```
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-024651
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,550 TONS)                                                                                               :
     :          :    Positions                                                                                                           :
All  :     7,920:     5,400      5,970          0      1,185         45        720          0         60      1,029          0        123:      543       537
Old  :     7,920:     5,400      5,970          0      1,185         45        720          0         60      1,029          0        123:      543       537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :       120:       210        500          0       -195        -60          0          0          0         15          0         15:      -60      -140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       75.4        0.0       15.0        0.6        9.1        0.0        0.8       13.0        0.0        1.6:      6.9       6.8
Old  :     100.0:      68.2       75.4        0.0       15.0        0.6        9.1        0.0        0.8       13.0        0.0        1.6:      6.9       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         14          0          .          .          .          0          .          4          0          .:
Old  :        23:        12         14          0          .          .          .          0          .          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       45.7       75.0       75.7       38.1       40.0       53.6       56.4
Old  :                 54.2       45.7       75.0       75.7       38.1       40.0       53.6       56.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                     Code-024652
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 TONS)                                                                                               :
     :          :    Positions                                                                                                           :
All  :     8,548:     6,544      7,167        318          0        255      1,200          0        120          0        647          0:      111       359
Old  :     8,548:     6,544      7,167        318          0        255      1,200          0        120          0        647          0:      111       359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :        -5:      -110         45        -15          0          0        120          0          0          0        -60          0:        0        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       83.8        3.7        0.0        3.0       14.0        0.0        1.4        0.0        7.6        0.0:      1.3       4.2
Old  :     100.0:      76.6       83.8        3.7        0.0        3.0       14.0        0.0        1.4        0.0        7.6        0.0:      1.3       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         12          .          0          .          .          0          .          0          .          0:
Old  :        20:        13         12          .          0          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       65.6       85.8       84.2       52.1       53.6       68.5       69.1
Old  :                 59.4       65.6       85.8       84.2       52.1       53.6       68.5       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    24,585:     8,635      5,759      1,113      1,701      1,357        120      3,349      1,510      7,954      6,081      3,483:      413     1,345
Old  :    24,585:     8,635      5,759      1,113      1,701      1,357        120      3,349      1,510      7,954      6,081      3,483:      413     1,345
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     1,777:     1,179        309        120       -220        620        -10        205        -45       -386         72         91:      208       745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.1       23.4        4.5        6.9        5.5        0.5       13.6        6.1       32.4       24.7       14.2:      1.7       5.5
Old  :     100.0:      35.1       23.4        4.5        6.9        5.5        0.5       13.6        6.1       32.4       24.7       14.2:      1.7       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:         9          9          .          .          .          .          .          4          9          9         15:
Old  :        35:         9          9          .          .          .          .          .          4          9          9         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       37.6       64.1       57.8       44.4       29.2       54.7       42.5
Old  :                 49.3       37.6       64.1       57.8       44.4       29.2       54.7       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    10,955:     3,320      3,425        440        185        235        170      1,790        595      4,450      2,670      1,700:       45       355
Old  :    10,955:     3,320      3,425        440        185        235        170      1,790        595      4,450      2,670      1,700:       45       355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :       800:       360        -20          0          0          5          0        355        -25        185        145        275:        0        65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.3       31.3        4.0        1.7        2.1        1.6       16.3        5.4       40.6       24.4       15.5:      0.4       3.2
Old  :     100.0:      30.3       31.3        4.0        1.7        2.1        1.6       16.3        5.4       40.6       24.4       15.5:      0.4       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:         7          8          .          .          .          .          .          .          6         11         14:
Old  :        31:         7          8          .          .          .          .          .          .          6         11         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       51.2       76.9       69.3       44.9       40.6       54.9       48.3
Old  :                 59.4       51.2       76.9       69.3       44.9       40.6       54.9       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                                                                                               Code-064363
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   161,140:    85,451    117,372     17,067      8,839     13,256     14,492         32     12,685      9,704      1,316      7,261:    1,224       379
Old  :   161,140:    85,451    117,372     17,067      8,839     13,256     14,492         32     12,685      9,704      1,316      7,261:    1,224       379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     3,153:     1,304      3,060        270      1,071      1,168      1,207     -1,069     -1,016        368        -43          2:     -150       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       72.8       10.6        5.5        8.2        9.0        0.0        7.9        6.0        0.8        4.5:      0.8       0.2
