```
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   182,936:   114,017    117,847      2,990      2,503     49,873      1,322        411     10,608        253          4      1,193:    2,681       498
Old  :   182,936:   114,017    117,847      2,990      2,503     49,873      1,322        411     10,608        253          4      1,193:    2,681       498
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     3,141:     1,264      1,351        233        -38      1,666        139        247        -35        -88         -1        127:     -165      -176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.3       64.4        1.6        1.4       27.3        0.7        0.2        5.8        0.1        0.0        0.7:      1.5       0.3
Old  :     100.0:      62.3       64.4        1.6        1.4       27.3        0.7        0.2        5.8        0.1        0.0        0.7:      1.5       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  :        46:        28         24          6          .          6          4          .          5          .          .          .:
Old  :        46:        28         24          6          .          6          4          .          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  :                 51.6       54.8       78.8       81.2        3.4        5.0        5.4        7.3
Old  :                 51.6       54.8       78.8       81.2        3.4        5.0        5.4        7.3
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    21,213:    12,867     13,454      3,142      1,779      3,726         80        960        280          0        170         24:    1,094       819
Old  :    21,213:    12,867     13,454      3,142      1,779      3,726         80        960        280          0        170         24:    1,094       819
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :        79:       132         65        -82         -8         23          0          0          0          0          4         -4:       10        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       63.4       14.8        8.4       17.6        0.4        4.5        1.3        0.0        0.8        0.1:      5.2       3.9
Old  :     100.0:      60.7       63.4       14.8        8.4       17.6        0.4        4.5        1.3        0.0        0.8        0.1:      5.2       3.9
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  :        30:        17         19          4          .          5          .          .          .          0          .          .:
Old  :        30:        17         19          4          .          5          .          .          .          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  :                 43.8       42.5       65.0       67.8       28.3       26.7       41.2       42.4
Old  :                 43.8       42.5       65.0       67.8       28.3       26.7       41.2       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,065:     9,426     10,437      1,549        758      1,414          0          0          0          0          0          0:    1,677     1,456
Old  :    14,065:     9,426     10,437      1,549        758      1,414          0          0          0          0          0          0:    1,677     1,456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :       179:        70        348        188          0       -123          0          0          0          0          0          0:       44       -46
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       74.2       11.0        5.4       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.9      10.4
Old  :     100.0:      67.0       74.2       11.0        5.4       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.9      10.4
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  :        20:        15         10          .          .          .          0          0          0          0          0          0:
Old  :        20:        15         10          .          .          .          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  :                 38.1       67.7       65.6       81.8       27.4       60.8       47.8       61.7
Old  :                 38.1       67.7       65.6       81.8       27.4       60.8       47.8       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    30,490:    18,960     15,437      1,318      3,809      7,914          0      1,440        120          0        830        130:    2,048       810
Old  :    30,490:    18,960     15,437      1,318      3,809      7,914          0      1,440        120          0        830        130:    2,048       810
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :        90:       -88       -242       -146       -144        284          0          0          0          0        100         10:       30        82
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       50.6        4.3       12.5       26.0        0.0        4.7        0.4        0.0        2.7        0.4:      6.7       2.7
Old  :     100.0:      62.2       50.6        4.3       12.5       26.0        0.0        4.7        0.4        0.0        2.7        0.4:      6.7       2.7
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  :        30:        20         16          .          4          6          0          .          .          0          .          .:
Old  :        30:        20         16          .          4          6          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  :                 40.1       44.6       60.0       68.9       25.1       29.0       35.5       42.0
Old  :                 40.1       44.6       60.0       68.9       25.1       29.0       35.5       42.0
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,881:     8,126      7,700      1,668      2,859      1,089        400          0        160        296          0         20:    1,122     1,053
Old  :    12,881:     8,126      7,700      1,668      2,859      1,089        400          0        160        296          0         20:    1,122     1,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :       140:       132        140         -4          0          0          0          0          0          0          0          0:       12         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       59.8       12.9       22.2        8.5        3.1        0.0        1.2        2.3        0.0        0.2:      8.7       8.2
Old  :     100.0:      63.1       59.8       12.9       22.2        8.5        3.1        0.0        1.2        2.3        0.0        0.2:      8.7       8.2
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  :        23:        13         12          .          4          4          .          0          .          .          0          .:
Old  :        23:        13         12          .          4          4          .          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  :                 37.3       43.7       57.1       72.6       36.7       38.9       53.0       55.3
Old  :                 37.3       43.7       57.1       72.6       36.7       38.9       53.0       55.3
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    50,770:    32,422     36,441      3,578        311     12,000        158          0      1,177          0          0          0:    1,435       842
