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PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   134,454:    81,473     82,463      2,573      3,013     40,550      1,499        913      6,233        259        103        555:    1,312       624
Old  :   134,454:    81,473     82,463      2,573      3,013     40,550      1,499        913      6,233        259        103        555:    1,312       624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       962:        38        700        256         72        272         75       -337        166         62        -13          1:       92       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       61.3        1.9        2.2       30.2        1.1        0.7        4.6        0.2        0.1        0.4:      1.0       0.5
Old  :     100.0:      60.6       61.3        1.9        2.2       30.2        1.1        0.7        4.6        0.2        0.1        0.4:      1.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        28         27          5          .          6          .          .          5          .          .          .:
Old  :        46:        28         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  :                 51.9       54.0       76.6       77.3        5.2        6.4        7.9        9.6
Old  :                 51.9       54.0       76.6       77.3        5.2        6.4        7.9        9.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06465A
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS 0F 400 MEGAWATT HOURS)                                                                                       :
     :          :    Positions                                                                                                           :
All  :     8,033:     6,259      4,754        430      3,129         42      1,024          0          0          0         86          0:      278        22
Old  :     8,033:     6,259      4,754        430      3,129         42      1,024          0          0          0         86          0:      278        22
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     1,390:       260      1,796        430        -82       -324      1,024          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       59.2        5.4       39.0        0.5       12.7        0.0        0.0        0.0        1.1        0.0:      3.5       0.3
Old  :     100.0:      77.9       59.2        5.4       39.0        0.5       12.7        0.0        0.0        0.0        1.1        0.0:      3.5       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  :        23:        12         10          .          .          .          .          0          0          0          .          0:
Old  :        23:        12         10          .          .          .          .          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  :                 48.0       81.4       78.0       95.5       40.9       64.3       67.2       75.6
Old  :                 48.0       81.4       78.0       95.5       40.9       64.3       67.2       75.6
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,743:    14,255     13,596      3,871      2,886      4,139          0      1,094        479          0         25         97:      902     1,425
Old  :    23,743:    14,255     13,596      3,871      2,886      4,139          0      1,094        479          0         25         97:      902     1,425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :      -312:      -303       -317         51         34        -45          0         22        -12          0        -18         15:      -20         7
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       57.3       16.3       12.2       17.4        0.0        4.6        2.0        0.0        0.1        0.4:      3.8       6.0
Old  :     100.0:      60.0       57.3       16.3       12.2       17.4        0.0        4.6        2.0        0.0        0.1        0.4:      3.8       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         15          4          .          5          0          .          .          0          .          .:
Old  :        30:        18         15          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  :                 41.5       44.7       65.7       70.7       29.7       25.1       44.6       41.8
Old  :                 41.5       44.7       65.7       70.7       29.7       25.1       44.6       41.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    31,681:    20,301     17,148      1,977      5,361      7,122          0        740        360          0        430        130:    1,791       390
Old  :    31,681:    20,301     17,148      1,977      5,361      7,122          0        740        360          0        430        130:    1,791       390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :        86:       -10        -10        126         24          0          0          0          0          0          0          0:      -30        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       54.1        6.2       16.9       22.5        0.0        2.3        1.1        0.0        1.4        0.4:      5.7       1.2
Old  :     100.0:      64.1       54.1        6.2       16.9       22.5        0.0        2.3        1.1        0.0        1.4        0.4:      5.7       1.2
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  :        31:        21         18          .          4          5          0          .          .          0          .          .:
Old  :        31:        21         18          .          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       46.3       55.9       70.7       23.0       30.7       35.5       42.5
Old  :                 37.4       46.3       55.9       70.7       23.0       30.7       35.5       42.5
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    13,366:     8,764      7,780      1,200      2,716      1,530        720          0          0          0          0          0:    1,152     1,340
Old  :    13,366:     8,764      7,780      1,200      2,716      1,530        720          0          0          0          0          0:    1,152     1,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       172:        40        200         12          0          0          0          0          0          0          0          0:      120       -28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       58.2        9.0       20.3       11.4        5.4        0.0        0.0        0.0        0.0        0.0:      8.6      10.0
