```
PJM WH REAL TIME PEAK OTC - ICE OTC                                                                                                              Code-064363
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   176,916:    90,087    116,497     12,452     19,453     16,600     25,249      1,720     18,693      9,817        489      3,058:      960       406
Old  :   176,916:    90,087    116,497     12,452     19,453     16,600     25,249      1,720     18,693      9,817        489      3,058:      960       406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       144:     1,344       -484      1,454         32        -99     -3,941         48        517        700         40       -234:      403       324
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.9       65.8        7.0       11.0        9.4       14.3        1.0       10.6        5.5        0.3        1.7:      0.5       0.2
Old  :     100.0:      50.9       65.8        7.0       11.0        9.4       14.3        1.0       10.6        5.5        0.3        1.7:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        78:        43         40          5          9          9          5          4          7          8          .          6:
Old  :        78:        43         40          5          9          9          5          4          7          8          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       42.1       50.0       64.4       22.6       38.6       34.7       48.4
Old  :                 31.0       42.1       50.0       64.4       22.6       38.6       34.7       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                                                                                               Code-064391
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    76,013:    59,692     53,726      3,779     10,530      9,890        960        175        346         97        121      1,225:       24         0
Old  :    76,013:    59,692     53,726      3,779     10,530      9,890        960        175        346         97        121      1,225:       24         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :      -427:     2,268       -983       -593      3,636     -3,430        810         24        -26         43       -125        477:       24         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       70.7        5.0       13.9       13.0        1.3        0.2        0.5        0.1        0.2        1.6:      0.0       0.0
Old  :     100.0:      78.5       70.7        5.0       13.9       13.0        1.3        0.2        0.5        0.1        0.2        1.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        26         26          .          4          5          .          .          .          .          .          .:
Old  :        42:        26         26          .          4          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       49.4       70.0       66.5       36.6       37.2       52.3       49.0
Old  :                 44.5       49.4       70.0       66.5       36.6       37.2       52.3       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                                                                                                           Code-064392
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   740,035:   632,892    513,545          0    124,139     90,841      4,568          0      3,784      2,176      1,952      5,774:        0         0
Old  :   740,035:   632,892    513,545          0    124,139     90,841      4,568          0      3,784      2,176      1,952      5,774:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :    18,872:    14,688      1,912     -3,997      8,149      4,603        656          0          0         28      1,314      2,894:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       69.4        0.0       16.8       12.3        0.6        0.0        0.5        0.3        0.3        0.8:      0.0       0.0
Old  :     100.0:      85.5       69.4        0.0       16.8       12.3        0.6        0.0        0.5        0.3        0.3        0.8:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        24         24          0          5          5          .          0          .          .          .          .:
Old  :        36:        24         24          0          5          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       56.0       74.7       72.1       32.9       35.2       42.3       41.3
Old  :                 50.0       56.0       74.7       72.1       32.9       35.2       42.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                                                                                                          Code-064394
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,599,481: 1,036,884  1,233,255    240,993     69,341    163,017     53,994     15,909     89,231      4,892     18,670      9,274:    1,196       784
Old  : 1,599,481: 1,036,884  1,233,255    240,993     69,341    163,017     53,994     15,909     89,231      4,892     18,670      9,274:    1,196       784
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :    19,057:    31,531     10,090      4,233      1,560      4,295     -9,365     15,909    -12,029        384       -384     -1,168:    1,176       784
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       77.1       15.1        4.3       10.2        3.4        1.0        5.6        0.3        1.2        0.6:      0.1       0.0
Old  :     100.0:      64.8       77.1       15.1        4.3       10.2        3.4        1.0        5.6        0.3        1.2        0.6:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        34         33          5          4          6          4          .          .          .          .          .:
Old  :        60:        34         33          5          4          6          4          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       44.5       51.4       63.2       22.4       40.4       37.0       48.2
Old  :                 34.0       44.5       51.4       63.2       22.4       40.4       37.0       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                                                                                                         Code-064395
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :   101,829:    67,817     78,310     17,237      8,249     13,578        751          4        972        809          0        639:       26        77
Old  :   101,829:    67,817     78,310     17,237      8,249     13,578        751          4        972        809          0        639:       26        77
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :    -5,045:    -8,302     -1,248      5,397       -947     -2,389       -150       -556         50        328          0         -5:       26        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       76.9       16.9        8.1       13.3        0.7        0.0        1.0        0.8        0.0        0.6:      0.0       0.1