Old  :    50,770:    32,422     36,441      3,578        311     12,000        158          0      1,177          0          0          0:    1,435       842
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     2,006:       688        480        -16        216      1,295         32          0        -10          0          0          0:       17        24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       71.8        7.0        0.6       23.6        0.3        0.0        2.3        0.0        0.0        0.0:      2.8       1.7
Old  :     100.0:      63.9       71.8        7.0        0.6       23.6        0.3        0.0        2.3        0.0        0.0        0.0:      2.8       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  :        26:        17         17          5          .          4          .          0          .          0          0          0:
Old  :        26:        17         17          5          .          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       63.4       81.7       85.3       23.7       35.1       32.4       38.1
Old  :                 62.7       63.4       81.7       85.3       23.7       35.1       32.4       38.1
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MW X OFF PEAK HOURS PER MONTH)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    11,346:     7,452      3,466      1,522      5,856      1,116          0          0          0          0          0          0:    1,256       908
Old  :    11,346:     7,452      3,466      1,522      5,856      1,116          0          0          0          0          0          0:    1,256       908
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :        54:        54         44          0          2          0          0          0          0          0          0          0:        0         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       30.5       13.4       51.6        9.8        0.0        0.0        0.0        0.0        0.0        0.0:     11.1       8.0
Old  :     100.0:      65.7       30.5       13.4       51.6        9.8        0.0        0.0        0.0        0.0        0.0        0.0:     11.1       8.0
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:        15         13          .          4          4          0          0          0          0          0          0:
Old  :        22:        15         13          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       66.3       57.5       81.9       30.4       58.7       49.4       64.0
Old  :                 33.3       66.3       57.5       81.9       30.4       58.7       49.4       64.0
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    59,201:    55,277     46,389      2,191     11,250      1,476          0          0          0          0          0          0:      257        86
Old  :    59,201:    55,277     46,389      2,191     11,250      1,476          0          0          0          0          0          0:      257        86
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     2,807:     2,550      3,000          0          0          0          0          0          0          0          0          0:      257      -193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.4       78.4        3.7       19.0        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.4       0.1
Old  :     100.0:      93.4       78.4        3.7       19.0        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      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  :        21:        10          7          .          .          .          0          0          0          0          0          0:
Old  :        21:        10          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  :                 82.8       82.9       94.9       97.7       82.8       81.3       94.9       95.2
Old  :                 82.8       82.9       94.9       97.7       82.8       81.3       94.9       95.2
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   903,033:   827,472    689,884     70,881    208,469      4,680          0          0          0          0          0          0:        0         0
Old  :   903,033:   827,472    689,884     70,881    208,469      4,680          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:       April 13, 2010                                                                   :
     :    51,448:    51,448     51,448          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.6       76.4        7.8       23.1        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      91.6       76.4        7.8       23.1        0.5        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  :        22:        12          6          .          .          .          0          0          0          0          0          0:
Old  :        22:        12          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  :                 77.4       85.5       93.0       99.0       76.9       84.6       92.5       98.1
Old  :                 77.4       85.5       93.0       99.0       76.9       84.6       92.5       98.1
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    31,732:    14,350     19,554     17,189     10,750          0          0        110          0          0        252          0:      193     1,066
Old  :    31,732:    14,350     19,554     17,189     10,750          0          0        110          0          0        252          0:      193     1,066
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         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:      45.2       61.6       54.2       33.9        0.0        0.0        0.3        0.0        0.0        0.8        0.0:      0.6       3.4
Old  :     100.0:      45.2       61.6       54.2       33.9        0.0        0.0        0.3        0.0        0.0        0.8        0.0:      0.6       3.4
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  :        21:         9          6          .          .          0          0          .          0          0          .          0:
Old  :        21:         9          6          .          .          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.2       69.9       96.5       95.2       81.8       61.9       89.7       87.1
Old  :                 85.2       69.9       96.5       95.2       81.8       61.9       89.7       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A49
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   522,914:   211,304    326,434    310,010    193,296          0          0          0          0          0      1,584          0:    1,600     1,600
Old  :   522,914:   211,304    326,434    310,010    193,296          0          0          0          0          0      1,584          0:    1,600     1,600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     1,600:         0          0          0          0          0          0          0          0          0          0          0:    1,600     1,600
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.4       62.4       59.3       37.0        0.0        0.0        0.0        0.0        0.0        0.3        0.0:      0.3       0.3
