```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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     8,210                :
: Positions                                                                                                    :
:    6,870     5,813       135     1,396       339         0        90         0       390         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      70.8       1.6      17.0       4.1       0.0       1.1       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        13         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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   189,966                :
: Positions                                                                                                    :
:   96,688   100,203     6,336     7,770    60,799     4,438     1,359    16,773       128       122       610 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:      -45       901       298      -544       150      -220      -265       561        -4         5        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      52.7       3.3       4.1      32.0       2.3       0.7       8.8       0.1       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        22         4         4         8         .         .         5         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    17,910                :
: Positions                                                                                                    :
:   11,420    12,182     2,764     1,776     2,057        94       405        56         0       294        38 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        7        10       -37       -45        27         1       -17        -1         0        12         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      68.0      15.4       9.9      11.5       0.5       2.3       0.3       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        12         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    31,167                :
: Positions                                                                                                    :
:   21,503    11,797     1,638    10,264     4,470         0     2,240         0       158     1,102       220 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:     -464    -1,290         0       804       -14         0         0         0        10        32         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      37.9       5.3      32.9      14.3       0.0       7.2       0.0       0.5       3.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         .         5         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    11,377                :
: Positions                                                                                                    :
:    8,295     7,636       972     1,881       510       100         0        40         0       476         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:       12         0         0         0         0         0         0         0         0        12         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      67.1       8.5      16.5       4.5       0.9       0.0       0.4       0.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         7         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    36,027                :
: Positions                                                                                                    :
:   24,312    22,097     1,958     3,417     7,868         0     1,346       497         0         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:      277        57        18       190        26         0        31        -6         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      61.3       5.4       9.5      21.8       0.0       3.7       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        15         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    50,800                :
: Positions                                                                                                    :
:   48,018    38,024     2,293    12,160         0         0         0         0         0       468         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      74.9       4.5      23.9       0.0       0.0       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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   728,597                :
: Positions                                                                                                    :
:  679,405   488,800    43,768   220,549     5,424         0         0         0         0    13,824         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      67.1       6.0      30.3       0.7       0.0       0.0       0.0       0.0       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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 PEPCO PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A50                                                    Open Interest is    28,631                :
: Positions                                                                                                    :
:   25,023    23,817     3,267     4,814         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      83.2      11.4      16.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         6         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    62,760                :
: Positions                                                                                                    :
:   31,084    41,494    28,730    18,320     2,946         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:      215    -8,765         0     8,980         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.5      66.1      45.8      29.2       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        11         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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 1,091,020                :
: Positions                                                                                                    :
:  519,677   738,499   515,270   296,448    56,073         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0  -163,980         0   163,980         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      67.7      47.2      27.2       5.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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   196,419                :
: Positions                                                                                                    :
:  107,764   151,608    85,760    41,906     2,695         0         0         0         0        10       200 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:   -8,719       215     8,934         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      77.2      43.7      21.3       1.4       0.0       0.0       0.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       17        21         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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 3,436,947                :
: Positions                                                                                                    :
:1,947,754 2,684,442 1,439,411   703,779    48,726         0         0         0     1,056         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
: -144,130         0   144,130         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      78.1      41.9      20.5       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       15        21         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    61,871                :
: Positions                                                                                                    :
:   39,203    55,194    13,196     1,125     3,310     2,475       190         0     3,555     1,410       132 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:      644       708        64         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      89.2      21.3       1.8       5.3       4.0       0.3       0.0       5.7       2.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        16         5         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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 1,174,894                :
: Positions                                                                                                    :
:  948,919   941,557    94,114    39,549   102,456         0     1,760         0    24,125    84,292     5,280 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:    4,875   -23,997   -24,371     4,501    14,414         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      80.1       8.0       3.4       8.7       0.0       0.1       0.0       2.1       7.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         4         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    50,762                :
: Positions                                                                                                    :
:   37,972    31,866     2,955     9,881     8,474     1,020         0       255         0       243         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      62.8       5.8      19.5      16.7       2.0       0.0       0.5       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         4         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    28,984                :
: Positions                                                                                                    :
:   20,001    22,438     7,539     2,650       936         0         0         0         0     2,536       190 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      77.4      26.0       9.1       3.2       0.0       0.0       0.0       0.0       8.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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    35,327                :
: Positions                                                                                                    :
:   25,962    27,435     5,430     4,765     2,722         0        86         0       510         0         0 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:      141       141        -0         0        -7         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      77.7      15.4      13.5       7.7       0.0       0.2       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         4         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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   974,536                :
: Positions                                                                                                    :
:  802,221   577,517     1,104   190,221   167,211         0    21,360         0         0    14,227     4,000 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      59.3       0.1      19.5      17.2       0.0       2.2       0.0       0.0       1.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         4         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 22, 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   576,368                :
: Positions                                                                                                    :
:  298,768   523,211   218,064    39,312         0         0         0         0    45,691         0    13,845 :
:                                                                                                              :
: Changes from:     February 15, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      90.8      37.8       6.8       0.0       0.0       0.0       0.0       7.9       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated February 25, 2011