Old  :     100.0:      65.6       58.2        9.0       20.3       11.4        5.4        0.0        0.0        0.0        0.0        0.0:      8.6      10.0
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:        13         13          .          4          5          .          0          0          0          0          0:
Old  :        25:        13         13          .          4          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  :                 35.2       43.8       57.8       73.2       33.4       38.0       50.5       52.6
Old  :                 35.2       43.8       57.8       73.2       33.4       38.0       50.5       52.6
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    46,791:    28,248     36,189      8,241        465      9,088         46          0        728         10          0         10:      419       310
Old  :    46,791:    28,248     36,189      8,241        465      9,088         46          0        728         10          0         10:      419       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       -56:       512        -55       -147        -17         10         13          0         -7          7          0         -7:     -437        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       77.3       17.6        1.0       19.4        0.1        0.0        1.6        0.0        0.0        0.0:      0.9       0.7
Old  :     100.0:      60.4       77.3       17.6        1.0       19.4        0.1        0.0        1.6        0.0        0.0        0.0:      0.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         17          5          .          5          .          0          .          .          0          .:
Old  :        27:        18         17          5          .          5          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       65.5       84.8       83.0       33.6       45.3       43.5       49.3
Old  :                 67.6       65.5       84.8       83.0       33.6       45.3       43.5       49.3
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,746:     7,704      3,292      1,824      6,318      1,258          0          0          0          0          0          0:      960       878
Old  :    11,746:     7,704      3,292      1,824      6,318      1,258          0          0          0          0          0          0:      960       878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       160:       -82          2        406        100          0          0          0          0          0          0          0:     -164        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       28.0       15.5       53.8       10.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.2       7.5
Old  :     100.0:      65.6       28.0       15.5       53.8       10.7        0.0        0.0        0.0        0.0        0.0        0.0:      8.2       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  :        24:        17         13          .          4          6          0          0          0          0          0          0:
Old  :        24:        17         13          .          4          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       67.5       62.2       80.4       30.1       59.7       47.0       63.7
Old  :                 35.2       67.5       62.2       80.4       30.1       59.7       47.0       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(80 MEGAWATT HOURS)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    58,588:    52,551     47,887      1,792      6,114      4,245          0          0          0          0          0          0:        0       342
Old  :    58,588:    52,551     47,887      1,792      6,114      4,245          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 15, 2009                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       81.7        3.1       10.4        7.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.6
Old  :     100.0:      89.7       81.7        3.1       10.4        7.2        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:        12          7          .          .          .          0          0          0          0          0          0:
Old  :        20:        12          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.8       81.4       92.1       97.9       73.5       77.6       85.4       89.5
Old  :                 77.8       81.4       92.1       97.9       73.5       77.6       85.4       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   946,736:   845,888    753,447     74,608    167,049     26,240          0          0          0          0          0          0:        0         0
Old  :   946,736:   845,888    753,447     74,608    167,049     26,240          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       79.6        7.9       17.6        2.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.3       79.6        7.9       17.6        2.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          5          .          .          .          0          0          0          0          0          0:
Old  :        20:        13          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  :                 71.7       85.4       88.8       99.5       70.7       80.3       87.5       93.4
Old  :                 71.7       85.4       88.8       99.5       70.7       80.3       87.5       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064A48
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,880:     7,738     18,583     14,692      2,980        172          0          0          0          0        762          0:      278       383
Old  :    22,880:     7,738     18,583     14,692      2,980        172          0          0          0          0        762          0:      278       383
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       151:         0       -105          0          0          0          0          0          0          0          0          0:      151       256
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       81.2       64.2       13.0        0.8        0.0        0.0        0.0        0.0        3.3        0.0:      1.2       1.7
