```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is   166,147                :
: Positions                                                                                                    :
:  102,055   107,314     3,740     2,334    44,773     1,261        60    10,182       550         4       785 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:    3,354     3,322      -541        59     1,767       307        48       757        66        -3        51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      64.6       2.3       1.4      26.9       0.8       0.0       6.1       0.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        23         5         .         6         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    21,780                :
: Positions                                                                                                    :
:   12,890    13,615     3,237     1,832     3,816       120     1,000       280         0       156        30 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:      184       230         1       -24        -9         0         0         0         0        16         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      62.5      14.9       8.4      17.5       0.6       4.6       1.3       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        16         4         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is    14,334                :
: Positions                                                                                                    :
:    9,241    10,615     1,777       776     1,441         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:       37       -59       -42         0         9         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      74.1      12.4       5.4      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    31,193                :
: Positions                                                                                                    :
:   19,496    16,171     1,520     3,931     7,830         0     1,480       120         0       690       120 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:       -2         0        12         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      51.8       4.9      12.6      25.1       0.0       4.7       0.4       0.0       2.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        15         .         4         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    13,045                :
: Positions                                                                                                    :
:    8,242     7,700     1,602     2,902     1,135       460         0       160       308         0        34 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:     -120       604        94        24       -24         0         0         0       308         0        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      59.0      12.3      22.2       8.7       3.5       0.0       1.2       2.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         4         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    49,288                :
: Positions                                                                                                    :
:   31,414    36,098     3,943        74    11,036       348         0     1,230         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:      145       334       157       -81       213       -44         0         1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      73.2       8.0       0.1      22.4       0.7       0.0       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        17         5         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MW X OFF PEAK HOURS PER MONTH)                 :
CFTC Code #064A02                                                    Open Interest is    11,118                :
: Positions                                                                                                    :
:    7,298     3,638     1,524     5,470     1,214         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:      -54       -38         0       -18         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      32.7      13.7      49.2      10.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        13         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    58,496                :
: Positions                                                                                                    :
:   53,679    45,307     2,812    10,882     2,005         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:    3,490     3,490         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      77.5       4.8      18.6       3.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   899,030                :
: Positions                                                                                                    :
:  809,594   678,381    84,756   215,969     4,680         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:   47,040    47,040         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      75.5       9.4      24.0       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         5         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A49                                                    Open Interest is   495,459                :
: Positions                                                                                                    :
:  176,449   292,329   319,010   200,796         0         0         0         0         0     2,334         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:        0     4,680     4,680         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      59.0      64.4      40.5       0.0       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A50                                                    Open Interest is    49,595                :
: Positions                                                                                                    :
:   41,770    49,375     7,280       220         0         0         0         0       220         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      99.6      14.7       0.4       0.0       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         4         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A52                                                    Open Interest is    33,071                :
: Positions                                                                                                    :
:   24,961    30,050     7,459     2,805         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      90.9      22.6       8.5       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    91,991                :
: Positions                                                                                                    :
:   30,578    56,321    59,220    30,083     2,042         0         0         0         0     3,545         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:    1,280     1,280         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.2      61.2      64.4      32.7       2.2       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9         9         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is 1,498,753                :
: Positions                                                                                                    :
:  436,142   963,847 1,051,775   465,920    10,836         0         0         0         0    58,150         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:   23,440    23,440         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.1      64.3      70.2      31.1       0.7       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        10         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is   178,905                :
: Positions                                                                                                    :
:  138,148    95,141    32,745    78,594     4,077         0         0         0     3,935         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:    2,139     1,280         0       859         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      53.2      18.3      43.9       2.3       0.0       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        16         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 2,948,750                :
: Positions                                                                                                    :
:2,371,675 1,613,555   489,448 1,306,885    28,310         0         0         0    59,317         0         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:   39,004    23,440         0    15,564         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      54.7      16.6      44.3       1.0       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        17         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    65,100                :
: Positions                                                                                                    :
:   56,138    58,104     5,180       216     3,782         0         0         0         0     2,890         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:   -1,275         0         0    -1,275         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      89.3       8.0       0.3       5.8       0.0       0.0       0.0       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,051,008                :
: Positions                                                                                                    :
:  891,483   835,395    98,640    82,408    60,885         0         0         0         0    72,320         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:        0         0     9,360         0         0         0         0         0    -9,360         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      79.5       9.4       7.8       5.8       0.0       0.0       0.0       0.0       6.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        15         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    56,798                :
: Positions                                                                                                    :
:   43,616    40,285     1,776     9,142     6,831         0         0         0     4,530       495        45 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:      255      -255         0       510         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      70.9       3.1      16.1      12.0       0.0       0.0       0.0       8.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        20         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 23, 2010             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is 1,031,969                :
: Positions                                                                                                    :
:  805,450   677,833     6,515   199,120   126,464         0    23,400         0    93,540     5,152         0 :
:                                                                                                              :
: Changes from:     March 16, 2010                                                                             :
:        0    -4,680         0     4,680         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      65.7       0.6      19.3      12.3       0.0       2.3       0.0       9.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        17         .         5         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 26, 2010