PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, April 6, 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 : 172,595: 107,814 111,735 2,928 2,372 46,343 1,118 188 10,253 339 5 1,066: 2,733 633
Old : 172,595: 107,814 111,735 2,928 2,372 46,343 1,118 188 10,253 339 5 1,066: 2,733 633
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 1,306: 1,237 50 -497 -521 1,473 -375 143 -2 -157 1 201: -573 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.5 64.7 1.7 1.4 26.9 0.6 0.1 5.9 0.2 0.0 0.6: 1.6 0.4
Old : 100.0: 62.5 64.7 1.7 1.4 26.9 0.6 0.1 5.9 0.2 0.0 0.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 27 24 4 . 6 4 . 5 . . .:
Old : 46: 27 24 4 . 6 4 . 5 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 55.8 79.5 81.6 3.4 5.2 5.5 7.6
Old : 52.6 55.8 79.5 81.6 3.4 5.2 5.5 7.6
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, April 6, 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 : 21,083: 12,408 13,282 3,167 1,794 3,656 80 960 280 0 142 30: 1,462 939
Old : 21,083: 12,408 13,282 3,167 1,794 3,656 80 960 280 0 142 30: 1,462 939
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -615: -391 -153 -68 -23 -146 -40 -40 0 0 -14 0: 30 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 63.0 15.0 8.5 17.3 0.4 4.6 1.3 0.0 0.7 0.1: 6.9 4.5
Old : 100.0: 58.9 63.0 15.0 8.5 17.3 0.4 4.6 1.3 0.0 0.7 0.1: 6.9 4.5
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 : 30: 17 18 4 . 5 . . . 0 . .:
Old : 30: 17 18 4 . 5 . . . 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 42.6 63.1 68.1 26.5 27.1 40.2 43.0
Old : 42.2 42.6 63.1 68.1 26.5 27.1 40.2 43.0
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, April 6, 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 : 30,254: 18,698 15,473 1,428 3,869 7,650 0 1,440 120 0 690 120: 2,238 892
Old : 30,254: 18,698 15,473 1,428 3,869 7,650 0 1,440 120 0 690 120: 2,238 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -953: -850 -570 -218 -314 -68 0 -40 0 0 0 0: 183 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 51.1 4.7 12.8 25.3 0.0 4.8 0.4 0.0 2.3 0.4: 7.4 2.9
Old : 100.0: 61.8 51.1 4.7 12.8 25.3 0.0 4.8 0.4 0.0 2.3 0.4: 7.4 2.9
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 : 30: 20 14 . 4 6 0 . . 0 . .:
Old : 30: 20 14 . 4 6 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 : 40.1 45.0 60.0 69.4 24.9 29.3 35.0 41.9
Old : 40.1 45.0 60.0 69.4 24.9 29.3 35.0 41.9
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, April 6, 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 : 12,701: 8,004 7,520 1,640 2,863 1,085 400 0 160 312 0 20: 1,080 1,053
Old : 12,701: 8,004 7,520 1,640 2,863 1,085 400 0 160 312 0 20: 1,080 1,053
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -474: -392 -334 36 -39 -26 -60 0 0 6 0 -14: -24 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 59.2 12.9 22.5 8.5 3.1 0.0 1.3 2.5 0.0 0.2: 8.5 8.3
Old : 100.0: 63.0 59.2 12.9 22.5 8.5 3.1 0.0 1.3 2.5 0.0 0.2: 8.5 8.3
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 : 23: 13 12 . 4 4 . 0 . . 0 .:
Old : 23: 13 12 . 4 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 44.2 57.8 72.8 37.0 38.6 53.3 55.4
Old : 37.6 44.2 57.8 72.8 37.0 38.6 53.3 55.4
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, April 6, 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 : 48,511: 31,624 35,853 3,573 199 10,589 250 0 1,063 0 0 0: 1,412 808
Old : 48,511: 31,624 35,853 3,573 199 10,589 250 0 1,063 0 0 0: 1,412 808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -12: 623 121 -374 43 36 -38 0 -172 0 0 0: -87 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 73.9 7.4 0.4 21.8 0.5 0.0 2.2 0.0 0.0 0.0: 2.9 1.7
Old : 100.0: 65.2 73.9 7.4 0.4 21.8 0.5 0.0 2.2 0.0 0.0 0.0: 2.9 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 : 62.5 63.8 81.4 85.5 24.4 36.7 33.5 39.5
Old : 62.5 63.8 81.4 85.5 24.4 36.7 33.5 39.5
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, April 6, 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 : 10,810: 6,924 3,464 1,514 5,330 1,116 0 0 0 0 0 0: 1,256 900
Old : 10,810: 6,924 3,464 1,514 5,330 1,116 0 0 0 0 0 0: 1,256 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -422: -392 -288 -106 -254 -74 0 0 0 0 0 0: 150 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 32.0 14.0 49.3 10.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 8.3
Old : 100.0: 64.1 32.0 14.0 49.3 10.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.6 8.3
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 : 22: 14 13 . 4 4 0 0 0 0 0 0:
Old : 22: 14 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 : 35.2 64.7 60.2 81.0 32.4 56.8 50.7 62.2
Old : 35.2 64.7 60.2 81.0 32.4 56.8 50.7 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, April 6, 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 : 56,394: 52,727 43,389 2,191 11,250 1,476 0 0 0 0 0 0: 0 279
Old : 56,394: 52,727 43,389 2,191 11,250 1,476 0 0 0 0 0 0: 0 279