Old  :     100.0:      53.0       72.8       10.6        5.5        8.2        9.0        0.0        7.9        6.0        0.8        4.5:      0.8       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        44         38          5          7          8          6          .          6          9          .          6:
Old  :        77:        44         38          5          7          8          6          .          6          9          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       40.6       45.3       59.1       20.3       35.5       33.3       48.0
Old  :                 26.6       40.6       45.3       59.1       20.3       35.5       33.3       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                                                                                                Code-064391
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    61,081:    43,994     45,482      7,173      5,537      7,690          0        296      1,948        173         25        103:        0         0
Old  :    61,081:    43,994     45,482      7,173      5,537      7,690          0        296      1,948        173         25        103:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     2,206:     2,287      2,435        152       -993         -4       -650        296        369        -51          0        103:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       74.5       11.7        9.1       12.6        0.0        0.5        3.2        0.3        0.0        0.2:      0.0       0.0
Old  :     100.0:      72.0       74.5       11.7        9.1       12.6        0.0        0.5        3.2        0.3        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         23          .          4          4          0          .          .          .          .          .:
Old  :        37:        23         23          .          4          4          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       44.5       76.5       66.5       48.1       39.8       59.5       52.5
Old  :                 55.2       44.5       76.5       66.5       48.1       39.8       59.5       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                                                                                            Code-064392
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   497,964:   432,841    356,251     24,957     92,520     36,611          0      6,321      3,555          0      2,706          0:        0         0
Old  :   497,964:   432,841    356,251     24,957     92,520     36,611          0      6,321      3,555          0      2,706          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    16,140:    13,587     16,125      1,617        344     -1,321          0     -1,010      2,257          0       -255          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       71.5        5.0       18.6        7.4        0.0        1.3        0.7        0.0        0.5        0.0:      0.0       0.0
Old  :     100.0:      86.9       71.5        5.0       18.6        7.4        0.0        1.3        0.7        0.0        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         24          .          4          4          0          .          .          0          .          0:
Old  :        36:        22         24          .          4          4          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       55.5       79.0       73.2       45.6       49.8       61.1       57.1
Old  :                 54.8       55.5       79.0       73.2       45.6       49.8       61.1       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV                                                                                           Code-064394
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,715,893: 1,102,768  1,428,769    209,744    162,923     61,326    249,609      9,738     25,134     49,406     10,097     17,906:        0         0
Old  : 1,715,893: 1,102,768  1,428,769    209,744    162,923     61,326    249,609      9,738     25,134     49,406     10,097     17,906:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :   -14,182:    11,017    -17,660    -25,448       -424      7,141     -2,882     -4,871      2,376     -4,474      1,168     -1,912:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.3       83.3       12.2        9.5        3.6       14.5        0.6        1.5        2.9        0.6        1.0:      0.0       0.0
Old  :     100.0:      64.3       83.3       12.2        9.5        3.6       14.5        0.6        1.5        2.9        0.6        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        33         37          4          4          4          4          .          .          4          4          4:
Old  :        61:        33         37          4          4          4          4          .          .          4          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       57.3       61.2       73.8       41.4       53.4       57.2       67.6
Old  :                 43.4       57.3       61.2       73.8       41.4       53.4       57.2       67.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV                                                                                          Code-064395
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    69,672:    48,782     51,720      5,699      3,292     11,208        254          0      3,402        323         50          0:        4         0
Old  :    69,672:    48,782     51,720      5,699      3,292     11,208        254          0      3,402        323         50          0:        4         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    -3,199:    -1,835     -1,147     -1,067     -1,323       -284        173          0       -283        178        -81        -81:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       74.2        8.2        4.7       16.1        0.4        0.0        4.9        0.5        0.1        0.0:      0.0       0.0
Old  :     100.0:      70.0       74.2        8.2        4.7       16.1        0.4        0.0        4.9        0.5        0.1        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         28          4          4          5          .          0          .          .          .          0:
Old  :        45:        26         28          4          4          5          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       39.0       61.6       61.8       22.4       28.6       35.0       37.1
Old  :                 39.0       39.0       61.6       61.8       22.4       28.6       35.0       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                                                                                            Code-064396
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   450,434:   273,994    376,097    157,715     68,165      6,172     10,624          0          0      1,929          0          0:        0         0