Old  :     100.0:      40.4       62.4       59.3       37.0        0.0        0.0        0.0        0.0        0.0        0.3        0.0:      0.3       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  :        21:         8          7          .          .          0          0          0          0          0          .          0:
Old  :        21:         8          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  :                 90.4       70.9       98.8       98.3       84.3       62.0       90.6       89.4
Old  :                 90.4       70.9       98.8       98.3       84.3       62.0       90.6       89.4
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    48,971:    41,675     48,751      6,866        220          0          0          0          0        220          0          0:      210         0
Old  :    48,971:    41,675     48,751      6,866        220          0          0          0          0        220          0          0:      210         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     1,285:     1,285      1,285          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       99.6       14.0        0.4        0.0        0.0        0.0        0.0        0.4        0.0        0.0:      0.4       0.0
Old  :     100.0:      85.1       99.6       14.0        0.4        0.0        0.0        0.0        0.0        0.4        0.0        0.0:      0.4       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:        11          7          4          .          0          0          0          0          .          0          0:
Old  :        20:        11          7          4          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       97.6       86.3      100.0       59.8       87.0       80.7       88.3
Old  :                 60.5       97.6       86.3      100.0       59.8       87.0       80.7       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-064A52
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    33,132:    25,643     30,134      7,022      2,805          0          0          0          0          0          0          0:      467       193
Old  :    33,132:    25,643     30,134      7,022      2,805          0          0          0          0          0          0          0:      467       193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         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:      77.4       91.0       21.2        8.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.4       0.6
Old  :     100.0:      77.4       91.0       21.2        8.5        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.4       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  :        22:        11          9          4          .          0          0          0          0          0          0          0:
Old  :        22:        11          9          4          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       68.3       87.4       95.5       62.0       62.2       78.9       86.1
Old  :                 65.9       68.3       87.4       95.5       62.0       62.2       78.9       86.1
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    87,725:    28,992     53,757     56,552     32,078      1,260        770          0          0          0        630          0:      151         0
Old  :    87,725:    28,992     53,757     56,552     32,078      1,260        770          0          0          0        630          0:      151         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         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:      33.0       61.3       64.5       36.6        1.4        0.9        0.0        0.0        0.0        0.7        0.0:      0.2       0.0
Old  :     100.0:      33.0       61.3       64.5       36.6        1.4        0.9        0.0        0.0        0.0        0.7        0.0:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        10         12          5          .          .          .          0          0          0          .          0:
Old  :        27:        10         12          5          .          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.9       71.9       86.6       92.4       69.9       70.4       85.3       91.0
Old  :                 69.9       71.9       86.6       92.4       69.9       70.4       85.3       91.0
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,447,697:   431,162    933,041  1,010,199    500,400      6,336          0          0          0          0      7,920          0:        0         0
Old  : 1,447,697:   431,162    933,041  1,010,199    500,400      6,336          0          0          0          0      7,920          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         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:      29.8       64.5       69.8       34.6        0.4        0.0        0.0        0.0        0.0        0.5        0.0:      0.0       0.0
Old  :     100.0:      29.8       64.5       69.8       34.6        0.4        0.0        0.0        0.0        0.0        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         9          9          5          .          .          0          0          0          0          .          0:
Old  :        25:         9          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  :                 73.6       69.6       89.0       92.8       73.6       69.1       88.4       91.4
Old  :                 73.6       69.6       89.0       92.8       73.6       69.1       88.4       91.4
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   173,378:   134,603     95,318     34,786     74,083      3,087          0        660          0        882          0          0:       20       230
Old  :   173,378:   134,603     95,318     34,786     74,083      3,087          0        660          0        882          0          0:       20       230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     1,015:       995      1,425          0       -430          0          0          0          0          0          0          0:       20        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       55.0       20.1       42.7        1.8        0.0        0.4        0.0        0.5        0.0        0.0:      0.0       0.1
Old  :     100.0:      77.6       55.0       20.1       42.7        1.8        0.0        0.4        0.0        0.5        0.0        0.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        21         19          .          6          .          0          .          0          .          0          0:
Old  :        39:        21         19          .          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  :                 56.8       58.1       81.3       77.5       56.4       55.9       79.9       74.0
Old  :                 56.8       58.1       81.3       77.5       56.4       55.9       79.9       74.0
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 MEGAWATT HOURS)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 2,876,803: 2,316,111  1,589,327    526,178  1,261,674     25,802          0          0          0      8,712          0          0:        0         0
