0 78.5 79.1 5.6 6.4 8.3 9.3
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 19, 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 : 22,586: 13,439 13,277 3,710 2,174 4,013 0 1,142 430 0 15 76: 918 1,459
Old : 22,586: 13,439 13,277 3,710 2,174 4,013 0 1,142 430 0 15 76: 918 1,459
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -11: -4 -20 6 -5 -5 0 7 -5 -5 15 2: 0 -0
: : :
: : 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 5.1 1.9 0.0 0.1 0.3: 4.1 6.5
Old : 100.0: 59.5 58.8 16.4 9.6 17.8 0.0 5.1 1.9 0.0 0.1 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 : 41.7 43.1 65.7 69.8 29.8 25.3 44.4 41.4
Old : 41.7 43.1 65.7 69.8 29.8 25.3 44.4 41.4
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 19, 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 : 31,291: 19,899 16,268 1,624 5,185 7,256 0 720 360 0 694 120: 2,032 688
Old : 31,291: 19,899 16,268 1,624 5,185 7,256 0 720 360 0 694 120: 2,032 688
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 65: -46 -119 -140 -188 228 0 0 0 0 144 0: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 52.0 5.2 16.6 23.2 0.0 2.3 1.2 0.0 2.2 0.4: 6.5 2.2
Old : 100.0: 63.6 52.0 5.2 16.6 23.2 0.0 2.3 1.2 0.0 2.2 0.4: 6.5 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 . 5 5 0 . . 0 . .:
Old : 30: 20 14 . 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 : 38.9 46.5 56.9 71.1 24.0 29.7 36.6 42.1
Old : 38.9 46.5 56.9 71.1 24.0 29.7 36.6 42.1
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 19, 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 : 13,222: 8,396 7,360 760 2,624 1,602 720 0 0 0 0 0: 1,744 1,636
Old : 13,222: 8,396 7,360 760 2,624 1,602 720 0 0 0 0 0: 1,744 1,636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 166: 166 156 0 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 55.7 5.7 19.8 12.1 5.4 0.0 0.0 0.0 0.0 0.0: 13.2 12.4
Old : 100.0: 63.5 55.7 5.7 19.8 12.1 5.4 0.0 0.0 0.0 0.0 0.0: 13.2 12.4
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 : 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 : 35.8 43.5 58.4 73.8 33.7 36.8 50.9 52.4
Old : 35.8 43.5 58.4 73.8 33.7 36.8 50.9 52.4
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 19, 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 : 45,123: 27,767 34,166 6,476 169 9,311 66 0 719 0 0 0: 784 758
Old : 45,123: 27,767 34,166 6,476 169 9,311 66 0 719 0 0 0: 784 758
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -198: 24 -230 -239 -3 6 2 0 -4 0 -0 0: 15 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 75.7 14.4 0.4 20.6 0.1 0.0 1.6 0.0 0.0 0.0: 1.7 1.7
Old : 100.0: 61.5 75.7 14.4 0.4 20.6 0.1 0.0 1.6 0.0 0.0 0.0: 1.7 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 : 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 : 65.4 64.4 83.6 81.9 32.5 43.7 42.3 47.8
Old : 65.4 64.4 83.6 81.9 32.5 43.7 42.3 47.8
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 19, 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 : 11,282: 7,130 3,610 1,920 5,930 1,182 0 0 0 0 0 0: 1,050 560
Old : 11,282: 7,130 3,610 1,920 5,930 1,182 0 0 0 0 0 0: 1,050 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 34: 104 50 0 -16 0 0 0 0 0 0 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 32.0 17.0 52.6 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 5.0
Old : 100.0: 63.2 32.0 17.0 52.6 10.5 0.0 0.0 0.0 0.0 0.0 0.0: 9.3 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 : 21: 13 11 . 4 4 0 0 0 0 0 0:
Old : 21: 13 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 : 34.6 69.4 62.9 83.0 29.6 61.4 48.4 66.4
Old : 34.6 69.4 62.9 83.0 29.6 61.4 48.4 66.4
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 19, 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 : 57,466: 51,049 46,507 3,492 7,692 2,925 0 0 0 0 0 0: 0 342
Old : 57,466: 51,049 46,507 3,492 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 12, 2010 :
: 1,700: 0 1,700 1,700 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 80.9 6.1 13.4 5.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 88.8 80.9 6.1 13.4 5.1 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 : 21: 11 6 . . . 0 0 0 0 0 0:
Old : 21: 11 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 : 78.7 80.0 93.4 97.9 78.7 76.5 91.4 92.8
Old : 78.7 80.0 93.4 97.9 78.7 76.5 91.4 92.8
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, January 19, 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 : 906,804: 788,656 717,435 113,468 184,689 4,680 0 0 0 0 0 0: 0 0
Old : 906,804: 788,656 717,435 113,468 184,689 4,680 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: January 12, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 79.1 12.5 20.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.0 79.1 12.5 20.4 0.5 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: 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 : 73.7 82.9 92.3 99.5 73.2 80.8 91.8 97.3
Old : 73.7 82.9 92.3 99.5 73.2 80.8 91.8 97.3
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 19, 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 : 49,944: 40,363 49,244 8,956 0 0 0 0 0 0 600 0: 625 100
Old : 49,944: 40,363 49,244 8,956 0 0 0 0 0 0 600 0: 625 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 200: 200 0 0 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 98.6 17.9 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0: 1.3 0.2