Old  :     100.0:      33.8       81.2       64.2       13.0        0.8        0.0        0.0        0.0        0.0        3.3        0.0:      1.2       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          6          5          .          .          0          0          0          0          .          0:
Old  :        20:         8          6          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  :                 75.5       76.3       92.1       97.8       75.5       76.3       91.5       97.1
Old  :                 75.5       76.3       92.1       97.8       75.5       76.3       91.5       97.1
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    52,494:    42,011     51,994      9,528          0          0          0          0          0        220        400          0:      735       100
Old  :    52,494:    42,011     51,994      9,528          0          0          0          0          0        220        400          0:      735       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       390:       640      1,040        400          0          0          0          0          0          0          0          0:     -650      -650
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       99.0       18.2        0.0        0.0        0.0        0.0        0.0        0.4        0.8        0.0:      1.4       0.2
Old  :     100.0:      80.0       99.0       18.2        0.0        0.0        0.0        0.0        0.0        0.4        0.8        0.0:      1.4       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  :        24:        15          9          6          0          0          0          0          0          .          .          0:
Old  :        24:        15          9          6          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       90.6       76.7       98.8       57.1       76.0       71.4       82.3
Old  :                 57.1       90.6       76.7       98.8       57.1       76.0       71.4       82.3
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   855,778:   687,634    824,738    168,144          0          0          0      7,760          0          0     23,280          0:        0         0
Old  :   855,778:   687,634    824,738    168,144          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 15, 2009                                                                :
     :   -11,670:         0          0          0          0          0          0          0          0          0          0          0:  -11,670   -11,670
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       96.4       19.6        0.0        0.0        0.0        0.9        0.0        0.0        2.7        0.0:      0.0       0.0
Old  :     100.0:      80.4       96.4       19.6        0.0        0.0        0.0        0.9        0.0        0.0        2.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 61.3       90.9       85.2       98.7       60.8       76.0       77.1       80.5
Old  :                 61.3       90.9       85.2       98.7       60.8       76.0       77.1       80.5
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    97,812:    32,298     54,888     62,504     34,599      2,210          0          0          0          0      5,275          0:      800       840
Old  :    97,812:    32,298     54,888     62,504     34,599      2,210          0          0          0          0      5,275          0:      800       840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       151:       151        151          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.0       56.1       63.9       35.4        2.3        0.0        0.0        0.0        0.0        5.4        0.0:      0.8       0.9
Old  :     100.0:      33.0       56.1       63.9       35.4        2.3        0.0        0.0        0.0        0.0        5.4        0.0:      0.8       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  :        28:        11         11          5          .          .          0          0          0          0          .          0:
Old  :        28:        11         11          5          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       70.9       83.4       88.2       67.2       64.8       82.6       81.4
Old  :                 67.4       70.9       83.4       88.2       67.2       64.8       82.6       81.4
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,616,042:   488,464    963,168  1,107,318    562,784     20,260          0          0          0          0     69,830          0:        0         0
Old  : 1,616,042:   488,464    963,168  1,107,318    562,784     20,260          0          0          0          0     69,830          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.2       59.6       68.5       34.8        1.3        0.0        0.0        0.0        0.0        4.3        0.0:      0.0       0.0
Old  :     100.0:      30.2       59.6       68.5       34.8        1.3        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:        12          9          5          .          .          0          0          0          0          .          0:
Old  :        25:        12          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  :                 72.3       75.0       87.4       93.2       70.8       71.1       85.9       89.1
Old  :                 72.3       75.0       87.4       93.2       70.8       71.1       85.9       89.1
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   176,617:   142,568     94,044     21,798     75,944      5,994          0          0          0      6,217          0          0:       40       635
Old  :   176,617:   142,568     94,044     21,798     75,944      5,994          0          0          0      6,217          0          0:       40       635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :    -2,307:       959        197       -400        402        360          0          0          0          0          0          0:   -3,226    -3,266
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       53.2       12.3       43.0        3.4        0.0        0.0        0.0        3.5        0.0        0.0:      0.0       0.4
Old  :     100.0:      80.7       53.2       12.3       43.0        3.4        0.0        0.0        0.0        3.5        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  :        37:        19         22          .          5          .          0          0          0          .          0          0:
