PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 144,933: 88,724 93,380 3,800 2,104 40,353 1,043 0 7,641 338 0 741: 2,293 714
Old : 144,933: 88,724 93,380 3,800 2,104 40,353 1,043 0 7,641 338 0 741: 2,293 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 6,357: 3,739 4,794 -191 272 1,255 802 -553 472 100 -23 63: 116 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 64.4 2.6 1.5 27.8 0.7 0.0 5.3 0.2 0.0 0.5: 1.6 0.5
Old : 100.0: 61.2 64.4 2.6 1.5 27.8 0.7 0.0 5.3 0.2 0.0 0.5: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 26 25 5 . 6 4 0 4 . 0 .:
Old : 43: 26 25 5 . 6 4 0 4 . 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 : 53.2 56.6 77.7 79.9 4.3 7.2 7.0 9.9
Old : 53.2 56.6 77.7 79.9 4.3 7.2 7.0 9.9
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, February 23, 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 : 21,461: 12,662 12,930 3,313 1,909 4,003 0 920 420 0 54 36: 1,027 1,189
Old : 21,461: 12,662 12,930 3,313 1,909 4,003 0 920 420 0 54 36: 1,027 1,189
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -41: -176 -89 -83 -48 52 0 0 0 0 0 0: 166 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 60.3 15.4 8.9 18.7 0.0 4.3 2.0 0.0 0.3 0.2: 4.8 5.5
Old : 100.0: 59.0 60.3 15.4 8.9 18.7 0.0 4.3 2.0 0.0 0.3 0.2: 4.8 5.5
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 : 28: 15 15 4 . 5 0 . . 0 . .:
Old : 28: 15 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 : 43.2 43.3 65.6 69.5 28.6 27.4 43.2 42.8
Old : 43.2 43.3 65.6 69.5 28.6 27.4 43.2 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 31,563: 19,987 16,260 1,374 4,338 7,613 0 1,520 120 0 700 130: 2,339 882
Old : 31,563: 19,987 16,260 1,374 4,338 7,613 0 1,520 120 0 700 130: 2,339 882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -96: -132 -68 20 0 10 0 0 0 0 -40 0: 6 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 51.5 4.4 13.7 24.1 0.0 4.8 0.4 0.0 2.2 0.4: 7.4 2.8
Old : 100.0: 63.3 51.5 4.4 13.7 24.1 0.0 4.8 0.4 0.0 2.2 0.4: 7.4 2.8
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 . 5 5 0 . . 0 . .:
Old : 29: 18 15 . 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 : 39.9 44.8 59.4 69.2 26.9 28.6 37.7 42.1
Old : 39.9 44.8 59.4 69.2 26.9 28.6 37.7 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, February 23, 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 : 12,851: 8,464 7,132 1,168 2,640 1,495 660 0 0 0 108 0: 1,064 1,476
Old : 12,851: 8,464 7,132 1,168 2,640 1,495 660 0 0 0 108 0: 1,064 1,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 10: 0 0 416 10 0 0 0 0 0 0 0: -406 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 55.5 9.1 20.5 11.6 5.1 0.0 0.0 0.0 0.8 0.0: 8.3 11.5
Old : 100.0: 65.9 55.5 9.1 20.5 11.6 5.1 0.0 0.0 0.0 0.8 0.0: 8.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . 4 5 . 0 0 0 . 0:
Old : 24: 13 11 . 4 5 . 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 : 34.7 44.3 57.8 73.7 32.9 37.0 52.9 52.0
Old : 34.7 44.3 57.8 73.7 32.9 37.0 52.9 52.0
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, February 23, 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 : 48,021: 30,383 35,665 4,381 62 10,264 520 0 1,220 0 0 0: 1,253 810
Old : 48,021: 30,383 35,665 4,381 62 10,264 520 0 1,220 0 0 0: 1,253 810
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,271: 2,931 2,385 -395 62 738 -84 0 37 0 0 0: 43 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 74.3 9.1 0.1 21.4 1.1 0.0 2.5 0.0 0.0 0.0: 2.6 1.7
Old : 100.0: 63.3 74.3 9.1 0.1 21.4 1.1 0.0 2.5 0.0 0.0 0.0: 2.6 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 : 25: 15 16 5 . 4 . 0 . 0 0 0:
Old : 25: 15 16 5 . 4 . 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 : 62.1 61.5 82.4 82.8 27.5 36.9 35.2 40.4
Old : 62.1 61.5 82.4 82.8 27.5 36.9 35.2 40.4
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, February 23, 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 : 11,494: 7,462 3,796 1,722 5,762 1,158 0 0 0 0 0 0: 1,152 778
Old : 11,494: 7,462 3,796 1,722 5,762 1,158 0 0 0 0 0 0: 1,152 778
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 353: 229 -171 0 240 -24 0 0 0 0 0 0: 148 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 33.0 15.0 50.1 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 6.8
Old : 100.0: 64.9 33.0 15.0 50.1 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 10.0 6.8
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: 15 12 . 4 4 0 0 0 0 0 0:
Old : 22: 15 12 . 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 66.3 60.0 81.4 31.3 58.4 47.2 62.5
Old : 35.2 66.3 60.0 81.4 31.3 58.4 47.2 62.5
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, February 23, 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 : 54,866: 49,049 44,067 3,352 8,012 2,465 0 0 0 0 0 0: 0 322
