```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   184,126                :
: Positions                                                                                                    :
:   80,525    78,532     2,232    18,806    65,512    15,743     2,271    17,671        44        93       492 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -8,382    -8,014      -111      -956    -2,903    -1,540      -665    -1,166        -8      -437    -1,740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      42.7       1.2      10.2      35.6       8.6       1.2       9.6       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        24         4         6         9         .         5         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    24,026                :
: Positions                                                                                                    :
:   13,105    12,563     2,287     2,500     5,416       441       120     1,518         0       740         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -379      -238      -240        26       245       158         0        40         0      -152         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      52.3       9.5      10.4      22.5       1.8       0.5       6.3       0.0       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        15         .         4         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is    10,294                :
: Positions                                                                                                    :
:    6,573     5,929         0     1,825       582         0       720        30       566       132        44 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -138      -176       -54       -62       -54         0         0         0       -35       -14         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      57.6       0.0      17.7       5.7       0.0       7.0       0.3       5.5       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         0         4         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    28,255                :
: Positions                                                                                                    :
:   17,808    10,674     1,666     8,945     3,506     1,200     3,060         0       870         0       490 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -855      -420       118      -257      -270         0       -30         0       130         0      -102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      37.8       5.9      31.7      12.4       4.2      10.8       0.0       3.1       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         4         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    10,784                :
: Positions                                                                                                    :
:    7,609     5,891       846     2,435     1,270         0         0         0       120        20       198 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:       -3       -99      -154       -69       -10         0         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      54.6       7.8      22.6      11.8       0.0       0.0       0.0       1.1       0.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    11,253                :
: Positions                                                                                                    :
:    8,341     7,332       776     1,309       668         0       492       340         0       226         8 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -421      -470       -32       -49       -18         0        10       -10         0       -22         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      65.2       6.9      11.6       5.9       0.0       4.4       3.0       0.0       2.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    19,844                :
: Positions                                                                                                    :
:   11,696    12,855     1,168     1,218     4,028         0       537       377       330         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,674    -1,749       -94       -67      -714         0        13       -51         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      64.8       5.9       6.1      20.3       0.0       2.7       1.9       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    45,365                :
: Positions                                                                                                    :
:   42,935    32,906     2,068    11,806         0         0         0         0         0       398         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,599    -1,754        29      -120         0         0         0         0         0        29         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      72.5       4.6      26.0       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 August 2, 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   632,567                :
: Positions                                                                                                    :
:  588,781   414,844    38,715   207,602     5,071         0         0         0         0     5,050         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -32,240   -22,344      -424   -10,600      -424         0         0         0         0       280         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      65.6       6.1      32.8       0.8       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    46,749                :
: Positions                                                                                                    :
:   26,123    32,243    18,086    11,966     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,520    -2,560    -1,920      -880         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      69.0      38.7      25.6       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   848,762                :
: Positions                                                                                                    :
:  486,927   583,578   314,875   218,224    46,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -29,680   -50,032   -39,008   -18,656         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      68.8      37.1      25.7       5.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         9         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   148,437                :
: Positions                                                                                                    :
:   80,542   119,622    62,543    25,425     2,328         0         0         0     1,516         0     1,039 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -5,920    -7,100    -3,360    -1,885      -420         0         0         0       315         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      80.6      42.1      17.1       1.6       0.0       0.0       0.0       1.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        20         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 2,563,812                :
: Positions                                                                                                    :
:1,413,204 2,055,038 1,100,128   431,525    32,522         0         0         0         0    26,769    17,958 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
: -125,080  -141,616   -69,112   -43,248    -5,936         0         0         0         0    -9,328         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      80.2      42.9      16.8       1.3       0.0       0.0       0.0       0.0       1.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       14        19         .         5         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    45,855                :
: Positions                                                                                                    :
:   30,623    38,857     8,817     2,480     1,810     1,275       820         0     2,357       938       950 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -2,000    -2,360      -640        40      -100         0         0         0       240      -100      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      84.7      19.2       5.4       3.9       2.8       1.8       0.0       5.1       2.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        16         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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 1,360,783                :
: Positions                                                                                                    :
:  908,196   990,149    50,621   217,057   103,052    23,520    23,520         0   262,234    13,845    13,160 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -60,632   -62,752    -6,215    -2,823    -4,385         0         0         0    -1,696    -2,968         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      72.8       3.7      16.0       7.6       1.7       1.7       0.0      19.3       1.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        14         .         4         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    48,964                :
: Positions                                                                                                    :
:   42,895    33,821     2,320    11,096     3,514         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,920    -2,480      -100       440      -740         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      69.1       4.7      22.7       7.2       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A61                                                    Open Interest is    14,014                :
: Positions                                                                                                    :
:   10,944    10,488     1,275     1,530         0         0       815       460       650        36       685 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -480      -540         0         0         0         0         0         0       -24        36       -36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      74.8       9.1      10.9       0.0       0.0       5.8       3.3       4.6       0.3       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         .         .         0         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    38,065                :
: Positions                                                                                                    :
:   16,693    30,281    19,349     2,550       842       170         0       460         0     3,465       360 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,480    -1,220       311         0      -311         0         0         0         0        51       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      79.6      50.8       6.7       2.2       0.4       0.0       1.2       0.0       9.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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    23,542                :
: Positions                                                                                                    :
:   15,105    15,645     4,074     3,796     2,962         0       460       212       556         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -4,637    -5,083       -62       -90      -363         0       328       212       -20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      66.5      17.3      16.1      12.6       0.0       2.0       0.9       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A71                                                    Open Interest is   368,864                :
: Positions                                                                                                    :
:  235,576   277,386    61,023    19,213    72,265         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -22,048    -8,480    11,448    -2,120   -14,840         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      75.2      16.5       5.2      19.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   938,418                :
: Positions                                                                                                    :
:  808,345   604,481         0   236,624    87,508    23,400     9,805         0    19,165         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -39,856   -48,760         0    11,024   -16,112         0    -2,120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      64.4       0.0      25.2       9.3       2.5       1.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        18         0         5         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 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   761,018                :
: Positions                                                                                                    :
:  285,491   625,162   301,047    76,849    49,080    47,040         0         0    68,433         0     9,927 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -54,808   -21,200    31,912      -848    -1,272         0         0         0       848         0      -848 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      82.1      39.6      10.1       6.4       6.2       0.0       0.0       9.0       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   163,605                :
: Positions                                                                                                    :
:  139,539   127,176    23,298    35,661       768         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -11,024   -10,176    -2,120    -2,968         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      77.7      14.2      21.8       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 2, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)             :
CFTC Code #064A88                                                    Open Interest is   333,392                :
: Positions                                                                                                    :
:  331,136   303,896         0    29,496         0         0         0         0     2,256         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -30,104   -28,408         0    -4,240         0         0         0         0    -2,544         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.3      91.2       0.0       8.8       0.0       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        11         0         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated August 5, 2011