PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, February 9, 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 : 39,520: 24,322 24,190 2,678 7,636 6,670 3,366 220 330 90 0 198: 1,866 276
Old : 39,520: 24,322 24,190 2,678 7,636 6,670 3,366 220 330 90 0 198: 1,866 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -566: -850 -806 144 32 -26 -360 120 120 0 0 0: 406 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 61.2 6.8 19.3 16.9 8.5 0.6 0.8 0.2 0.0 0.5: 4.7 0.7
Old : 100.0: 61.5 61.2 6.8 19.3 16.9 8.5 0.6 0.8 0.2 0.0 0.5: 4.7 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 : 38: 23 21 4 . 6 . . . . 0 .:
Old : 38: 23 21 4 . 6 . . . . 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 : 36.6 44.5 59.7 70.4 26.4 29.6 38.5 48.5
Old : 36.6 44.5 59.7 70.4 26.4 29.6 38.5 48.5
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 - Futures Only, February 9, 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 : 18,287: 10,733 11,054 3,741 2,142 2,506 0 920 420 0 74 26: 861 1,145
Old : 18,287: 10,733 11,054 3,741 2,142 2,506 0 920 420 0 74 26: 861 1,145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 40: 0 6 -36 0 30 0 0 0 0 0 0: 46 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 60.4 20.5 11.7 13.7 0.0 5.0 2.3 0.0 0.4 0.1: 4.7 6.3
Old : 100.0: 58.7 60.4 20.5 11.7 13.7 0.0 5.0 2.3 0.0 0.4 0.1: 4.7 6.3
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 : 28: 15 14 4 . 5 0 . . 0 . .:
Old : 28: 15 14 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 : 42.2 41.6 64.2 66.7 35.1 29.8 52.3 48.0
Old : 42.2 41.6 64.2 66.7 35.1 29.8 52.3 48.0
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 - Futures Only, February 9, 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 : 31,545: 19,995 16,342 1,384 4,698 7,475 0 1,040 240 0 740 130: 2,321 880
Old : 31,545: 19,995 16,342 1,384 4,698 7,475 0 1,040 240 0 740 130: 2,321 880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 442: 28 -142 -52 -60 144 0 360 -120 0 0 0: 442 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 51.8 4.4 14.9 23.7 0.0 3.3 0.8 0.0 2.3 0.4: 7.4 2.8
Old : 100.0: 63.4 51.8 4.4 14.9 23.7 0.0 3.3 0.8 0.0 2.3 0.4: 7.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . 5 5 0 . . 0 . .:
Old : 29: 18 15 . 5 5 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 44.9 59.8 69.3 27.6 28.1 37.8 41.2
Old : 40.0 44.9 59.8 69.3 27.6 28.1 37.8 41.2
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 - Futures Only, February 9, 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 : 12,797: 8,444 7,088 752 2,630 1,495 660 0 0 0 108 0: 1,446 1,476
Old : 12,797: 8,444 7,088 752 2,630 1,495 660 0 0 0 108 0: 1,446 1,476
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 157: 4 188 0 6 -27 0 0 0 0 0 0: 180 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 55.4 5.9 20.6 11.7 5.2 0.0 0.0 0.0 0.8 0.0: 11.3 11.5
Old : 100.0: 66.0 55.4 5.9 20.6 11.7 5.2 0.0 0.0 0.0 0.8 0.0: 11.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 11 . 4 5 . 0 0 0 . 0:
Old : 23: 13 11 . 4 5 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 44.5 58.0 73.8 33.1 37.2 53.2 52.2
Old : 34.8 44.5 58.0 73.8 33.1 37.2 53.2 52.2
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 - Futures Only, February 9, 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 : 16,173: 11,391 10,657 1,823 3,602 1,154 672 0 0 0 0 0: 1,133 760
Old : 16,173: 11,391 10,657 1,823 3,602 1,154 672 0 0 0 0 0: 1,133 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 165: 165 139 0 6 4 0 0 0 0 0 0: -4 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 65.9 11.3 22.3 7.1 4.2 0.0 0.0 0.0 0.0 0.0: 7.0 4.7
Old : 100.0: 70.4 65.9 11.3 22.3 7.1 4.2 0.0 0.0 0.0 0.0 0.0: 7.0 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 : 25: 15 15 . . 4 . 0 0 0 0 0:
Old : 25: 15 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 : 54.1 53.2 67.9 77.7 53.3 45.1 66.0 68.6
Old : 54.1 53.2 67.9 77.7 53.3 45.1 66.0 68.6
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MWH X OFF PEAK HOURS PER MONTH) :
: : Positions :
All : 10,977: 7,085 3,741 1,706 5,592 1,182 0 0 0 0 0 0: 1,004 462
Old : 10,977: 7,085 3,741 1,706 5,592 1,182 0 0 0 0 0 0: 1,004 462
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 57: 57 43 0 -6 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 34.1 15.5 50.9 10.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 4.2
