```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   156,578                :
: Positions                                                                                                    :
:   82,795    93,829     6,718    33,676    11,413    24,518         0    14,961    12,809       211     2,152 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   -3,842    -8,160       356     3,187    -1,155      -614         0       325      -216       148       467 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      59.9       4.3      21.5       7.3      15.7       0.0       9.6       8.2       0.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       43        39         7         8         9         8         0         5         8         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    68,631                :
: Positions                                                                                                    :
:   54,750    42,598     4,529    17,878     6,227     1,246       364       948       392        77       438 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    5,157     3,746       304     2,468       861       649       -50        -2      -121      -175        23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      62.1       6.6      26.0       9.1       1.8       0.5       1.4       0.6       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        20         .         5         6         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   549,254                :
: Positions                                                                                                    :
:  491,014   281,824    13,544   209,722    30,351         0     6,654     2,872     1,640     7,998     5,932 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   22,252    14,362      -310     6,335      -642         0     1,280      -952         0       -35     1,948 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      51.3       2.5      38.2       5.5       0.0       1.2       0.5       0.3       1.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         .         4         4         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,552,846                :
: Positions                                                                                                    :
:  916,264 1,113,830   251,358    98,321   174,393    80,855         0   111,608     4,346    40,696    13,230 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  -51,785   -29,271    31,238    16,561   -25,847     6,241         0    -5,008       416      -364    -1,967 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      71.7      16.2       6.3      11.2       5.2       0.0       7.2       0.3       2.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       31        28         6         4         8         7         0         4         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   124,326                :
: Positions                                                                                                    :
:   79,933    89,555    16,769     6,321    23,641     1,408     1,812     1,156       311       858       514 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   -1,519    -1,308       979     2,552    -4,031       279    -1,490       -69       -57       -46       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      72.0      13.5       5.1      19.0       1.1       1.5       0.9       0.3       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        27         4         4         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   466,764                :
: Positions                                                                                                    :
:  345,046   286,003    87,863   126,627    29,694         0    20,544         0       609       344     1,648 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  -10,143     5,109    -3,543    -9,912    -3,169    -1,920    -5,088         0      -991    -6,706     1,320 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      61.3      18.8      27.1       6.4       0.0       4.4       0.0       0.1       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        16         .         4         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    54,187                :
: Positions                                                                                                    :
:   23,317    20,929     1,017    25,037     4,871    20,598       340     2,258       424         0       256 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:       37       605        38       258       212       858         0       120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.0      38.6       1.9      46.2       9.0      38.0       0.6       4.2       0.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        18         5         5        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    15,227                :
: Positions                                                                                                    :
:    9,868    10,869     2,053       582     1,190       182       500       664         0       768         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:       62       236       -24         0         0       150         0         0         0       -78         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      71.4      13.5       3.8       7.8       1.2       3.3       4.4       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        14         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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     9,832                :
: Positions                                                                                                    :
:    6,282     5,476         0     2,005       566       132       720       150       535         0         8 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      164       -16         0       240         0         0         0         0         3         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      55.7       0.0      20.4       5.8       1.3       7.3       1.5       5.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        11         0         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    25,849                :
: Positions                                                                                                    :
:   16,541     9,862     2,082     8,115     3,168         0     2,800         0     1,230         0       314 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:       62       110         0       100       246         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      38.2       8.1      31.4      12.3       0.0      10.8       0.0       4.8       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         .         .         6         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    10,907                :
: Positions                                                                                                    :
:    8,360     6,590       923     1,332       683         0       512       320         0       418         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      212        28         0        24       -24         0         0         0         0       -68         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      60.4       8.5      12.2       6.3       0.0       4.7       2.9       0.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       18        12         .         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    53,033                :
: Positions                                                                                                    :
:   45,854    40,112     1,911     9,951     2,655         0         0         0     2,235         0       315 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    1,592     1,573         0        19         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      75.6       3.6      18.8       5.0       0.0       0.0       0.0       4.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   898,095                :
: Positions                                                                                                    :
:  776,895   670,644    35,218   174,387    53,064         0         0         0    32,918         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:  142,071   141,287      -784         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      74.7       3.9      19.4       5.9       0.0       0.0       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 4, 2011                                                                            :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: 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 11, 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 4, 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 11, 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                                                                                                    :
:   26,179    26,951    13,782    13,010     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      63.4      32.4      30.6       6.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 4, 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 11, 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   132,723                :
: Positions                                                                                                    :
:   70,706   109,757    56,976    20,311     1,962         0         0         0     2,131         0       693 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      148       148         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      82.7      42.9      15.3       1.5       0.0       0.0       0.0       1.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        21         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 2,310,647                :
: Positions                                                                                                    :
:1,208,377 1,893,782 1,042,590   341,630    33,792         0         0         0     7,930    23,485    17,958 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    4,680     4,680         0         0         0         0         0         0     3,965     3,965         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      82.0      45.1      14.8       1.5       0.0       0.0       0.0       0.3       1.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       13        21         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    44,515                :
: Positions                                                                                                    :
:   31,721    35,759     4,783     2,586     3,429       519       820       756     2,860       718       447 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      80.3      10.7       5.8       7.7       1.2       1.8       1.7       6.4       1.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        17         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 1,075,439                :
: Positions                                                                                                    :
:  867,271   616,492    50,400   342,112    93,633    23,520         0         0    27,455    10,042    13,160 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    3,875     3,875         0         0         0         0         0         0     3,965     3,965         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      57.3       4.7      31.8       8.7       2.2       0.0       0.0       2.6       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        12         .         4         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    51,425                :
: Positions                                                                                                    :
:   46,491    36,479     2,100    10,264     2,666         0       381         0         0     1,275       105 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    3,315     3,315         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      70.9       4.1      20.0       5.2       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 11, 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    19,081                :
: Positions                                                                                                    :
:   13,234    11,541     4,539     1,530        42         0     5,226         0       650       126       616 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0       210       210         0       -84         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      60.5      23.8       8.0       0.2       0.0      27.4       0.0       3.4       0.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         6         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    22,948                :
: Positions                                                                                                    :
:   19,969    21,146     2,853     1,781         0         0         0         0       126         0         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:      210        63         0       210       -42         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      92.1      12.4       7.8       0.0       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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                                                                                                    :
:   24,372    37,476    19,893     2,550       252         0       645       630         0     3,678       147 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:    1,530     1,530         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      82.5      43.8       5.6       0.6       0.0       1.4       1.4       0.0       8.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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    18,717                :
: Positions                                                                                                    :
:   12,022    10,122     4,232     6,977     1,530       168         0         0       765        88         0 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:       88         0         0         0         0         0         0         0         0        88         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      54.1      22.6      37.3       8.2       0.9       0.0       0.0       4.1       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   975,421                :
: Positions                                                                                                    :
:  882,424   628,506         0   240,572    65,228    23,400     6,005         0     1,536    32,277     2,833 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:   71,330    71,330         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      64.4       0.0      24.7       6.7       2.4       0.6       0.0       0.2       3.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        16         0         5         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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   867,938                :
: Positions                                                                                                    :
:  342,926   737,402   352,812    69,324    46,800    47,040         0         0    63,948         0    14,412 :
:                                                                                                              :
: Changes from:     October 4, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      85.0      40.6       8.0       5.4       5.4       0.0       0.0       7.4       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 11, 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 4, 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 14, 2011