Old  :     100.0:      66.6       76.9       16.9        8.1       13.3        0.7        0.0        1.0        0.8        0.0        0.6:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        27         26          5          4          5          .          .          .          .          0          .:
Old  :        44:        27         26          5          4          5          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       39.8       67.4       60.5       39.1       30.1       48.2       41.0
Old  :                 49.4       39.8       67.4       60.5       39.1       30.1       48.2       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                                                                                                           Code-064396
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   625,811:   472,053    462,922    103,052    116,074     40,811      1,608      4,760          0      7,043          0      1,244:        0         0
Old  :   625,811:   472,053    462,922    103,052    116,074     40,811      1,608      4,760          0      7,043          0      1,244:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :   -32,688:   -25,571     -3,760     19,043     -5,488    -28,200      1,280      4,760          0        760          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       74.0       16.5       18.5        6.5        0.3        0.8        0.0        1.1        0.0        0.2:      0.0       0.0
Old  :     100.0:      75.4       74.0       16.5       18.5        6.5        0.3        0.8        0.0        1.1        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         20          .          .          .          .          .          0          .          0          .:
Old  :        36:        21         20          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       53.7       79.0       78.5       43.8       45.8       62.2       64.8
Old  :                 53.9       53.7       79.0       78.5       43.8       45.8       62.2       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    73,416:    39,727     35,321        858     25,525      6,973     21,490          0      1,848          0      2,218        355:    2,165     1,176
Old  :    73,416:    39,727     35,321        858     25,525      6,973     21,490          0      1,848          0      2,218        355:    2,165     1,176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       358:       322        -76          0        698       -348        384          0          0        -16         58         16:        0        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       48.1        1.2       34.8        9.5       29.3        0.0        2.5        0.0        3.0        0.5:      2.9       1.6
Old  :     100.0:      54.1       48.1        1.2       34.8        9.5       29.3        0.0        2.5        0.0        3.0        0.5:      2.9       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         20          .          6          7          .          0          .          0          .          .:
Old  :        37:        21         20          .          6          7          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       57.6       71.3       79.4       44.4       43.6       56.3       61.0
Old  :                 50.7       57.6       71.3       79.4       44.4       43.6       56.3       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06465H
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    15,975:    10,504     11,348      1,090         66      1,577          0        810      1,244          0        200        244:    1,316       486
Old  :    15,975:    10,504     11,348      1,090         66      1,577          0        810      1,244          0        200        244:    1,316       486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :        48:        48         48          0          0          0          0         10          0          0        -10          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       71.0        6.8        0.4        9.9        0.0        5.1        7.8        0.0        1.3        1.5:      8.2       3.0
Old  :     100.0:      65.8       71.0        6.8        0.4        9.9        0.0        5.1        7.8        0.0        1.3        1.5:      8.2       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         16          .          .          4          0          .          .          0          .          .:
Old  :        26:        15         16          .          .          4          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       44.5       70.7       64.7       48.3       37.7       55.5       53.3
Old  :                 50.2       44.5       70.7       64.7       48.3       37.7       55.5       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06465I
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     9,491:     6,759      4,840          0      2,352        136          4        680        356        396          0          8:    1,832     1,119
Old  :     9,491:     6,759      4,840          0      2,352        136          4        680        356        396          0          8:    1,832     1,119
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       230:       206          0          0         38          0          0          0          0          0          0          0:       24       192
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       51.0        0.0       24.8        1.4        0.0        7.2        3.8        4.2        0.0        0.1:     19.3      11.8
Old  :     100.0:      71.2       51.0        0.0       24.8        1.4        0.0        7.2        3.8        4.2        0.0        0.1:     19.3      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        14         10          0          .          .          .          .          .          .          0          .:
Old  :        20:        14         10          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       51.3       61.2       73.6       28.6       33.5       42.5       51.0
Old  :                 41.2       51.3       61.2       73.6       28.6       33.5       42.5       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465K
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,268:     6,056      8,836      1,344      1,228      1,330          0      1,386        172      3,712          0          0:      654       316
Old  :    13,268:     6,056      8,836      1,344      1,228      1,330          0      1,386        172      3,712          0          0:      654       316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.6       66.6       10.1        9.3       10.0        0.0       10.4        1.3       28.0        0.0        0.0:      4.9       2.4
