```
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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  :   126,734:    76,629     77,986      3,562      3,441     38,134        452        574      5,664        352         55        477:    1,464       402
Old  :   126,734:    76,629     77,986      3,562      3,441     38,134        452        574      5,664        352         55        477:    1,464       402
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -7,149:    -4,776     -3,890        494       -453     -1,694       -975       -261       -653         57         17       -144:      542       -71
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       61.5        2.8        2.7       30.1        0.4        0.5        4.5        0.3        0.0        0.4:      1.2       0.3
Old  :     100.0:      60.5       61.5        2.8        2.7       30.1        0.4        0.5        4.5        0.3        0.0        0.4:      1.2       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  :        45:        27         27          5          .          6          .          .          5          .          .          .:
Old  :        45:        27         27          5          .          6          .          .          5          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       54.4       77.3       78.2        5.9        6.9        8.4        9.8
Old  :                 52.5       54.4       77.3       78.2        5.9        6.9        8.4        9.8
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, January 5, 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  :    22,650:    13,425     13,248      3,769      2,375      3,961          0      1,151        434          3          0         83:      975     1,398
Old  :    22,650:    13,425     13,248      3,769      2,375      3,961          0      1,151        434          3          0         83:      975     1,398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -1,115:      -852       -460       -180       -550       -138          0         34        -35          3        -22        -16:      103        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       58.5       16.6       10.5       17.5        0.0        5.1        1.9        0.0        0.0        0.4:      4.3       6.2
Old  :     100.0:      59.3       58.5       16.6       10.5       17.5        0.0        5.1        1.9        0.0        0.0        0.4:      4.3       6.2
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:        17         14          4          .          5          0          .          .          .          0          .:
Old  :        28:        17         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  :                 41.6       44.0       65.6       70.8       29.9       26.2       45.3       42.7
Old  :                 41.6       44.0       65.6       70.8       29.9       26.2       45.3       42.7
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, January 5, 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  :    31,271:    19,830     16,412      1,944      5,393      7,028          0        720        360          0        550        120:    1,989       688
Old  :    31,271:    19,830     16,412      1,944      5,393      7,028          0        720        360          0        550        120:    1,989       688
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :      -410:      -471       -626        -33         32        -94          0        -20          0          0         10        -10:      198       298
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       52.5        6.2       17.2       22.5        0.0        2.3        1.2        0.0        1.8        0.4:      6.4       2.2
Old  :     100.0:      63.4       52.5        6.2       17.2       22.5        0.0        2.3        1.2        0.0        1.8        0.4:      6.4       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  :        30:        20         13          .          4          5          0          .          .          0          .          .:
Old  :        30:        20         13          .          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  :                 37.4       46.5       56.7       71.2       23.7       30.9       36.5       43.3
Old  :                 37.4       46.5       56.7       71.2       23.7       30.9       36.5       43.3
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 - Options and Futures Combined, January 5, 2010                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,038:     7,876      7,244        760      2,744      1,482        720          0          0          0          0          0:    2,200     1,568
Old  :    13,038:     7,876      7,244        760      2,744      1,482        720          0          0          0          0          0:    2,200     1,568
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :      -332:      -892       -536       -440         28        -48          0          0          0          0          0          0:    1,048       224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       55.6        5.8       21.0       11.4        5.5        0.0        0.0        0.0        0.0        0.0:     16.9      12.0
Old  :     100.0:      60.4       55.6        5.8       21.0       11.4        5.5        0.0        0.0        0.0        0.0        0.0:     16.9      12.0
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:        11         10          .          4          4          .          0          0          0          0          0:
Old  :        21:        11         10          .          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  :                 35.6       44.1       58.8       73.9       33.7       38.3       50.0       53.1
Old  :                 35.6       44.1       58.8       73.9       33.7       38.3       50.0       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A01
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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  :    45,636:    27,583     34,530      7,178        289      9,001         54          0        726          0          5          0:    1,094     1,085
Old  :    45,636:    27,583     34,530      7,178        289      9,001         54          0        726          0          5          0:    1,094     1,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -1,274:      -837     -1,931     -1,167       -180         57         10          0         -1        -10          5        -10:      684       785
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       75.7       15.7        0.6       19.7        0.1        0.0        1.6        0.0        0.0        0.0:      2.4       2.4
Old  :     100.0:      60.4       75.7       15.7        0.6       19.7        0.1        0.0        1.6        0.0        0.0        0.0:      2.4       2.4
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  :        27:        16         17          5          .          4          .          0          .          0          .          0:
Old  :        27:        16         17          5          .          4          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       64.4       83.3       81.1       32.8       44.1       43.2       48.4
Old  :                 65.4       64.4       83.3       81.1       32.8       44.1       43.2       48.4
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, January 5, 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  :    11,208:     6,976      3,246      1,920      5,936      1,182          0          0          0          0          0          0:    1,130       844
Old  :    11,208:     6,976      3,246      1,920      5,936      1,182          0          0          0          0          0          0:    1,130       844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :      -554:      -750        -76         96       -372        -72          0          0          0          0          0          0:      172       -34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       29.0       17.1       53.0       10.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       7.5
