```
PJM WH REAL TIME PEAK OTC - ICE OTC                                                                                                              Code-064363
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   165,095:    83,108    113,947      9,589     11,288     17,873     28,055      3,547     15,358      7,882        433      2,288:      942       361
Old  :   165,095:    83,108    113,947      9,589     11,288     17,873     28,055      3,547     15,358      7,882        433      2,288:      942       361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :    -2,570:     2,717     -1,247        301     -1,242        475     -6,108       -722        278       -220        -58       -138:      125        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.3       69.0        5.8        6.8       10.8       17.0        2.1        9.3        4.8        0.3        1.4:      0.6       0.2
Old  :     100.0:      50.3       69.0        5.8        6.8       10.8       17.0        2.1        9.3        4.8        0.3        1.4:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        82:        38         38          6         10         13          7          4          8          7          .          4:
Old  :        82:        38         38          6         10         13          7          4          8          7          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       37.8       50.4       56.2       28.4       35.5       41.4       46.7
Old  :                 34.0       37.8       50.4       56.2       28.4       35.5       41.4       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                                                                                               Code-064391
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    69,020:    51,933     31,443      6,437     25,545      9,001        237        561        670        337      1,395        381:       24        24
Old  :    69,020:    51,933     31,443      6,437     25,545      9,001        237        561        670        337      1,395        381:       24        24
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       191:       534       -114        279        366       -315        -15        289       -189        -50        207          0:      -53       -53
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       45.6        9.3       37.0       13.0        0.3        0.8        1.0        0.5        2.0        0.6:      0.0       0.0
Old  :     100.0:      75.2       45.6        9.3       37.0       13.0        0.3        0.8        1.0        0.5        2.0        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        25         26          .          5          7          .          .          .          4          .          .:
Old  :        48:        25         26          .          5          7          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       54.3       68.2       76.7       38.1       39.2       46.8       48.6
Old  :                 45.0       54.3       68.2       76.7       38.1       39.2       46.8       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                                                                                                           Code-064392
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   598,932:   513,511    293,010      8,053    225,786     68,448      1,520        904        648      6,248      9,632        304:      200       200
Old  :   598,932:   513,511    293,010      8,053    225,786     68,448      1,520        904        648      6,248      9,632        304:      200       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :     7,847:    -1,265      6,351      1,392     -6,880      5,488          0        280        344      1,688      2,064          0:      200       200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       48.9        1.3       37.7       11.4        0.3        0.2        0.1        1.0        1.6        0.1:      0.0       0.0
Old  :     100.0:      85.7       48.9        1.3       37.7       11.4        0.3        0.2        0.1        1.0        1.6        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         17          .          4          6          .          .          .          .          .          .:
Old  :        34:        20         17          .          4          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       58.6       77.2       77.4       52.4       45.3       62.3       59.6
Old  :                 58.4       58.6       77.2       77.4       52.4       45.3       62.3       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                                                                                                          Code-064394
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,655,807: 1,014,734  1,165,640    211,935     29,428    285,152     23,289      3,295     94,550      3,912     55,531     22,211:       24         0
Old  : 1,655,807: 1,014,734  1,165,640    211,935     29,428    285,152     23,289      3,295     94,550      3,912     55,531     22,211:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :     1,782:   -11,110     -3,143     14,366     -5,456      6,943    -16,984      3,295      2,142      3,528     -4,896      2,897:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.3       70.4       12.8        1.8       17.2        1.4        0.2        5.7        0.2        3.4        1.3:      0.0       0.0
Old  :     100.0:      61.3       70.4       12.8        1.8       17.2        1.4        0.2        5.7        0.2        3.4        1.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        31         26          6          4          7          4          .          4          .          5          .:
Old  :        61:        31         26          6          4          7          4          .          4          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       46.4       62.7       69.2       33.7       42.5       47.9       53.4
Old  :                 42.6       46.4       62.7       69.2       33.7       42.5       47.9       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                                                                                                         Code-064395