Old  :     100.0:      45.6       66.6       10.1        9.3       10.0        0.0       10.4        1.3       28.0        0.0        0.0:      4.9       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         13          .          .          .          0          .          .          .          0          0:
Old  :        24:        10         13          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       39.6       76.7       64.7       51.7       30.4       57.8       47.0
Old  :                 57.3       39.6       76.7       64.7       51.7       30.4       57.8       47.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    28,801:    21,082     12,524      1,772      9,704      1,824        538      3,430        330      1,082          0         30:    2,143       959
Old  :    28,801:    21,082     12,524      1,772      9,704      1,824        538      3,430        330      1,082          0         30:    2,143       959
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       -82:       152       -254          0        574       -402          0          0          0         48          0          0:      120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       43.5        6.2       33.7        6.3        1.9       11.9        1.1        3.8        0.0        0.1:      7.4       3.3
Old  :     100.0:      73.2       43.5        6.2       33.7        6.3        1.9       11.9        1.1        3.8        0.0        0.1:      7.4       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         17          .          4          5          .          .          .          .          0          .:
Old  :        30:        19         17          .          4          5          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       51.7       57.8       75.2       25.5       47.0       40.9       59.3
Old  :                 36.7       51.7       57.8       75.2       25.5       47.0       40.9       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-06465N
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,189:     5,808      6,489        548        136      1,170      1,202          0        240          0          0          0:    1,221     2,154
Old  :    10,189:     5,808      6,489        548        136      1,170      1,202          0        240          0          0          0:    1,221     2,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :        24:        24          0          0          0          0          0          0          0          0          0          0:        0        24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       63.7        5.4        1.3       11.5       11.8        0.0        2.4        0.0        0.0        0.0:     12.0      21.1
Old  :     100.0:      57.0       63.7        5.4        1.3       11.5       11.8        0.0        2.4        0.0        0.0        0.0:     12.0      21.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         13          .          .          .          .          0          .          0          0          0:
Old  :        22:        16         13          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       36.2       62.8       58.2       32.0       30.5       46.0       41.0
Old  :                 41.0       36.2       62.8       58.2       32.0       30.5       46.0       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06465S
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,828:     8,996      6,274      1,014      1,662        966          0      1,882        400          0        576          0:    1,452     1,068
Old  :    12,828:     8,996      6,274      1,014      1,662        966          0      1,882        400          0        576          0:    1,452     1,068
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :        80:       110       -100          0        -30          0          0          0          0          0        160          0:      -30        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       48.9        7.9       13.0        7.5        0.0       14.7        3.1        0.0        4.5        0.0:     11.3       8.3
Old  :     100.0:      70.1       48.9        7.9       13.0        7.5        0.0       14.7        3.1        0.0        4.5        0.0:     11.3       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         11          .          .          .          0          .          .          0          .          0:
Old  :        23:        14         11          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       39.0       71.7       64.2       45.5       27.6       55.2       48.3
Old  :                 50.5       39.0       71.7       64.2       45.5       27.6       55.2       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    66,564:    61,222     55,994      2,648      7,876      2,694          0          0          0          0          0          0:        0         0
Old  :    66,564:    61,222     55,994      2,648      7,876      2,694          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       408:       408        408          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.0       84.1        4.0       11.8        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      92.0       84.1        4.0       11.8        4.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          .          .          0          0          0          0          0          0:
Old  :        26:        16         13          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.2       83.6       84.8       97.2       70.2       79.8       84.1       91.7
Old  :                 70.2       83.6       84.8       97.2       70.2       79.8       84.1       91.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,046,984:   949,024    859,323     45,296    134,997     52,664          0          0          0          0          0          0:        0         0
Old  : 1,046,984:   949,024    859,323     45,296    134,997     52,664          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :     7,848:     7,848      7,448          0        400          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.6       82.1        4.3       12.9        5.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      90.6       82.1        4.3       12.9        5.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         12          .          .          .          0          0          0          0          0          0:
Old  :        24:        14         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       84.6       91.7       94.1       72.1       80.2       87.7       87.1
Old  :                 72.8       84.6       91.7       94.1       72.1       80.2       87.7       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064A54
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    35,215:    28,700     16,513      6,515     18,702          0          0          0          0          0          0          0:        0         0
