CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 1,550 TONS) :
: : Positions :
All : 8,205: 7,335 5,795 0 1,515 180 0 165 120 390 0 0: 180 430
Old : 8,205: 7,335 5,795 0 1,515 180 0 165 120 390 0 0: 180 430
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 70.6 0.0 18.5 2.2 0.0 2.0 1.5 4.8 0.0 0.0: 2.2 5.2
Old : 100.0: 89.4 70.6 0.0 18.5 2.2 0.0 2.0 1.5 4.8 0.0 0.0: 2.2 5.2
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 : 21: 15 13 0 . . 0 . . . 0 0:
Old : 21: 15 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 : 70.8 50.6 83.2 75.7 60.4 46.0 69.5 65.0
Old : 70.8 50.6 83.2 75.7 60.4 46.0 69.5 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 46,646: 20,195 29,180 5,540 4,347 9,059 7,204 1,120 826 0 214 54: 3,768 1,846
Old : 46,646: 20,195 29,180 5,540 4,347 9,059 7,204 1,120 826 0 214 54: 3,768 1,846
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -982: -998 -1,608 -1,686 -1,152 1,610 316 120 -456 0 6 -22: 254 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 62.6 11.9 9.3 19.4 15.4 2.4 1.8 0.0 0.5 0.1: 8.1 4.0
Old : 100.0: 43.3 62.6 11.9 9.3 19.4 15.4 2.4 1.8 0.0 0.5 0.1: 8.1 4.0
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 : 39: 22 21 4 4 6 . . . 0 . .:
Old : 39: 22 21 4 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 : 42.7 60.2 63.1 76.5 31.5 51.5 44.9 59.2
Old : 42.7 60.2 63.1 76.5 31.5 51.5 44.9 59.2
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 15,273: 10,662 11,300 2,830 1,752 265 0 400 0 0 244 30: 1,486 1,282
Old : 15,273: 10,662 11,300 2,830 1,752 265 0 400 0 0 244 30: 1,486 1,282
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -722: -398 -778 -204 235 -505 0 20 -20 0 -70 0: 405 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 74.0 18.5 11.5 1.7 0.0 2.6 0.0 0.0 1.6 0.2: 9.7 8.4
Old : 100.0: 69.8 74.0 18.5 11.5 1.7 0.0 2.6 0.0 0.0 1.6 0.2: 9.7 8.4
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 : 26: 17 12 . . . 0 . 0 0 . .:
Old : 26: 17 12 . . . 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 : 48.9 55.9 72.0 78.5 47.2 42.2 63.1 63.4
Old : 48.9 55.9 72.0 78.5 47.2 42.2 63.1 63.4
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 31,325: 20,846 13,075 1,620 10,002 4,586 0 1,520 70 150 784 280: 3,773 1,008
Old : 31,325: 20,846 13,075 1,620 10,002 4,586 0 1,520 70 150 784 280: 3,773 1,008
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -641: -478 -231 218 126 -446 0 -80 0 -14 -80 0: 79 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 41.7 5.2 31.9 14.6 0.0 4.9 0.2 0.5 2.5 0.9: 12.0 3.2
Old : 100.0: 66.5 41.7 5.2 31.9 14.6 0.0 4.9 0.2 0.5 2.5 0.9: 12.0 3.2
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 : 28: 16 14 . 5 7 0 . . . . .:
Old : 28: 16 14 . 5 7 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 : 37.7 52.7 58.5 73.8 25.3 42.8 40.3 51.3
Old : 37.7 52.7 58.5 73.8 25.3 42.8 40.3 51.3
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 11,568: 8,326 7,522 742 1,954 552 130 0 40 0 326 0: 1,778 1,174
Old : 11,568: 8,326 7,522 742 1,954 552 130 0 40 0 326 0: 1,778 1,174
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -660: -480 -770 50 127 -207 -60 0 0 0 -8 0: 37 198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 65.0 6.4 16.9 4.8 1.1 0.0 0.3 0.0 2.8 0.0: 15.4 10.1
Old : 100.0: 72.0 65.0 6.4 16.9 4.8 1.1 0.0 0.3 0.0 2.8 0.0: 15.4 10.1
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 : 20: 12 8 . . 4 . 0 . 0 . 0:
Old : 20: 12 8 . . 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 : 47.6 47.4 69.5 78.5 46.6 42.1 67.9 69.0
Old : 47.6 47.4 69.5 78.5 46.6 42.1 67.9 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 13,839: 9,187 7,813 2,262 3,088 1,000 52 860 76 0 0 0: 1,262 1,002
Old : 13,839: 9,187 7,813 2,262 3,088 1,000 52 860 76 0 0 0: 1,262 1,002
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -310: 96 -606 -266 222 -370 -80 0 64 0 0 0: 246 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 56.5 16.3 22.3 7.2 0.4 6.2 0.5 0.0 0.0 0.0: 9.1 7.2
Old : 100.0: 66.4 56.5 16.3 22.3 7.2 0.4 6.2 0.5 0.0 0.0 0.0: 9.1 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 . . 4 . . . 0 0 0:
