```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is   126,734                :
: Positions                                                                                                    :
:   76,629    77,986     3,562     3,441    38,134       452       574     5,664       352        55       477 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -4,776    -3,890       494      -453    -1,694      -975      -261      -653        57        17      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      61.5       2.8       2.7      30.1       0.4       0.5       4.5       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        27         5         .         6         .         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    22,650                :
: Positions                                                                                                    :
:   13,425    13,248     3,769     2,375     3,961         0     1,151       434         3         0        83 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -852      -460      -180      -550      -138         0        34       -35         3       -22       -16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      58.5      16.6      10.5      17.5       0.0       5.1       1.9       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         4         .         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    31,271                :
: Positions                                                                                                    :
:   19,830    16,412     1,944     5,393     7,028         0       720       360         0       550       120 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -471      -626       -33        32       -94         0       -20         0         0        10       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      52.5       6.2      17.2      22.5       0.0       2.3       1.2       0.0       1.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        13         .         4         5         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    13,038                :
: Positions                                                                                                    :
:    7,876     7,244       760     2,744     1,482       720         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -892      -536      -440        28       -48         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      55.6       5.8      21.0      11.4       5.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         4         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    45,636                :
: Positions                                                                                                    :
:   27,583    34,530     7,178       289     9,001        54         0       726         0         5         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -837    -1,931    -1,167      -180        57        10         0        -1       -10         5       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      75.7      15.7       0.6      19.7       0.1       0.0       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        17         5         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MWH X OFF PEAK HOURS PER MONTH)                :
CFTC Code #064A02                                                    Open Interest is    11,208                :
: Positions                                                                                                    :
:    6,976     3,246     1,920     5,936     1,182         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -750       -76        96      -372       -72         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      29.0      17.1      53.0      10.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                  :
CFTC Code #064A34                                                    Open Interest is    55,508                :
: Positions                                                                                                    :
:   50,791    44,807     1,792     7,434     2,925         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -1,760    -3,080         0     1,320    -1,320         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      80.7       3.2      13.4       5.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         5         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                  :
CFTC Code #064A50                                                    Open Interest is    49,744                :
: Positions                                                                                                    :
:   40,163    49,244     8,956         0         0         0         0         0         0       400         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -1,848    -2,750      -572         0         0         0         0         0      -220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      99.0      18.0       0.0       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         6         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                               :
CFTC Code #064A51                                                    Open Interest is   822,066                :
: Positions                                                                                                    :
:  662,154   791,026   159,912         0         0         0     7,760         0         0    23,280         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -25,480   -33,712    -8,232         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      96.2      19.5       0.0       0.0       0.0       0.9       0.0       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         5         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                   :
CFTC Code #064A54                                                    Open Interest is    91,298                :
: Positions                                                                                                    :
:   28,534    50,818    59,754    33,125     2,210         0         0         0         0     4,345         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -3,764    -4,070    -2,750    -1,474         0         0         0         0         0      -930         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      55.7      65.4      36.3       2.4       0.0       0.0       0.0       0.0       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        10         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                                :
CFTC Code #064A55                                                    Open Interest is 1,537,250                :
: Positions                                                                                                    :
:  455,928   905,544 1,065,766   550,240    15,556         0         0         0         0    65,910         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -32,536   -57,624   -41,552   -12,544    -4,704         0         0         0         0    -3,920         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.7      58.9      69.3      35.8       1.0       0.0       0.0       0.0       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10         9         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                :
CFTC Code #064A56                                                    Open Interest is   168,419                :
: Positions                                                                                                    :
:  138,002    89,924    20,267    73,115     4,775         0         0         0     5,375         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -5,614    -5,088    -1,531    -2,829    -1,219         0         0         0      -842         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      53.4      12.0      43.4       2.8       0.0       0.0       0.0       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        18         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (50 MEGAWATT HOURS)                            :
CFTC Code #064A57                                                    Open Interest is 2,708,942                :
: Positions                                                                                                    :
:2,236,817 1,478,331   345,224 1,202,603    28,008     7,760         0         0    91,133         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -93,296   -50,176   -12,544   -59,976    -5,096         0         0         0    -4,312         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      54.6      12.7      44.4       1.0       0.3       0.0       0.0       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         .         6         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                                :
CFTC Code #064A58                                                    Open Interest is    61,096                :
: Positions                                                                                                    :
:   51,971    55,200     6,495         0     2,550         0         0         0        80     3,090         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -1,738    -2,222      -462         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      90.3      10.6       0.0       4.2       0.0       0.0       0.0       0.1       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         4         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                             :
CFTC Code #064A59                                                    Open Interest is 1,008,456                :
: Positions                                                                                                    :
:  854,411   739,464    93,160   128,192    60,885         0         0         0         0    79,915         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -19,992   -24,304    -1,960     4,312    -4,312         0         0         0         0    -1,960         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      73.3       9.2      12.7       6.0       0.0       0.0       0.0       0.0       7.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (80 MEGAWATT HOURS)                             :
CFTC Code #064A60                                                    Open Interest is    57,176                :
: Positions                                                                                                    :
:   42,088    42,258     1,776     6,436     7,882         0         0         0     5,130       515        45 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -924      -880         0         0         0         0         0         0         0       -44         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      73.9       3.1      11.3      13.8       0.0       0.0       0.0       9.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        22         .         5         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (5 MEGAWATT HOURS)                              :
CFTC Code #064A78                                                    Open Interest is 1,038,064                :
: Positions                                                                                                    :
:  780,513   698,328     2,675   154,640   149,696         0    23,400         0   105,180    12,000         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -19,600   -19,992         0       392      -392         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      67.3       0.3      14.9      14.4       0.0       2.3       0.0      10.1       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        17         .         6         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 8, 2010