```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is   180,344                :
: Positions                                                                                                    :
:   90,281    91,217     3,582     6,860    63,871     4,076     1,643    13,934        20       142       505 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:       54       841        50      -602        36      -337      -137       923         9       -59       102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      50.6       2.0       3.8      35.4       2.3       0.9       7.7       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        24         4         4         8         4         .         4         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    18,579                :
: Positions                                                                                                    :
:   11,859    12,428     3,091     2,136     1,924       101       569        69         0       272        20 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      274       106      -113        37       112       101         1        69         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      66.9      16.6      11.5      10.4       0.5       3.1       0.4       0.0       1.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        12         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    31,207                :
: Positions                                                                                                    :
:   20,960    13,107     1,620     9,978     4,344         0     1,520        70       150       906       220 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      342       498         0        48      -168         0         0         0         0       114       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      42.0       5.2      32.0      13.9       0.0       4.9       0.2       0.5       2.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        12         .         5         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    11,636                :
: Positions                                                                                                    :
:    8,368     7,760       742     1,930       576       130         0        40         0       458         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        8       -48         0         0         0         0         0         0         0         8         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      66.7       6.4      16.6       5.0       1.1       0.0       0.3       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    38,216                :
: Positions                                                                                                    :
:   25,850    24,258     2,359     2,796     8,372         0     1,416       372         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      437       304      -106        16       321         0        12         5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      63.5       6.2       7.3      21.9       0.0       3.7       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        17         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    48,376                :
: Positions                                                                                                    :
:   45,489    34,718     2,377    12,958         0         0         0         0         0       510         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        0     1,275     1,275         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      71.8       4.9      26.8       0.0       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   705,598                :
: Positions                                                                                                    :
:  655,590   447,441    44,176   237,685     5,832         0         0         0         0    14,640         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    5,280    23,400    23,400         0         0         0         0         0         0     5,280         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      63.4       6.3      33.7       0.8       0.0       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A50                                                    Open Interest is    30,657                :
: Positions                                                                                                    :
:   26,440    25,413     3,855     5,244         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      82.9      12.6      17.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    58,626                :
: Positions                                                                                                    :
:   27,964    43,547    30,662    15,079         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:     -200       230       430         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      74.3      52.3      25.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        12         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is 1,007,527                :
: Positions                                                                                                    :
:  455,203   771,357   552,324   236,170         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      76.6      54.8      23.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is   202,170                :
: Positions                                                                                                    :
:  114,834   156,445    86,134    44,763       855         0         0         0       347         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:      757       327         0       430         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      77.4      42.6      22.1       0.4       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        19         4         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 3,580,466                :
: Positions                                                                                                    :
:2,088,349 2,805,187 1,473,224   761,258    13,613         0         0         0     4,872         0       408 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   -1,760     3,520         0         0         0         0         0         0     4,872      -408       408 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      78.3      41.1      21.3       0.4       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        20         4         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    62,060                :
: Positions                                                                                                    :
:   40,267    54,303    12,168     1,230     4,285     1,275       190         0     3,933     1,410       132 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:     -200     1,400     1,600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      87.5      19.6       2.0       6.9       2.1       0.3       0.0       6.3       2.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        16         5         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,163,326                :
: Positions                                                                                                    :
:  935,860   994,178   144,384    41,131    53,677         0     3,800         0    24,125    65,260     5,280 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:   31,160    20,000         0         0         0         0         0         0    -5,280         0     5,280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      85.5      12.4       3.5       4.6       0.0       0.3       0.0       2.1       5.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        21         4         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    51,314                :
: Positions                                                                                                    :
:   37,747    33,357     3,570     8,780     8,615     1,020         0       255         0       264         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:     -240       160         0      -400       200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      65.0       7.0      17.1      16.8       2.0       0.0       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    34,892                :
: Positions                                                                                                    :
:   26,449    26,366     4,358     5,143     3,065         0         0         0       510         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:     -466      -251       214        -1       -36         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      75.6      12.5      14.7       8.8       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   977,757                :
: Positions                                                                                                    :
:  789,122   568,840    13,344   190,221   171,291         0    23,400         0         0    20,005     4,000 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:    5,574     4,804         0         0         0         0         0         0         0       770      -770 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      58.2       1.4      19.5      17.5       0.0       2.4       0.0       0.0       2.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         4         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   416,360                :
: Positions                                                                                                    :
:  371,104   359,531    32,760    42,168         0         0         0         0         0     2,165    12,496 :
:                                                                                                              :
: Changes from:     January 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      86.4       7.9      10.1       0.0       0.0       0.0       0.0       0.0       0.5       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         .         .         0         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 28, 2011