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :   126,128:    71,216     87,209     23,677      5,633     27,655        488      3,187      1,585        707        190        628:      172        41
Old  :   126,128:    71,216     87,209     23,677      5,633     27,655        488      3,187      1,585        707        190        628:      172        41
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       519:       276        405         38        865       -979        337         22        427        410        -90       -158:      168        27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       69.1       18.8        4.5       21.9        0.4        2.5        1.3        0.6        0.2        0.5:      0.1       0.0
Old  :     100.0:      56.5       69.1       18.8        4.5       21.9        0.4        2.5        1.3        0.6        0.2        0.5:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        26         31          6          .          8          .          .          4          .          .          .:
Old  :        54:        26         31          6          .          8          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       42.2       69.2       66.4       33.7       33.9       44.5       45.8
Old  :                 53.8       42.2       69.2       66.4       33.7       33.9       44.5       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                                                                                                           Code-064396
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   528,637:   375,411    332,172    115,231    154,432     36,714        304      1,824          0          0      2,518        977:        0         0
Old  :   528,637:   375,411    332,172    115,231    154,432     36,714        304      1,824          0          0      2,518        977:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :     3,710:    11,514     -6,995    -15,899      1,954      8,095          0          0          0          0        656          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       62.8       21.8       29.2        6.9        0.1        0.3        0.0        0.0        0.5        0.2:      0.0       0.0
Old  :     100.0:      71.0       62.8       21.8       29.2        6.9        0.1        0.3        0.0        0.0        0.5        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         16          .          4          4          .          .          0          0          .          .:
Old  :        33:        19         16          .          4          4          .          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       60.9       88.5       82.2       53.3       50.3       62.7       61.9
Old  :                 66.5       60.9       88.5       82.2       53.3       50.3       62.7       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,495:    21,254     24,483      1,374     18,923      5,715     18,876        674        824      1,296         64        296:    1,860       516
Old  :    51,495:    21,254     24,483      1,374     18,923      5,715     18,876        674        824      1,296         64        296:    1,860       516
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       743:        69      1,400        151        -14        -65        386          0        130         50          8        192:     -170      -908
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.3       47.5        2.7       36.7       11.1       36.7        1.3        1.6        2.5        0.1        0.6:      3.6       1.0
Old  :     100.0:      41.3       47.5        2.7       36.7       11.1       36.7        1.3        1.6        2.5        0.1        0.6:      3.6       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        28         22          .          6          8          .          .          .          .          .          .:
Old  :        47:        28         22          .          6          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       56.1       65.6       77.7       46.3       49.3       58.2       64.3
Old  :                 48.4       56.1       65.6       77.7       46.3       49.3       58.2       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06465A
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS 0F 400 MEGAWATT HOURS)                                                                                       :
     :          :    Positions                                                                                                           :
All  :     7,617:     5,832      4,142          0      2,115        128        212        341          0         40          0          0:    1,405       891
Old  :     7,617:     5,832      4,142          0      2,115        128        212        341          0         40          0          0:    1,405       891
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       54.4        0.0       27.8        1.7        2.8        4.5        0.0        0.5        0.0        0.0:     18.4      11.7
Old  :     100.0:      76.6       54.4        0.0       27.8        1.7        2.8        4.5        0.0        0.5        0.0        0.0:     18.4      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         11          0          .          .          .          .          0          .          0          0:
Old  :        20:         9         11          0          .          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       62.2       77.4       80.6       63.5       57.1       70.7       73.9
Old  :                 66.0       62.2       77.4       80.6       63.5       57.1       70.7       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06465H
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    15,433:    10,863     10,410      1,821        756      1,444          0        620        100          0        831          0:    1,205     1,272
Old  :    15,433:    10,863     10,410      1,821        756      1,444          0        620        100          0        831          0:    1,205     1,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       670:       576        360        -72          0         62          0          0          0          0          0          0:      104       248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       67.5       11.8        4.9        9.4        0.0        4.0        0.6        0.0        5.4        0.0:      7.8       8.2
