PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 166,147: 102,055 107,314 3,740 2,334 44,773 1,261 60 10,182 550 4 785: 2,801 696
Old : 166,147: 102,055 107,314 3,740 2,334 44,773 1,261 60 10,182 550 4 785: 2,801 696
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 5,749: 3,354 3,322 -541 59 1,767 307 48 757 66 -3 51: -11 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 64.6 2.3 1.4 26.9 0.8 0.0 6.1 0.3 0.0 0.5: 1.7 0.4
Old : 100.0: 61.4 64.6 2.3 1.4 26.9 0.8 0.0 6.1 0.3 0.0 0.5: 1.7 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 : 45: 27 23 5 . 6 4 . 4 . . .:
Old : 45: 27 23 5 . 6 4 . 4 . . .:
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 : 52.1 56.3 79.3 81.9 3.7 6.4 6.2 9.0
Old : 52.1 56.3 79.3 81.9 3.7 6.4 6.2 9.0
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, March 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 : 21,780: 12,890 13,615 3,237 1,832 3,816 120 1,000 280 0 156 30: 1,408 1,051
Old : 21,780: 12,890 13,615 3,237 1,832 3,816 120 1,000 280 0 156 30: 1,408 1,051
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 227: 184 230 1 -24 -9 0 0 0 0 16 4: 48 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 62.5 14.9 8.4 17.5 0.6 4.6 1.3 0.0 0.7 0.1: 6.5 4.8
Old : 100.0: 59.2 62.5 14.9 8.4 17.5 0.6 4.6 1.3 0.0 0.7 0.1: 6.5 4.8
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: 16 16 4 . 4 . . . 0 . .:
Old : 29: 16 16 4 . 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 : 42.2 42.9 62.9 68.8 27.0 27.4 41.2 43.4
Old : 42.2 42.9 62.9 68.8 27.0 27.4 41.2 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 : 14,334: 9,241 10,615 1,777 776 1,441 0 0 0 0 0 0: 1,874 1,502
Old : 14,334: 9,241 10,615 1,777 776 1,441 0 0 0 0 0 0: 1,874 1,502
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 94: 37 -59 -42 0 9 0 0 0 0 0 0: 90 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 74.1 12.4 5.4 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 10.5
Old : 100.0: 64.5 74.1 12.4 5.4 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 13.1 10.5
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: 15 10 . . . 0 0 0 0 0 0:
Old : 20: 15 10 . . . 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 : 37.9 68.9 65.6 83.2 27.5 63.5 48.0 64.6
Old : 37.9 68.9 65.6 83.2 27.5 63.5 48.0 64.6
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, March 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 : 31,193: 19,496 16,171 1,520 3,931 7,830 0 1,480 120 0 690 120: 2,107 851
Old : 31,193: 19,496 16,171 1,520 3,931 7,830 0 1,480 120 0 690 120: 2,107 851
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 10: -2 0 12 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 51.8 4.9 12.6 25.1 0.0 4.7 0.4 0.0 2.2 0.4: 6.8 2.7
Old : 100.0: 62.5 51.8 4.9 12.6 25.1 0.0 4.7 0.4 0.0 2.2 0.4: 6.8 2.7
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 : 30: 20 15 . 4 5 0 . . 0 . .:
Old : 30: 20 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 : 40.0 44.7 59.5 69.0 25.0 28.3 35.6 41.4
Old : 40.0 44.7 59.5 69.0 25.0 28.3 35.6 41.4
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, March 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 : 13,045: 8,242 7,700 1,602 2,902 1,135 460 0 160 308 0 34: 1,104 1,114
Old : 13,045: 8,242 7,700 1,602 2,902 1,135 460 0 160 308 0 34: 1,104 1,114
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 552: -120 604 94 24 -24 0 0 0 308 0 34: 260 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 59.0 12.3 22.2 8.7 3.5 0.0 1.2 2.4 0.0 0.3: 8.5 8.5
Old : 100.0: 63.2 59.0 12.3 22.2 8.7 3.5 0.0 1.2 2.4 0.0 0.3: 8.5 8.5
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 : 23: 14 11 . 4 4 . 0 . . 0 .:
Old : 23: 14 11 . 4 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 43.0 57.1 72.6 35.8 38.3 53.1 55.1
Old : 36.8 43.0 57.1 72.6 35.8 38.3 53.1 55.1
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, March 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 : 49,288: 31,414 36,098 3,943 74 11,036 348 0 1,230 0 0 0: 1,318 850
Old : 49,288: 31,414 36,098 3,943 74 11,036 348 0 1,230 0 0 0: 1,318 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 481: 145 334 157 -81 213 -44 0 1 0 0 0: 9 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 73.2 8.0 0.1 22.4 0.7 0.0 2.5 0.0 0.0 0.0: 2.7 1.7
Old : 100.0: 63.7 73.2 8.0 0.1 22.4 0.7 0.0 2.5 0.0 0.0 0.0: 2.7 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 : 26: 17 17 5 . 4 . 0 . 0 0 0:
Old : 26: 17 17 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 : 63.1 62.1 81.8 84.6 24.8 34.9 32.5 38.2
Old : 63.1 62.1 81.8 84.6 24.8 34.9 32.5 38.2
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, March 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 MW X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 11,118: 7,298 3,638 1,524 5,470 1,214 0 0 0 0 0 0: 1,082 796
