```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,535                :
: Positions                                                                                                    :
:    4,560     5,145         0     1,100        25       480         0       225     1,259       310       408 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:     -110      -105         0         0         0         0         0         0        10        40       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      68.3       0.0      14.6       0.3       6.4       0.0       3.0      16.7       4.1       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         0         .         .         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    31,415                :
: Positions                                                                                                    :
:    9,750     8,320     1,140     1,427     2,683       345     4,514     2,360     9,520     6,464     5,397 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0       -60         0         0         0         0       120       -15       120         0      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.0      26.5       3.6       4.5       8.5       1.1      14.4       7.5      30.3      20.6      17.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        9        10         .         .         .         .         .         4        11        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    12,800                :
: Positions                                                                                                    :
:    2,790     4,360       465       705       315       985       305     1,435     4,515     3,155     1,900 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0      -195       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.8      34.1       3.6       5.5       2.5       7.7       2.4      11.2      35.3      24.6      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        5         8         .         .         .         .         .         .         5        10        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                    :
CFTC Code #064363                                                    Open Interest is   167,105                :
: Positions                                                                                                    :
:   84,407   120,119    20,080     9,957    16,288    15,503     1,058    12,309    11,630       676     6,314 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      936       310    -1,327       405        47       696        28      -454       818        67      -373 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      71.9      12.0       6.0       9.7       9.3       0.6       7.4       7.0       0.4       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       46        37         4         7         9         6         .         5        12         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                     :
CFTC Code #064391                                                    Open Interest is    62,187                :
: Positions                                                                                                    :
:   44,765    52,343    11,352     2,921     4,376         0       935     1,184       308        50       178 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       16       255       -73      -129        26         0       -73      -104         0      -102       102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      84.2      18.3       4.7       7.0       0.0       1.5       1.9       0.5       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        23         .         .         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                  :
CFTC Code #064392                                                    Open Interest is   564,875                :
: Positions                                                                                                    :
:  472,692   424,603    46,388    85,417    37,301         0    13,659     1,936     3,918     1,383       576 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -3,839     8,085     8,132        39    -7,174         0      -576         0     1,518       327      -864 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      75.2       8.2      15.1       6.6       0.0       2.4       0.3       0.7       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        24         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                      :
CFTC Code #064394                                                    Open Interest is 1,674,564                :
: Positions                                                                                                    :
:1,093,674 1,326,223   145,147   150,294    96,450   219,421    49,156    18,864    81,006    13,575    20,002 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    8,999     7,400    -9,352    -4,720     1,927         0       448         0     8,960     5,479    -1,960 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      79.2       8.7       9.0       5.8      13.1       2.9       1.1       4.8       0.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       35        39         5         4         4         .         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                    :
CFTC Code #064395                                                    Open Interest is    65,619                :
: Positions                                                                                                    :
:   45,958    50,032     5,812     2,014     9,891       544         0     3,220        90       334       104 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       45      -422      -107       -24       233      -360         0       153       -50         0        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      76.2       8.9       3.1      15.1       0.8       0.0       4.9       0.1       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       29        25         4         4         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                       :
CFTC Code #064396                                                    Open Interest is   427,239                :
: Positions                                                                                                    :
:  262,010   357,354   142,709    61,401     5,920    11,707         0     1,933     2,329         0       631 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    5,448       657    -4,791         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      83.6      33.4      14.4       1.4       2.7       0.0       0.5       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    55,451                :
: Positions                                                                                                    :
:   47,154    18,811       508    30,456     1,319     1,280     1,762     1,684     2,040       145       140 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -2,077    -3,852         8     1,540      -516      -579     1,762    -1,714        42      -674         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      33.9       0.9      54.9       2.4       2.3       3.2       3.0       3.7       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        21         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS 0F 400 MEGAWATT HOURS)                      :
CFTC Code #06465A                                                    Open Interest is     6,140                :
: Positions                                                                                                    :
:    4,450     4,921     1,141       564        64         0         0         0        84         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      80.1      18.6       9.2       1.0       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    13,890                :
: Positions                                                                                                    :
:    7,475     9,212       843       610     1,682     1,250         0     1,456         0       294       120 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      200        60      -230       -80       156         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      66.3       6.1       4.4      12.1       9.0       0.0      10.5       0.0       2.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                :
CFTC Code #06465K                                                    Open Interest is    11,622                :
: Positions                                                                                                    :
:    5,992     8,721     1,674         0       936       466       480       374     1,292         0       400 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:     -367      -671        60         0      -158       -30        40       -40       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      75.0      14.4       0.0       8.1       4.0       4.1       3.2      11.1       0.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    18,588                :
: Positions                                                                                                    :
:   12,041    13,172     1,338       604     2,404        66     1,080       580       512         0        18 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0       -48       -48        48         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      70.9       7.2       3.2      12.9       0.4       5.8       3.1       2.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        19         4         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                    :
CFTC Code #06465N                                                    Open Interest is     7,882                :
: Positions                                                                                                    :
:    3,894     4,428       371       729       656       938         0       192         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      56.2       4.7       9.2       8.3      11.9       0.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    10,865                :