Old  :   450,434:   273,994    376,097    157,715     68,165      6,172     10,624          0          0      1,929          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    -8,871:    -2,872     -1,376     -6,254     -6,240          0      2,230          0       -943       -720          0       -312:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.8       83.5       35.0       15.1        1.4        2.4        0.0        0.0        0.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      60.8       83.5       35.0       15.1        1.4        2.4        0.0        0.0        0.4        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         18          .          .          .          .          0          0          .          0          0:
Old  :        31:        16         18          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       67.8       80.3       88.5       53.9       61.9       72.7       79.7
Old  :                 59.1       67.8       80.3       88.5       53.9       61.9       72.7       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    58,811:    44,009     16,902        720     29,234      4,898        280      2,068      3,914      3,248        350        399:    1,343     1,046
Old  :    58,811:    44,009     16,902        720     29,234      4,898        280      2,068      3,914      3,248        350        399:    1,343     1,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     1,361:     1,128        324         70        894        178          0          0          0         20          0          0:      -35       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       28.7        1.2       49.7        8.3        0.5        3.5        6.7        5.5        0.6        0.7:      2.3       1.8
Old  :     100.0:      74.8       28.7        1.2       49.7        8.3        0.5        3.5        6.7        5.5        0.6        0.7:      2.3       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        24         25          .          5          7          .          .          .          .          .          .:
Old  :        41:        24         25          .          5          7          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       52.0       66.2       73.3       38.2       44.2       50.1       58.0
Old  :                 46.1       52.0       66.2       73.3       38.2       44.2       50.1       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06465H
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,713:     7,883      9,959      1,156        660      1,550      1,286          0      1,500          0        242        140:    1,198       662
Old  :    14,713:     7,883      9,959      1,156        660      1,550      1,286          0      1,500          0        242        140:    1,198       662
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :        90:       -10        110          0          0          0          8          0         -8          0          0          0:      100       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       67.7        7.9        4.5       10.5        8.7        0.0       10.2        0.0        1.6        1.0:      8.1       4.5
Old  :     100.0:      53.6       67.7        7.9        4.5       10.5        8.7        0.0       10.2        0.0        1.6        1.0:      8.1       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         12          .          .          4          .          0          .          0          .          .:
Old  :        27:        17         12          .          .          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       51.3       73.5       75.9       40.3       45.3       54.4       58.7
Old  :                 47.3       51.3       73.5       75.9       40.3       45.3       54.4       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06465I
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     7,807:     5,846      3,438         50      1,424        224          0      1,330        124          0          0          0:    1,563     1,267
Old  :     7,807:     5,846      3,438         50      1,424        224          0      1,330        124          0          0          0:    1,563     1,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :      -114:      -480        -48          0          0          0          0       -120          0          0          0          0:      366        54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       44.0        0.6       18.2        2.9        0.0       17.0        1.6        0.0        0.0        0.0:     20.0      16.2
Old  :     100.0:      74.9       44.0        0.6       18.2        2.9        0.0       17.0        1.6        0.0        0.0        0.0:     20.0      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         11          .          .          .          0          .          .          0          0          0:
Old  :        22:        16         11          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       45.5       60.5       68.4       27.2       35.3       40.5       48.9
Old  :                 41.4       45.5       60.5       68.4       27.2       35.3       40.5       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465K
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,753:     5,494      9,176      1,482          0      1,200        526        440        414      1,650          0        146:      841       377
Old  :    11,753:     5,494      9,176      1,482          0      1,200        526        440        414      1,650          0        146:      841       377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :       199:       120          0         48          0         72       -120          0        120        -18          0        -48:       25        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       78.1       12.6        0.0       10.2        4.5        3.7        3.5       14.0        0.0        1.2:      7.2       3.2
Old  :     100.0:      46.7       78.1       12.6        0.0       10.2        4.5        3.7        3.5       14.0        0.0        1.2:      7.2       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         16          5          0          4          .          .          .          .          0          .:
Old  :        27:        12         16          5          0          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       36.9       69.4       59.4       37.7       33.2       54.7       49.3
Old  :                 44.2       36.9       69.4       59.4       37.7       33.2       54.7       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    19,874:    13,134     13,412      1,310        816      2,784          0      1,292        598        202          0         18:    1,828       954
Old  :    19,874:    13,134     13,412      1,310        816      2,784          0      1,292        598        202          0         18:    1,828       954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :       110:        62       -100          0          0          0          0          0          0          0          0          0:       48       210