Old : 54,866: 49,049 44,067 3,352 8,012 2,465 0 0 0 0 0 0: 0 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 89.4 80.3 6.1 14.6 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 89.4 80.3 6.1 14.6 4.5 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: 10 6 . . . 0 0 0 0 0 0:
Old : 20: 10 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 : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
Old : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
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, February 23, 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 : 847,444: 744,984 666,555 97,780 176,209 4,680 0 0 0 0 0 0: 0 0
Old : 847,444: 744,984 666,555 97,780 176,209 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: February 16, 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: 87.9 78.7 11.5 20.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 78.7 11.5 20.8 0.6 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 : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Old : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A48
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 32,040: 13,540 18,811 17,924 11,310 300 0 0 0 0 510 0: 276 1,109
Old : 32,040: 13,540 18,811 17,924 11,310 300 0 0 0 0 510 0: 276 1,109
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 0: 0 -2,570 0 2,570 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 58.7 55.9 35.3 0.9 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 3.5
Old : 100.0: 42.3 58.7 55.9 35.3 0.9 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 3.5
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: 9 7 . . . 0 0 0 0 . 0:
Old : 20: 9 7 . . . 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 : 83.5 62.8 94.4 94.5 78.4 55.1 88.9 85.6
Old : 83.5 62.8 94.4 94.5 78.4 55.1 88.9 85.6
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, February 23, 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 : 50,717: 42,876 50,217 7,316 0 0 0 0 0 0 400 0: 525 100
Old : 50,717: 42,876 50,217 7,316 0 0 0 0 0 0 400 0: 525 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 3,348: 3,325 3,348 23 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 99.0 14.4 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.0 0.2
Old : 100.0: 84.5 99.0 14.4 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.0 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 6 5 0 0 0 0 0 0 . 0:
Old : 22: 12 6 5 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 : 61.0 95.5 84.8 99.8 61.0 84.9 77.4 87.2
Old : 61.0 95.5 84.8 99.8 61.0 84.9 77.4 87.2
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, February 23, 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 : 876,248: 751,224 862,168 125,024 0 0 0 3,520 0 0 10,560 0: 0 0
Old : 876,248: 751,224 862,168 125,024 0 0 0 3,520 0 0 10,560 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 100,720: 100,720 100,720 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 98.4 14.3 0.0 0.0 0.0 0.4 0.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 85.7 98.4 14.3 0.0 0.0 0.0 0.4 0.0 0.0 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 : 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 : 66.6 96.9 91.7 99.4 66.4 80.9 80.0 83.0
Old : 66.6 96.9 91.7 99.4 66.4 80.9 80.0 83.0
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, February 23, 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 : 96,523: 32,638 56,493 61,692 34,043 2,042 0 0 0 0 3,945 0: 151 0
Old : 96,523: 32,638 56,493 61,692 34,043 2,042 0 0 0 0 3,945 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 131: 131 -2,439 0 2,570 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 58.5 63.9 35.3 2.1 0.0 0.0 0.0 0.0 4.1 0.0: 0.2 0.0
Old : 100.0: 33.8 58.5 63.9 35.3 2.1 0.0 0.0 0.0 0.0 4.1 0.0: 0.2 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 : 26: 9 10 5 . . 0 0 0 0 . 0:
Old : 26: 9 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 : 70.0 67.1 88.6 89.3 70.0 63.7 88.6 85.8
Old : 70.0 67.1 88.6 89.3 70.0 63.7 88.6 85.8
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, February 23, 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 : 1,554,513: 451,774 953,719 1,091,551 527,936 11,188 0 0 0 0 61,670 0: 0 0
Old : 1,554,513: 451,774 953,719 1,091,551 527,936 11,188 0 0 0 0 61,670 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -48,523: -48,523 -48,523 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 61.4 70.2 34.0 0.7 0.0 0.0 0.0 0.0 4.0 0.0: 0.0 0.0
Old : 100.0: 29.1 61.4 70.2 34.0 0.7 0.0 0.0 0.0 0.0 4.0 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 : 25: 9 10 5 . . 0 0 0 0 . 0:
Old : 25: 9 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 : 74.4 68.5 90.4 89.3 74.4 67.7 89.2 87.3
Old : 74.4 68.5 90.4 89.3 74.4 67.7 89.2 87.3
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, February 23, 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 : 182,435: 137,973 95,772 35,000 80,823 4,607 0 0 0 4,855 0 0: 0 1,233
