```
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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  :     7,511:     6,485      4,141        146      1,650        278        240        195         60          0        290          0:      303       898
Old  :     7,511:     6,485      4,141        146      1,650        278        240        195         60          0        290          0:      303       898
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.3       55.1        1.9       22.0        3.7        3.2        2.6        0.8        0.0        3.9        0.0:      4.0      12.0
Old  :     100.0:      86.3       55.1        1.9       22.0        3.7        3.2        2.6        0.8        0.0        3.9        0.0:      4.0      12.0
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:        10         10          .          .          .          .          .          .          0          .          0:
Old  :        20:        10         10          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       44.0       87.4       72.1       68.3       41.3       77.2       61.0
Old  :                 68.7       44.0       87.4       72.1       68.3       41.3       77.2       61.0
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 - Options and Futures Combined, April 3, 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  :   217,201:   100,735     97,245        468     18,474     67,063     13,388          0     31,642        426        416        857:    2,622     1,505
Old  :   217,201:   100,735     97,245        468     18,474     67,063     13,388          0     31,642        426        416        857:    2,622     1,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -14,110:    -5,978     -6,624       -390     -1,370     -4,229     -1,524          0     -1,992          7         -3        158:     -162       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       44.8        0.2        8.5       30.9        6.2        0.0       14.6        0.2        0.2        0.4:      1.2       0.7
Old  :     100.0:      46.4       44.8        0.2        8.5       30.9        6.2        0.0       14.6        0.2        0.2        0.4:      1.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        23         22          .          6          7          4          0          4          .          .          .:
Old  :        38:        23         22          .          6          7          4          0          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  :                 38.0       39.9       67.6       70.8       11.2       13.6       15.4       16.8
Old  :                 38.0       39.9       67.6       70.8       11.2       13.6       15.4       16.8
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 - Options and Futures Combined, April 3, 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  :    35,362:    17,318     17,529        601      4,923      7,808      4,329         94      3,666          0        366        286:    1,354       690
Old  :    35,362:    17,318     17,529        601      4,923      7,808      4,329         94      3,666          0        366        286:    1,354       690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -2,150:      -928       -755         15       -300       -806          2        -16       -538          0        -36         96:        8       204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.0       49.6        1.7       13.9       22.1       12.2        0.3       10.4        0.0        1.0        0.8:      3.8       2.0
Old  :     100.0:      49.0       49.6        1.7       13.9       22.1       12.2        0.3       10.4        0.0        1.0        0.8:      3.8       2.0
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:        17         15          .          .          4          .          .          .          0          .          .:
Old  :        27:        17         15          .          .          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  :                 49.4       54.9       73.0       77.3       30.1       27.8       34.2       33.6
Old  :                 49.4       54.9       73.0       77.3       30.1       27.8       34.2       33.6
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 - Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    13,400:     5,678      8,992      1,265        820      1,591          0        972        588      3,578          0          0:      700       437
Old  :    13,400:     5,678      8,992      1,265        820      1,591          0        972        588      3,578          0          0:      700       437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :      -433:      -237       -299        -75       -128        -20          0         15        -38        -56          0          0:       -7        36
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.4       67.1        9.4        6.1       11.9        0.0        7.3        4.4       26.7        0.0        0.0:      5.2       3.3
Old  :     100.0:      42.4       67.1        9.4        6.1       11.9        0.0        7.3        4.4       26.7        0.0        0.0:      5.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         13          4          .          5          0          .          .          .          0          0:
Old  :        24:        10         13          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  :                 56.2       37.8       75.3       64.3       50.1       28.5       55.2       43.8
Old  :                 56.2       37.8       75.3       64.3       50.1       28.5       55.2       43.8
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 - Options and Futures Combined, April 3, 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  :    27,412:    20,450     12,767      1,530      8,164      1,922        488      3,010        400        498          0         30:    2,094     1,119
Old  :    27,412:    20,450     12,767      1,530      8,164      1,922        488      3,010        400        498          0         30:    2,094     1,119
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -1,520:      -771        -28       -242     -1,184         38        -50       -410         70       -512          0          0:      -53        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       46.6        5.6       29.8        7.0        1.8       11.0        1.5        1.8        0.0        0.1:      7.6       4.1
Old  :     100.0:      74.6       46.6        5.6       29.8        7.0        1.8       11.0        1.5        1.8        0.0        0.1:      7.6       4.1
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  :        31:        19         19          .          4          6          .          .          .          .          0          .:
Old  :        31:        19         19          .          4          6          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       47.6       58.4       72.9       24.5       43.6       39.4       56.5
Old  :                 37.7       47.6       58.4       72.9       24.5       43.6       39.4       56.5
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 - Options and Futures Combined, April 3, 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  :     9,844:     5,287      6,242        591         53      1,194      1,186          0        230          0          0          0:    1,356     2,125
Old  :     9,844:     5,287      6,242        591         53      1,194      1,186          0        230          0          0          0:    1,356     2,125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :      -507:      -329       -333        -77        -59          0        -16          0        -10          0          0          0:      -75      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       63.4        6.0        0.5       12.1       12.0        0.0        2.3        0.0        0.0        0.0:     13.8      21.6
Old  :     100.0:      53.7       63.4        6.0        0.5       12.1       12.0        0.0        2.3        0.0        0.0        0.0:     13.8      21.6
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  :                 41.5       34.6       63.4       56.8       32.2       30.0       45.6       41.6
Old  :                 41.5       34.6       63.4       56.8       32.2       30.0       45.6       41.6
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 - Options and Futures Combined, April 3, 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  :    13,158:     9,473      6,634      1,073      1,735        907          0      1,378        744          0        886          0:      961       874
Old  :    13,158:     9,473      6,634      1,073      1,735        907          0      1,378        744          0        886          0:      961       874