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       67.5        6.6        4.1       14.0        0.0        6.5        3.0        1.0        0.0        0.1:      9.2       4.8
Old  :     100.0:      66.1       67.5        6.6        4.1       14.0        0.0        6.5        3.0        1.0        0.0        0.1:      9.2       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        21         19          4          .          6          0          .          .          .          0          .:
Old  :        32:        21         19          4          .          6          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       40.7       54.4       64.1       28.7       36.2       40.4       45.4
Old  :                 34.6       40.7       54.4       64.1       28.7       36.2       40.4       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-06465N
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     8,294:     4,022      5,168        302        630        834      1,130          0        120          0          0          0:    1,886     1,542
Old  :     8,294:     4,022      5,168        302        630        834      1,130          0        120          0          0          0:    1,886     1,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       62.3        3.6        7.6       10.1       13.6        0.0        1.4        0.0        0.0        0.0:     22.7      18.6
Old  :     100.0:      48.5       62.3        3.6        7.6       10.1       13.6        0.0        1.4        0.0        0.0        0.0:     22.7      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        16         13          .          .          .          .          0          .          0          0          0:
Old  :        22:        16         13          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       38.3       53.7       58.3       27.5       32.0       43.3       47.8
Old  :                 34.6       38.3       53.7       58.3       27.5       32.0       43.3       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06465O
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,627:     4,830      5,843        944         52      1,728          0      1,650        134      1,026          0      1,496:    1,469       724
Old  :    11,627:     4,830      5,843        944         52      1,728          0      1,650        134      1,026          0      1,496:    1,469       724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :        54:       120         14        -50          0         50          0          0          0         -2          0        -28:      -36        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.5       50.3        8.1        0.4       14.9        0.0       14.2        1.2        8.8        0.0       12.9:     12.6       6.2
Old  :     100.0:      41.5       50.3        8.1        0.4       14.9        0.0       14.2        1.2        8.8        0.0       12.9:     12.6       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         14          .          .          .          0          .          .          .          0          .:
Old  :        22:        14         14          .          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       43.6       73.0       69.1       30.1       29.6       37.5       40.1
Old  :                 55.4       43.6       73.0       69.1       30.1       29.6       37.5       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06465S
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,034:     6,122      5,630      1,392      1,390        832        208        936        756          0      1,092          0:    1,724       398
Old  :    11,034:     6,122      5,630      1,392      1,390        832        208        936        756          0      1,092          0:    1,724       398
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       51.0       12.6       12.6        7.5        1.9        8.5        6.9        0.0        9.9        0.0:     15.6       3.6
Old  :     100.0:      55.5       51.0       12.6       12.6        7.5        1.9        8.5        6.9        0.0        9.9        0.0:     15.6       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         11          .          .          4          .          .          .          0          .          0:
Old  :        22:        14         11          .          .          4          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       54.1       67.5       79.4       42.0       50.6       55.4       68.7
Old  :                 46.4       54.1       67.5       79.4       42.0       50.6       55.4       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    52,964:    48,390     43,791      2,492      7,051      2,082          0          0          0          0          0          0:        0        40
Old  :    52,964:    48,390     43,791      2,492      7,051      2,082          0          0          0          0          0          0:        0        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       82.7        4.7       13.3        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.1
Old  :     100.0:      91.4       82.7        4.7       13.3        3.9        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         14          .          .          .          0          0          0          0          0          0:
Old  :        29:        16         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       75.5       87.5       91.6       70.8       69.8       85.8       85.5
Old  :                 70.8       75.5       87.5       91.6       70.8       69.8       85.8       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   875,069:   791,408    737,451     46,221    100,178     37,440          0          0          0          0          0          0:        0         0
Old  :   875,069:   791,408    737,451     46,221    100,178     37,440          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       84.3        5.3       11.4        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      90.4       84.3        5.3       11.4        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         16          .          .          .          0          0          0          0          0          0:
Old  :        27:        16         16          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       80.8       88.9       93.8       68.9       74.3       86.8       87.2
Old  :                 69.6       80.8       88.9       93.8       68.9       74.3       86.8       87.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    72,748:    43,225     71,382     28,763        753        465          0          0          0         40          0          0:      255       148
Old  :    72,748:    43,225     71,382     28,763        753        465          0          0          0         40          0          0:      255       148
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :       551:       511        551          0          0          0          0          0          0         40          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.4       98.1       39.5        1.0        0.6        0.0        0.0        0.0        0.1        0.0        0.0:      0.4       0.2
