```
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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     6,895                :
: Positions                                                                                                    :
:    4,850     4,665         0     1,105       275       810         0         0        45         0        90 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:      -45       125       -45        15       -30       225         0         0        45         0        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      67.7       0.0      16.0       4.0      11.7       0.0       0.0       0.7       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        15         0         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                                       :
CFTC Code #024652                                                    Open Interest is     7,924                :
: Positions                                                                                                    :
:    6,992     6,621         0        79       311       410         0        55         0       630        15 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      83.6       0.0       1.0       3.9       5.2       0.0       0.7       0.0       8.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        13         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    17,711                :
: Positions                                                                                                    :
:    5,927     1,961     1,047     1,192       893         0     4,174       800     6,081     5,184     2,508 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:      377      -774        -8      -113       333         0     1,669      -515       -41      -324       177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.5      11.1       5.9       6.7       5.0       0.0      23.6       4.5      34.3      29.3      14.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        7         7         .         .         .         0         4         4         9        11        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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     9,170                :
: Positions                                                                                                    :
:    2,955     2,710       385        30       210       255     1,340       450     3,300     2,505     1,290 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -230       755       100      -105         5         0      -770       300        85        35      -210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.2      29.6       4.2       0.3       2.3       2.8      14.6       4.9      36.0      27.3      14.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        6         6         .         .         .         .         .         .         5         9        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 800 MWh)                                                   :
CFTC Code #064363                                                    Open Interest is   173,532                :
: Positions                                                                                                    :
:   96,776   124,526     9,970     9,292    15,801    17,148       326    16,544    10,383       446     5,893 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    5,087     2,409      -116     2,147    -2,815     2,546         0     1,045    -2,721      -162      -132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      71.8       5.7       5.4       9.1       9.9       0.2       9.5       6.0       0.3       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       45        42         5         7         8         8         .         5        10         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 400 MWh)                                                    :
CFTC Code #064391                                                    Open Interest is    60,540                :
: Positions                                                                                                    :
:   44,865    42,662     6,557     8,921     6,963         0       125     1,715       363        77        77 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -4,571    -3,981     1,000        19    -1,126      -436       125       413       218         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      70.5      10.8      14.7      11.5       0.0       0.2       2.8       0.6       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        24         .         4         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 25 MWh)                                                 :
CFTC Code #064392                                                    Open Interest is   495,157                :
: Positions                                                                                                    :
:  409,044   329,791    20,524    91,630    60,846         0     8,073       321     3,459     3,533       963 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -49,072   -37,787     4,838   -10,614    -6,906         0      -977         0    -2,888     2,256    -1,008 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      66.6       4.1      18.5      12.3       0.0       1.6       0.1       0.7       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        22         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 50 Megawatt Hours)                                     :
CFTC Code #064394                                                    Open Interest is 1,809,064                :
: Positions                                                                                                    :
:1,187,465 1,465,305   221,332   190,268    79,357   229,360    15,029    33,946    31,761     9,965    14,762 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   55,312    30,103   -33,562     9,360    21,569    32,103     2,687   -12,871   -20,791     1,561    -1,937 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      81.0      12.2      10.5       4.4      12.7       0.8       1.9       1.8       0.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       34        35         .         6         6         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 400 Megawatt Hours)                                   :
CFTC Code #064395                                                    Open Interest is    76,079                :
: Positions                                                                                                    :
:   52,778    54,513     7,974     6,207    11,441         3        33     3,486       191       172       206 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:    3,163     2,666      -543      -331      -239      -221        33      -109        48        57       102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      71.7      10.5       8.2      15.0       0.0       0.0       4.6       0.3       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        29         4         4         5         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 OTC   (Contracts of 25 Megawatt Hours)                                      :
CFTC Code #064396                                                    Open Interest is   498,239                :
: Positions                                                                                                    :
:  307,827   404,886   170,605    81,125     6,224     4,276         0     5,692     3,303         0       312 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -924     3,882     5,136         0         0      -321         0         0        -9         0      -312 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      81.3      34.2      16.3       1.2       0.9       0.0       1.1       0.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        19         4         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    58,871                :
: Positions                                                                                                    :
:   44,446    17,501       412    29,070     4,804       733        32     5,353     1,798       715        91 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:      516    -2,818       -28       294      -422    -2,396        32        59        28        43        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      29.7       0.7      49.4       8.2       1.2       0.1       9.1       3.1       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        24         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    15,686                :
: Positions                                                                                                    :
:    8,161    10,778     1,525       630     1,644     1,194         0     1,692         0        56       288 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -291      -456      -165        10       -93       184         0      -184       -24        56       -12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      68.7       9.7       4.0      10.5       7.6       0.0      10.8       0.0       0.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is     8,289                :
: Positions                                                                                                    :
:    6,444     3,702         0     1,308       352         0     1,506       128         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:       42      -338         0      -162         0         0       348       -10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      44.7       0.0      15.8       4.2       0.0      18.2       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        12         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    12,107                :
: Positions                                                                                                    :
:    5,387     9,741     1,088        30     1,218       556       440       294     2,834         0        16 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -281      -425        62       -22      -136       -24         0       -16       -78         0        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.5      80.5       9.0       0.2      10.1       4.6       3.6       2.4      23.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        16         4         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    20,461                :
