```
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is     7,223                :
: Positions                                                                                                    :
:    1,445       695       267       340       190        15       495       385     3,351     3,444     1,067 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0       9.6       3.7       4.7       2.6       0.2       6.9       5.3      46.4      47.7      14.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        .         .         .         .         .         .         .         .         4         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE OTC   (Contracts of 800 MWh)                                                   :
CFTC Code #064363                                                    Open Interest is   180,249                :
: Positions                                                                                                    :
:  101,393   126,074    13,270     7,135    20,319     8,458     1,054    19,045    11,195       721     4,637 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:      519     2,201      -100    -4,018     2,786    -1,264         0      -329    -1,580       -19       742 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      69.9       7.4       4.0      11.3       4.7       0.6      10.6       6.2       0.4       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    83                     :
:       47        43         5         7         9        10         .         5         7         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE OTC   (Contracts of 400 MWh)                                                    :
CFTC Code #064391                                                    Open Interest is    65,456                :
: Positions                                                                                                    :
:   50,843    44,915     2,978     9,148    11,193        52         0         0       164         0       200 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -3,958    -3,226     1,210       657    -1,676       -27         0         0        63      -143       -38 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      68.6       4.5      14.0      17.1       0.1       0.0       0.0       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        23         .         4         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC   (Contracts of 25 MWh)                                                 :
CFTC Code #064392                                                    Open Interest is   566,976                :
: Positions                                                                                                    :
:  480,833   386,887    14,275   108,810    67,162       344         0         0     1,720     1,475     2,642 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -43,945   -37,831       565    -7,133    -5,299         0         0       -25    -1,056       528      -832 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      68.2       2.5      19.2      11.8       0.1       0.0       0.0       0.3       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        23         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE OTC   (Contracts of 50 Megawatt Hours)                                     :
CFTC Code #064394                                                    Open Interest is 1,647,479                :
: Positions                                                                                                    :
:1,104,467 1,260,896   241,672   158,746   114,118    72,622    20,497    78,502    30,518     9,140     5,580 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -15,012    -1,688     3,575         0     3,008    -1,185    -6,556    19,176     6,281     1,903    -1,192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      76.5      14.7       9.6       6.9       4.4       1.2       4.8       1.9       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        32         6         .         6         .         .         4         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC   (Contracts of 400 Megawatt Hours)                                   :
CFTC Code #064395                                                    Open Interest is    89,493                :
: Positions                                                                                                    :
:   63,043    65,618     9,709     6,534    15,922        77        93        49       146       699       543 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -170      -249       327        26       314         0         0         0       -28       203      -176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      73.3      10.8       7.3      17.8       0.1       0.1       0.1       0.2       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        27         .         5         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC   (Contracts of 25 Megawatt Hours)                                      :
CFTC Code #064396                                                    Open Interest is   594,478                :
: Positions                                                                                                    :
:  405,316   462,465   177,898   126,148     3,856       344         0         0     5,743       688     1,321 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    2,710     8,712     5,554    -1,408         0         0         0         0      -960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      77.8      29.9      21.2       0.6       0.1       0.0       0.0       1.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        21         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    66,183                :
: Positions                                                                                                    :
:   44,821    26,509       224    31,106     2,485    12,156         0     3,916       510       308       329 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:       31    -1,841      -228     1,260      -660      -731      -140        62         0      -341       102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      40.1       0.3      47.0       3.8      18.4       0.0       5.9       0.8       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         .         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    17,531                :
: Positions                                                                                                    :
:    9,906    11,392     1,867       179     1,508       518       300     2,232         0     1,054       172 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -658      -527      -110       -37        43       158       100      -298         0        70       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      65.0      10.6       1.0       8.6       3.0       1.7      12.7       0.0       6.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                :
CFTC Code #06465K                                                    Open Interest is    13,060                :
: Positions                                                                                                    :
:    4,820     9,548     1,068       114     1,630         0       972       540     4,012         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -241        -9       -36      -162        60         0      -194       200      -118         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      73.1       8.2       0.9      12.5       0.0       7.4       4.1      30.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         4         .         5         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    23,434                :
: Positions                                                                                                    :
:   17,432    12,212       804     4,958     2,358       408     2,480       400       290         0        18 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -1,197      -552      -242      -854         0       -30      -200         0       -10         0         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      52.1       3.4      21.2      10.1       1.7      10.6       1.7       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        18         .         4         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                    :
CFTC Code #06465N                                                    Open Interest is     8,635                :
: Positions                                                                                                    :
:    4,332     5,593       538         0     1,030     1,128         0       176         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -255      -247       -10         0       -79       -22         0       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      64.8       6.2       0.0      11.9      13.1       0.0       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        14         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    12,620                :
: Positions                                                                                                    :
:    5,796     6,300        84     1,368     1,432         0     2,624       156     4,138         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -420      -158       -34      -278         0         0        68        20        58         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.9      49.9       0.7      10.8      11.3       0.0      20.8       1.2      32.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    13,156                :
: Positions                                                                                                    :
