```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     6,655                :
: Positions                                                                                                    :
:    5,480     3,365         0     2,270       565         0        45       105         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      50.6       0.0      34.1       8.5       0.0       0.7       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15        13         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   156,568                :
: Positions                                                                                                    :
:   85,254    98,393     8,222    27,387    13,024    19,328         0    14,587    12,586       184     2,168 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    2,208      -173     1,253      -611      -174    -3,338         0       -56      -673       -21      -166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      62.8       5.3      17.5       8.3      12.3       0.0       9.3       8.0       0.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       44        39         8         7         9        11         0         5         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    75,335                :
: Positions                                                                                                    :
:   58,798    45,674     5,676    20,114     6,751     1,083       364     1,759       726       136       436 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    2,052       589      -104     1,630       220       -28       -22       758       336        59       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      60.6       7.5      26.7       9.0       1.4       0.5       2.3       1.0       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        21         .         5         6         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   590,314                :
: Positions                                                                                                    :
:  530,129   312,357    10,358   210,868    38,682         0     7,987     2,253     3,228    12,503     4,712 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    5,493     8,621       939   -13,115     4,846         0     1,624      -320       -58     9,244    -8,288 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      52.9       1.8      35.7       6.6       0.0       1.4       0.4       0.5       2.1       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        19         .         4         4         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 1,623,262                :
: Positions                                                                                                    :
:  958,792 1,198,985   264,569    76,346   186,925    89,909        96   107,138     2,036    39,903    13,869 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   17,378    30,263    13,719    -1,158    -5,066    -1,992        48       408         0       -48      -408 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      73.9      16.3       4.7      11.5       5.5       0.0       6.6       0.1       2.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       32        30         6         4         8         6         .         5         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   131,473                :
: Positions                                                                                                    :
:   88,335    94,404    13,533     6,140    25,220     1,038     1,179     2,468       106       861       643 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    4,357     1,580    -2,215      -109     1,539      -300      -408     1,061      -253       -24       208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      71.8      10.3       4.7      19.2       0.8       0.9       1.9       0.1       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        27         5         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   505,163                :
: Positions                                                                                                    :
:  370,971   322,053    99,874   126,627    33,990         0    19,917         0         0     2,248       328 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:     -457    -1,089       600         0     1,328         0         0         0         0     1,232      -648 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      63.8      19.8      25.1       6.7       0.0       3.9       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        17         .         4         4         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    54,803                :
: Positions                                                                                                    :
:   23,480    20,624     1,078    26,246     4,114    21,258       340     2,498       444         0       256 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      230      -102       -31       977      -543       396       -40         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      37.6       2.0      47.9       7.5      38.8       0.6       4.6       0.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        19         4         6        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    15,625                :
: Positions                                                                                                    :
:   10,360    11,295     1,957       640     1,180       182       620       664         0       458         6 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      206       266         0         0         0         0       120         0         0      -364         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      72.3      12.5       4.1       7.6       1.2       4.0       4.2       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         4         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    10,078                :
: Positions                                                                                                    :
:    6,428     5,240         0     2,029       566         0       738       282       535         0         8 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      530       134         0        24         0       -12        18        12         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      52.0       0.0      20.1       5.6       0.0       7.3       2.8       5.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        10         0         4         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    27,145                :
: Positions                                                                                                    :
:   16,805    10,198     1,902     8,799     3,388       960     2,800         0     1,262         0       314 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:       50       506         0       120        64       480         0         0        32         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      37.6       7.0      32.4      12.5       3.5      10.3       0.0       4.6       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         4         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    11,949                :
: Positions                                                                                                    :
:    8,830     6,576       828     1,453       970         0       872       500         0       722        44 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      286       -14         0         0       240         0       360       180         0       280        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      55.0       6.9      12.2       8.1       0.0       7.3       4.2       0.0       6.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    54,655                :
: Positions                                                                                                    :
:   47,476    40,311     1,911    11,269     2,655         0         0         0     2,151         0       399 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:       22       -84         0        22         0         0         0         0       -84         0        84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      73.8       3.5      20.6       4.9       0.0       0.0       0.0       3.9       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   927,847                :
: Positions                                                                                                    :
:  807,055   676,108    35,210   199,075    52,664         0         0         0    32,918         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      768         0        -8       760      -400         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      72.9       3.8      21.5       5.7       0.0       0.0       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        10         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 PPL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A52                                                    Open Interest is    23,188                :
: Positions                                                                                                    :
:   21,506    16,290       126     6,325        63         0         0         0       750         0       510 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      70.3       0.5      27.3       0.3       0.0       0.0       0.0       3.2       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                    :
