```
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE OTC   (Contracts of 800 MWh)                                                   :
CFTC Code #064363                                                    Open Interest is   167,263                :
: Positions                                                                                                    :
:   85,339   113,779     5,458    15,503    18,555    25,481         0    16,111    12,405       189     2,380 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:    1,832    -4,125    -2,382     3,936     1,570    -1,629      -567     1,515     1,177         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      68.0       3.3       9.3      11.1      15.2       0.0       9.6       7.4       0.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       42        39         7         8        11        12         0         7        10         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE OTC   (Contracts of 400 MWh)                                                    :
CFTC Code #064391                                                    Open Interest is    59,112                :
: Positions                                                                                                    :
:   46,935    35,382     4,340    16,958     5,643     1,506       518       102       356       279       230 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -4,317    -1,960    -1,108    -3,015        70       568        31      -162      -259      -172        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      59.9       7.3      28.7       9.5       2.5       0.9       0.2       0.6       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        19         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC   (Contracts of 25 MWh)                                                 :
CFTC Code #064392                                                    Open Interest is   531,723                :
: Positions                                                                                                    :
:  465,362   303,759    12,221   178,411    37,830     7,006     1,322     1,312     5,776     6,217     1,608 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -13,143    -7,685      -880    -9,865    -1,584     1,904    -1,840       328    -5,207     1,408    -1,337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      57.1       2.3      33.6       7.1       1.3       0.2       0.2       1.1       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        19         .         4         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE OTC   (Contracts of 50 Megawatt Hours)                                     :
CFTC Code #064394                                                    Open Interest is 1,602,017                :
: Positions                                                                                                    :
:1,013,398 1,186,438   217,389    50,441   211,617    43,216         0    83,326     5,002    44,486    25,709 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -8,456     1,061    -6,749     4,704   -11,758    26,148      -816     2,766    -4,704     3,626     4,704 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      74.1      13.6       3.1      13.2       2.7       0.0       5.2       0.3       2.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       31        30         5         4         7         6         0         5         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC   (Contracts of 400 Megawatt Hours)                                   :
CFTC Code #064395                                                    Open Interest is   127,832                :
: Positions                                                                                                    :
:   77,328    90,089    17,889     3,295    29,147     1,041     2,919     1,230       256       331       806 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:     -437    -1,074    -1,206      -582     1,382       100       245      -325       177        49      -278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      70.5      14.0       2.6      22.8       0.8       2.3       1.0       0.2       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        30         5         .         7         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC   (Contracts of 25 Megawatt Hours)                                      :
CFTC Code #064396                                                    Open Interest is   465,881                :
: Positions                                                                                                    :
:  332,522   244,682    86,987   150,835    39,996     1,920    20,184       624     2,848     8,904       656 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -11,263   -30,367    -9,909      -317       311         0     9,520         0         0       320         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      52.5      18.7      32.4       8.6       0.4       4.3       0.1       0.6       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        20         .         4         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    53,554                :
: Positions                                                                                                    :
:   22,375    20,535     1,404    24,918     5,199    20,632       380     1,656       360        42       284 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -1,584      -915       181      -209      -432      -912      -670       592       240       -72         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      38.3       2.6      46.5       9.7      38.5       0.7       3.1       0.7       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        18         .         6         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    15,110                :
: Positions                                                                                                    :
:    9,906    10,314     2,088       614     1,240         0       520       400         0       756         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:     -821      -699       -69       -76         8         0         0         0         0      -140         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      68.3      13.8       4.1       8.2       0.0       3.4       2.6       0.0       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is    10,093                :
: Positions                                                                                                    :
:    6,525     5,734       218     1,914       495       120       720       150       537       138        38 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:     -237      -418       -22       157       -64         0         0         0       -29         6        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      56.8       2.2      19.0       4.9       1.2       7.1       1.5       5.3       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         4         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    26,894                :
: Positions                                                                                                    :
:   16,516    10,446     1,870     8,296     3,208     1,200     3,050         0     1,010         0       386 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -1,059      -658       204      -441      -298         0       -10         0       -36         0      -106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      38.8       7.0      30.8      11.9       4.5      11.3       0.0       3.8       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        14         .         .         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    11,410                :
: Positions                                                                                                    :
:    8,256     5,654       692     2,976     1,260         0         0         0       140        24        72 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:     -337      -255      -154       -11       -10         0         0         0        20        -6       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      49.6       6.1      26.1      11.0       0.0       0.0       0.0       1.2       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    10,982                :
: Positions                                                                                                    :
:    7,930     6,874       928     1,270       740         0       502       330         0       298         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:     -567      -622        55         8       -95         0        10       -10         0         8        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      62.6       8.5      11.6       6.7       0.0       4.6       3.0       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        12         .         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    51,329                :
: Positions                                                                                                    :