Old : 11,118: 7,298 3,638 1,524 5,470 1,214 0 0 0 0 0 0: 1,082 796
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -54: -54 -38 0 -18 0 0 0 0 0 0 0: 0 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 32.7 13.7 49.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 7.2
Old : 100.0: 65.6 32.7 13.7 49.2 10.9 0.0 0.0 0.0 0.0 0.0 0.0: 9.7 7.2
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: 15 13 . 4 4 0 0 0 0 0 0:
Old : 22: 15 13 . 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 65.9 59.3 81.1 31.4 57.3 49.6 63.0
Old : 34.6 65.9 59.3 81.1 31.4 57.3 49.6 63.0
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 58,496: 53,679 45,307 2,812 10,882 2,005 0 0 0 0 0 0: 0 302
Old : 58,496: 53,679 45,307 2,812 10,882 2,005 0 0 0 0 0 0: 0 302
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 3,490: 3,490 3,490 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 77.5 4.8 18.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 91.8 77.5 4.8 18.6 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 81.5 81.9 94.4 98.0 81.5 79.3 93.8 94.6
Old : 81.5 81.9 94.4 98.0 81.5 79.3 93.8 94.6
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 899,030: 809,594 678,381 84,756 215,969 4,680 0 0 0 0 0 0: 0 0
Old : 899,030: 809,594 678,381 84,756 215,969 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: March 16, 2010 :
: 47,040: 47,040 47,040 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 75.5 9.4 24.0 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.1 75.5 9.4 24.0 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 : 75.1 84.6 92.4 99.5 74.6 83.3 91.9 98.2
Old : 75.1 84.6 92.4 99.5 74.6 83.3 91.9 98.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A49
Disaggregated Commitments of Traders - Options and Futures Combined, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 495,459: 176,449 292,329 319,010 200,796 0 0 0 0 0 2,334 0: 0 0
Old : 495,459: 176,449 292,329 319,010 200,796 0 0 0 0 0 2,334 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,680: 0 4,680 4,680 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 59.0 64.4 40.5 0.0 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 35.6 59.0 64.4 40.5 0.0 0.0 0.0 0.0 0.0 0.5 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: 7 7 . . 0 0 0 0 0 . 0:
Old : 20: 7 7 . . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 90.8 65.7 99.8 98.0 84.4 56.2 90.5 88.6
Old : 90.8 65.7 99.8 98.0 84.4 56.2 90.5 88.6
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,595: 41,770 49,375 7,280 220 0 0 0 0 220 0 0: 325 0
Old : 49,595: 41,770 49,375 7,280 220 0 0 0 0 220 0 0: 325 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 99.6 14.7 0.4 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.7 0.0
Old : 100.0: 84.2 99.6 14.7 0.4 0.0 0.0 0.0 0.0 0.4 0.0 0.0: 0.7 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 7 4 . 0 0 0 0 . 0 0:
Old : 20: 11 7 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 : 61.6 96.8 85.4 100.0 61.6 86.4 79.6 88.1
Old : 61.6 96.8 85.4 100.0 61.6 86.4 79.6 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A52
Disaggregated Commitments of Traders - Options and Futures Combined, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 33,071: 24,961 30,050 7,459 2,805 0 0 0 0 0 0 0: 651 216
Old : 33,071: 24,961 30,050 7,459 2,805 0 0 0 0 0 0 0: 651 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 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: 75.5 90.9 22.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 0.7
Old : 100.0: 75.5 90.9 22.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 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 : 20: 11 8 . . 0 0 0 0 0 0 0:
Old : 20: 11 8 . . 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 : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
Old : 67.7 68.0 86.5 96.7 63.7 65.0 82.5 91.1
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 91,991: 30,578 56,321 59,220 30,083 2,042 0 0 0 0 3,545 0: 151 0
Old : 91,991: 30,578 56,321 59,220 30,083 2,042 0 0 0 0 3,545 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 1,280: 1,280 1,280 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 61.2 64.4 32.7 2.2 0.0 0.0 0.0 0.0 3.9 0.0: 0.2 0.0
Old : 100.0: 33.2 61.2 64.4 32.7 2.2 0.0 0.0 0.0 0.0 3.9 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 9 5 . . 0 0 0 0 . 0:
Old : 26: 9 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 : 70.5 71.0 88.9 90.5 70.5 68.8 88.9 88.2
Old : 70.5 71.0 88.9 90.5 70.5 68.8 88.9 88.2
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,498,753: 436,142 963,847 1,051,775 465,920 10,836 0 0 0 0 58,150 0: 0 0