Old : 100.0: 64.5 34.1 15.5 50.9 10.8 0.0 0.0 0.0 0.0 0.0 0.0: 9.1 4.2
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 12 . 4 4 0 0 0 0 0 0:
Old : 22: 15 12 . 4 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 67.8 61.5 83.6 31.3 59.4 47.6 65.4
Old : 35.7 67.8 61.5 83.6 31.3 59.4 47.6 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 54,866: 49,049 44,067 3,352 8,012 2,465 0 0 0 0 0 0: 0 322
Old : 54,866: 49,049 44,067 3,352 8,012 2,465 0 0 0 0 0 0: 0 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 80.3 6.1 14.6 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 89.4 80.3 6.1 14.6 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 6 . . . 0 0 0 0 0 0:
Old : 20: 10 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
Old : 77.9 79.5 93.4 97.9 77.9 75.9 92.3 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 847,444: 744,984 666,555 97,780 176,209 4,680 0 0 0 0 0 0: 0 0
Old : 847,444: 744,984 666,555 97,780 176,209 4,680 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 78.7 11.5 20.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 78.7 11.5 20.8 0.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 5 . . . 0 0 0 0 0 0:
Old : 20: 11 5 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Old : 70.8 82.3 90.8 99.4 70.2 80.5 90.2 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A50
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 47,369: 39,551 46,869 7,293 0 0 0 0 0 0 400 0: 525 100
Old : 47,369: 39,551 46,869 7,293 0 0 0 0 0 0 400 0: 525 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 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: 83.5 98.9 15.4 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.1 0.2
Old : 100.0: 83.5 98.9 15.4 0.0 0.0 0.0 0.0 0.0 0.0 0.8 0.0: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 6 5 0 0 0 0 0 0 . 0:
Old : 22: 12 6 5 0 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6
Old : 64.0 95.2 83.8 99.8 61.7 80.1 77.4 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 775,528: 650,504 761,448 125,024 0 0 0 3,520 0 0 10,560 0: 0 0
Old : 775,528: 650,504 761,448 125,024 0 0 0 3,520 0 0 10,560 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 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: 83.9 98.2 16.1 0.0 0.0 0.0 0.5 0.0 0.0 1.4 0.0: 0.0 0.0
Old : 100.0: 83.9 98.2 16.1 0.0 0.0 0.0 0.5 0.0 0.0 1.4 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 : 21: 10 7 5 0 0 0 . 0 0 . 0:
Old : 21: 10 7 5 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0
Old : 68.1 96.5 91.6 99.3 65.0 77.2 78.0 80.0
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 93,588: 29,937 56,128 61,458 31,473 2,042 0 0 0 0 3,945 0: 151 0
Old : 93,588: 29,937 56,128 61,458 31,473 2,042 0 0 0 0 3,945 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 2,895: 0 2,895 2,895 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 60.0 65.7 33.6 2.2 0.0 0.0 0.0 0.0 4.2 0.0: 0.2 0.0
Old : 100.0: 32.0 60.0 65.7 33.6 2.2 0.0 0.0 0.0 0.0 4.2 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: 10 10 5 . . 0 0 0 0 . 0:
Old : 26: 10 10 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 72.0 88.4 91.6 70.1 68.4 88.4 87.5
Old : 70.1 72.0 88.4 91.6 70.1 68.4 88.4 87.5
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,600,267: 500,297 999,473 1,088,782 527,936 11,188 0 0 0 0 61,670 0: 0 0
Old : 1,600,267: 500,297 999,473 1,088,782 527,936 11,188 0 0 0 0 61,670 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 46,880: 0 46,880 46,880 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 62.5 68.0 33.0 0.7 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 31.3 62.5 68.0 33.0 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 : 24: 10 9 5 . . 0 0 0 0 . 0:
Old : 24: 10 9 5 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 73.1 89.3 95.3 72.2 71.2 88.6 93.4
Old : 72.6 73.1 89.3 95.3 72.2 71.2 88.6 93.4
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 177,440: 145,276 91,739 22,702 80,629 4,607 0 0 0 4,855 0 0: 0 465
Old : 177,440: 145,276 91,739 22,702 80,629 4,607 0 0 0 4,855 0 0: 0 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 5,455: 2,895 225 2,785 5,455 -225 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 51.7 12.8 45.4 2.6 0.0 0.0 0.0 2.7 0.0 0.0: 0.0 0.3
Old : 100.0: 81.9 51.7 12.8 45.4 2.6 0.0 0.0 0.0 2.7 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 20 . 6 . 0 0 0 . 0 0:
Old : 35: 18 20 . 6 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 62.0 72.3 77.3 49.5 59.5 67.1 74.6
Old : 51.6 62.0 72.3 77.3 49.5 59.5 67.1 74.6
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(50 MEGAWATT HOURS) :
: : Positions :
All : 2,910,814: 2,432,670 1,557,888 373,736 1,325,787 27,139 3,520 0 0 73,749 0 0: 0 0
Old : 2,910,814: 2,432,670 1,557,888 373,736 1,325,787 27,139 3,520 0 0 73,749 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 101,260: 54,380 7,500 46,880 93,760 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 53.5 12.8 45.5 0.9 0.1 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Old : 100.0: 83.6 53.5 12.8 45.5 0.9 0.1 0.0 0.0 2.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 16 18 . 6 . . 0 0 . 0 0:
Old : 36: 16 18 . 6 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 66.5 80.5 84.5 59.2 65.1 78.9 80.2
Old : 60.2 66.5 80.5 84.5 59.2 65.1 78.9 80.2
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 62,833: 50,951 56,892 6,390 36 2,787 0 0 0 40 2,990 0: 2,665 128
Old : 62,833: 50,951 56,892 6,390 36 2,787 0 0 0 40 2,990 0: 2,665 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 115: 0 115 0 0 0 0 0 0 0 0 0: 115 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 90.5 10.2 0.1 4.4 0.0 0.0 0.0 0.1 4.8 0.0: 4.2 0.2
Old : 100.0: 81.1 90.5 10.2 0.1 4.4 0.0 0.0 0.0 0.1 4.8 0.0: 4.2 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 : 26: 14 13 . . . 0 0 0 . . 0:
Old : 26: 14 13 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 67.3 78.6 85.2 49.8 64.6 65.6 76.1
Old : 59.6 67.3 78.6 85.2 49.8 64.6 65.6 76.1
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,027,486: 875,561 789,345 91,040 103,176 60,885 0 0 0 0 74,080 0: 0 0
Old : 1,027,486: 875,561 789,345 91,040 103,176 60,885 0 0 0 0 74,080 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,875: 1,875 1,875 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 76.8 8.9 10.0 5.9 0.0 0.0 0.0 0.0 7.2 0.0: 0.0 0.0
Old : 100.0: 85.2 76.8 8.9 10.0 5.9 0.0 0.0 0.0 0.0 7.2 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 : 26: 13 13 . . . 0 0 0 0 . 0:
Old : 26: 13 13 . . . 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 : 63.7 59.3 81.6 83.4 62.8 54.5 75.0 76.3
Old : 63.7 59.3 81.6 83.4 62.8 54.5 75.0 76.3
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 58,144: 44,094 42,801 1,776 7,384 7,399 0 0 0 4,830 495 45: 0 20
Old : 58,144: 44,094 42,801 1,776 7,384 7,399 0 0 0 4,830 495 45: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 489: 489 489 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 73.6 3.1 12.7 12.7 0.0 0.0 0.0 8.3 0.9 0.1: 0.0 0.0
Old : 100.0: 75.8 73.6 3.1 12.7 12.7 0.0 0.0 0.0 8.3 0.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 17 23 . 5 5 0 0 0 . . .:
Old : 35: 17 23 . 5 5 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4
Old : 55.2 43.6 75.8 60.5 48.9 32.2 62.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(80 MEGAWATT HOURS) :
: : Positions :
All : 11,536: 7,428 7,494 1,556 3,059 728 0 0 0 472 0 0: 1,352 255
Old : 11,536: 7,428 7,494 1,556 3,059 728 0 0 0 472 0 0: 1,352 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 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: 64.4 65.0 13.5 26.5 6.3 0.0 0.0 0.0 4.1 0.0 0.0: 11.7 2.2
Old : 100.0: 64.4 65.0 13.5 26.5 6.3 0.0 0.0 0.0 4.1 0.0 0.0: 11.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 0 0 . 0 0:
Old : 20: 11 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0
Old : 53.3 53.3 72.3 81.9 45.6 49.9 59.8 63.0
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 - Futures Only, February 9, 2010
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(5 MEGAWATT HOURS) :
: : Positions :
All : 1,056,064: 814,201 715,832 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0: 0 0
Old : 1,056,064: 814,201 715,832 4,755 171,632 138,288 0 23,400 0 98,820 6,912 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 8,544: 8,544 8,544 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 67.8 0.5 16.3 13.1 0.0 2.2 0.0 9.4 0.7 0.0: 0.0 0.0
Old : 100.0: 77.1 67.8 0.5 16.3 13.1 0.0 2.2 0.0 9.4 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 18 18 . 5 . 0 . 0 . . 0:
Old : 37: 18 18 . 5 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8
Old : 46.8 47.8 69.4 64.3 45.9 35.1 56.6 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010