Old : 100.0: 80.8 98.6 17.9 0.0 0.0 0.0 0.0 0.0 0.0 1.2 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 : 24: 13 8 6 0 0 0 0 0 0 . 0:
Old : 24: 13 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 : 59.1 90.6 78.8 99.0 59.1 77.4 73.5 83.1
Old : 59.1 90.6 78.8 99.0 59.1 77.4 73.5 83.1
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 19, 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: January 12, 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 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 : 22: 10 8 5 0 0 0 . 0 0 . 0:
Old : 22: 10 8 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 98.2 62.4 75.7 77.7 80.4
Old : 62.9 90.4 85.8 98.2 62.4 75.7 77.7 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, January 19, 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 : 91,553: 28,534 51,073 60,009 33,125 2,210 0 0 0 0 4,345 0: 800 800
Old : 91,553: 28,534 51,073 60,009 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 12, 2010 :
: 255: 0 255 255 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 55.8 65.5 36.2 2.4 0.0 0.0 0.0 0.0 4.7 0.0: 0.9 0.9
Old : 100.0: 31.2 55.8 65.5 36.2 2.4 0.0 0.0 0.0 0.0 4.7 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 : 68.8 73.4 84.3 89.4 68.8 68.2 84.3 83.3
Old : 68.8 73.4 84.3 89.4 68.8 68.2 84.3 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 19, 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 : 1,541,930: 455,928 910,224 1,070,798 550,592 15,204 0 0 0 0 65,910 0: 0 0
Old : 1,541,930: 455,928 910,224 1,070,798 550,592 15,204 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 12, 2010 :
: 4,680: 0 4,680 5,032 352 -352 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 59.0 69.4 35.7 1.0 0.0 0.0 0.0 0.0 4.3 0.0: 0.0 0.0
Old : 100.0: 29.6 59.0 69.4 35.7 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 : 72.4 75.4 87.5 93.6 70.9 71.7 86.0 89.8
Old : 72.4 75.4 87.5 93.6 70.9 71.7 86.0 89.8
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 19, 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 : 175,912: 146,070 93,731 19,087 76,396 5,180 0 0 0 5,575 0 0: 0 605
Old : 175,912: 146,070 93,731 19,087 76,396 5,180 0 0 0 5,575 0 0: 0 605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,276: 1,096 -1,985 0 3,281 -20 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 53.3 10.9 43.4 2.9 0.0 0.0 0.0 3.2 0.0 0.0: 0.0 0.3
Old : 100.0: 83.0 53.3 10.9 43.4 2.9 0.0 0.0 0.0 3.2 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 : 35: 19 19 . 6 . 0 0 0 . 0 0:
Old : 35: 19 19 . 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 : 50.7 60.2 70.3 77.1 47.3 57.4 63.8 71.5
Old : 50.7 60.2 70.3 77.1 47.3 57.4 63.8 71.5
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 19, 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 : 2,806,312: 2,348,496 1,517,202 328,616 1,258,803 30,307 7,760 0 0 91,133 0 0: 0 0
Old : 2,806,312: 2,348,496 1,517,202 328,616 1,258,803 30,307 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: January 12, 2010 :
: 1,927: 5,447 -53,921 352 56,200 -352 0 0 0 -3,520 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 54.1 11.7 44.9 1.1 0.3 0.0 0.0 3.2 0.0 0.0: 0.0 0.0
Old : 100.0: 83.7 54.1 11.7 44.9 1.1 0.3 0.0 0.0 3.2 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 : 34: 18 15 . 6 . . 0 0 . 0 0:
Old : 34: 18 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 : 62.8 67.0 79.7 84.5 61.2 65.3 77.3 79.0
Old : 62.8 67.0 79.7 84.5 61.2 65.3 77.3 79.0
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 19, 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 12, 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 19, 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 12, 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 : 23: 11 10 . . . 0 0 0 0 . 0:
Old : 23: 11 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 84.2 82.8
Old : 70.4 65.3 88.4 88.8 69.4 61.2 84.2 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 19, 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 : 60,710: 45,622 45,027 1,776 7,201 7,882 0 0 0 5,130 515 45: 255 40
Old : 60,710: 45,622 45,027 1,776 7,201 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 12, 2010 :
: 3,104: 3,104 2,339 0 765 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 74.2 2.9 11.9 13.0 0.0 0.0 0.0 8.5 0.8 0.1: 0.4 0.1
Old : 100.0: 75.1 74.2 2.9 11.9 13.0 0.0 0.0 0.0 8.5 0.8 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 24 . 5 5 0 0 0 . . .:
Old : 36: 17 24 . 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 : 55.1 43.2 75.0 60.0 48.7 31.9 62.1 46.4
Old : 55.1 43.2 75.0 60.0 48.7 31.9 62.1 46.4
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, January 19, 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 : 1,094,528: 836,977 740,728 2,675 168,704 149,696 0 23,400 0 105,180 12,000 0: 0 0
Old : 1,094,528: 836,977 740,728 2,675 168,704 149,696 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 12, 2010 :
: 56,464: 56,464 42,400 0 14,064 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 67.7 0.2 15.4 13.7 0.0 2.1 0.0 9.6 1.1 0.0: 0.0 0.0
Old : 100.0: 76.5 67.7 0.2 15.4 13.7 0.0 2.1 0.0 9.6 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: 19 18 . 6 . 0 . 0 . . 0:
Old : 39: 19 18 . 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 : 47.6 47.6 69.6 64.7 46.2 34.6 58.7 49.1
Old : 47.6 47.6 69.6 64.7 46.2 34.6 58.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010