```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is   130,804                :
: Positions                                                                                                    :
:   79,669    82,143     3,362     1,935    38,561        32       326     6,742       218        21       652 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -1,460    -2,852    -1,966    -1,200         7      -373       -86        -0      -315        21        32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      62.8       2.6       1.5      29.5       0.0       0.2       5.2       0.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        25         5         .         6         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    21,530                :
: Positions                                                                                                    :
:   12,879    13,066     3,495     1,988     3,895         0       920       420         0        74        26 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:     -433      -366      -415      -125       -22         0      -180       -30         0        38       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      60.7      16.2       9.2      18.1       0.0       4.3       2.0       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         4         .         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    31,103                :
: Positions                                                                                                    :
:   19,967    16,484     1,436     4,758     7,331         0       680       360         0       740       130 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:     -368      -124      -144      -393       143         0       -40         0         0       -54         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      53.0       4.6      15.3      23.6       0.0       2.2       1.2       0.0       2.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         5         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    12,640                :
: Positions                                                                                                    :
:    8,440     6,900       752     2,624     1,522       660         0         0         0       108         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:      380      -424        -8       -48       -32       -60         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      54.6       5.9      20.8      12.0       5.2       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         4         5         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    43,823                :
: Positions                                                                                                    :
:   26,552    32,994     5,362         0     9,376       618         0       709         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -1,637    -1,299      -736       -78      -242       542         0        -3         0        -0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      75.3      12.2       0.0      21.4       1.4       0.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         6         0         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MWH X OFF PEAK HOURS PER MONTH)                :
CFTC Code #064A02                                                    Open Interest is    10,920                :
: Positions                                                                                                    :
:    7,028     3,698     1,706     5,598     1,182         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:     -108        24      -214      -312         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      33.9      15.6      51.3      10.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        12         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                  :
CFTC Code #064A34                                                    Open Interest is    54,866                :
: Positions                                                                                                    :
:   49,049    44,067     3,352     8,012     2,465         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -2,000    -2,440      -140       320      -460         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      80.3       6.1      14.6       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                               :
CFTC Code #064A35                                                    Open Interest is   847,444                :
: Positions                                                                                                    :
:  744,984   666,555    97,780   176,209     4,680         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -43,672   -50,880   -15,688    -8,480         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      78.7      11.5      20.8       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         5         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                  :
CFTC Code #064A50                                                    Open Interest is    47,369                :
: Positions                                                                                                    :
:   39,551    46,869     7,293         0         0         0         0         0         0       400         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -2,742    -3,025      -383         0         0         0         0         0         0      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      98.9      15.4       0.0       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         6         5         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                               :
CFTC Code #064A51                                                    Open Interest is   775,528                :
: Positions                                                                                                    :
:  650,504   761,448   125,024         0         0         0     3,520         0         0    10,560         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -46,760   -41,248   -11,448         0         0         0    -4,240         0         0   -12,720         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      98.2      16.1       0.0       0.0       0.0       0.5       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         5         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                   :
CFTC Code #064A54                                                    Open Interest is    90,693                :
: Positions                                                                                                    :
:   29,937    53,233    58,563    31,473     2,042         0         0         0         0     3,945         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -3,727    -4,250    -1,446      -372      -168         0         0         0         0      -400         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.0      58.7      64.6      34.7       2.3       0.0       0.0       0.0       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10         9         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                                :
CFTC Code #064A55                                                    Open Interest is 1,553,387                :
: Positions                                                                                                    :
:  500,297   952,593 1,041,902   527,936    11,188         0         0         0         0    61,670         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -48,991   -74,431   -28,896       784    -4,016         0         0         0         0    -4,240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.2      61.3      67.1      34.0       0.7       0.0       0.0       0.0       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         8         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                :
CFTC Code #064A56                                                    Open Interest is   171,985                :
: Positions                                                                                                    :
:  142,381    91,514    19,917    75,174     4,832         0         0         0     4,855         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -11,721   -10,249       830    -1,222      -348         0         0         0      -720         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      53.2      11.6      43.7       2.8       0.0       0.0       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        19         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (50 MEGAWATT HOURS)                            :
CFTC Code #064A57                                                    Open Interest is 2,809,554                :
: Positions                                                                                                    :
:2,378,290 1,550,388   326,856 1,232,027    27,139     3,520         0         0    73,749         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
: -116,530  -113,138    -1,760   -26,776    -3,168    -4,240         0         0   -17,384         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      55.2      11.6      43.9       1.0       0.1       0.0       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        17         .         6         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                :
CFTC Code #064A58                                                    Open Interest is    62,718                :
: Positions                                                                                                    :
:   50,951    56,777     6,390        36     2,787         0         0         0        40     2,990         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:      255       302      -105        36       237         0         0         0       -40      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      90.5      10.2       0.1       4.4       0.0       0.0       0.0       0.1       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        12         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                             :
CFTC Code #064A59                                                    Open Interest is 1,025,611                :
: Positions                                                                                                    :
:  873,686   787,470    91,040   103,176    60,885         0         0         0         0    74,080         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -12,520    12,496    -2,120   -25,016         0         0         0         0         0    -2,120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      76.8       8.9      10.1       5.9       0.0       0.0       0.0       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                             :
CFTC Code #064A60                                                    Open Interest is    57,655                :
: Positions                                                                                                    :
:   43,605    42,312     1,776     7,384     7,399         0         0         0     4,830       495        45 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:   -2,017    -2,715         0       183      -483         0         0         0      -300       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      73.4       3.1      12.8      12.8       0.0       0.0       0.0       8.4       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        23         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                 :
CFTC Code #064A66                                                    Open Interest is    11,536                :
: Positions                                                                                                    :
:    7,428     7,494     1,556     3,059       728         0         0         0       472         0         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      65.0      13.5      26.5       6.3       0.0       0.0       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 2, 2010           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                              :
CFTC Code #064A78                                                    Open Interest is 1,047,520                :
: Positions                                                                                                    :
:  805,657   707,288     4,755   171,632   138,288         0    23,400         0    98,820     6,912         0 :
:                                                                                                              :
: Changes from:     January 26, 2010                                                                           :
:  -31,320   -33,440     2,080     2,928   -11,408         0         0         0    -6,360    -5,088         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      67.5       0.5      16.4      13.2       0.0       2.2       0.0       9.4       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        18         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated February 5, 2010