```
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   169,662                :
: Positions                                                                                                    :
:   80,783   115,924     8,680    15,081    16,508    37,715     4,858    14,107     8,546       401     2,381 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:      299     4,427    -1,440       287        97     4,274    -2,084      -839      -546       -88       851 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      68.3       5.1       8.9       9.7      22.2       2.9       8.3       5.0       0.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       40        37         5        10        11         9         .         8         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    69,930                :
: Positions                                                                                                    :
:   51,641    34,094     6,252    23,428    10,175       291       179       932       309       792       330 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:    1,830       -50      -164     1,483    -1,513        25        98        83        76       236       -54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      48.8       8.9      33.5      14.6       0.4       0.3       1.3       0.4       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        24         5         4         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   585,221                :
: Positions                                                                                                    :
:  517,105   275,603     4,108   240,522    60,280       144         0     1,680     1,576     6,808       328 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:    6,208     9,245       688    -5,532     5,750    -1,032         0     1,032       312     2,463       328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      47.1       0.7      41.1      10.3       0.0       0.0       0.3       0.3       1.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        17         .         5         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,671,464                :
: Positions                                                                                                    :
:1,034,653 1,177,214   204,445    40,074   276,738    39,057         0    96,056       384    61,275    20,107 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:   14,519    13,387       959     9,510    11,595     3,881         0     1,240         0    -3,538       770 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      70.4      12.2       2.4      16.6       2.3       0.0       5.7       0.0       3.7       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        26         5         5         7         4         0         4         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   125,392                :
: Positions                                                                                                    :
:   72,677    86,884    22,962     5,266    27,953       153     3,228       958         6       336       681 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:   -3,469    -8,864    -2,610     1,261    -2,910      -126     1,413        79         5       -11       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      69.3      18.3       4.2      22.3       0.1       2.6       0.8       0.0       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        29         6         .         8         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   523,436                :
: Positions                                                                                                    :
:  369,365   338,257   123,219   152,503    28,619     1,256     1,824         0         0     1,256       977 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:  -18,540   -19,496     2,684     5,567   -11,368       952      -688         0      -977    -1,264      -344 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      64.6      23.5      29.1       5.5       0.2       0.3       0.0       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         .         4         4         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    48,369                :
: Positions                                                                                                    :
:   21,248    22,892     1,669    16,643     5,992    15,746       658       614     1,004       176       200 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:      738       150       -28       228      -136      -208        -2         0       -16        30       -28 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      47.3       3.5      34.4      12.4      32.6       1.4       1.3       2.1       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        22         .         6         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    14,639                :
: Positions                                                                                                    :
:   10,191     9,872     1,893       756     1,382         0       620       100         0       805         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:       90       -20       -28         0       -20         0         0         0         0        70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      67.4      12.9       5.2       9.4       0.0       4.2       0.7       0.0       5.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    10,612                :
: Positions                                                                                                    :
:    6,678     5,838       128     2,095       511         0       736        30       630       138        46 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:     -366      -124         0         0         0         0         0         0         2         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      55.0       1.2      19.7       4.8       0.0       6.9       0.3       5.9       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    28,881                :
: Positions                                                                                                    :
:   19,617    11,186     1,474     9,539     3,942       150     2,200         0       344        20       742 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:       15        68        44       212        76         0         0         0       192         0       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      38.7       5.1      33.0      13.6       0.5       7.6       0.0       1.2       0.1       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         .         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    11,471                :
: Positions                                                                                                    :
:    8,465     8,033       868     1,403       660         8         0       352         0       383         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        8         0         0         0         0         0         0         0         0         8         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      70.0       7.6      12.2       5.8       0.1       0.0       3.1       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    11,808                :
: Positions                                                                                                    :
:    6,114     7,626     1,616     1,346     1,414         0       588        48       340         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:       46       386        40      -300       164         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      64.6      13.7      11.4      12.0       0.0       5.0       0.4       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    45,931                :
: Positions                                                                                                    :
:   43,444    32,643     2,083    12,990         0         0         0         0         0       298         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:       64        64         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      71.1       4.5      28.3       0.0       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   697,209                :
: Positions                                                                                                    :
:  638,911   459,956    40,682   227,011     5,472         0         0         0     7,374         0     4,770 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:    1,200       792      -408         0       408         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      66.0       5.8      32.6       0.8       0.0       0.0       0.0       1.1       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    53,498                :
: Positions                                                                                                    :
:   28,840    37,144    22,118    13,814     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      69.4      41.3      25.8       4.7       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 June 14, 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   958,512                :
: Positions                                                                                                    :
:  523,813   658,480   387,739   253,072    46,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:  -12,010   -12,010         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      68.7      40.5      26.4       4.9       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 June 14, 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   168,188                :
: Positions                                                                                                    :
:   93,067   133,045    69,819    29,862     2,814         0         0         0         0       213     2,254 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:      236       470         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      79.1      41.5      17.8       1.7       0.0       0.0       0.0       0.0       0.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       16        24         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 2,894,202                :
: Positions                                                                                                    :
:1,607,257 2,291,293 1,232,544   504,987    36,443         0         0         0         0    43,521    17,958 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:   22,751    15,146     4,320         0         0         0         0         0         0    11,925         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      79.2      42.6      17.4       1.3       0.0       0.0       0.0       0.0       1.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       12        18         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    47,479                :
: Positions                                                                                                    :
:   32,453    38,834     6,447     2,333     3,997     1,275       820         0     2,960     1,148       347 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      81.8      13.6       4.9       8.4       2.7       1.7       0.0       6.2       2.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        16         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,146,037                :
: Positions                                                                                                    :
:  939,735   891,891    76,388   119,248   100,509         0         0         0    27,565    32,549     1,840 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0    11,925         0   -23,320    23,320         0         0         0   -19,155    -7,760     1,840 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      77.8       6.7      10.4       8.8       0.0       0.0       0.0       2.4       2.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        15         4         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    53,734                :
: Positions                                                                                                    :
:   44,706    37,941     2,530     9,127     6,113         0         0         0       215         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      70.6       4.7      17.0      11.4       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    36,793                :
: Positions                                                                                                    :
:   15,421    29,673    19,549     2,550       596       630         0         0         0     3,461       364 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      80.6      53.1       6.9       1.6       1.7       0.0       0.0       0.0       9.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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    20,315                :
: Positions                                                                                                    :
:   14,039    12,523     3,531     5,116     1,831         0       526         0       510         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      61.6      17.4      25.2       9.0       0.0       2.6       0.0       2.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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 1,024,395                :
: Positions                                                                                                    :
:  882,602   671,154         0   225,747   107,153    23,400    13,765         0     4,664         0     6,576 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      65.5       0.0      22.0      10.5       2.3       1.3       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         0         5         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   678,594                :
: Positions                                                                                                    :
:  325,467   524,314   246,471   125,233     4,656    47,040         0         0    30,569         0    24,391 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:        0     1,536         0    -1,536         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      77.3      36.3      18.5       0.7       6.9       0.0       0.0       4.5       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         5         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 14, 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   180,533                :
: Positions                                                                                                    :
:  153,611   137,824    25,418    41,205     1,504         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 7, 2011                                                                               :
:   23,520         0         0    23,520         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      76.3      14.1      22.8       0.8       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 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated Jun 17, 2011