:   44,192    39,450     1,953     9,161     2,550         0         0         0     2,382         0       168 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -1,484     1,358      -115      -116         0         0         0         0     2,382      -398       168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      76.9       3.8      17.8       5.0       0.0       0.0       0.0       4.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   746,005                :
: Positions                                                                                                    :
:  626,856   537,565    37,955   153,391    51,879         0         0         0    26,145         0     3,170 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -31,913    25,232      -376    -8,601      -376         0         0         0    26,145   -22,775     3,170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      72.1       5.1      20.6       7.0       0.0       0.0       0.0       3.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         9         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                    :
CFTC Code #064A53                                                    Open Interest is   327,852                :
: Positions                                                                                                    :
:  291,062   263,874     3,170    54,570         0         0         0         0    24,212         0     9,408 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -22,184   -22,560      -752    -7,896         0         0         0         0    -7,520         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      80.5       1.0      16.6       0.0       0.0       0.0       0.0       7.4       0.0       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         9         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    43,175                :
: Positions                                                                                                    :
:   24,627    29,471    16,008    11,164     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -1,748    -2,944    -2,208    -1,012         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      68.3      37.1      25.9       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is   789,730                :
: Positions                                                                                                    :
:  462,487   541,090   282,368   203,765    44,875         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -24,440   -42,488   -32,507   -14,459    -2,085         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      68.5      35.8      25.8       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is   138,173                :
: Positions                                                                                                    :
:   73,974   112,310    59,524    22,964     1,975         0         0         0     1,585         0       924 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -6,463    -7,797    -3,864    -2,461      -483         0         0         0        69         0      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      81.3      43.1      16.6       1.4       0.0       0.0       0.0       1.1       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        19         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 2,394,827                :
: Positions                                                                                                    :
:1,304,180 1,944,550 1,048,200   393,173    24,489         0         0         0         0    14,657    17,958 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
: -109,792  -124,456   -61,288   -38,352    -5,264         0         0         0         0    -8,272         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      81.2      43.8      16.4       1.0       0.0       0.0       0.0       0.0       0.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        20         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    42,991                :
: Positions                                                                                                    :
:   28,635    35,624     7,617     2,133     2,157       645       820       630     2,587       907       720 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -2,582    -2,645      -690      -305       305         0         0         0       230      -115      -230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      82.9      17.7       5.0       5.0       1.5       1.9       1.5       6.0       2.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         5         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,105,426                :
: Positions                                                                                                    :
:  898,943   665,561    47,613   293,392    96,660    23,520    23,520         0    23,610    11,213    15,080 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -55,648  -124,503    -3,008    66,975    -6,392         0         0         0    -1,504    -2,632         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      60.2       4.3      26.5       8.7       2.1       2.1       0.0       2.1       1.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        11         .         4         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    49,676                :
: Positions                                                                                                    :
:   44,535    33,881     2,205    11,602     2,663         0         0         0       105     1,191        84 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -2,185    -2,829      -115       506      -851         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      68.2       4.4      23.4       5.4       0.0       0.0       0.0       0.2       2.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    38,223                :
: Positions                                                                                                    :
:   19,746    31,428    17,259     2,550       336       630         0         0         0     3,741        84 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -2,047    -1,403       460         0      -506       460         0      -460         0       276      -276 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      82.2      45.2       6.7       0.9       1.6       0.0       0.0       0.0       9.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    20,645                :
: Positions                                                                                                    :
:   13,530    10,437     4,631     8,657     1,530       189         0         0       510         0         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -1,104    -4,891      -207     3,672      -161       -23       -92         0       -46         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      50.6      22.4      41.9       7.4       0.9       0.0       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   915,380                :
: Positions                                                                                                    :
:  812,471   572,951         0   257,444    73,220    23,400     7,925         0     2,449         0     3,840 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -35,344   -49,580         0    16,116   -14,288         0    -1,880         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      62.6       0.0      28.1       8.0       2.6       0.9       0.0       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        15         0         5         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   874,461                :
: Positions                                                                                                    :
:  353,534   747,242   347,575    70,092    47,952    47,040         0         0    69,185         0     9,175 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:  -25,557   -18,800      -752    -6,757    -1,128         0         0         0       752         0      -752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.4      85.5      39.7       8.0       5.5       5.4       0.0       0.0       7.9       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         7         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 6, 2011          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   140,556                :
: Positions                                                                                                    :
:  135,768    74,662     3,170    58,271     1,618         0         0         0         0     6,005         0 :
:                                                                                                              :
: Changes from:     August 30, 2011                                                                            :
:   -9,776   -52,514   -20,128    22,610       850         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.6      53.1       2.3      41.5       1.2       0.0       0.0       0.0       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated September 9, 2011