: Positions                                                                                                    :
:    4,272     5,031     1,240        86     1,518         0     1,506       124       490         0     1,516 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       16        12         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      46.3      11.4       0.8      14.0       0.0      13.9       1.1       4.5       0.0      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        13         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    10,745                :
: Positions                                                                                                    :
:    6,228     5,319     1,491     1,355       773         0     1,280       770         0       736        20 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       11        11         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      49.5      13.9      12.6       7.2       0.0      11.9       7.2       0.0       6.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    55,775                :
: Positions                                                                                                    :
:   50,351    46,997     3,323     6,677     2,101         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      462       462         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      84.3       6.0      12.0       3.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        16         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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   856,918                :
: Positions                                                                                                    :
:  776,728   719,990    43,526   100,264    36,664         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    5,096     5,096         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      84.0       5.1      11.7       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                    :
CFTC Code #064A39                                                    Open Interest is   456,710                :
: Positions                                                                                                    :
:  334,145    74,299    72,371     4,664     5,538         0         0         0    44,656   372,209         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    3,528     6,504         0         0         0         0         0         0     2,976         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      16.3      15.8       1.0       1.2       0.0       0.0       0.0       9.8      81.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    67,788                :
: Positions                                                                                                    :
:   40,797    66,464    25,256       522       675         0         0         0       805         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       66        66         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      98.0      37.3       0.8       1.0       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        24         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is   901,206                :
: Positions                                                                                                    :
:  639,249   865,463   228,630     3,264    32,479         0         0         0       848         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      96.0      25.4       0.4       3.6       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        21         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    55,647                :
: Positions                                                                                                    :
:   35,289    37,432     8,027    11,288     4,286     4,895         0     2,260       635       381         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      447        66         0         0         0         0         0         0         0       381         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      67.3      14.4      20.3       7.7       8.8       0.0       4.1       1.1       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        15         4         .         5         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 1,114,702                :
: Positions                                                                                                    :
:  938,819   613,790    47,829   307,910    86,837         0    97,840         0    32,892         0     8,325 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:   -1,568    -1,568         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      55.1       4.3      27.6       7.8       0.0       8.8       0.0       3.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        20         .         4         5         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    39,255                :
: Positions                                                                                                    :
:   28,465    31,015     9,770     3,465     1,000         0     2,182         0         0     1,338         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:       63         0         0         0         0         0         0         0         0        63         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      79.0      24.9       8.8       2.5       0.0       5.6       0.0       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    36,220                :
: Positions                                                                                                    :
:   24,532    28,957    10,920     1,495       568       200     5,200         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:      330       330         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      79.9      30.1       4.1       1.6       0.6      14.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        19         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    23,957                :
: Positions                                                                                                    :
:   12,787    14,885       500     3,827     1,940     1,355         0     1,495     4,070         0     1,810 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      62.1       2.1      16.0       8.1       5.7       0.0       6.2      17.0       0.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is     8,824                :
: Positions                                                                                                    :
:    8,211     6,358       168     1,042         0       126         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      72.1       1.9      11.8       0.0       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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    23,243                :
: Positions                                                                                                    :
:   17,822    15,106     2,733     3,386     1,565         0       526         0        60     2,640         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      65.0      11.8      14.6       6.7       0.0       2.3       0.0       0.3      11.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        10         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    12,820                :
: Positions                                                                                                    :
:    9,925     9,678     2,048     2,423       510         0         0         0         0        60         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      75.5      16.0      18.9       4.0       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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   606,899                :
: Positions                                                                                                    :
:  425,248   474,104   145,955    76,136    12,296         0        80    23,400         0    20,883         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      78.1      24.0      12.5       2.0       0.0       0.0       3.9       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        10         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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   877,626                :
: Positions                                                                                                    :
:  644,226   607,954   177,536    98,688    51,624     4,240   119,360         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    5,096     5,096         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      69.3      20.2      11.2       5.9       0.5      13.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        18         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is   507,199                :
: Positions                                                                                                    :
:  183,124   354,751   100,536         0    88,816    76,893         0     1,272       424     6,226    56,134 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:    1,568     1,568         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.1      69.9      19.8       0.0      17.5      15.2       0.0       0.3       0.1       1.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         5         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2012          
:                                             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 G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   237,016                :
: Positions                                                                                                    :
:  176,616   140,321    51,920    80,424     8,480         0         0         0         0     7,791         0 :
:                                                                                                              :
: Changes from:     December 24, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      59.2      21.9      33.9       3.6       0.0       0.0       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 4, 2013