Old  :     100.0:      62.2       29.0       17.1       53.0       10.5        0.0        0.0        0.0        0.0        0.0        0.0:     10.1       7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          .          4          4          0          0          0          0          0          0:
Old  :        20:        12         11          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       67.5       63.2       81.2       30.7       59.4       49.3       64.2
Old  :                 35.2       67.5       63.2       81.2       30.7       59.4       49.3       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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  :    55,508:    50,791     44,807      1,792      7,434      2,925          0          0          0          0          0          0:        0       342
Old  :    55,508:    50,791     44,807      1,792      7,434      2,925          0          0          0          0          0          0:        0       342
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -3,080:    -1,760     -3,080          0      1,320     -1,320          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       80.7        3.2       13.4        5.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.6
Old  :     100.0:      91.5       80.7        3.2       13.4        5.3        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:        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  :                 79.8       82.8       93.6       99.4       79.8       79.2       91.2       94.1
Old  :                 79.8       82.8       93.6       99.4       79.8       79.2       91.2       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A50
Disaggregated Commitments of Traders - Options and Futures Combined, January 5, 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  :    49,744:    40,163     49,244      8,956          0          0          0          0          0          0        400          0:      625       100
Old  :    49,744:    40,163     49,244      8,956          0          0          0          0          0          0        400          0:      625       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -2,750:    -1,848     -2,750       -572          0          0          0          0          0       -220          0          0:     -110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       99.0       18.0        0.0        0.0        0.0        0.0        0.0        0.0        0.8        0.0:      1.3       0.2
Old  :     100.0:      80.7       99.0       18.0        0.0        0.0        0.0        0.0        0.0        0.0        0.8        0.0:      1.3       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          8          6          0          0          0          0          0          0          .          0:
Old  :        22:        12          8          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  :                 59.3       91.0       79.1       99.0       59.3       77.3       73.8       83.0
Old  :                 59.3       91.0       79.1       99.0       59.3       77.3       73.8       83.0
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 - Options and Futures Combined, January 5, 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  :   822,066:   662,154    791,026    159,912          0          0          0      7,760          0          0     23,280          0:        0         0
Old  :   822,066:   662,154    791,026    159,912          0          0          0      7,760          0          0     23,280          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :   -33,712:   -25,480    -33,712     -8,232          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       96.2       19.5        0.0        0.0        0.0        0.9        0.0        0.0        2.8        0.0:      0.0       0.0
Old  :     100.0:      80.5       96.2       19.5        0.0        0.0        0.0        0.9        0.0        0.0        2.8        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  :        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  :                 62.9       90.8       85.8       98.6       62.4       76.2       77.7       80.9
Old  :                 62.9       90.8       85.8       98.6       62.4       76.2       77.7       80.9
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, January 5, 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  :    91,298:    28,534     50,818     59,754     33,125      2,210          0          0          0          0      4,345          0:      800       800
Old  :    91,298:    28,534     50,818     59,754     33,125      2,210          0          0          0          0      4,345          0:      800       800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -6,514:    -3,764     -4,070     -2,750     -1,474          0          0          0          0          0       -930          0:        0       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       55.7       65.4       36.3        2.4        0.0        0.0        0.0        0.0        4.8        0.0:      0.9       0.9
Old  :     100.0:      31.3       55.7       65.4       36.3        2.4        0.0        0.0        0.0        0.0        4.8        0.0:      0.9       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        10         10          5          .          .          0          0          0          0          .          0:
Old  :        27:        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  :                 69.0       73.6       84.5       89.4       69.0       68.4       84.5       83.3
Old  :                 69.0       73.6       84.5       89.4       69.0       68.4       84.5       83.3
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, January 5, 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  : 1,537,250:   455,928    905,544  1,065,766    550,240     15,556          0          0          0          0     65,910          0:        0         0
Old  : 1,537,250:   455,928    905,544  1,065,766    550,240     15,556          0          0          0          0     65,910          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :   -78,792:   -32,536    -57,624    -41,552    -12,544     -4,704          0          0          0          0     -3,920          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       58.9       69.3       35.8        1.0        0.0        0.0        0.0        0.0        4.3        0.0:      0.0       0.0
Old  :     100.0:      29.7       58.9       69.3       35.8        1.0        0.0        0.0        0.0        0.0        4.3        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  :        25:        10          9          5          .          .          0          0          0          0          .          0:
Old  :        25:        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  :                 72.7       75.6       87.8       93.8       71.1       71.9       86.2       90.1
Old  :                 72.7       75.6       87.8       93.8       71.1       71.9       86.2       90.1
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, January 5, 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  :   168,419:   138,002     89,924     20,267     73,115      4,775          0          0          0      5,375          0          0:        0       605
Old  :   168,419:   138,002     89,924     20,267     73,115      4,775          0          0          0      5,375          0          0:        0       605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -9,246:    -5,614     -5,088     -1,531     -2,829     -1,219          0          0          0       -842          0          0:      -40      -110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       53.4       12.0       43.4        2.8        0.0        0.0        0.0        3.2        0.0        0.0:      0.0       0.4