Old  :        37:        19         22          .          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  :                 51.9       60.3       73.5       76.9       47.6       58.3       65.7       74.9
Old  :                 51.9       60.3       73.5       76.9       47.6       58.3       65.7       74.9
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,824,966: 2,330,889  1,529,283    357,768  1,262,579     33,104      7,760          0          0     95,445          0          0:        0         0
Old  : 2,824,966: 2,330,889  1,529,283    357,768  1,262,579     33,104      7,760          0          0     95,445          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :    -6,158:     5,512       -424          0      5,936          0          0          0          0          0          0          0:  -11,670   -11,670
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       54.1       12.7       44.7        1.2        0.3        0.0        0.0        3.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.5       54.1       12.7       44.7        1.2        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  :                 65.0       67.2       82.9       83.9       63.4       66.7       78.8       81.6
Old  :                 65.0       67.2       82.9       83.9       63.4       66.7       78.8       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    63,218:    53,609     57,152      6,957          0      2,550          0          0          0         80      3,090          0:       22       426
Old  :    63,218:    53,609     57,152      6,957          0      2,550          0          0          0         80      3,090          0:       22       426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       510:       510       -765     -1,275          0      1,275          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       90.4       11.0        0.0        4.0        0.0        0.0        0.0        0.1        4.9        0.0:      0.0       0.7
Old  :     100.0:      84.8       90.4       11.0        0.0        4.0        0.0        0.0        0.0        0.1        4.9        0.0:      0.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         14          4          0          .          0          0          0          .          .          0:
Old  :        26:        16         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  :                 61.5       68.4       80.5       86.7       51.4       65.6       67.1       77.3
Old  :                 61.5       68.4       80.5       86.7       51.4       65.6       67.1       77.3
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,032,176:   871,859    761,224     95,120    123,880     65,197          0          0          0          0     81,875          0:        0         0
Old  : 1,032,176:   871,859    761,224     95,120    123,880     65,197          0          0          0          0     81,875          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       73.7        9.2       12.0        6.3        0.0        0.0        0.0        0.0        7.9        0.0:      0.0       0.0
Old  :     100.0:      84.5       73.7        9.2       12.0        6.3        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:        11         11          .          .          .          0          0          0          0          .          0:
Old  :        22:        11         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       64.6       88.4       89.2       69.7       60.6       84.3       83.4
Old  :                 70.6       64.6       88.4       89.2       69.7       60.6       84.3       83.4
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(80 MEGAWATT HOURS)                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    58,080:    42,992     43,098      1,776      6,436      7,882          0          0          0      5,130        579         45:      255        40
Old  :    58,080:    42,992     43,098      1,776      6,436      7,882          0          0          0      5,130        579         45:      255        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     1,409:    -2,431        129          0     -3,840      5,120          0          0          0     -1,280          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       74.2        3.1       11.1       13.6        0.0        0.0        0.0        8.8        1.0        0.1:      0.4       0.1
Old  :     100.0:      74.0       74.2        3.1       11.1       13.6        0.0        0.0        0.0        8.8        1.0        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  :        35:        19         21          .          5          5          0          0          0          .          .          .:
Old  :        35:        19         21          .          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  :                 51.9       45.2       72.9       62.8       44.9       32.6       60.2       47.4
Old  :                 51.9       45.2       72.9       62.8       44.9       32.6       60.2       47.4
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, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,058,056:   800,113    718,320      2,675    154,248    150,088          0     23,400          0    105,180     12,000          0:        0         0
Old  : 1,058,056:   800,113    718,320      2,675    154,248    150,088          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 15, 2009                                                                :
     :    23,320:   -46,640          0        800    -69,960     93,280          0          0          0    -24,120          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       67.9        0.3       14.6       14.2        0.0        2.2        0.0        9.9        1.1        0.0:      0.0       0.0
Old  :     100.0:      75.6       67.9        0.3       14.6       14.2        0.0        2.2        0.0        9.9        1.1        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:        21         19          .          6          .          0          .          0          .          .          0:
Old  :        39:        21         19          .          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  :                 45.2       49.2       67.4       67.6       42.4       35.4       57.6       49.9
Old  :                 45.2       49.2       67.4       67.6       42.4       35.4       57.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 28, 2009