Old  :     100.0:      70.4       67.5       11.8        4.9        9.4        0.0        4.0        0.6        0.0        5.4        0.0:      7.8       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         15          4          .          4          0          .          .          0          .          0:
Old  :        30:        18         15          4          .          4          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       46.7       68.8       64.4       46.4       38.0       60.0       52.9
Old  :                 48.7       46.7       68.8       64.4       46.4       38.0       60.0       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06465I
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,666:     6,666      5,834        128      2,099        519          0        736         30        630        138         46:    2,647     1,264
Old  :    10,666:     6,666      5,834        128      2,099        519          0        736         30        630        138         46:    2,647     1,264
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :        74:         8        -14          0          4          8          0          0          0          0          0          0:       58        76
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       54.7        1.2       19.7        4.9        0.0        6.9        0.3        5.9        1.3        0.4:     24.8      11.9
Old  :     100.0:      62.5       54.7        1.2       19.7        4.9        0.0        6.9        0.3        5.9        1.3        0.4:     24.8      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         10          .          .          .          0          .          .          .          .          .:
Old  :        21:        12         10          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       55.6       53.8       73.1       27.0       47.7       40.9       60.4
Old  :                 31.3       55.6       53.8       73.1       27.0       47.7       40.9       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465K
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,679:     6,432      6,859      1,492        245      2,115         48          0        130          0        668        442:    1,020     1,220
Old  :    11,679:     6,432      6,859      1,492        245      2,115         48          0        130          0        668        442:    1,020     1,220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       58.7       12.8        2.1       18.1        0.4        0.0        1.1        0.0        5.7        3.8:      8.7      10.4
Old  :     100.0:      55.1       58.7       12.8        2.1       18.1        0.4        0.0        1.1        0.0        5.7        3.8:      8.7      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         11          .          .          .          .          0          .          0          .          .:
Old  :        20:         9         11          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       43.2       77.6       70.1       40.1       31.7       53.2       45.3
Old  :                 44.6       43.2       77.6       70.1       40.1       31.7       53.2       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    29,089:    19,593     11,220      1,474      9,803      3,924        174      2,220         24        484          0        744:    2,672     1,154
Old  :    29,089:    19,593     11,220      1,474      9,803      3,924        174      2,220         24        484          0        744:    2,672     1,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       142:       -38         30          0        220         20          0          0          0        152        -20        -10:       18       -98
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       38.6        5.1       33.7       13.5        0.6        7.6        0.1        1.7        0.0        2.6:      9.2       4.0
Old  :     100.0:      67.4       38.6        5.1       33.7       13.5        0.6        7.6        0.1        1.7        0.0        2.6:      9.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         12          .          .          6          .          .          .          .          0          .:
Old  :        27:        17         12          .          .          6          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       55.9       56.9       77.8       21.3       49.7       34.9       55.0
Old  :                 37.4       55.9       56.9       77.8       21.3       49.7       34.9       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06465S
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,795:     8,637      8,271        868      1,407        656          8          0        352          0        383          0:    1,274       726
Old  :    11,795:     8,637      8,271        868      1,407        656          8          0        352          0        383          0:    1,274       726
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       156:        76        -10          0          4         -4          0          0          0          0          0          0:       84       166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       70.1        7.4       11.9        5.6        0.1        0.0        3.0        0.0        3.2        0.0:     10.8       6.2
Old  :     100.0:      73.2       70.1        7.4       11.9        5.6        0.1        0.0        3.0        0.0        3.2        0.0:     10.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         13          .          .          4          .          0          .          0          .          0:
Old  :        25:        15         13          .          .          4          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       45.3       66.1       67.4       42.0       38.6       61.9       60.0
Old  :                 42.6       45.3       66.1       67.4       42.0       38.6       61.9       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG CONN PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06465T
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    24,060:    16,256     17,077      1,988      1,255      5,579          0          0          0         88          0          0:      149       149