Old  :     100.0:      81.9       53.4       12.0       43.4        2.8        0.0        0.0        0.0        3.2        0.0        0.0:      0.0       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  :        34:        19         18          .          6          .          0          0          0          .          0          0:
Old  :        34:        19         18          .          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  :                 53.0       61.0       73.7       77.4       49.2       59.1       66.3       75.4
Old  :                 53.0       61.0       73.7       77.4       49.2       59.1       66.3       75.4
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, January 5, 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  : 2,708,942: 2,236,817  1,478,331    345,224  1,202,603     28,008      7,760          0          0     91,133          0          0:        0         0
Old  : 2,708,942: 2,236,817  1,478,331    345,224  1,202,603     28,008      7,760          0          0     91,133          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :  -115,248:   -93,296    -50,176    -12,544    -59,976     -5,096          0          0          0     -4,312          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       54.6       12.7       44.4        1.0        0.3        0.0        0.0        3.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.6       54.6       12.7       44.4        1.0        0.3        0.0        0.0        3.4        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  :        33:        17         15          .          6          .          .          0          0          .          0          0:
Old  :        33:        17         15          .          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  :                 65.2       67.4       83.2       83.9       63.6       66.8       78.9       81.4
Old  :                 65.2       67.4       83.2       83.9       63.6       66.8       78.9       81.4
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, January 5, 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  :    61,096:    51,971     55,200      6,495          0      2,550          0          0          0         80      3,090          0:        0       256
Old  :    61,096:    51,971     55,200      6,495          0      2,550          0          0          0         80      3,090          0:        0       256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :    -2,222:    -1,738     -2,222       -462          0          0          0          0          0          0          0          0:      -22         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       90.3       10.6        0.0        4.2        0.0        0.0        0.0        0.1        5.1        0.0:      0.0       0.4
Old  :     100.0:      85.1       90.3       10.6        0.0        4.2        0.0        0.0        0.0        0.1        5.1        0.0:      0.0       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  :        25:        14         14          4          0          .          0          0          0          .          .          0:
Old  :        25:        14         14          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  :                 62.0       69.6       81.7       86.7       51.7       66.8       68.7       77.4
Old  :                 62.0       69.6       81.7       86.7       51.7       66.8       68.7       77.4
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, January 5, 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  : 1,008,456:   854,411    739,464     93,160    128,192     60,885          0          0          0          0     79,915          0:        0         0
Old  : 1,008,456:   854,411    739,464     93,160    128,192     60,885          0          0          0          0     79,915          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :   -26,264:   -19,992    -24,304     -1,960      4,312     -4,312          0          0          0          0     -1,960          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       73.3        9.2       12.7        6.0        0.0        0.0        0.0        0.0        7.9        0.0:      0.0       0.0
Old  :     100.0:      84.7       73.3        9.2       12.7        6.0        0.0        0.0        0.0        0.0        7.9        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  :        22:        10         10          .          .          .          0          0          0          0          .          0:
Old  :        22:        10         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  :                 70.4       65.3       88.4       88.8       69.4       61.2       84.5       82.8
Old  :                 70.4       65.3       88.4       88.8       69.4       61.2       84.5       82.8
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, January 5, 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  :    57,176:    42,088     42,258      1,776      6,436      7,882          0          0          0      5,130        515         45:      255        40
Old  :    57,176:    42,088     42,258      1,776      6,436      7,882          0          0          0      5,130        515         45:      255        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :      -924:      -924       -880          0          0          0          0          0          0          0        -44          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       73.9        3.1       11.3       13.8        0.0        0.0        0.0        9.0        0.9        0.1:      0.4       0.1
Old  :     100.0:      73.6       73.9        3.1       11.3       13.8        0.0        0.0        0.0        9.0        0.9        0.1:      0.4       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  :        36:        17         22          .          5          5          0          0          0          .          .          .:
Old  :        36:        17         22          .          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  :                 52.8       45.9       73.9       63.7       46.0       33.9       61.5       49.2
Old  :                 52.8       45.9       73.9       63.7       46.0       33.9       61.5       49.2
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, January 5, 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  : 1,038,064:   780,513    698,328      2,675    154,640    149,696          0     23,400          0    105,180     12,000          0:        0         0
Old  : 1,038,064:   780,513    698,328      2,675    154,640    149,696          0     23,400          0    105,180     12,000          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 29, 2009                                                                :
     :   -19,992:   -19,600    -19,992          0        392       -392          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       67.3        0.3       14.9       14.4        0.0        2.3        0.0       10.1        1.2        0.0:      0.0       0.0
Old  :     100.0:      75.2       67.3        0.3       14.9       14.4        0.0        2.3        0.0       10.1        1.2        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  :        39:        19         17          .          6          .          0          .          0          .          .          0:
Old  :        39:        19         17          .          6          .          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  :                 46.1       50.2       68.4       68.2       43.7       36.5       59.1       51.8
Old  :                 46.1       50.2       68.4       68.2       43.7       36.5       59.1       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 8, 2010