```
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,655                :
: Positions                                                                                                    :
:    4,670     5,250         0     1,100        25       480         0       225     1,249       270       458 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:       85       -80         0         5        -5       -30         0       -15        60       240       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      68.6       0.0      14.4       0.3       6.3       0.0       2.9      16.3       3.5       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         0         .         .         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    31,465                :
: Positions                                                                                                    :
:    9,750     8,380     1,140     1,427     2,683       345     4,394     2,375     9,400     6,464     5,517 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      487       147       -30       -60       -60      -120       565       -25       440       125      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.0      26.6       3.6       4.5       8.5       1.1      14.0       7.5      29.9      20.5      17.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        9        10         .         .         .         .         .         4        11        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    12,845                :
: Positions                                                                                                    :
:    2,790     4,360       465       705       315       985       305     1,435     4,515     3,350     1,945 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      215       500        30        15         0       515       -15      -110       -15       245       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      33.9       3.6       5.5       2.5       7.7       2.4      11.2      35.1      26.1      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        5         8         .         .         .         .         .         .         5        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                    :
CFTC Code #064363                                                    Open Interest is   167,119                :
: Positions                                                                                                    :
:   83,471   119,809    21,407     9,552    16,241    14,807     1,030    12,763    10,812       609     6,687 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    2,733     1,797       370       147      -236      -911       630       506       643       -24       520 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      71.7      12.8       5.7       9.7       8.9       0.6       7.6       6.5       0.4       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       46        37         5         7         9         7         .         6        12         .        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                     :
CFTC Code #064391                                                    Open Interest is    62,532                :
: Positions                                                                                                    :
:   44,749    52,088    11,425     3,050     4,350         0     1,008     1,288       308       152        76 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:     -688      -387       204      -231      -359         0      -154       154       -52        28        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      83.3      18.3       4.9       7.0       0.0       1.6       2.1       0.5       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       21        22         .         .         5         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                  :
CFTC Code #064392                                                    Open Interest is   565,038                :
: Positions                                                                                                    :
:  476,531   416,518    38,256    85,378    44,475         0    14,235     1,936     2,400     1,056     1,440 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    2,839     8,271     5,609        40    -1,136         0       576         0       104      -335       864 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      73.7       6.8      15.1       7.9       0.0       2.5       0.3       0.4       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        23         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                      :
CFTC Code #064394                                                    Open Interest is 1,665,990                :
: Positions                                                                                                    :
:1,084,675 1,318,823   154,499   155,014    94,523   219,421    48,708    18,864    72,046     8,096    21,962 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:   12,324    -5,089   -26,737   -11,280     7,469         0       744         0     4,604     1,136     2,416 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      79.2       9.3       9.3       5.7      13.2       2.9       1.1       4.3       0.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       36        39         5         4         4         .         .         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                    :
CFTC Code #064395                                                    Open Interest is    65,861                :
: Positions                                                                                                    :
:   45,913    50,454     5,919     2,038     9,658       904         0     3,067       140       334        78 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    1,381     1,426       480       466      -669        -1         0       -76        58         0      -130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      76.6       9.0       3.1      14.7       1.4       0.0       4.7       0.2       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       29        24         4         4         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                       :
CFTC Code #064396                                                    Open Interest is   426,582                :
: Positions                                                                                                    :
:  256,562   356,697   147,500    61,401     5,920    11,707         0     1,933     2,329         0       631 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    3,838     2,200       240         0         0      -943         0       327      -935         0       631 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      83.6      34.6      14.4       1.4       2.7       0.0       0.5       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    63,132                :
: Positions                                                                                                    :
:   49,231    22,663       500    28,916     1,835     1,859         0     3,398     1,998       819       132 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    8,015     8,795         0      -432    -3,557     1,719    -1,449       379    -1,440         0        72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      35.9       0.8      45.8       2.9       2.9       0.0       5.4       3.2       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         .         5         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS 0F 400 MEGAWATT HOURS)                      :
CFTC Code #06465A                                                    Open Interest is     6,140                :
: Positions                                                                                                    :
:    4,450     4,921     1,141       564        64         0         0         0        84         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      80.1      18.6       9.2       1.0       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    13,754                :
: Positions                                                                                                    :
:    7,275     9,152     1,073       690     1,526     1,250         0     1,456         0       294       120 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0        72         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      66.5       7.8       5.0      11.1       9.1       0.0      10.6       0.0       2.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        13         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                :
CFTC Code #06465K                                                    Open Interest is    12,196                :
: Positions                                                                                                    :
:    6,359     9,392     1,614         0     1,094       496       440       414     1,322         0       400 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      432       386         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      77.0      13.2       0.0       9.0       4.1       3.6       3.4      10.8       0.0       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         5         0         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    18,588                :
: Positions                                                                                                    :
:   12,041    13,172     1,386       652     2,356        66     1,080       580       512         0        18 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      -40       -40         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      70.9       7.5       3.5      12.7       0.4       5.8       3.1       2.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        19         4         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                    :
CFTC Code #06465N                                                    Open Interest is     7,882                :
: Positions                                                                                                    :