:    8,738     6,632     1,178     1,528       946       378       918       836         0     1,414        48 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -873      -392        59       -53       -59       100         6      -106         0      -114         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      50.4       9.0      11.6       7.2       2.9       7.0       6.4       0.0      10.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    58,624                :
: Positions                                                                                                    :
:   53,210    47,528     2,570     8,252     2,844         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -3,169    -2,602       -42      -609         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      81.1       4.4      14.1       4.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   966,448                :
: Positions                                                                                                    :
:  868,456   796,475    46,031   118,012    51,961         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -36,449   -27,625      -776    -9,600         8         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      82.4       4.8      12.2       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    27,041                :
: Positions                                                                                                    :
:   26,831    12,269       210    14,772         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -1,113      -483         0      -630         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.2      45.4       0.8      54.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is   101,190                :
: Positions                                                                                                    :
:   59,026    98,515    41,402     1,976       465         0         0         0        42         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -3,528    -6,552    -3,297      -210         0         0         0         0        42         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      97.4      40.9       2.0       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       13        25         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is 1,396,074                :
: Positions                                                                                                    :
:  833,201 1,358,171   538,234    17,184    20,719         0         0         0     3,920         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -47,616   -98,608   -56,448    -1,536         0         0         0         0     3,920         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      97.3      38.6       1.2       1.5       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       13        21         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    64,136                :
: Positions                                                                                                    :
:   39,279    40,417     6,424     7,998     5,256     3,820     2,665     7,800     1,557         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -1,869    -1,785        84      -105      -210      -210      -210         0      -105         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      63.0      10.0      12.5       8.2       6.0       4.2      12.2       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        15         4         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,138,181                :
: Positions                                                                                                    :
:  905,358   577,464    47,195   331,464    97,493         0    94,050    23,400    50,425         0    14,310 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -42,544   -29,568    -1,152   -17,664    -1,152         0    -3,840         0    -7,376         0    -2,304 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      50.7       4.1      29.1       8.6       0.0       8.3       2.1       4.4       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        16         .         5         6         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    49,848                :
: Positions                                                                                                    :
:   42,465    37,534     3,700     4,460     3,556         0     2,289         0         0     1,478         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -3,024    -2,268       105      -630      -105         0       -21         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      75.3       7.4       8.9       7.1       0.0       4.6       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A61                                                    Open Interest is    24,651                :
: Positions                                                                                                    :
:   17,314    11,599     5,335     5,012     1,675         0     6,165       200         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      47.1      21.6      20.3       6.8       0.0      25.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    43,420                :
: Positions                                                                                                    :
:   27,579    33,616    12,088     2,794     1,275     1,270     5,735         0       635         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -2,016    -2,415    -1,454      -651         0      -210         0      -105       635         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      77.4      27.8       6.4       2.9       2.9      13.2       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        13         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    15,253                :
: Positions                                                                                                    :
:    9,795    10,097     2,584     2,350     1,402         0         0         0       381       974       176 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -672      -672       -63      -105       -21         0         0         0       -63         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      66.2      16.9      15.4       9.2       0.0       0.0       0.0       2.5       6.4       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    12,261                :
: Positions                                                                                                    :
:    8,887     7,959     1,897     1,821     1,138         0         0         0       212     1,067         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:     -504      -504      -105       -84       -42         0         0         0       -42       -63         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      64.9      15.5      14.9       9.3       0.0       0.0       0.0       1.7       8.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         6         .         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   840,312                :
: Positions                                                                                                    :
:  767,917   581,587    25,695   151,840    23,300         0        80    23,400         0    60,105         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -53,760   -29,952       384   -16,512      -384         0         0         0         0    -6,912         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      69.2       3.1      18.1       2.8       0.0       0.0       2.8       0.0       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   963,233                :
: Positions                                                                                                    :
:  571,388   659,238   297,315   122,220    58,680    23,850   111,095    12,000         0         0         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:  -12,672   -38,400   -22,656    -4,608         0    -3,840     3,840    -3,840         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      68.4      30.9      12.7       6.1       2.5      11.5       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is   515,402                :
: Positions                                                                                                    :
:   87,852   262,692   141,135   145,665    50,125    62,690         0     5,635   116,680         0    51,285 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:    6,360    -2,088    -5,760   -24,960    -1,920     1,920         0    -1,920   -29,568         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0      51.0      27.4      28.3       9.7      12.2       0.0       1.1      22.6       0.0      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         4         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 3, 2012               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   140,744                :
: Positions                                                                                                    :
:   87,190    62,253    31,280    49,185    22,274         0       784         0         0     6,248         0 :
:                                                                                                              :
: Changes from:     June 26, 2012                                                                              :
:   -5,760    -6,912    -3,441    -1,905    -1,935         0      -384         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      44.2      22.2      34.9      15.8       0.0       0.6       0.0       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         8         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated July 3, 2012