```
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE OTC   (Contracts of 800 MWh)                                                   :
CFTC Code #064363                                                    Open Interest is   167,213                :
: Positions                                                                                                    :
:   83,610   120,132    10,396    13,797    15,333    31,268       724    13,116     9,992     1,226     2,434 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,468    -1,403       693        70    -1,279      -454    -1,208       -43      -745       477       265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      71.8       6.2       8.3       9.2      18.7       0.4       7.8       6.0       0.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       43        39         8         7        11         9         .         8         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE OTC   (Contracts of 400 MWh)                                                    :
CFTC Code #064391                                                    Open Interest is    62,338                :
: Positions                                                                                                    :
:   49,463    33,996     5,020    18,919     6,824         0     1,345       262       222       445       393 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -694     6,930    -1,200    -9,012    -1,387      -317       153      -379      -136      -418      -295 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      54.5       8.1      30.3      10.9       0.0       2.2       0.4       0.4       0.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        23         .         5         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC   (Contracts of 25 MWh)                                                 :
CFTC Code #064392                                                    Open Interest is   517,410                :
: Positions                                                                                                    :
:  452,834   272,557     7,829   193,144    46,635         0       232     1,640     8,472     3,202         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -22,614      -612     3,689    -8,075   -30,632         0      -920       -16        48    -9,270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      52.7       1.5      37.3       9.0       0.0       0.0       0.3       1.6       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        18         .         .         4         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE OTC   (Contracts of 50 Megawatt Hours)                                     :
CFTC Code #064394                                                    Open Interest is 1,666,327                :
: Positions                                                                                                    :
:1,052,151 1,232,250   257,622    43,303   237,378    20,847    27,078    65,293    10,978    38,991    22,034 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -8,852    -8,656    -2,782    -5,205     4,428     1,528     8,792    -6,309     1,962    -3,075         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      74.0      15.5       2.6      14.2       1.3       1.6       3.9       0.7       2.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       30        27         5         4         7         .         .         4         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC   (Contracts of 400 Megawatt Hours)                                   :
CFTC Code #064395                                                    Open Interest is   130,360                :
: Positions                                                                                                    :
:   74,655    95,192    26,033     5,684    25,072       875     1,473     1,627     1,393       771       526 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    3,563     1,924    -2,137       -60      -376       155      -333        67      -130       180      -179 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      73.0      20.0       4.4      19.2       0.7       1.1       1.2       1.1       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        31         4         4         7         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC   (Contracts of 25 Megawatt Hours)                                      :
CFTC Code #064396                                                    Open Interest is   468,998                :
: Positions                                                                                                    :
:  344,363   268,422    83,042   154,439    39,393         0     2,000       624     1,256     3,800       320 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -4,610    -9,178    -3,905       935       328         0     1,312         0       632      -952        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      57.2      17.7      32.9       8.4       0.0       0.4       0.1       0.3       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        18         .         5         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    49,317                :
: Positions                                                                                                    :
:   21,349    19,282     1,755    22,895     4,752    18,918       856       624         0        86       286 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -488    -2,263      -235      -184      -133    -1,140       -29      -160      -865      -280         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      39.1       3.6      46.4       9.6      38.4       1.7       1.3       0.0       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        20         .         7         9         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    14,493                :
: Positions                                                                                                    :
:   10,107     9,841     1,667       702     1,360         0       580       100         0       740         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -429      -265       -69        16       -84         0         0         0         0      -152         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      67.9      11.5       4.8       9.4       0.0       4.0       0.7       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             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    10,134                :
: Positions                                                                                                    :
:    6,422     5,920         0     1,683       573         0       720        30       566       132        44 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -142      -132       -54      -109       -10         0         0         0       -35       -14         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      58.4       0.0      16.6       5.7       0.0       7.1       0.3       5.6       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         0         4         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    28,255                :
: Positions                                                                                                    :
:   17,808    10,674     1,666     8,945     3,506     1,200     3,060         0       870         0       490 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -855      -420       118      -257      -270         0       -30         0       130         0      -102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      37.8       5.9      31.7      12.4       4.2      10.8       0.0       3.1       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         4         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    10,784                :
: Positions                                                                                                    :
:    7,609     5,891       846     2,435     1,270         0         0         0       120        20       198 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:       -3       -99      -154       -69       -10         0         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      54.6       7.8      22.6      11.8       0.0       0.0       0.0       1.1       0.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    11,253                :
: Positions                                                                                                    :
:    8,341     7,332       776     1,309       668         0       492       340         0       226         8 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -421      -470       -32       -49       -18         0        10       -10         0       -22         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      65.2       6.9      11.6       5.9       0.0       4.4       3.0       0.0       2.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is     9,477                :
: Positions                                                                                                    :
:    4,865     5,913       896     1,184     1,108        20       430        12       330         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -740      -936      -354      -140      -100       -16       -70         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      62.4       9.5      12.5      11.7       0.2       4.5       0.1       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    45,365                :