Old  :     100.0:      59.4       98.1       39.5        1.0        0.6        0.0        0.0        0.0        0.1        0.0        0.0:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        12         24          4          .          .          0          0          0          .          0          0:
Old  :        37:        12         24          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.0       43.6       91.0       69.8       75.4       43.6       87.7       66.7
Old  :                 76.0       43.6       91.0       69.8       75.4       43.6       87.7       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 MEGAWATT HOURS)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   982,906:   666,209    957,383    295,130      4,804     20,719          0          0          0        848          0          0:        0         0
Old  :   982,906:   666,209    957,383    295,130      4,804     20,719          0          0          0        848          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    10,192:     9,344     10,192          0          0          0          0          0          0        848          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       97.4       30.0        0.5        2.1        0.0        0.0        0.0        0.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      67.8       97.4       30.0        0.5        2.1        0.0        0.0        0.0        0.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        15         20          4          .          .          0          0          0          .          0          0:
Old  :        36:        15         20          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       43.3       88.1       67.6       67.3       43.3       79.9       63.8
Old  :                 69.4       43.3       88.1       67.6       67.3       43.3       79.9       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    57,091:    35,242     37,682      7,943     11,393      4,496      4,895          0      3,520        740          0          0:      255         0
Old  :    57,091:    35,242     37,682      7,943     11,393      4,496      4,895          0      3,520        740          0          0:      255         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       66.0       13.9       20.0        7.9        8.6        0.0        6.2        1.3        0.0        0.0:      0.4       0.0
Old  :     100.0:      61.7       66.0       13.9       20.0        7.9        8.6        0.0        6.2        1.3        0.0        0.0:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         16          4          .          5          .          0          .          .          0          0:
Old  :        35:        21         16          4          .          5          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       48.2       59.2       72.4       32.9       41.0       51.1       61.4
Old  :                 39.3       48.2       59.2       72.4       32.9       41.0       51.1       61.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A59
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,155,948:   995,380    624,626     44,547    349,968     69,029          0    101,690          0     36,357          0     10,635:        0         0
Old  : 1,155,948:   995,380    624,626     44,547    349,968     69,029          0    101,690          0     36,357          0     10,635:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       54.0        3.9       30.3        6.0        0.0        8.8        0.0        3.1        0.0        0.9:      0.0       0.0
Old  :     100.0:      86.1       54.0        3.9       30.3        6.0        0.0        8.8        0.0        3.1        0.0        0.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        23         20          .          5          5          0          .          0          4          0          .:
Old  :        41:        23         20          .          5          5          0          .          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       42.6       63.1       67.0       41.7       41.1       56.3       59.4
Old  :                 44.2       42.6       63.1       67.0       41.7       41.1       56.3       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    42,264:    30,991     33,055      9,695      3,600      1,537          0      2,203          0          0      1,359          0:       41       510
Old  :    42,264:    30,991     33,055      9,695      3,600      1,537          0      2,203          0          0      1,359          0:       41       510
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     1,275:     1,275      1,275          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       78.2       22.9        8.5        3.6        0.0        5.2        0.0        0.0        3.2        0.0:      0.1       1.2
Old  :     100.0:      73.3       78.2       22.9        8.5        3.6        0.0        5.2        0.0        0.0        3.2        0.0:      0.1       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         10          .          .          .          0          .          0          0          .          0:
Old  :        26:        15         10          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       76.2       82.5       90.1       57.3       65.7       72.6       77.4
Old  :                 59.7       76.2       82.5       90.1       57.3       65.7       72.6       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    38,022:    25,488     31,446     10,794        451        820        410      5,305          0          0          0          0:      510         0
Old  :    38,022:    25,488     31,446     10,794        451        820        410      5,305          0          0          0          0:      510         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       82.7       28.4        1.2        2.2        1.1       14.0        0.0        0.0        0.0        0.0:      1.3       0.0
Old  :     100.0:      67.0       82.7       28.4        1.2        2.2        1.1       14.0        0.0        0.0        0.0        0.0:      1.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         16          .          .          .          .          .          0          0          0          0:
Old  :        29:        12         16          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.0       62.4       87.5       83.0       51.4       45.1       64.8       61.5
Old  :                 65.0       62.4       87.5       83.0       51.4       45.1       64.8       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A64
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    20,861:    10,387     11,767      1,025      4,436      2,633      1,670          0      1,495      3,121          0        530:        0         0