Old  :    24,060:    16,256     17,077      1,988      1,255      5,579          0          0          0         88          0          0:      149       149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       71.0        8.3        5.2       23.2        0.0        0.0        0.0        0.4        0.0        0.0:      0.6       0.6
Old  :     100.0:      67.6       71.0        8.3        5.2       23.2        0.0        0.0        0.0        0.4        0.0        0.0:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          6          .          .          .          0          0          0          .          0          0:
Old  :        20:        10          6          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       84.2       87.4       99.4       40.5       54.5       55.6       64.4
Old  :                 63.9       84.2       87.4       99.4       40.5       54.5       55.6       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A01
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,958:     6,304      7,776      1,556      1,326      1,434          0        588         48        340          0          0:    2,276       786
Old  :    11,958:     6,304      7,776      1,556      1,326      1,434          0        588         48        340          0          0:    2,276       786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :        60:        60         60          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.7       65.0       13.0       11.1       12.0        0.0        4.9        0.4        2.8        0.0        0.0:     19.0       6.6
Old  :     100.0:      52.7       65.0       13.0       11.1       12.0        0.0        4.9        0.4        2.8        0.0        0.0:     19.0       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          .          .          .          0          .          .          .          0          0:
Old  :        27:        15         13          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       46.9       61.2       73.6       31.8       38.7       40.0       52.4
Old  :                 37.9       46.9       61.2       73.6       31.8       38.7       40.0       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-064A02
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MW X OFF PEAK HOURS PER MONTH)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     6,610:     3,506      2,922        808      1,768        970          0          0          0          0        210          0:    1,326       740
Old  :     6,610:     3,506      2,922        808      1,768        970          0          0          0          0        210          0:    1,326       740
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :        52:         6          0          0          0          0          0          0          0          0          0          0:       46        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       44.2       12.2       26.7       14.7        0.0        0.0        0.0        0.0        3.2        0.0:     20.1      11.2
Old  :     100.0:      53.0       44.2       12.2       26.7       14.7        0.0        0.0        0.0        0.0        3.2        0.0:     20.1      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         11          .          .          .          0          0          0          0          .          0:
Old  :        20:        13         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       49.7       66.3       70.9       39.2       36.5       49.1       51.0
Old  :                 46.9       49.7       66.3       70.9       39.2       36.5       49.1       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    46,565:    44,078     33,922      2,083     12,345          0          0          0          0          0        298          0:      404         0
Old  :    46,565:    44,078     33,922      2,083     12,345          0          0          0          0          0        298          0:      404         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       595:       595      1,240          0       -645          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       72.8        4.5       26.5        0.0        0.0        0.0        0.0        0.0        0.6        0.0:      0.9       0.0
Old  :     100.0:      94.7       72.8        4.5       26.5        0.0        0.0        0.0        0.0        0.0        0.6        0.0:      0.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         10          .          .          0          0          0          0          0          .          0:
Old  :        23:        11         10          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       81.2       94.5       96.5       82.5       81.2       90.4       93.4
Old  :                 84.5       81.2       94.5       96.5       82.5       81.2       90.4       93.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   708,153:   649,855    470,900     40,682    227,011      5,472          0          0          0      7,374          0      4,770:        0         0
Old  :   708,153:   649,855    470,900     40,682    227,011      5,472          0          0          0      7,374          0      4,770:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :    10,944:    10,944     10,944          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       66.5        5.7       32.1        0.8        0.0        0.0        0.0        1.0        0.0        0.7:      0.0       0.0
Old  :     100.0:      91.8       66.5        5.7       32.1        0.8        0.0        0.0        0.0        1.0        0.0        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10          8          .          .          .          0          0          0          .          0          .:
Old  :        22:        10          8          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.5       77.7       95.1       97.0       83.4       73.3       91.6       92.6
Old  :                 84.5       77.7       95.1       97.0       83.4       73.3       91.6       92.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064A54
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    53,498:    28,840     37,144     22,118     13,814      2,540          0          0          0          0          0          0:        0         0