Old : 27: 18 13 . . 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 : 47.9 57.9 65.4 79.7 46.7 50.3 58.9 67.7
Old : 47.9 57.9 65.4 79.7 46.7 50.3 58.9 67.7
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 45,845: 44,233 32,057 1,102 12,958 0 0 0 0 0 510 0: 510 320
Old : 45,845: 44,233 32,057 1,102 12,958 0 0 0 0 0 510 0: 510 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,756: -2,319 -2,124 -374 -759 -63 0 0 0 0 0 0: 0 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 69.9 2.4 28.3 0.0 0.0 0.0 0.0 0.0 1.1 0.0: 1.1 0.7
Old : 100.0: 96.5 69.9 2.4 28.3 0.0 0.0 0.0 0.0 0.0 1.1 0.0: 1.1 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 : 21: 10 8 . . 0 0 0 0 0 . 0:
Old : 21: 10 8 . . 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 : 88.9 80.8 95.9 96.4 88.9 80.8 95.9 96.4
Old : 88.9 80.8 95.9 96.4 88.9 80.8 95.9 96.4
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 638,686: 619,918 385,809 18,768 243,517 0 0 0 0 0 9,360 0: 0 0
Old : 638,686: 619,918 385,809 18,768 243,517 0 0 0 0 0 9,360 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -57,152: -47,000 -44,744 -7,520 -9,776 -2,632 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 60.4 2.9 38.1 0.0 0.0 0.0 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 97.1 60.4 2.9 38.1 0.0 0.0 0.0 0.0 0.0 1.5 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 : 23: 12 7 . . 0 0 0 0 0 . 0:
Old : 23: 12 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 : 88.4 84.9 96.4 98.9 88.4 84.9 96.4 98.9
Old : 88.4 84.9 96.4 98.9 88.4 84.9 96.4 98.9
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 30,657: 26,440 25,413 3,855 5,244 0 0 0 0 0 0 0: 362 0
Old : 30,657: 26,440 25,413 3,855 5,244 0 0 0 0 0 0 0: 362 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -2,225: -2,012 -1,765 -575 0 0 0 0 0 0 -460 0: 362 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 82.9 12.6 17.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 0.0
Old : 100.0: 86.2 82.9 12.6 17.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 20: 10 6 . . 0 0 0 0 0 0 0:
Old : 20: 10 6 . . 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 : 71.4 87.2 88.8 99.3 62.7 81.3 80.1 90.0
Old : 71.4 87.2 88.8 99.3 62.7 81.3 80.1 90.0
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 58,396: 28,164 43,317 30,232 15,079 0 0 0 0 0 0 0: 0 0
Old : 58,396: 28,164 43,317 30,232 15,079 0 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: December 28, 2010 :
: -4,715: -2,185 -2,507 -2,507 -2,208 0 0 0 0 0 0 0: -23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 74.2 51.8 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 48.2 74.2 51.8 25.8 0.0 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 : 26: 10 12 4 . 0 0 0 0 0 0 0:
Old : 26: 10 12 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 : 68.0 70.6 90.5 91.1 68.0 70.6 86.8 89.6
Old : 68.0 70.6 90.5 91.1 68.0 70.6 86.8 89.6
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 - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,007,527: 455,203 771,357 552,324 236,170 0 0 0 0 0 0 0: 0 0
Old : 1,007,527: 455,203 771,357 552,324 236,170 0 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: December 28, 2010 :
: -69,560: -28,576 -40,232 -40,984 -29,328 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 76.6 54.8 23.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 45.2 76.6 54.8 23.4 0.0 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 : 23: 11 10 4 . 0 0 0 0 0 0 0:
Old : 23: 11 10 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 : 67.8 70.7 90.0 93.4 67.8 70.0 86.1 90.8
Old : 67.8 70.7 90.0 93.4 67.8 70.0 86.1 90.8
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 203,341: 116,005 158,046 86,134 44,333 855 0 0 0 347 0 0: 0 107
Old : 203,341: 116,005 158,046 86,134 44,333 855 0 0 0 347 0 0: 0 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -8,464: -5,704 -4,232 -2,254 -4,209 0 0 0 0 -506 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 77.7 42.4 21.8 0.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.1
