PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 180,932: 112,943 115,115 2,938 3,489 50,159 1,022 833 9,526 262 0 1,162: 2,919 647
Old : 180,932: 112,943 115,115 2,938 3,489 50,159 1,022 833 9,526 262 0 1,162: 2,919 647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,335: -1,620 -2,319 295 1,224 -1,050 131 8 -196 77 -5 -69: 96 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.4 63.6 1.6 1.9 27.7 0.6 0.5 5.3 0.1 0.0 0.6: 1.6 0.4
Old : 100.0: 62.4 63.6 1.6 1.9 27.7 0.6 0.5 5.3 0.1 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 : 45: 28 24 5 . 6 . . 4 . 0 .:
Old : 45: 28 24 5 . 6 . . 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 : 51.2 53.2 78.8 81.3 3.3 4.0 4.9 6.4
Old : 51.2 53.2 78.8 81.3 3.3 4.0 4.9 6.4
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, May 4, 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 : 20,401: 12,385 12,745 3,045 1,732 3,569 40 920 280 0 178 16: 1,066 961
Old : 20,401: 12,385 12,745 3,045 1,732 3,569 40 920 280 0 178 16: 1,066 961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -913: -472 -696 -190 -65 -175 -40 -40 0 0 8 -8: -28 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 62.5 14.9 8.5 17.5 0.2 4.5 1.4 0.0 0.9 0.1: 5.2 4.7
Old : 100.0: 60.7 62.5 14.9 8.5 17.5 0.2 4.5 1.4 0.0 0.9 0.1: 5.2 4.7
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 : 29: 16 18 4 . 5 . . . 0 . .:
Old : 29: 16 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 : 43.5 42.6 65.1 67.8 28.8 27.0 41.9 42.8
Old : 43.5 42.6 65.1 67.8 28.8 27.0 41.9 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, May 4, 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 : 29,933: 18,529 15,150 1,206 3,535 7,866 0 1,520 70 0 760 130: 2,132 902
Old : 29,933: 18,529 15,150 1,206 3,535 7,866 0 1,520 70 0 760 130: 2,132 902
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -717: -577 -365 -91 -287 -83 0 80 -50 0 -80 0: 84 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 50.6 4.0 11.8 26.3 0.0 5.1 0.2 0.0 2.5 0.4: 7.1 3.0
Old : 100.0: 61.9 50.6 4.0 11.8 26.3 0.0 5.1 0.2 0.0 2.5 0.4: 7.1 3.0
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: 19 15 . 5 5 0 . . 0 . .:
Old : 29: 19 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 : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
Old : 40.0 44.2 58.9 69.0 24.2 29.5 34.2 41.1
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, May 4, 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 : 12,359: 7,686 7,294 1,754 2,800 1,067 340 0 160 238 0 20: 1,094 1,018
Old : 12,359: 7,686 7,294 1,754 2,800 1,067 340 0 160 238 0 20: 1,094 1,018
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -522: -314 -406 -40 -39 -26 -60 0 0 -58 0 0: -24 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 59.0 14.2 22.7 8.6 2.8 0.0 1.3 1.9 0.0 0.2: 8.9 8.2
Old : 100.0: 62.2 59.0 14.2 22.7 8.6 2.8 0.0 1.3 1.9 0.0 0.2: 8.9 8.2
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 : 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 : 37.9 44.6 58.1 72.4 37.4 39.0 53.7 55.4
Old : 37.9 44.6 58.1 72.4 37.4 39.0 53.7 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, May 4, 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 : 48,959: 31,935 35,731 3,455 0 11,608 240 0 729 0 0 0: 993 891
Old : 48,959: 31,935 35,731 3,455 0 11,608 240 0 729 0 0 0: 993 891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,420: -380 -1,245 -504 0 -228 98 0 3 0 0 0: -410 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 73.0 7.1 0.0 23.7 0.5 0.0 1.5 0.0 0.0 0.0: 2.0 1.8
Old : 100.0: 65.2 73.0 7.1 0.0 23.7 0.5 0.0 1.5 0.0 0.0 0.0: 2.0 1.8
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 : 28: 18 18 6 0 4 . 0 . 0 0 0:
Old : 28: 18 18 6 0 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 : 62.6 63.3 82.1 85.5 23.2 35.6 31.9 37.9
Old : 62.6 63.3 82.1 85.5 23.2 35.6 31.9 37.9
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, May 4, 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 : 10,842: 7,162 3,196 1,430 5,716 1,058 0 0 0 0 0 0: 1,192 872
Old : 10,842: 7,162 3,196 1,430 5,716 1,058 0 0 0 0 0 0: 1,192 872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -358: -144 -128 -92 -134 -58 0 0 0 0 0 0: -64 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.1 29.5 13.2 52.7 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 8.0
Old : 100.0: 66.1 29.5 13.2 52.7 9.8 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 67.0 58.5 80.4 29.3 59.6 48.1 65.0
Old : 34.6 67.0 58.5 80.4 29.3 59.6 48.1 65.0
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, May 4, 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 : 56,788: 53,964 43,375 1,597 12,357 970 0 0 0 0 0 0: 257 86
Old : 56,788: 53,964 43,375 1,597 12,357 970 0 0 0 0 0 0: 257 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,413: -1,313 -3,014 -594 1,107 -506 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 76.4 2.8 21.8 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.2