Old  :    53,498:    28,840     37,144     22,118     13,814      2,540          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       69.4       41.3       25.8        4.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      53.9       69.4       41.3       25.8        4.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         10          4          .          .          0          0          0          0          0          0:
Old  :        22:        10         10          4          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       80.7       87.3       94.4       62.5       80.7       81.3       87.0
Old  :                 62.5       80.7       87.3       94.4       62.5       80.7       81.3       87.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A55
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   958,512:   523,813    658,480    387,739    253,072     46,960          0          0          0          0          0          0:        0         0
Old  :   958,512:   523,813    658,480    387,739    253,072     46,960          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       68.7       40.5       26.4        4.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.6       68.7       40.5       26.4        4.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          8          4          .          .          0          0          0          0          0          0:
Old  :        20:         9          8          4          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       81.7       88.5       98.6       63.6       81.7       84.7       89.0
Old  :                 63.6       81.7       88.5       98.6       63.6       81.7       84.7       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   168,145:    93,024    133,997     69,819     29,862      2,814          0          0          0        805          0      1,449:      234        23
Old  :   168,145:    93,024    133,997     69,819     29,862      2,814          0          0          0        805          0      1,449:      234        23
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       -43:       -43         86          0          0          0          0          0          0        129          0       -129:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       79.7       41.5       17.8        1.7        0.0        0.0        0.0        0.5        0.0        0.9:      0.1       0.0
Old  :     100.0:      55.3       79.7       41.5       17.8        1.7        0.0        0.0        0.0        0.5        0.0        0.9:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        16         24          .          4          .          0          0          0          .          0          .:
Old  :        38:        16         24          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       51.1       89.2       71.8       64.6       51.1       86.0       71.5
Old  :                 64.6       51.1       89.2       71.8       64.6       51.1       86.0       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 MEGAWATT HOURS)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 2,907,002: 1,620,057  2,304,893  1,232,544    504,987     36,443          0          0          0          0     42,721     17,958:        0         0
Old  : 2,907,002: 1,620,057  2,304,893  1,232,544    504,987     36,443          0          0          0          0     42,721     17,958:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       800:       800      1,600          0          0          0          0          0          0          0       -800          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       79.3       42.4       17.4        1.3        0.0        0.0        0.0        0.0        1.5        0.6:      0.0       0.0
Old  :     100.0:      55.7       79.3       42.4       17.4        1.3        0.0        0.0        0.0        0.0        1.5        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        13         19          .          4          .          0          0          0          0          .          .:
Old  :        36:        13         19          .          4          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       53.4       93.1       75.7       67.6       53.4       90.9       75.7
Old  :                 68.2       53.4       93.1       75.7       67.6       53.4       90.9       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    49,448:    33,319     40,109      7,699      2,330      3,805      1,275        820          0      2,071      1,148      1,236:       43         0
Old  :    49,448:    33,319     40,109      7,699      2,330      3,805      1,275        820          0      2,071      1,148      1,236:       43         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :     1,080:         0      1,275      1,252         -3       -192          0          0          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       81.1       15.6        4.7        7.7        2.6        1.7        0.0        4.2        2.3        2.5:      0.1       0.0
Old  :     100.0:      67.4       81.1       15.6        4.7        7.7        2.6        1.7        0.0        4.2        2.3        2.5:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        19         16          5          .          .          .          .          0          .          .          .:
Old  :        36:        19         16          5          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       56.8       67.6       72.7       43.0       54.9       54.4       65.5
Old  :                 49.9       56.8       67.6       72.7       43.0       54.9       54.4       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A59
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,247,605:   958,135    937,011     85,796    175,696    100,509          0          0          0    101,325     32,549      1,840:        0         0
Old  : 1,247,605:   958,135    937,011     85,796    175,696    100,509          0          0          0    101,325     32,549      1,840:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :    85,568:     2,400     29,120      9,408     56,448          0          0          0          0     73,760          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       75.1        6.9       14.1        8.1        0.0        0.0        0.0        8.1        2.6        0.1:      0.0       0.0