Old : 182,435: 137,973 95,772 35,000 80,823 4,607 0 0 0 4,855 0 0: 0 1,233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 200: -4,940 154 5,140 46 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 52.5 19.2 44.3 2.5 0.0 0.0 0.0 2.7 0.0 0.0: 0.0 0.7
Old : 100.0: 75.6 52.5 19.2 44.3 2.5 0.0 0.0 0.0 2.7 0.0 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 20 . 6 . 0 0 0 . 0 0:
Old : 35: 17 20 . 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 : 52.8 60.4 74.7 77.3 50.8 57.9 70.8 74.7
Old : 52.8 60.4 74.7 77.3 50.8 57.9 70.8 74.7
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, February 23, 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 : 2,968,063: 2,310,668 1,612,368 551,112 1,326,681 29,014 3,520 0 0 73,749 0 0: 0 0
Old : 2,968,063: 2,310,668 1,612,368 551,112 1,326,681 29,014 3,520 0 0 73,749 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 10,110: -38,245 10,110 46,480 -1,875 1,875 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 54.3 18.6 44.7 1.0 0.1 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 77.9 54.3 18.6 44.7 1.0 0.1 0.0 0.0 2.5 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 : 36: 17 18 . 6 . . 0 0 . 0 0:
Old : 36: 17 18 . 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 : 61.9 66.3 83.4 84.4 60.9 64.5 81.9 82.3
Old : 61.9 66.3 83.4 84.4 60.9 64.5 81.9 82.3
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, February 23, 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 : 65,745: 53,863 59,804 6,390 36 2,787 0 0 0 40 2,990 0: 2,665 128
Old : 65,745: 53,863 59,804 6,390 36 2,787 0 0 0 40 2,990 0: 2,665 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,275: 1,275 1,275 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 91.0 9.7 0.1 4.2 0.0 0.0 0.0 0.1 4.5 0.0: 4.1 0.2
Old : 100.0: 81.9 91.0 9.7 0.1 4.2 0.0 0.0 0.0 0.1 4.5 0.0: 4.1 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 : 27: 16 14 . . . 0 0 0 . . 0:
Old : 27: 16 14 . . . 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 : 56.9 60.2 75.1 81.3 47.6 57.2 62.7 70.0
Old : 56.9 60.2 75.1 81.3 47.6 57.2 62.7 70.0
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, February 23, 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 : 1,067,176: 915,251 829,035 91,040 103,176 60,885 0 0 0 0 74,080 0: 0 0
Old : 1,067,176: 915,251 829,035 91,040 103,176 60,885 0 0 0 0 74,080 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 85.8 77.7 8.5 9.7 5.7 0.0 0.0 0.0 0.0 6.9 0.0: 0.0 0.0
Old : 100.0: 85.8 77.7 8.5 9.7 5.7 0.0 0.0 0.0 0.0 6.9 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 : 27: 13 14 . . . 0 0 0 0 . 0:
Old : 27: 13 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 53.0 81.7 80.1 60.4 50.1 72.2 71.1
Old : 61.3 53.0 81.7 80.1 60.4 50.1 72.2 71.1
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, February 23, 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 : 58,144: 44,094 42,801 1,776 7,384 7,399 0 0 0 4,830 495 45: 0 20
Old : 58,144: 44,094 42,801 1,776 7,384 7,399 0 0 0 4,830 495 45: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 75.8 73.6 3.1 12.7 12.7 0.0 0.0 0.0 8.3 0.9 0.1: 0.0 0.0
Old : 100.0: 75.8 73.6 3.1 12.7 12.7 0.0 0.0 0.0 8.3 0.9 0.1: 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 : 35: 17 23 . 5 5 0 0 0 . . .:
Old : 35: 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 : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4
Old : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 30,964: 24,429 29,583 6,165 1,020 255 0 0 0 0 0 0: 115 106
Old : 30,964: 24,429 29,583 6,165 1,020 255 0 0 0 0 0 0: 115 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 95.5 19.9 3.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.3
Old : 100.0: 78.9 95.5 19.9 3.3 0.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 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 : 20: 8 11 . . . 0 0 0 0 0 0:
Old : 20: 8 11 . . . 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 : 81.8 61.2 98.1 87.5 68.1 51.5 74.5 71.7
Old : 81.8 61.2 98.1 87.5 68.1 51.5 74.5 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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 : 1,056,064: 814,201 715,832 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0: 0 0
Old : 1,056,064: 814,201 715,832 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 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: 77.1 67.8 0.5 16.3 13.1 0.0 2.2 0.0 9.4 0.7 0.0: 0.0 0.0
Old : 100.0: 77.1 67.8 0.5 16.3 13.1 0.0 2.2 0.0 9.4 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 18 . 5 . 0 . 0 . . 0:
Old : 37: 18 18 . 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 : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8
Old : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010