: Positions                                                                                                    :
:   13,432    12,831       850     1,490     2,922        78     1,480       640       252         0        18 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -1,042      -444       -60      -704       -62       -50      -200         0       -26         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      62.7       4.2       7.3      14.3       0.4       7.2       3.1       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         .         .         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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     8,554                :
: Positions                                                                                                    :
:    4,442     5,460       193       569     1,014     1,290         0       120         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -200      -239        79        35      -124        46         0       -66         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      63.8       2.3       6.7      11.9      15.1       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        13         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    12,428                :
: Positions                                                                                                    :
:    5,055     5,639       754        18     1,996         0     2,144       144     1,186         0     1,546 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -494      -252       738      -866       546         0        -8       -10    -1,502         0     1,440 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      45.4       6.1       0.1      16.1       0.0      17.3       1.2       9.5       0.0      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    11,896                :
: Positions                                                                                                    :
:    6,887     6,168     1,453     1,425       771       248       936       796         0     1,334         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -397       -92        49       -41       -49        30        14       -44         0      -302         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      51.8      12.2      12.0       6.5       2.1       7.9       6.7       0.0      11.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        11         .         .         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    55,250                :
: Positions                                                                                                    :
:   50,377    45,684     2,745     7,438     2,128         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -2,230    -2,679      -209       -98      -510         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      82.7       5.0      13.5       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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   906,113                :
: Positions                                                                                                    :
:  819,820   764,230    48,853   104,443    37,440         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -29,328   -29,536    -2,912    -2,704    -9,360         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      84.3       5.4      11.5       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        17         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    79,250                :
: Positions                                                                                                    :
:   46,486    77,608    32,044     1,006       465         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -3,325    -5,909    -2,793      -190         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      97.9      40.4       1.3       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       12        24         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,058,226                :
: Positions                                                                                                    :
:  692,745 1,031,199   344,762     6,308    20,719         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -38,600  -113,568   -76,632    -1,664         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      97.4      32.6       0.6       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       14        20         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    60,297                :
: Positions                                                                                                    :
:   37,045    39,263     7,951    11,508     4,626     4,665         0     4,900       855         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -2,058      -312        76       -95      -190     1,670         0    -2,090       -95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      65.1      13.2      19.1       7.7       7.7       0.0       8.1       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        16         4         .         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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 1,161,406                :
: Positions                                                                                                    :
:  969,622   603,764    45,675   345,824    93,477         0   105,450         0    39,741         0    12,891 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -64,168   -13,224       832   -47,096    -1,664         0    -2,080         0       936         0    -2,496 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      52.0       3.9      29.8       8.0       0.0       9.1       0.0       3.4       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        19         .         5         5         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    45,390                :
: Positions                                                                                                    :
:   33,680    35,391     9,580     3,830     2,066         0     2,226         0         0     1,367         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -2,853    -2,568        95      -190      -437         0       -19         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      78.0      21.1       8.4       4.6       0.0       4.9       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    38,546                :
: Positions                                                                                                    :
:   26,455    31,142     9,661       704     1,280       640     5,420         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -587      -758      -266      -209      -380      -190       -95         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      80.8      25.1       1.8       3.3       1.7      14.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       12        16         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    24,319                :
: Positions                                                                                                    :
:   10,418    14,019     2,245     5,748     2,747     2,235         0     1,275     4,869         0       530 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -171    -1,634    -1,102    -1,178         0      -285         0         0    -1,254         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.8      57.6       9.2      23.6      11.3       9.2       0.0       5.2      20.0       0.0       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        7        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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    14,464                :
: Positions                                                                                                    :
:   10,126     8,623     1,849     2,509     1,445         0         0         0       192     1,759         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:     -437      -456       -19       -57       -57         0         0         0       -57        19       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      59.6      12.8      17.3      10.0       0.0       0.0       0.0       1.3      12.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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   722,049                :
: Positions                                                                                                    :
:  548,218   539,485   129,140   100,240    21,291         0        80    23,400         0    37,553         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -69,171   -41,715       416   -17,888      -416         0         0         0         0    -9,152         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      74.7      17.9      13.9       2.9       0.0       0.0       3.2       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         9         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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   913,873                :
: Positions                                                                                                    :
:  616,968   627,459   233,431   107,820    51,624    11,850   126,970         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:   -7,280   -32,240   -21,632    -4,992         0    -4,160     4,160    -4,160         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      68.7      25.5      11.8       5.6       1.3      13.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of October 2, 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   455,101                :
: Positions                                                                                                    :
:  118,409   253,004   111,375    48,809    69,877    72,490         0     3,555         0       461    79,395 :
:                                                                                                              :
: Changes from:     September 25, 2012                                                                         :
:  -12,480   -15,392    -6,240   -27,040    -2,080     4,160         0    -4,160   -27,411       461      -461 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.0      55.6      24.5      10.7      15.4      15.9       0.0       0.8       0.0       0.1      17.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         4         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated October 5, 2012