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,102: -952 -1,918 -621 368 -529 0 0 0 0 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 76.9 3.9 19.9 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 93.5 76.9 3.9 19.9 2.6 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 : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4
Old : 82.4 82.5 95.1 98.0 82.4 80.8 95.1 95.4
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, April 6, 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 : 851,585: 776,024 638,436 70,881 208,469 4,680 0 0 0 0 0 0: 0 0
Old : 851,585: 776,024 638,436 70,881 208,469 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 30, 2010 :
: -47,445: -33,570 -39,945 -13,875 -7,500 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 75.0 8.3 24.5 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 91.1 75.0 8.3 24.5 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 : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5
Old : 76.6 85.1 93.1 99.5 76.1 84.2 92.6 98.5
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, April 6, 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 : 29,162: 11,780 16,984 17,189 10,750 0 0 110 0 0 252 0: 193 1,066
Old : 29,162: 11,780 16,984 17,189 10,750 0 0 110 0 0 252 0: 193 1,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,323: -748 -702 -552 -460 0 0 110 0 0 -138 0: -23 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 58.2 58.9 36.9 0.0 0.0 0.4 0.0 0.0 0.9 0.0: 0.7 3.7
Old : 100.0: 40.4 58.2 58.9 36.9 0.0 0.0 0.4 0.0 0.0 0.9 0.0: 0.7 3.7
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 : 21: 9 6 . . 0 0 . 0 0 . 0:
Old : 21: 9 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 : 88.6 67.2 97.2 94.7 83.1 58.5 89.9 85.9
Old : 88.6 67.2 97.2 94.7 83.1 58.5 89.9 85.9
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, April 6, 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 : 474,834: 164,824 279,954 310,010 193,296 0 0 0 0 0 1,584 0: 0 0
Old : 474,834: 164,824 279,954 310,010 193,296 0 0 0 0 0 1,584 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -20,625: -11,625 -12,375 -9,000 -7,500 0 0 0 0 0 -750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 59.0 65.3 40.7 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 34.7 59.0 65.3 40.7 0.0 0.0 0.0 0.0 0.0 0.3 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 : 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 : 92.9 68.3 99.8 98.5 85.8 58.4 90.1 88.6
Old : 92.9 68.3 99.8 98.5 85.8 58.4 90.1 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, April 6, 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 : 47,686: 40,390 47,466 6,866 220 0 0 0 0 220 0 0: 210 0
Old : 47,686: 40,390 47,466 6,866 220 0 0 0 0 220 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -1,909: -1,380 -1,909 -414 0 0 0 0 0 0 0 0: -115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 99.5 14.4 0.5 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 0.0
Old : 100.0: 84.7 99.5 14.4 0.5 0.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.4 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 : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0
Old : 62.1 97.5 85.9 100.0 61.4 86.6 80.1 88.0
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, April 6, 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 : 32,902: 25,643 29,904 6,792 2,805 0 0 0 0 0 0 0: 467 193
Old : 32,902: 25,643 29,904 6,792 2,805 0 0 0 0 0 0 0: 467 193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -169: 682 -146 -667 0 0 0 0 0 0 0 0: -184 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 90.9 20.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.6
Old : 100.0: 77.9 90.9 20.6 8.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 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 9 . . 0 0 0 0 0 0 0:
Old : 21: 11 9 . . 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 : 66.4 68.1 88.0 95.5 62.5 61.9 79.5 86.0
Old : 66.4 68.1 88.0 95.5 62.5 61.9 79.5 86.0
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, April 6, 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 : 87,725: 28,992 56,327 56,552 29,508 1,260 770 0 0 0 630 0: 151 0
Old : 87,725: 28,992 56,327 56,552 29,508 1,260 770 0 0 0 630 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,920: 530 -1,218 -2,668 -575 -782 770 0 0 0 -345 0: -770 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 64.2 64.5 33.6 1.4 0.9 0.0 0.0 0.0 0.7 0.0: 0.2 0.0
Old : 100.0: 33.0 64.2 64.5 33.6 1.4 0.9 0.0 0.0 0.0 0.7 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 : 27: 10 12 5 . . . 0 0 0 . 0:
Old : 27: 10 12 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 : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
Old : 69.9 71.9 86.6 92.4 69.9 70.4 85.3 91.0
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, April 6, 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 : 1,447,697: 431,162 979,521 1,010,199 453,920 6,336 0 0 0 0 7,920 0: 0 0
Old : 1,447,697: 431,162 979,521 1,010,199 453,920 6,336 0 0 0 0 7,920 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -45,640: 860 -25,390 -42,000 -12,000 -4,500 0 0 0 0 -3,750 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 67.7 69.8 31.4 0.4 0.0 0.0 0.0 0.0 0.5 0.0: 0.0 0.0