Old  :    35,215:    28,700     16,513      6,515     18,702          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       46.9       18.5       53.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.5       46.9       18.5       53.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          .          4          0          0          0          0          0          0          0:
Old  :        25:        12         11          .          4          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       85.2       85.8       95.2       54.3       82.1       77.8       86.4
Old  :                 56.7       85.2       85.8       95.2       54.3       82.1       77.8       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A55
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   634,289:   523,424    291,489    110,865    342,800          0          0          0          0          0          0          0:        0         0
Old  :   634,289:   523,424    291,489    110,865    342,800          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       46.0       17.5       54.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.5       46.0       17.5       54.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          9          .          4          0          0          0          0          0          0          0:
Old  :        23:        11          9          .          4          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       86.6       86.2       97.2       55.2       83.5       78.9       87.5
Old  :                 57.6       86.6       86.2       97.2       55.2       83.5       78.9       87.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   127,812:    69,167    117,761     57,670      9,076        975          0          0          0          0          0          0:        0         0
Old  :   127,812:    69,167    117,761     57,670      9,076        975          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :     2,755:     2,755      2,755          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       92.1       45.1        7.1        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.1       92.1       45.1        7.1        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        12         23          4          4          .          0          0          0          0          0          0:
Old  :        38:        12         23          4          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       38.8       86.8       58.5       67.2       38.8       84.2       58.5
Old  :                 67.2       38.8       86.8       58.5       67.2       38.8       84.2       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 MEGAWATT HOURS)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,825,150:   985,250  1,672,225    825,896    138,921     14,004          0          0          0          0          0          0:        0         0
Old  : 1,825,150:   985,250  1,672,225    825,896    138,921     14,004          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :    34,032:    34,032     34,032          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.0       91.6       45.3        7.6        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.0       91.6       45.3        7.6        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        10         20          4          4          .          0          0          0          0          0          0:
Old  :        35:        10         20          4          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       41.0       88.9       62.4       64.4       41.0       85.7       61.9
Old  :                 64.4       41.0       88.9       62.4       64.4       41.0       85.7       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    68,269:    44,468     43,032      5,680      8,288      5,044      3,615      3,525      7,800      1,337          0        325:        0       255
Old  :    68,269:    44,468     43,032      5,680      8,288      5,044      3,615      3,525      7,800      1,337          0        325:        0       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       63.0        8.3       12.1        7.4        5.3        5.2       11.4        2.0        0.0        0.5:      0.0       0.4
Old  :     100.0:      65.1       63.0        8.3       12.1        7.4        5.3        5.2       11.4        2.0        0.0        0.5:      0.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         14          5          .          4          .          .          .          .          0          .:
Old  :        34:        19         14          5          .          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       48.0       56.6       79.4       27.0       41.7       44.2       58.8
Old  :                 35.2       48.0       56.6       79.4       27.0       41.7       44.2       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A59
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,215,461:   960,925    515,705     48,347    422,289    118,931      1,173    127,125          0     62,760      8,086     23,325:        0         0
Old  : 1,215,461:   960,925    515,705     48,347    422,289    118,931      1,173    127,125          0     62,760      8,086     23,325:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       42.4        4.0       34.7        9.8        0.1       10.5        0.0        5.2        0.7        1.9:      0.0       0.0
Old  :     100.0:      79.1       42.4        4.0       34.7        9.8        0.1       10.5        0.0        5.2        0.7        1.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        21         17          .          5          6          .          .          0          .          .          .:
Old  :        39:        21         17          .          5          6          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       48.6       58.8       73.0       33.4       43.0       52.9       61.8
Old  :                 35.6       48.6       58.8       73.0       33.4       43.0       52.9       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    47,491:    41,461     34,290      1,953      8,204      3,458          0        339          0          0        880        320:      299         0
Old  :    47,491:    41,461     34,290      1,953      8,204      3,458          0        339          0          0        880        320:      299         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       105:         0          0          0          0          0          0          0          0          0          0        105:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       72.2        4.1       17.3        7.3        0.0        0.7        0.0        0.0        1.9        0.7:      0.6       0.0