Old  :     100.0:      76.8       75.1        6.9       14.1        8.1        0.0        0.0        0.0        8.1        2.6        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        19         15          4          .          4          0          0          0          .          .          .:
Old  :        36:        19         15          4          .          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       54.5       62.7       73.7       43.1       51.3       59.8       68.6
Old  :                 43.6       54.5       62.7       73.7       43.1       51.3       59.8       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    54,369:    46,386     38,576      2,530     10,172      5,068          0          0          0        215          0          0:      170       553
Old  :    54,369:    46,386     38,576      2,530     10,172      5,068          0          0          0        215          0          0:      170       553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :       635:     1,680        635          0      1,045     -1,045          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       71.0        4.7       18.7        9.3        0.0        0.0        0.0        0.4        0.0        0.0:      0.3       1.0
Old  :     100.0:      85.3       71.0        4.7       18.7        9.3        0.0        0.0        0.0        0.4        0.0        0.0:      0.3       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         16          .          4          .          0          0          0          .          0          0:
Old  :        28:        16         16          .          4          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       45.2       75.3       74.2       39.8       35.5       55.5       56.2
Old  :                 50.7       45.2       75.3       74.2       39.8       35.5       55.5       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A61
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,619:    12,009     11,093      1,275      1,530          0          0      1,275          0        650         45        676:        9         0
Old  :    14,619:    12,009     11,093      1,275      1,530          0          0      1,275          0        650         45        676:        9         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       75.9        8.7       10.5        0.0        0.0        8.7        0.0        4.4        0.3        4.6:      0.1       0.0
Old  :     100.0:      82.1       75.9        8.7       10.5        0.0        0.0        8.7        0.0        4.4        0.3        4.6:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          7          .          .          0          0          .          0          .          .          .:
Old  :        20:         8          7          .          .          0          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       75.2       92.8       97.3       67.4       75.2       89.3       94.6
Old  :                 67.4       75.2       92.8       97.3       67.4       75.2       89.3       94.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-064A62
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    22,292:    22,015     20,947        277      1,196          0          0          0          0          0        129          0:        0        20
Old  :    22,292:    22,015     20,947        277      1,196          0          0          0          0          0        129          0:        0        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.8       94.0        1.2        5.4        0.0        0.0        0.0        0.0        0.0        0.6        0.0:      0.0       0.1
Old  :     100.0:      98.8       94.0        1.2        5.4        0.0        0.0        0.0        0.0        0.0        0.6        0.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         10          .          .          0          0          0          0          0          .          0:
Old  :        20:         9         10          .          .          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.7       75.3       98.4       90.4       72.0       61.9       77.8       74.5
Old  :                 89.7       75.3       98.4       90.4       72.0       61.9       77.8       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    37,948:    16,576     30,183     18,904      2,550      1,241        630          0          0          0      3,461        364:      233       149
Old  :    37,948:    16,576     30,183     18,904      2,550      1,241        630          0          0          0      3,461        364:      233       149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :     1,155:     1,155        510       -645          0        645          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.7       79.5       49.8        6.7        3.3        1.7        0.0        0.0        0.0        9.1        1.0:      0.6       0.4
Old  :     100.0:      43.7       79.5       49.8        6.7        3.3        1.7        0.0        0.0        0.0        9.1        1.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          .          .          .          .          0          0          0          .          .:
Old  :        22:        13          8          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       75.8       86.7       91.5       70.4       67.8       78.1       83.4
Old  :                 76.0       75.8       86.7       91.5       70.4       67.8       78.1       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    20,355:    14,079     12,563      3,531      5,136      1,811          0        526          0        510          0          0:      424       319
Old  :    20,355:    14,079     12,563      3,531      5,136      1,811          0        526          0        510          0          0:      424       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :        40:        40         40          0         20        -20          0          0          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       61.7       17.3       25.2        8.9        0.0        2.6        0.0        2.5        0.0        0.0:      2.1       1.6
Old  :     100.0:      69.2       61.7       17.3       25.2        8.9        0.0        2.6        0.0        2.5        0.0        0.0:      2.1       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         11          .          .          .          0          .          0          .          0          0:
Old  :        24:        14         11          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       49.5       76.4       76.2       47.2       40.8       66.3       61.8
Old  :                 48.5       49.5       76.4       76.2       47.2       40.8       66.3       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A71
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   415,648:   276,024    292,490     39,639     23,173     99,985          0          0          0          0          0          0:        0         0
Old  :   415,648:   276,024    292,490     39,639     23,173     99,985          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       70.4        9.5        5.6       24.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      66.4       70.4        9.5        5.6       24.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          6          .          .          .          0          0          0          0          0          0:
Old  :        20:        11          6          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       88.5       87.0      100.0       38.5       57.4       53.7       63.4
Old  :                 66.8       88.5       87.0      100.0       38.5       57.4       53.7       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,039,950:   878,677    690,709          0    214,192    118,708     23,400     13,765          0     16,589          0      2,576:        0         0
Old  : 1,039,950:   878,677    690,709          0    214,192    118,708     23,400     13,765          0     16,589          0      2,576:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :    15,555:    -3,925     19,555          0    -11,555     11,555          0          0          0     11,925          0     -4,000:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       66.4        0.0       20.6       11.4        2.3        1.3        0.0        1.6        0.0        0.2:      0.0       0.0
Old  :     100.0:      84.5       66.4        0.0       20.6       11.4        2.3        1.3        0.0        1.6        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         18          0          5          .          .          .          0          .          0          .:
Old  :        32:        17         18          0          5          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       55.3       77.8       77.3       33.4       33.8       47.5       43.5
Old  :                 54.1       55.3       77.8       77.3       33.4       33.8       47.5       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   702,042:   325,515    547,762    269,871    125,233      4,656     47,040          0          0     30,569          0     24,391:        0         0
Old  :   702,042:   325,515    547,762    269,871    125,233      4,656     47,040          0          0     30,569          0     24,391:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :    23,448:        48     23,448     23,400          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       78.0       38.4       17.8        0.7        6.7        0.0        0.0        4.4        0.0        3.5:      0.0       0.0
Old  :     100.0:      46.4       78.0       38.4       17.8        0.7        6.7        0.0        0.0        4.4        0.0        3.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14          6          .          .          .          .          0          0          .          0          .:
Old  :        23:        14          6          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       84.8       90.1       96.3       60.8       69.0       70.9       76.8
Old  :                 69.3       84.8       90.1       96.3       60.8       69.0       70.9       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A82
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   180,533:   153,611    137,824     25,418     41,205      1,504          0          0          0          0          0          0:        0         0
Old  :   180,533:   153,611    137,824     25,418     41,205      1,504          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       76.3       14.1       22.8        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.1       76.3       14.1       22.8        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          9          .          .          .          0          0          0          0          0          0:
Old  :        20:         9          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       75.2       92.1       95.0       72.2       75.2       90.2       93.5
Old  :                 73.0       75.2       92.1       95.0       72.2       75.2       90.2       93.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A88
Disaggregated Commitments of Traders - Futures Only, June 28, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatts Per Hour)                                                                                     :
     :          :    Positions                                                                                                           :
All  :   372,064:   367,264    336,120          0     35,944          0          0          0          0      4,800          0          0:        0         0
Old  :   372,064:   367,264    336,120          0     35,944          0          0          0          0      4,800          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 21, 2011                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.7       90.3        0.0        9.7        0.0        0.0        0.0        0.0        1.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      98.7       90.3        0.0        9.7        0.0        0.0        0.0        0.0        1.3        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          0          .          0          0          0          0          .          0          0:
Old  :        21:        11         11          0          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.7       73.3       96.6       89.0       68.6       54.6       75.5       69.8
Old  :                 82.7       73.3       96.6       89.0       68.6       54.6       75.5       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 1, 2011