:    3,894     4,428       371       729       656       938         0       192         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        2       -22         0         0         0       -24         0        24         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      56.2       4.7       9.2       8.3      11.9       0.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    10,853                :
: Positions                                                                                                    :
:    4,256     5,019     1,240        86     1,518         0     1,506       124       490         0     1,516 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.2      46.2      11.4       0.8      14.0       0.0      13.9       1.1       4.5       0.0      14.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        13         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    10,734                :
: Positions                                                                                                    :
:    6,217     5,308     1,491     1,355       773         0     1,280       770         0       736        20 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:       68       -32       -20         0         0         0         0         0         0        80        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      49.5      13.9      12.6       7.2       0.0      11.9       7.2       0.0       6.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    55,313                :
: Positions                                                                                                    :
:   49,889    46,535     3,323     6,677     2,101         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0       168       168         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      84.1       6.0      12.1       3.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        16         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   851,822                :
: Positions                                                                                                    :
:  771,632   714,894    43,526   100,264    36,664         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      776         0         0       776      -776         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      83.9       5.1      11.8       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                    :
CFTC Code #064A39                                                    Open Interest is   450,206                :
: Positions                                                                                                    :
:  330,617    67,795    72,371     4,664     5,538         0         0         0    41,680   372,209         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0     5,208         0         0         0         0         0         0         0    -5,208         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      15.1      16.1       1.0       1.2       0.0       0.0       0.0       9.3      82.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    67,722                :
: Positions                                                                                                    :
:   40,731    66,398    25,256       522       675         0         0         0       805         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      98.0      37.3       0.8       1.0       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        24         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is   901,206                :
: Positions                                                                                                    :
:  639,249   865,463   228,630     3,264    32,479         0         0         0       848         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:   15,680         0   -15,680         0    11,760         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      96.0      25.4       0.4       3.6       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        21         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    55,200                :
: Positions                                                                                                    :
:   34,842    37,366     8,027    11,288     4,286     4,895         0     2,260       635         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      67.7      14.5      20.4       7.8       8.9       0.0       4.1       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        15         4         .         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,116,270                :
: Positions                                                                                                    :
:  940,387   615,358    47,829   307,910    86,837         0    97,840         0    32,892         0     8,325 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:  -11,808    11,592     4,437   -18,963    18,963         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      55.1       4.3      27.6       7.8       0.0       8.8       0.0       2.9       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        20         .         4         5         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    39,192                :
: Positions                                                                                                    :
:   28,402    31,015     9,770     3,465     1,000         0     2,182         0         0     1,275         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      79.1      24.9       8.8       2.6       0.0       5.6       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        12         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    35,890                :
: Positions                                                                                                    :
:   24,202    28,627    10,920     1,495       568       200     5,200         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      79.8      30.4       4.2       1.6       0.6      14.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        18         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    23,957                :
: Positions                                                                                                    :
:   12,787    14,885       500     3,827     1,940     1,355         0     1,495     4,070         0     1,810 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      62.1       2.1      16.0       8.1       5.7       0.0       6.2      17.0       0.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is     8,824                :
: Positions                                                                                                    :
:    8,211     6,358       168     1,042         0       126         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      72.1       1.9      11.8       0.0       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        13         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    23,243                :
: Positions                                                                                                    :
:   17,822    15,106     2,733     3,386     1,565         0       526         0        60     2,640         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    2,047       255         0     1,792         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      65.0      11.8      14.6       6.7       0.0       2.3       0.0       0.3      11.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        10         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    12,820                :
: Positions                                                                                                    :
:    9,925     9,678     2,048     2,423       510         0         0         0         0        60         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:      -44         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      75.5      16.0      18.9       4.0       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   606,899                :
: Positions                                                                                                    :
:  425,248   474,104   145,955    76,136    12,296         0        80    23,400         0    20,883         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      78.1      24.0      12.5       2.0       0.0       0.0       3.9       0.0       3.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        10         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   872,530                :
: Positions                                                                                                    :
:  639,130   602,858   177,536    98,688    51,624     4,240   119,360         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:   28,472    23,792    -4,680         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      69.1      20.3      11.3       5.9       0.5      13.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        18         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is   505,631                :
: Positions                                                                                                    :
:  181,556   353,183   100,536         0    88,816    76,893         0     1,272       424     6,226    56,134 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:   28,608         0   -23,400         0    23,400         0         0         0         0     5,208    -5,208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      69.8      19.9       0.0      17.6      15.2       0.0       0.3       0.1       1.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         5         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 24, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   237,016                :
: Positions                                                                                                    :
:  176,616   140,321    51,920    80,424     8,480         0         0         0         0     7,791         0 :
:                                                                                                              :
: Changes from:     December 18, 2012                                                                          :
:    3,120         9         0         0         0         0         0         0         0     3,111         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      59.2      21.9      33.9       3.6       0.0       0.0       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 28, 2012