Old  : 2,876,803: 2,316,111  1,589,327    526,178  1,261,674     25,802          0          0          0      8,712          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     3,680:     3,680      3,680          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       55.2       18.3       43.9        0.9        0.0        0.0        0.0        0.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.5       55.2       18.3       43.9        0.9        0.0        0.0        0.0        0.3        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  :        34:        20         16          .          5          .          0          0          0          .          0          0:
Old  :        34:        20         16          .          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  :                 64.4       63.6       87.0       82.7       64.4       63.1       86.8       81.5
Old  :                 64.4       63.6       87.0       82.7       64.4       63.1       86.8       81.5
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    63,882:    54,943     56,592      5,157        733      3,782          0          0          0          0      2,775          0:        0         0
Old  :    63,882:    54,943     56,592      5,157        733      3,782          0          0          0          0      2,775          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :     1,450:     1,450      1,105        -22        408         22          0          0          0          0          0          0:        0       -85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       88.6        8.1        1.1        5.9        0.0        0.0        0.0        0.0        4.3        0.0:      0.0       0.0
Old  :     100.0:      86.0       88.6        8.1        1.1        5.9        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  :        31:        19         16          .          .          .          0          0          0          0          .          0:
Old  :        31:        19         16          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       58.1       72.9       78.2       44.6       54.5       61.2       64.8
Old  :                 53.1       58.1       72.9       78.2       44.6       54.5       61.2       64.8
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,090,457:   925,047    860,378     62,309     54,658    103,101          0          0          0          0     72,320          0:        0         0
Old  : 1,090,457:   925,047    860,378     62,309     54,658    103,101          0          0          0          0     72,320          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :    60,030:    60,030     36,630    -23,400          0     23,400          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       78.9        5.7        5.0        9.5        0.0        0.0        0.0        0.0        6.6        0.0:      0.0       0.0
Old  :     100.0:      84.8       78.9        5.7        5.0        9.5        0.0        0.0        0.0        0.0        6.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         17          4          .          4          0          0          0          0          .          0:
Old  :        31:        15         17          4          .          4          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       52.9       76.5       73.9       50.5       50.8       63.8       68.1
Old  :                 56.1       52.9       76.5       73.9       50.5       50.8       63.8       68.1
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    55,392:    43,378     38,218      1,776     11,033      6,031          0          0          0      4,185         88         22:        0         0
Old  :    55,392:    43,378     38,218      1,776     11,033      6,031          0          0          0      4,185         88         22:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         0:         0          0          0        430          0          0          0          0          0       -430          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       69.0        3.2       19.9       10.9        0.0        0.0        0.0        7.6        0.2        0.0:      0.0       0.0
Old  :     100.0:      78.3       69.0        3.2       19.9       10.9        0.0        0.0        0.0        7.6        0.2        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         20          .          6          4          0          0          0          .          .          .:
Old  :        33:        17         20          .          6          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       45.2       76.6       63.0       51.3       31.6       63.8       46.4
Old  :                 56.1       45.2       76.6       63.0       51.3       31.6       63.8       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,972:     7,940      7,955      1,622      1,930        510          0          0          0        386          0          0:      514       577
Old  :    10,972:     7,940      7,955      1,622      1,930        510          0          0          0        386          0          0:      514       577
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       72.5       14.8       17.6        4.6        0.0        0.0        0.0        3.5        0.0        0.0:      4.7       5.3
Old  :     100.0:      72.4       72.5       14.8       17.6        4.6        0.0        0.0        0.0        3.5        0.0        0.0:      4.7       5.3
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  :        21:        13         11          .          .          .          0          0          0          .          0          0:
Old  :        21:        13         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  :                 51.9       55.1       72.0       81.4       44.8       52.3       58.8       64.6
Old  :                 51.9       55.1       72.0       81.4       44.8       52.3       58.8       64.6
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, April 20, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,008,616:   801,689    643,617     18,205    223,950    112,497          0     23,400          0     76,225      5,152          0:        0         0
Old  : 1,008,616:   801,689    643,617     18,205    223,950    112,497          0     23,400          0     76,225      5,152          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 13, 2010                                                                   :
     :         0:         0          0     11,690          0          0          0          0          0    -11,690          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       63.8        1.8       22.2       11.2        0.0        2.3        0.0        7.6        0.5        0.0:      0.0       0.0
Old  :     100.0:      79.5       63.8        1.8       22.2       11.2        0.0        2.3        0.0        7.6        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         17          .          5          .          0          .          0          .          .          0:
Old  :        35:        18         17          .          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  :                 48.5       48.7       71.3       66.1       48.3       33.3       58.5       49.3
Old  :                 48.5       48.7       71.3       66.1       48.3       33.3       58.5       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 28, 2010