Old : 100.0: 57.0 77.7 42.4 21.8 0.4 0.0 0.0 0.0 0.2 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: 16 19 4 4 . 0 0 0 . 0 0:
Old : 38: 16 19 4 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 : 67.0 58.8 86.9 80.5 67.0 58.8 86.4 79.2
Old : 67.0 58.8 86.9 80.5 67.0 58.8 86.4 79.2
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 3,584,041: 2,097,204 2,808,762 1,473,224 761,258 13,613 0 0 0 0 408 0: 0 0
Old : 3,584,041: 2,097,204 2,808,762 1,473,224 761,258 13,613 0 0 0 0 408 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -136,208: -104,248 -72,600 -31,208 -62,040 -752 0 0 0 0 -816 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 78.4 41.1 21.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.5 78.4 41.1 21.2 0.4 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 : 38: 15 20 4 4 . 0 0 0 0 . 0:
Old : 38: 15 20 4 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 : 67.8 62.1 88.0 81.7 67.7 62.1 85.7 81.6
Old : 67.8 62.1 88.0 81.7 67.7 62.1 85.7 81.6
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 60,660: 40,467 52,903 10,568 1,230 4,285 1,275 190 0 3,933 1,410 132: 0 510
Old : 60,660: 40,467 52,903 10,568 1,230 4,285 1,275 190 0 3,933 1,410 132: 0 510
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,667: -3,197 -3,197 -115 -505 -105 -460 0 0 210 -115 0: 0 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 87.2 17.4 2.0 7.1 2.1 0.3 0.0 6.5 2.3 0.2: 0.0 0.8
Old : 100.0: 66.7 87.2 17.4 2.0 7.1 2.1 0.3 0.0 6.5 2.3 0.2: 0.0 0.8
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 : 36: 18 16 5 . 4 . . 0 . . .:
Old : 36: 18 16 5 . 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 : 51.4 59.5 71.8 75.8 46.7 58.9 61.4 70.1
Old : 51.4 59.5 71.8 75.8 46.7 58.9 61.4 70.1
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 1,134,411: 906,945 970,543 144,384 41,131 53,677 0 3,800 0 29,405 65,260 0: 0 0
Old : 1,134,411: 906,945 970,543 144,384 41,131 53,677 0 3,800 0 29,405 65,260 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -54,144: -42,864 -48,504 -11,280 -1,720 0 0 0 0 0 -3,920 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 85.6 12.7 3.6 4.7 0.0 0.3 0.0 2.6 5.8 0.0: 0.0 0.0
Old : 100.0: 79.9 85.6 12.7 3.6 4.7 0.0 0.3 0.0 2.6 5.8 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 : 40: 15 21 4 . . 0 . 0 . . 0:
Old : 40: 15 21 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 : 53.2 54.6 71.3 76.3 51.1 52.6 66.7 72.9
Old : 53.2 54.6 71.3 76.3 51.1 52.6 66.7 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 51,824: 38,457 33,667 3,570 9,180 8,415 1,020 0 255 0 264 0: 107 43
Old : 51,824: 38,457 33,667 3,570 9,180 8,415 1,020 0 255 0 264 0: 107 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -3,235: -2,108 -3,043 0 253 -483 0 0 0 -575 41 -46: -23 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 65.0 6.9 17.7 16.2 2.0 0.0 0.5 0.0 0.5 0.0: 0.2 0.1
Old : 100.0: 74.2 65.0 6.9 17.7 16.2 2.0 0.0 0.5 0.0 0.5 0.0: 0.2 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 : 28: 17 14 . . . . 0 . 0 . 0:
Old : 28: 17 14 . . . . 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 : 56.8 49.5 79.6 75.9 34.5 37.3 47.9 50.8
Old : 56.8 49.5 79.6 75.9 34.5 37.3 47.9 50.8
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : 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 : 968,183: 783,548 559,266 13,344 190,221 171,291 0 23,400 0 0 24,005 0: 0 0
Old : 968,183: 783,548 559,266 13,344 190,221 171,291 0 23,400 0 0 24,005 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -57,904: -34,968 -52,264 -3,760 1,880 -7,520 0 0 0 -9,776 1,880 -1,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 57.8 1.4 19.6 17.7 0.0 2.4 0.0 0.0 2.5 0.0: 0.0 0.0
Old : 100.0: 80.9 57.8 1.4 19.6 17.7 0.0 2.4 0.0 0.0 2.5 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 : 31: 17 14 . 4 . 0 . 0 0 . 0:
Old : 31: 17 14 . 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 : 56.1 50.7 79.4 74.2 34.2 33.7 48.8 44.0
Old : 56.1 50.7 79.4 74.2 34.2 33.7 48.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011