Old : 100.0: 95.0 76.4 2.8 21.8 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 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 : 20: 9 7 . . . 0 0 0 0 0 0:
Old : 20: 9 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 : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
Old : 85.5 83.4 96.2 98.4 85.5 82.6 96.2 96.7
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, May 4, 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 : 878,790: 816,845 659,396 57,265 214,714 4,680 0 0 0 0 0 0: 0 0
Old : 878,790: 816,845 659,396 57,265 214,714 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: April 27, 2010 :
: -38,283: -24,667 -44,528 -13,616 6,245 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 75.0 6.5 24.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.0 75.0 6.5 24.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 6 . . . 0 0 0 0 0 0:
Old : 22: 12 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 : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
Old : 79.7 86.4 93.9 98.9 79.7 85.9 93.3 98.5
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, May 4, 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 : 501,074: 199,896 314,290 301,178 185,936 0 0 0 0 0 848 0: 0 0
Old : 501,074: 199,896 314,290 301,178 185,936 0 0 0 0 0 848 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -20,240: -11,408 -12,144 -8,832 -7,360 0 0 0 0 0 -736 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 62.7 60.1 37.1 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 39.9 62.7 60.1 37.1 0.0 0.0 0.0 0.0 0.0 0.2 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: 8 7 . . 0 0 0 0 0 . 0:
Old : 21: 8 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 : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
Old : 92.8 73.8 99.5 99.1 86.2 64.4 90.6 89.7
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, May 4, 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 : 31,466: 24,681 28,490 6,384 2,805 0 0 0 0 0 0 0: 401 171
Old : 31,466: 24,681 28,490 6,384 2,805 0 0 0 0 0 0 0: 401 171
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,606: -902 -1,584 -638 0 0 0 0 0 0 0 0: -66 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 90.5 20.3 8.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 0.5
Old : 100.0: 78.4 90.5 20.3 8.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 23: 10 11 4 . 0 0 0 0 0 0 0:
Old : 23: 10 11 4 . 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 65.7 88.4 92.6 63.6 60.9 79.5 83.8
Old : 67.7 65.7 88.4 92.6 63.6 60.9 79.5 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 470,509: 358,335 419,029 112,174 46,800 0 0 0 0 0 0 0: 0 4,680
Old : 470,509: 358,335 419,029 112,174 46,800 0 0 0 0 0 0 0: 0 4,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -10,408: -4,048 -15,088 -6,360 0 0 0 0 0 0 0 0: 0 4,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 89.1 23.8 9.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.0
Old : 100.0: 76.2 89.1 23.8 9.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.0
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 11 4 . 0 0 0 0 0 0 0:
Old : 20: 7 11 4 . 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 : 71.6 72.6 95.4 94.5 62.0 63.5 79.4 79.2
Old : 71.6 72.6 95.4 94.5 62.0 63.5 79.4 79.2
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, May 4, 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 : 85,309: 29,923 52,969 54,635 31,440 600 0 0 0 0 300 0: 151 0
Old : 85,309: 29,923 52,969 54,635 31,440 600 0 0 0 0 300 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,673: 931 -1,045 -2,174 -638 -660 -770 0 0 0 -330 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 62.1 64.0 36.9 0.7 0.0 0.0 0.0 0.0 0.4 0.0: 0.2 0.0
Old : 100.0: 35.1 62.1 64.0 36.9 0.7 0.0 0.0 0.0 0.0 0.4 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: 11 11 5 . . 0 0 0 0 . 0:
Old : 27: 11 11 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 72.8 85.9 94.3 68.4 72.1 85.1 93.6
Old : 68.4 72.8 85.9 94.3 68.4 72.1 85.1 93.6
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, May 4, 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 : 1,401,169: 420,938 906,385 976,839 487,152 3,392 0 0 0 0 4,240 0: 0 0
Old : 1,401,169: 420,938 906,385 976,839 487,152 3,392 0 0 0 0 4,240 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -51,176: -10,224 -31,304 -38,008 -13,248 -2,944 0 0 0 0 -3,680 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 64.7 69.7 34.8 0.2 0.0 0.0 0.0 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 30.0 64.7 69.7 34.8 0.2 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 : 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 : 72.7 68.7 88.5 92.4 72.7 68.5 88.2 91.2
Old : 72.7 68.7 88.5 92.4 72.7 68.5 88.2 91.2
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, May 4, 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 : 165,719: 129,513 92,100 34,082 71,815 1,704 0 0 0 420 0 0: 0 100