Old : 100.0: 29.8 67.7 69.8 31.4 0.4 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 : 25: 9 9 5 . . 0 0 0 0 . 0:
Old : 25: 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 : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
Old : 73.6 69.6 89.0 92.8 73.6 69.1 88.4 91.4
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, April 6, 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 : 170,853: 134,668 92,613 32,216 74,283 3,087 0 660 0 882 0 0: 0 210
Old : 170,853: 134,668 92,613 32,216 74,283 3,087 0 660 0 882 0 0: 0 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -6,859: -4,857 -675 -529 -4,311 -990 0 660 0 -483 0 0: 0 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 54.2 18.9 43.5 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 0.1
Old : 100.0: 78.8 54.2 18.9 43.5 1.8 0.0 0.4 0.0 0.5 0.0 0.0: 0.0 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 : 38: 20 19 . 6 . 0 . 0 . 0 0:
Old : 38: 20 19 . 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 : 56.4 59.2 81.9 78.2 56.1 56.9 80.6 74.7
Old : 56.4 59.2 81.9 78.2 56.1 56.9 80.6 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, April 6, 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 : 2,822,883: 2,308,671 1,539,167 479,698 1,257,914 25,802 0 0 0 8,712 0 0: 0 0
Old : 2,822,883: 2,308,671 1,539,167 479,698 1,257,914 25,802 0 0 0 8,712 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -83,298: -66,915 -31,395 -9,750 -49,395 -2,508 0 0 0 -4,125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.8 54.5 17.0 44.6 0.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 81.8 54.5 17.0 44.6 0.9 0.0 0.0 0.0 0.3 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 : 32: 18 16 . 5 . 0 0 0 . 0 0:
Old : 32: 18 16 . 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 : 63.8 64.7 88.5 84.2 63.8 64.1 88.2 82.9
Old : 63.8 64.7 88.5 84.2 63.8 64.1 88.2 82.9
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, April 6, 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 : 62,432: 53,493 55,487 5,179 325 3,760 0 0 0 0 2,775 0: 0 85
Old : 62,432: 53,493 55,487 5,179 325 3,760 0 0 0 0 2,775 0: 0 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,668: -2,645 -2,507 -1 -1 -22 0 0 0 0 -115 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 88.9 8.3 0.5 6.0 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.1
Old : 100.0: 85.7 88.9 8.3 0.5 6.0 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 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 : 29: 17 15 4 . . 0 0 0 0 . 0:
Old : 29: 17 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 : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6
Old : 54.4 57.8 74.6 78.4 45.6 54.2 62.6 64.6
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, April 6, 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 : 1,016,917: 857,427 810,238 79,789 54,658 79,701 0 0 0 0 72,320 0: 0 0
Old : 1,016,917: 857,427 810,238 79,789 54,658 79,701 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 30, 2010 :
: -55,875: -54,000 -28,125 -1,875 -27,750 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 79.7 7.8 5.4 7.8 0.0 0.0 0.0 0.0 7.1 0.0: 0.0 0.0
Old : 100.0: 84.3 79.7 7.8 5.4 7.8 0.0 0.0 0.0 0.0 7.1 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 : 29: 13 16 4 . . 0 0 0 0 . 0:
Old : 29: 13 16 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 : 60.1 52.5 80.7 75.0 54.1 49.8 69.4 68.3
Old : 60.1 52.5 80.7 75.0 54.1 49.8 69.4 68.3
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, April 6, 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 : 54,157: 42,056 38,003 1,776 9,496 6,118 0 0 0 4,185 518 22: 0 0
Old : 54,157: 42,056 38,003 1,776 9,496 6,118 0 0 0 4,185 518 22: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: -2,641: -1,560 -2,411 0 483 -713 0 0 0 -345 23 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 70.2 3.3 17.5 11.3 0.0 0.0 0.0 7.7 1.0 0.0: 0.0 0.0
Old : 100.0: 77.7 70.2 3.3 17.5 11.3 0.0 0.0 0.0 7.7 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 20 . 5 4 0 0 0 . . .:
Old : 33: 17 20 . 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 : 56.3 44.9 77.3 61.3 50.5 30.3 63.3 45.4
Old : 56.3 44.9 77.3 61.3 50.5 30.3 63.3 45.4
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, April 6, 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 : 993,329: 782,560 644,818 6,515 203,620 116,339 0 23,400 0 87,915 5,152 0: 0 0
Old : 993,329: 782,560 644,818 6,515 203,620 116,339 0 23,400 0 87,915 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 30, 2010 :
: -38,640: -22,890 -33,015 0 4,500 -10,125 0 0 0 -5,625 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 64.9 0.7 20.5 11.7 0.0 2.4 0.0 8.9 0.5 0.0: 0.0 0.0
Old : 100.0: 78.8 64.9 0.7 20.5 11.7 0.0 2.4 0.0 8.9 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: 18 17 . 5 . 0 . 0 . . 0:
Old : 35: 18 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 : 47.4 49.4 70.5 65.5 47.0 33.9 57.4 48.0
Old : 47.4 49.4 70.5 65.5 47.0 33.9 57.4 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010