Old : 1,498,753: 436,142 963,847 1,051,775 465,920 10,836 0 0 0 0 58,150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 23,440: 23,440 23,440 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 64.3 70.2 31.1 0.7 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 29.1 64.3 70.2 31.1 0.7 0.0 0.0 0.0 0.0 3.9 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 : 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 : 74.2 70.2 90.3 92.4 74.2 69.4 89.0 91.7
Old : 74.2 70.2 90.3 92.4 74.2 69.4 89.0 91.7
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 178,905: 138,148 95,141 32,745 78,594 4,077 0 0 0 3,935 0 0: 0 1,093
Old : 178,905: 138,148 95,141 32,745 78,594 4,077 0 0 0 3,935 0 0: 0 1,093
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,139: 2,139 1,280 0 859 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 53.2 18.3 43.9 2.3 0.0 0.0 0.0 2.2 0.0 0.0: 0.0 0.6
Old : 100.0: 77.2 53.2 18.3 43.9 2.3 0.0 0.0 0.0 2.2 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 : 35: 17 16 . 6 . 0 0 0 . 0 0:
Old : 35: 17 16 . 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 : 55.5 60.5 78.3 79.5 55.5 58.5 77.0 76.1
Old : 55.5 60.5 78.3 79.5 55.5 58.5 77.0 76.1
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 MEGAWATT HOURS) :
: : Positions :
All : 2,948,750: 2,371,675 1,613,555 489,448 1,306,885 28,310 0 0 0 59,317 0 0: 0 0
Old : 2,948,750: 2,371,675 1,613,555 489,448 1,306,885 28,310 0 0 0 59,317 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 39,004: 39,004 23,440 0 15,564 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 54.7 16.6 44.3 1.0 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.4 54.7 16.6 44.3 1.0 0.0 0.0 0.0 2.0 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 : 34: 17 17 . 5 . 0 0 0 . 0 0:
Old : 34: 17 17 . 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 : 63.2 65.1 85.1 84.5 63.2 64.3 84.6 82.8
Old : 63.2 65.1 85.1 84.5 63.2 64.3 84.6 82.8
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 65,100: 56,138 58,104 5,180 216 3,782 0 0 0 0 2,890 0: 0 108
Old : 65,100: 56,138 58,104 5,180 216 3,782 0 0 0 0 2,890 0: 0 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -1,275: -1,275 0 0 -1,275 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 89.3 8.0 0.3 5.8 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.2
Old : 100.0: 86.2 89.3 8.0 0.3 5.8 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 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 : 27: 17 14 . . . 0 0 0 0 . 0:
Old : 27: 17 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 : 55.2 58.5 74.9 79.7 45.6 53.6 63.4 66.2
Old : 55.2 58.5 74.9 79.7 45.6 53.6 63.4 66.2
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,051,008: 891,483 835,395 98,640 82,408 60,885 0 0 0 0 72,320 0: 0 0
Old : 1,051,008: 891,483 835,395 98,640 82,408 60,885 0 0 0 0 72,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 0: 0 0 9,360 0 0 0 0 0 -9,360 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 79.5 9.4 7.8 5.8 0.0 0.0 0.0 0.0 6.9 0.0: 0.0 0.0
Old : 100.0: 84.8 79.5 9.4 7.8 5.8 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 : 28: 12 15 4 . . 0 0 0 0 . 0:
Old : 28: 12 15 4 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 51.5 83.1 77.0 57.0 48.9 70.4 69.9
Old : 61.0 51.5 83.1 77.0 57.0 48.9 70.4 69.9
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 56,798: 43,616 40,285 1,776 9,142 6,831 0 0 0 4,530 495 45: 0 0
Old : 56,798: 43,616 40,285 1,776 9,142 6,831 0 0 0 4,530 495 45: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 255: 255 -255 0 510 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 70.9 3.1 16.1 12.0 0.0 0.0 0.0 8.0 0.9 0.1: 0.0 0.0
Old : 100.0: 76.8 70.9 3.1 16.1 12.0 0.0 0.0 0.0 8.0 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 : 33: 17 20 . 5 5 0 0 0 . . .:
Old : 33: 17 20 . 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 : 56.6 43.4 76.8 60.3 50.6 31.3 63.8 45.9
Old : 56.6 43.4 76.8 60.3 50.6 31.3 63.8 45.9
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, March 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,031,969: 805,450 677,833 6,515 199,120 126,464 0 23,400 0 93,540 5,152 0: 0 0
Old : 1,031,969: 805,450 677,833 6,515 199,120 126,464 0 23,400 0 93,540 5,152 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 0: 0 -4,680 0 4,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 65.7 0.6 19.3 12.3 0.0 2.3 0.0 9.1 0.5 0.0: 0.0 0.0
Old : 100.0: 78.0 65.7 0.6 19.3 12.3 0.0 2.3 0.0 9.1 0.5 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 : 35: 17 17 . 5 . 0 . 0 . . 0:
Old : 35: 17 17 . 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 : 47.7 48.4 70.7 64.5 47.3 34.5 57.8 49.1
Old : 47.7 48.4 70.7 64.5 47.3 34.5 57.8 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010