Old : 165,719: 129,513 92,100 34,082 71,815 1,704 0 0 0 420 0 0: 0 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -6,915: -4,366 -2,237 -704 -2,525 -1,383 0 -660 0 -462 0 0: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 55.6 20.6 43.3 1.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.1
Old : 100.0: 78.2 55.6 20.6 43.3 1.0 0.0 0.0 0.0 0.3 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 0:
Old : 38: 20 19 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 58.9 84.0 78.0 58.3 57.9 83.2 75.7
Old : 58.4 58.9 84.0 78.0 58.3 57.9 83.2 75.7
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, May 4, 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 : 2,806,837: 2,269,426 1,538,402 515,138 1,242,346 17,609 0 0 0 4,664 8,480 0: 0 0
Old : 2,806,837: 2,269,426 1,538,402 515,138 1,242,346 17,609 0 0 0 4,664 8,480 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -70,073: -46,792 -46,384 -11,040 -23,976 -8,193 0 0 0 -4,048 8,480 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 54.8 18.4 44.3 0.6 0.0 0.0 0.0 0.2 0.3 0.0: 0.0 0.0
Old : 100.0: 80.9 54.8 18.4 44.3 0.6 0.0 0.0 0.0 0.2 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 : 36: 22 16 . 5 . 0 0 0 . . 0:
Old : 36: 22 16 . 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 : 63.7 64.5 87.0 82.2 63.7 64.2 87.0 81.5
Old : 63.7 64.5 87.0 82.2 63.7 64.2 87.0 81.5
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, May 4, 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 : 61,220: 52,303 54,172 5,135 601 3,782 0 0 0 0 2,665 0: 0 0
Old : 61,220: 52,303 54,172 5,135 601 3,782 0 0 0 0 2,665 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,662: -2,640 -2,420 -22 -132 0 0 0 0 0 -110 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 88.5 8.4 1.0 6.2 0.0 0.0 0.0 0.0 4.4 0.0: 0.0 0.0
Old : 100.0: 85.4 88.5 8.4 1.0 6.2 0.0 0.0 0.0 0.0 4.4 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: 19 15 . . . 0 0 0 0 . 0:
Old : 29: 19 15 . . . 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 : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
Old : 52.4 58.3 72.8 78.5 44.7 55.4 60.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 1,057,465: 916,855 849,098 47,117 42,554 93,493 0 0 0 0 72,320 0: 0 0
Old : 1,057,465: 916,855 849,098 47,117 42,554 93,493 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: April 27, 2010 :
: -58,512: -31,592 -36,800 -17,312 -12,104 -9,608 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 80.3 4.5 4.0 8.8 0.0 0.0 0.0 0.0 6.8 0.0: 0.0 0.0
Old : 100.0: 86.7 80.3 4.5 4.0 8.8 0.0 0.0 0.0 0.0 6.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 16 . . 4 0 0 0 0 . 0:
Old : 30: 15 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 : 57.7 54.7 77.9 73.7 52.8 52.6 67.0 67.3
Old : 57.7 54.7 77.9 73.7 52.8 52.6 67.0 67.3
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, May 4, 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 : 53,916: 42,718 36,962 1,776 11,277 5,567 0 0 0 3,855 110 0: 0 0
Old : 53,916: 42,718 36,962 1,776 11,277 5,567 0 0 0 3,855 110 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -2,029: -1,127 -1,809 0 330 -550 0 0 0 -330 22 -22: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 68.6 3.3 20.9 10.3 0.0 0.0 0.0 7.2 0.2 0.0: 0.0 0.0
Old : 100.0: 79.2 68.6 3.3 20.9 10.3 0.0 0.0 0.0 7.2 0.2 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 : 33: 17 19 . 6 4 0 0 0 . . 0:
Old : 33: 17 19 . 6 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 : 54.2 45.2 75.6 63.6 51.2 31.0 62.8 47.6
Old : 54.2 45.2 75.6 63.6 51.2 31.0 62.8 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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 : 10,180: 7,478 7,405 1,613 1,710 510 0 0 0 342 0 0: 237 555
Old : 10,180: 7,478 7,405 1,613 1,710 510 0 0 0 342 0 0: 237 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -792: -462 -550 -264 -220 0 0 0 0 -44 0 0: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 72.7 15.8 16.8 5.0 0.0 0.0 0.0 3.4 0.0 0.0: 2.3 5.5
Old : 100.0: 73.5 72.7 15.8 16.8 5.0 0.0 0.0 0.0 3.4 0.0 0.0: 2.3 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 : 21: 13 11 . . . 0 0 0 . 0 0:
Old : 21: 13 11 . . . 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 : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
Old : 54.3 54.7 74.7 81.3 47.1 51.6 60.5 63.7
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, May 4, 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 : 976,616: 782,569 617,137 20,045 227,630 103,297 0 23,400 0 70,705 5,152 0: 0 0
Old : 976,616: 782,569 617,137 20,045 227,630 103,297 0 23,400 0 70,705 5,152 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -32,000: -19,120 -26,480 1,840 3,680 -9,200 0 0 0 -5,520 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 63.2 2.1 23.3 10.6 0.0 2.4 0.0 7.2 0.5 0.0: 0.0 0.0
Old : 100.0: 80.1 63.2 2.1 23.3 10.6 0.0 2.4 0.0 7.2 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 : 47.6 48.0 70.3 65.4 47.4 32.9 58.9 48.6
Old : 47.6 48.0 70.3 65.4 47.4 32.9 58.9 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010