```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   165,497                :
: Positions                                                                                                    :
:   86,613   117,038    10,077    11,251    17,570    26,519     3,363    12,074     9,049       411     2,404 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,940     2,685      -108      -730      -413      -515        -2    -3,331     1,096      -207        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      70.7       6.1       6.8      10.6      16.0       2.0       7.3       5.5       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       40        35         7         8        10         6         4         6         8         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    62,884                :
: Positions                                                                                                    :
:   47,608    25,813     5,444    25,786     8,330       105       861       647       364     1,061       386 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,360      -375      -291     1,349       476      -238       302         0        81      -364         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      41.0       8.7      41.0      13.2       0.2       1.4       1.0       0.6       1.7       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        24         .         6         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   561,714                :
: Positions                                                                                                    :
:  474,764   269,624     1,868   201,120    77,250         0     1,840       344     7,488    11,536         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,205       902       632       935      -943         0      -312         0       312       624         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      48.0       0.3      35.8      13.8       0.0       0.3       0.1       1.3       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        16         .         5         6         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 1,627,032                :
: Positions                                                                                                    :
:1,032,628 1,187,736   241,255    24,588   247,895    18,894    31,102    61,036     3,928    53,399    21,276 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    6,757     3,535    10,552      -160   -33,703     2,348    21,103   -27,217        16    -4,709      -215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      73.0      14.8       1.5      15.2       1.2       1.9       3.8       0.2       3.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       30        26         6         4         7         .         .         5         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   120,598                :
: Positions                                                                                                    :
:   64,656    83,197    25,876     6,739    25,955       420     1,855     1,218     1,435       592       477 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -3,636    -4,481      -814     1,349    -1,522      -124      -672      -288     1,015       256      -106 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      69.0      21.5       5.6      21.5       0.3       1.5       1.0       1.2       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       26        29         6         .         7         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   499,351                :
: Positions                                                                                                    :
:  360,344   303,910    93,357   147,264    44,673         0         0         0       337     2,864       640 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -19,613   -26,038   -16,040    -7,168     7,991         0    -1,832      -304       337      -278      -337 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      60.9      18.7      29.5       8.9       0.0       0.0       0.0       0.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         .         4         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    49,879                :
: Positions                                                                                                    :
:   20,959    20,941     1,516    20,795     5,403    18,164       845       784     1,135       304       286 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    1,626        64       240     1,972       -10       390       -10         0        52       262       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.0      42.0       3.0      41.7      10.8      36.4       1.7       1.6       2.3       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        22         .         7         9         .         5         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 LBMP SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS 0F 400 MEGAWATT HOURS)                      :
CFTC Code #06465A                                                    Open Interest is     7,286                :
: Positions                                                                                                    :
:    5,523     3,878         0     2,093       128       212       362         0        40         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      53.2       0.0      28.7       1.8       2.9       5.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        11         0         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    14,864                :
: Positions                                                                                                    :
:   10,452    10,158     1,710       660     1,420         0       580       100         0       756         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       30        50         0         0         0         0         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      68.3      11.5       4.4       9.6       0.0       3.9       0.7       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         5         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    10,449                :
: Positions                                                                                                    :
:    6,514     5,876        54     1,912       519         0       720        30       601       146        38 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      56.2       0.5      18.3       5.0       0.0       6.9       0.3       5.8       1.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    29,092                :
: Positions                                                                                                    :
:   18,475    11,224     1,806     8,940     3,628       960     3,090         0       558         0       574 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       26       472       120      -390       -10       960       960         0        56         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      38.6       6.2      30.7      12.5       3.3      10.6       0.0       1.9       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    11,562                :
: Positions                                                                                                    :
:    8,532     7,792       808     1,358       686         0       242       350         0       328         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      240      -120       -48         0        48         0       240         0         0       -46         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      67.4       7.0      11.7       5.9       0.0       2.1       3.0       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    10,715                :
: Positions                                                                                                    :
:    5,605     6,819     1,250     1,324     1,208        36       500        12       330         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      63.6      11.7      12.4      11.3       0.3       4.7       0.1       3.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    46,914                :
: Positions                                                                                                    :
:   44,493    34,756     2,039    11,904         0         0         0         0         0       254         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:       21         0         0        21         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      74.1       4.3      25.4       0.0       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   663,688                :
: Positions                                                                                                    :
:  618,270   435,612    39,923   217,811     5,495         0         0         0         0     4,770         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      799       408      -391         0       391         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      65.6       6.0      32.8       0.8       0.0       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    50,189                :
: Positions                                                                                                    :
:   27,643    34,803    20,006    12,846     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      255       255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      69.3      39.9      25.6       5.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   905,440                :
: Positions                                                                                                    :
:  504,597   621,600   353,883   236,880    46,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    4,704     4,704         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      68.7      39.1      26.2       5.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   157,708                :
: Positions                                                                                                    :
:   86,569   126,574    65,903    27,310     2,748         0         0         0     1,201         0     1,053 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      255       255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      80.3      41.8      17.3       1.7       0.0       0.0       0.0       0.8       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        21         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 2,746,810                :
: Positions                                                                                                    :
:1,524,633 2,190,333 1,168,880   467,083    35,339         0         0         0         0    36,097    17,958 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    3,936     3,936         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      79.7      42.6      17.0       1.3       0.0       0.0       0.0       0.0       1.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        19         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    48,615                :
: Positions                                                                                                    :
:   32,623    41,171     9,457     2,440     1,910     1,275       820         0     2,071     1,038     1,236 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -255      -255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      84.7      19.5       5.0       3.9       2.6       1.7       0.0       4.3       2.1       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 1,339,007                :
: Positions                                                                                                    :
:  953,969 1,005,117    56,836   196,480   107,437         0         0         0   216,890    26,098     3,875 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   20,018    73,730    -9,328     7,520    -1,128         0         0         0    66,685    -3,875     3,875 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      75.1       4.2      14.7       8.0       0.0       0.0       0.0      16.2       1.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        14         4         .         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    51,764                :
: Positions                                                                                                    :
:   44,815    36,301     2,420    10,656     4,254         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      255       255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      70.1       4.7      20.6       8.2       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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    39,156                :
: Positions                                                                                                    :
:   17,828    31,501    18,992     2,550     1,153       630         0         0         0     3,483       342 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      80.4      48.5       6.5       2.9       1.6       0.0       0.0       0.0       8.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         8         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    18,293                :
: Positions                                                                                                    :
:   12,457    11,381     3,113     4,951     1,811         0        86         0       510         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0       255         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      62.2      17.0      27.1       9.9       0.0       0.5       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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 CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A71                                                    Open Interest is   394,304                :
: Positions                                                                                                    :
:  257,624   285,866    49,575    21,333    87,105         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      72.5      12.6       5.4      22.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   994,386                :
: Positions                                                                                                    :
:  848,201   653,241         0   225,600   103,620    23,400    11,925         0    19,165         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      65.7       0.0      22.7      10.4       2.4       1.2       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        18         0         5         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   668,186                :
: Positions                                                                                                    :
:  293,499   529,362   269,135   124,497     3,552    47,040         0         0    44,185         0    10,775 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      79.2      40.3      18.6       0.5       7.0       0.0       0.0       6.6       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 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   172,069                :
: Positions                                                                                                    :
:  145,883   132,672    25,418    38,629       768         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      77.1      14.8      22.4       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)             :
CFTC Code #064A88                                                    Open Interest is   347,224                :
: Positions                                                                                                    :
:  342,424   313,488         0    33,736         0         0         0         0     4,800         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      408       408         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.6      90.3       0.0       9.7       0.0       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 15, 2011