Old  :     100.0:      87.3       72.2        4.1       17.3        7.3        0.0        0.7        0.0        0.0        1.9        0.7:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         11          .          .          4          0          .          0          0          .          .:
Old  :        28:        15         11          .          .          4          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       69.4       75.8       85.0       52.0       59.7       68.1       73.7
Old  :                 55.1       69.4       75.8       85.0       52.0       59.7       68.1       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,112:    30,606     41,446     17,782      6,522          0      2,130      2,550          0          0          0          0:      594       594
Old  :    51,112:    30,606     41,446     17,782      6,522          0      2,130      2,550          0          0          0          0:      594       594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       387:       387        255          0        132          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       81.1       34.8       12.8        0.0        4.2        5.0        0.0        0.0        0.0        0.0:      1.2       1.2
Old  :     100.0:      59.9       81.1       34.8       12.8        0.0        4.2        5.0        0.0        0.0        0.0        0.0:      1.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         13          .          .          0          .          .          0          0          0          0:
Old  :        26:        11         13          .          .          0          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       55.3       92.7       75.6       54.7       40.0       65.8       58.3
Old  :                 75.1       55.3       92.7       75.6       54.7       40.0       65.8       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,749:     8,603      9,923      2,842      2,780      1,488          0          0          0        683          0        132:    1,001       426
Old  :    14,749:     8,603      9,923      2,842      2,780      1,488          0          0          0        683          0        132:    1,001       426
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       67.3       19.3       18.8       10.1        0.0        0.0        0.0        4.6        0.0        0.9:      6.8       2.9
Old  :     100.0:      58.3       67.3       19.3       18.8       10.1        0.0        0.0        0.0        4.6        0.0        0.9:      6.8       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         11          .          .          .          0          0          0          .          0          .:
Old  :        24:        11         11          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       54.9       73.3       78.6       41.5       51.4       59.1       70.8
Old  :                 54.5       54.9       73.3       78.6       41.5       51.4       59.1       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A69
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,669:     8,222      7,507      2,370      2,165      1,310          0          0          0        341      1,325          0:      426       362
Old  :    12,669:     8,222      7,507      2,370      2,165      1,310          0          0          0        341      1,325          0:      426       362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :       255:       255          0          0        255          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       59.3       18.7       17.1       10.3        0.0        0.0        0.0        2.7       10.5        0.0:      3.4       2.9
Old  :     100.0:      64.9       59.3       18.7       17.1       10.3        0.0        0.0        0.0        2.7       10.5        0.0:      3.4       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          4          .          .          4          0          0          0          .          .          0:
Old  :        20:        11          4          .          .          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       70.7       74.7       95.9       52.6       63.5       71.2       81.6
Old  :                 53.7       70.7       74.7       95.9       52.6       63.5       71.2       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   809,385:   759,622    516,133          0    225,661     25,595     23,400          0          0        768     41,996          0:        0         0
Old  :   809,385:   759,622    516,133          0    225,661     25,595     23,400          0          0        768     41,996          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :     1,953:     1,185          0          0          0          0          0          0          0        768      1,953          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       63.8        0.0       27.9        3.2        2.9        0.0        0.0        0.1        5.2        0.0:      0.0       0.0
Old  :     100.0:      93.9       63.8        0.0       27.9        3.2        2.9        0.0        0.0        0.1        5.2        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         12          0          4          .          .          0          0          .          .          0:
Old  :        27:        16         12          0          4          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       73.6       78.6       92.0       44.8       59.2       59.7       71.8
Old  :                 59.1       73.6       78.6       92.0       44.8       59.2       59.7       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Futures Only, March 13, 2012                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   892,754:   413,555    675,717    342,144    140,832     58,560     60,850          0     17,645          0          0          0:        0         0
Old  :   892,754:   413,555    675,717    342,144    140,832     58,560     60,850          0     17,645          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 6, 2012                                                                    :
     :     4,664:     4,664      4,664          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.3       75.7       38.3       15.8        6.6        6.8        0.0        2.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      46.3       75.7       38.3       15.8        6.6        6.8        0.0        2.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         12          .          .          .          .          0          .          0          0          0:
Old  :        21:        10         12          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       76.9       93.0       92.1       57.9       58.3       66.9       67.6
Old  :                 72.1       76.9       93.0       92.1       57.9       58.3       66.9       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 16, 2012