```
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,505                :
: Positions                                                                                                    :
:    5,705     5,495       390       735       615         0       105         0       330         0         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:     -300       245       225       -70       -35         0       -15         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      73.2       5.2       9.8       8.2       0.0       1.4       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    46,902                :
: Positions                                                                                                    :
:   19,731    26,094     3,144    10,387     7,334    13,002       800     1,090       638       208        65 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:      456      -208      -420       616       -62       -40        40        90       240      -414        23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      55.6       6.7      22.1      15.6      27.7       1.7       2.3       1.4       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        18         5         4         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    14,933                :
: Positions                                                                                                    :
:    9,846    10,125     2,267       832     1,348        94       620       188         0       548        28 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        8         0         0         0         0         0         0         0         0         8         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      67.8      15.2       5.6       9.0       0.6       4.2       1.3       0.0       3.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         4         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    29,563                :
: Positions                                                                                                    :
:   20,368    11,388     1,496     9,565     4,422         0     2,120         0        58       428       492 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:      178        50         0       360         0         0         0         0         0      -266       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      38.5       5.1      32.4      15.0       0.0       7.2       0.0       0.2       1.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         4         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    10,959                :
: Positions                                                                                                    :
:    7,873     7,484       892     1,733       524       340         0        40         0       374         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:      -12         0         0         0         0         0         0         0         0       -46         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      68.3       8.1      15.8       4.8       3.1       0.0       0.4       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         8         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    11,575                :
: Positions                                                                                                    :
:    6,805     6,457     1,534     2,486     1,078         4       680        76         0         0         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:       10       332         0      -360       128         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      55.8      13.3      21.5       9.3       0.0       5.9       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    48,146                :
: Positions                                                                                                    :
:   45,533    34,104     2,167    13,536         0         0         0         0         0       382         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:       64        64         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      70.8       4.5      28.1       0.0       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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   739,701                :
: Positions                                                                                                    :
:  654,331   484,247    43,041   244,435     4,697         0         0         0    31,310         0     6,322 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:      776       776         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      65.5       5.8      33.0       0.6       0.0       0.0       0.0       4.2       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    54,931                :
: Positions                                                                                                    :
:   27,211    36,077    26,418    17,342     1,302         0         0         0         0       210         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:   -2,130    -2,130         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      65.7      48.1      31.6       2.4       0.0       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        12         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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   964,442                :
: Positions                                                                                                    :
:  459,983   632,962   476,739   303,760    27,720         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:  -46,880   -46,880         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.7      65.6      49.4      31.5       2.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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   179,222                :
: Positions                                                                                                    :
:   97,981   140,585    77,981    36,319     2,108         0         0         0       942         0       210 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:      210       210         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      78.4      43.5      20.3       1.2       0.0       0.0       0.0       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        22         .         6         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 3,140,125                :
: Positions                                                                                                    :
:1,749,890 2,486,287 1,341,658   614,637    39,201         0         0         0     9,376         0         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      79.2      42.7      19.6       1.2       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       15        20         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    52,558                :
: Positions                                                                                                    :
:   35,705    45,076     7,896     1,340     4,270     1,275       190         0     3,280     1,295       132 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      85.8      15.0       2.5       8.1       2.4       0.4       0.0       6.2       2.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        16         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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 1,083,299                :
: Positions                                                                                                    :
:  901,410   872,721    84,636    86,720    73,853         0         0         0    23,400    50,005         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:   23,440    19,360    13,765         0         0         0         0         0    -6,005    11,840         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      80.6       7.8       8.0       6.8       0.0       0.0       0.0       2.2       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        18         4         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    47,387                :
: Positions                                                                                                    :
:   37,388    30,199     2,740     9,524     7,111         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0       110         0         0         0         0         0         0       105        -5      -105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      63.7       5.8      20.1      15.0       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    38,804                :
: Positions                                                                                                    :
:   17,194    31,390    20,401     2,550       764         0         0         0         0     3,739       170 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.3      80.9      52.6       6.6       2.0       0.0       0.0       0.0       0.0       9.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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    19,435                :
: Positions                                                                                                    :
:   12,558    12,203     3,644     4,681     1,831         0        86         0       510       315         0 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0       510         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      62.8      18.7      24.1       9.4       0.0       0.4       0.0       2.6       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         9         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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   944,181                :
: Positions                                                                                                    :
:  779,146   567,398         0   210,927   139,235    23,400    17,725         0         0     6,496     2,400 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0    -2,776         0         0         0         0         0         0         0     2,776    -1,600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      60.1       0.0      22.3      14.7       2.5       1.9       0.0       0.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        16         0         5         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 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   745,605                :
: Positions                                                                                                    :
:  386,934   569,151   252,015   120,303     4,656    47,040         0         0     3,465         0    51,495 :
:                                                                                                              :
: Changes from:     April 5, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      76.3      33.8      16.1       0.6       6.3       0.0       0.0       0.5       0.0       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated April 15, 2011