: Positions                                                                                                    :
:   42,935    32,906     2,068    11,806         0         0         0         0         0       398         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,599    -1,754        29      -120         0         0         0         0         0        29         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      72.5       4.6      26.0       0.0       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   632,567                :
: Positions                                                                                                    :
:  588,781   414,844    38,715   207,602     5,071         0         0         0         0     5,050         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -32,240   -22,344      -424   -10,600      -424         0         0         0         0       280         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      65.6       6.1      32.8       0.8       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    46,749                :
: Positions                                                                                                    :
:   26,123    32,243    18,086    11,966     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,520    -2,560    -1,920      -880         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      69.0      38.7      25.6       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is   848,762                :
: Positions                                                                                                    :
:  486,927   583,578   314,875   218,224    46,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -29,680   -50,032   -39,008   -18,656         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      68.8      37.1      25.7       5.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is   148,437                :
: Positions                                                                                                    :
:   80,542   119,622    62,543    25,425     2,328         0         0         0     1,516         0     1,039 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -5,920    -7,100    -3,360    -1,885      -420         0         0         0       315         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      80.6      42.1      17.1       1.6       0.0       0.0       0.0       1.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        20         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 2,563,812                :
: Positions                                                                                                    :
:1,413,204 2,055,038 1,100,128   431,525    32,522         0         0         0         0    26,769    17,958 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
: -125,080  -141,616   -69,112   -43,248    -5,936         0         0         0         0    -9,328         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      80.2      42.9      16.8       1.3       0.0       0.0       0.0       0.0       1.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       14        19         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    45,855                :
: Positions                                                                                                    :
:   30,623    38,857     8,817     2,480     1,810     1,275       820         0     2,357       938       950 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -2,000    -2,360      -640        40      -100         0         0         0       240      -100      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      84.7      19.2       5.4       3.9       2.8       1.8       0.0       5.1       2.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,360,783                :
: Positions                                                                                                    :
:  908,196   990,149    50,621   217,057   103,052    23,520    23,520         0   262,234    13,845    13,160 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -60,632   -62,752    -6,215    -2,823    -4,385         0         0         0    -1,696    -2,968         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      72.8       3.7      16.0       7.6       1.7       1.7       0.0      19.3       1.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        14         .         4         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    48,964                :
: Positions                                                                                                    :
:   42,895    33,821     2,320    11,096     3,514         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,920    -2,480      -100       440      -740         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      69.1       4.7      22.7       7.2       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A61                                                    Open Interest is    14,014                :
: Positions                                                                                                    :
:   10,944    10,488     1,275     1,530         0         0       815       460       650        36       685 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -480      -540         0         0         0         0         0         0       -24        36       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      74.8       9.1      10.9       0.0       0.0       5.8       3.3       4.6       0.3       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         .         .         0         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    38,065                :
: Positions                                                                                                    :
:   16,693    30,281    19,349     2,550       842       170         0       460         0     3,465       360 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,480    -1,220       311         0      -311         0         0         0         0        51       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      79.6      50.8       6.7       2.2       0.4       0.0       1.2       0.0       9.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    21,505                :
: Positions                                                                                                    :
:   14,085    14,563     4,328     4,691     1,691       212        92         0       556         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    2,112     2,927       450      -260      -120       212       -40         0       -20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      67.7      20.1      21.8       7.9       1.0       0.4       0.0       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A71                                                    Open Interest is   368,864                :
: Positions                                                                                                    :
:  235,576   277,386    61,023    19,213    72,265         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -22,048    -8,480    11,448    -2,120   -14,840         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      75.2      16.5       5.2      19.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   938,418                :
: Positions                                                                                                    :
:  808,345   604,481         0   236,624    87,508    23,400     9,805         0    19,165         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -39,856   -48,760         0    11,024   -16,112         0    -2,120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      64.4       0.0      25.2       9.3       2.5       1.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        18         0         5         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   761,018                :
: Positions                                                                                                    :
:  285,491   625,162   301,047    76,849    49,080    47,040         0         0    68,433         0     9,927 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -54,808   -21,200    31,912      -848    -1,272         0         0         0       848         0      -848 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      82.1      39.6      10.1       6.4       6.2       0.0       0.0       9.0       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   163,605                :
: Positions                                                                                                    :
:  139,539   127,176    23,298    35,661       768         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -11,024   -10,176    -2,120    -2,968         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      77.7      14.2      21.8       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)             :
CFTC Code #064A88                                                    Open Interest is   333,392                :
: Positions                                                                                                    :
:  331,136   303,896         0    29,496         0         0         0         0     2,256         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -30,104   -28,408         0    -4,240         0         0         0         0    -2,544         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      91.2       0.0       8.8       0.0       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated August 5, 2011