Old  :    20,861:    10,387     11,767      1,025      4,436      2,633      1,670          0      1,495      3,121          0        530:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.8       56.4        4.9       21.3       12.6        8.0        0.0        7.2       15.0        0.0        2.5:      0.0       0.0
Old  :     100.0:      49.8       56.4        4.9       21.3       12.6        8.0        0.0        7.2       15.0        0.0        2.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         7         14          .          .          .          .          0          .          .          0          .:
Old  :        22:         7         14          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       55.5       92.0       83.5       50.8       49.1       61.1       60.7
Old  :                 69.3       55.5       92.0       83.5       50.8       49.1       61.1       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    16,000:    11,699      9,805      1,826      2,740      1,523          0        121          0        123      1,770          0:      829        41
Old  :    16,000:    11,699      9,805      1,826      2,740      1,523          0        121          0        123      1,770          0:      829        41
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :     1,949:     1,949      1,359          0        510          0          0        121          0          0          0          0:        0       -41
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       61.3       11.4       17.1        9.5        0.0        0.8        0.0        0.8       11.1        0.0:      5.2       0.3
Old  :     100.0:      73.1       61.3       11.4       17.1        9.5        0.0        0.8        0.0        0.8       11.1        0.0:      5.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14          9          .          4          .          0          .          0          .          .          0:
Old  :        27:        14          9          .          4          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       65.9       76.1       88.8       47.3       59.8       67.0       76.6
Old  :                 50.4       65.9       76.1       88.8       47.3       59.8       67.0       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   677,008:   503,177    522,268    131,015     85,571     19,416          0         80     23,400          0     26,273          0:        0         0
Old  :   677,008:   503,177    522,268    131,015     85,571     19,416          0         80     23,400          0     26,273          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    23,400:    23,400     23,400          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       77.1       19.4       12.6        2.9        0.0        0.0        3.5        0.0        3.9        0.0:      0.0       0.0
Old  :     100.0:      74.3       77.1       19.4       12.6        2.9        0.0        0.0        3.5        0.0        3.9        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         10          .          .          .          0          .          .          0          .          0:
Old  :        26:        18         10          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       76.0       80.6       90.6       49.7       56.2       62.1       65.5
Old  :                 56.4       76.0       80.6       90.6       49.7       56.2       62.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   913,444:   642,639    635,302    211,091    103,308     51,624      8,090    123,210          0          0          0          0:        0         0
Old  :   913,444:   642,639    635,302    211,091    103,308     51,624      8,090    123,210          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    -4,680:    -4,680     -4,680          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       69.6       23.1       11.3        5.7        0.9       13.5        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      70.4       69.6       23.1       11.3        5.7        0.9       13.5        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         17          .          .          .          .          .          0          0          0          0:
Old  :        29:        16         17          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       70.6       85.9       83.9       42.0       51.6       60.3       61.2
Old  :                 60.8       70.6       85.9       83.9       42.0       51.6       60.3       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   479,927:   149,313    300,123    101,885      1,049     91,317     81,513          0      1,272         39     31,578     54,588:        0         0
Old  :   479,927:   149,313    300,123    101,885      1,049     91,317     81,513          0      1,272         39     31,578     54,588:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    23,400:    23,400     23,400          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       62.5       21.2        0.2       19.0       17.0        0.0        0.3        0.0        6.6       11.4:      0.0       0.0
Old  :     100.0:      31.1       62.5       21.2        0.2       19.0       17.0        0.0        0.3        0.0        6.6       11.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         12          4          .          .          .          0          .          .          .          .:
Old  :        25:        11         12          4          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       58.4       79.1       86.8       37.8       41.0       50.3       55.2
Old  :                 57.5       58.4       79.1       86.8       37.8       41.0       50.3       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A84
Disaggregated Commitments of Traders - Futures Only, November 13, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   186,074:   154,584    106,975     24,209     67,138      7,281          0          0          0          0      4,680          0:        0         0
Old  :   186,074:   154,584    106,975     24,209     67,138      7,281          0          0          0          0      4,680          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 6, 2012                                                                 :
     :    28,080:    28,080     18,720          0      9,360          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       57.5       13.0       36.1        3.9        0.0        0.0        0.0        0.0        2.5        0.0:      0.0       0.0
Old  :     100.0:      83.1       57.5       13.0       36.1        3.9        0.0        0.0        0.0        0.0        2.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          9          .          .          .          0          0          0          0          .          0:
Old  :        20:         9          9          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       73.2       88.8       92.0       45.2       55.6       68.7       72.5
Old  :                 57.3       73.2       88.8       92.0       45.2       55.6       68.7       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 16, 2012