CFTC Code #064A53                                                    Open Interest is   373,980                :
: Positions                                                                                                    :
:  345,518   246,330     2,402   118,242         0         0         0         0    16,652         0     9,408 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      65.9       0.6      31.6       0.0       0.0       0.0       0.0       4.5       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         9         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    42,501                :
: Positions                                                                                                    :
:   26,599    26,951    13,600    13,248     2,302         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      63.4      32.0      31.2       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   791,682                :
: Positions                                                                                                    :
:  499,767   505,378   250,880   245,269    41,035         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      63.8      31.7      31.0       5.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   135,315                :
: Positions                                                                                                    :
:   73,256   112,307    57,396    20,101     1,794         0         0         0     1,501         0     1,113 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    2,550     2,550         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      83.0      42.4      14.9       1.3       0.0       0.0       0.0       1.1       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        22         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 2,356,538                :
: Positions                                                                                                    :
:1,253,500 1,935,825 1,042,590   337,790    37,632         0         0         0     7,930    30,405    14,886 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   45,123    42,043         0         0         0         0         0         0         0     3,080         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      82.1      44.2      14.3       1.6       0.0       0.0       0.0       0.3       1.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       14        22         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    44,746                :
: Positions                                                                                                    :
:   31,526    36,374     4,573     2,076     3,555       519       820       756     3,370       718       447 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:     -195       615      -210      -510       126         0         0         0       510         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      81.3      10.2       4.6       7.9       1.2       1.8       1.7       7.5       1.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 1,094,319                :
: Positions                                                                                                    :
:  877,306   640,892    46,560   332,752    97,473    23,520         0         0    36,300    10,042    13,160 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   10,035    24,400         0    -9,360         0         0         0         0     5,005         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      58.6       4.3      30.4       8.9       2.1       0.0       0.0       3.3       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        15         .         4         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    52,742                :
: Positions                                                                                                    :
:   47,808    36,479     2,100    11,539     2,666         0       381         0         0     1,317       105 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:       42         0         0         0         0         0         0         0         0        42         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      69.2       4.0      21.9       5.1       0.0       0.7       0.0       0.0       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         .         4         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    18,026                :
: Positions                                                                                                    :
:   13,234    10,266     4,539     1,530        42         0     5,226         0         0       751       211 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0    -1,275         0         0         0         0         0         0      -650       625      -405 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      57.0      25.2       8.5       0.2       0.0      29.0       0.0       0.0       4.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         5         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A62                                                    Open Interest is    24,223                :
: Positions                                                                                                    :
:   21,160    22,421     2,937     1,781         0         0         0         0       126         0         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:    1,275     1,275         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      92.6      12.1       7.4       0.0       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        13         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    45,441                :
: Positions                                                                                                    :
:   23,097    38,241    21,168     2,550       252         0       645       630         0     2,913       147 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   -1,275      -510         0         0         0         0         0         0         0      -765         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      84.2      46.6       5.6       0.6       0.0       1.4       1.4       0.0       6.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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 AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    34,451                :
: Positions                                                                                                    :
:    9,600    10,876     1,086    19,113       315     1,391         0     2,560    17,657         0     1,587 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      31.6       3.2      55.5       0.9       4.0       0.0       7.4      51.3       0.0       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        11         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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    19,737                :
: Positions                                                                                                    :
:   12,979    10,632     4,232     7,232     1,530       168         0         0       765        88         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      192         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      53.9      21.4      36.6       7.8       0.9       0.0       0.0       3.9       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   975,806                :
: Positions                                                                                                    :
:  883,194   623,886         0   240,572    65,228    23,400     6,005         0         0    36,131     3,984 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:      770    -4,620         0         0         0         0         0         0    -1,536     3,854     1,151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      63.9       0.0      24.7       6.7       2.4       0.6       0.0       0.0       3.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        16         0         5         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   914,933                :
: Positions                                                                                                    :
:  354,776   772,547   376,332    69,324    46,800    47,040       225    11,625    63,948         0    14,412 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:   11,850    11,625         0         0         0         0       225    11,625         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      84.4      41.1       7.6       5.1       5.1       0.0       1.3       7.0       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 25, 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   131,724                :
: Positions                                                                                                    :
:  127,704    71,206     2,402    52,895     1,618         0         0         0         0     6,005         0 :
:                                                                                                              :
: Changes from:     October 18, 2011                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.9      54.1       1.8      40.2       1.2       0.0       0.0       0.0       0.0       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 28, 2011