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :      -394:      -335       -220         59        -47        -59          0        -44          0          0         50          0:      -59       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       50.4        8.2       13.2        6.9        0.0       10.5        5.7        0.0        6.7        0.0:      7.3       6.6
Old  :     100.0:      72.0       50.4        8.2       13.2        6.9        0.0       10.5        5.7        0.0        6.7        0.0:      7.3       6.6
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  :        25:        16         12          .          .          .          0          .          .          0          .          0:
Old  :        25:        16         12          .          .          .          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  :                 48.1       40.4       70.8       64.8       43.7       26.9       53.3       46.5
Old  :                 48.1       40.4       70.8       64.8       43.7       26.9       53.3       46.5
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 - Options and Futures Combined, April 3, 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  :    64,456:    58,965     54,546      2,797      7,216      2,694          0          0          0          0          0          0:        0         0
Old  :    64,456:    58,965     54,546      2,797      7,216      2,694          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -3,322:    -3,278     -2,662        -44       -660          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       84.6        4.3       11.2        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      91.5       84.6        4.3       11.2        4.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          .          .          0          0          0          0          0          0:
Old  :        26:        16         13          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       83.7       85.0       97.2       70.5       79.8       84.0       92.1
Old  :                 70.5       83.7       85.0       97.2       70.5       79.8       84.0       92.1
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 - Options and Futures Combined, April 3, 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  : 1,024,929:   924,617    849,780     47,648    122,485     52,664          0          0          0          0          0          0:        0         0
Old  : 1,024,929:   924,617    849,780     47,648    122,485     52,664          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -40,664:   -39,882    -28,152       -782    -12,512          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.2       82.9        4.6       12.0        5.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      90.2       82.9        4.6       12.0        5.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          .          .          .          0          0          0          0          0          0:
Old  :        24:        13         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       85.2       92.2       94.4       73.0       80.7       88.2       87.4
Old  :                 73.7       85.2       92.2       94.4       73.0       80.7       88.2       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064A54
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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  :    31,365:    27,028     14,071      4,337     17,294          0          0          0          0          0          0          0:        0         0
Old  :    31,365:    27,028     14,071      4,337     17,294          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -3,850:    -1,672     -2,442     -2,178     -1,408          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       44.9       13.8       55.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      86.2       44.9       13.8       55.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         11          .          .          0          0          0          0          0          0          0:
Old  :        24:        12         11          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       88.0       87.6       97.0       57.6       85.9       78.1       88.9
Old  :                 60.3       88.0       87.6       97.0       57.6       85.9       78.1       88.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A55
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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  :   565,473:   491,753    247,697     73,720    317,776          0          0          0          0          0          0          0:        0         0
Old  :   565,473:   491,753    247,697     73,720    317,776          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -68,816:   -31,671    -43,792    -37,145    -25,024          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       43.8       13.0       56.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      87.0       43.8       13.0       56.2        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          9          .          .          0          0          0          0          0          0          0:
Old  :        22:        11          9          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       89.6       88.0       98.6       57.8       87.4       78.9       90.0
Old  :                 61.2       89.6       88.0       98.6       57.8       87.4       78.9       90.0
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 - Options and Futures Combined, April 3, 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  :   117,761:    63,088    110,161     53,499      6,681        919          0          0          0          0          0          0:      255         0
Old  :   117,761:    63,088    110,161     53,499      6,681        919          0          0          0          0          0          0:      255         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -10,306:    -6,079     -7,600     -3,916     -2,395       -311          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       93.5       45.4        5.7        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.2       0.0
Old  :     100.0:      53.6       93.5       45.4        5.7        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        12         23          4          4          .          0          0          0          0          0          0:
Old  :        38:        12         23          4          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       39.0       86.7       60.3       68.1       39.0       84.1       60.1
Old  :                 68.3       39.0       86.7       60.3       68.1       39.0       84.1       60.1
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 - Options and Futures Combined, April 3, 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  : 1,658,991:   893,381  1,546,327    751,594     98,648     14,016          0          0          0          0          0          0:        0         0
Old  : 1,658,991:   893,381  1,546,327    751,594     98,648     14,016          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :  -170,863:   -96,573   -125,898    -69,598    -40,273     -4,692          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       93.2       45.3        5.9        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      53.9       93.2       45.3        5.9        0.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        11         21          4          4          .          0          0          0          0          0          0:
Old  :        37:        11         21          4          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       41.6       89.2       62.8       65.3       41.6       85.3       62.6
Old  :                 65.6       41.6       89.2       62.8       65.3       41.6       85.3       62.6
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 - Options and Futures Combined, April 3, 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  :    65,045:    41,882     40,594      5,573      8,508      4,623      3,505      3,305      7,800      1,447          0        215:        0         0
Old  :    65,045:    41,882     40,594      5,573      8,508      4,623      3,505      3,305      7,800      1,447          0        215:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -3,224:    -2,586     -2,438       -107        220       -421       -110       -220          0        110          0       -110:        0      -255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       62.4        8.6       13.1        7.1        5.4        5.1       12.0        2.2        0.0        0.3:      0.0       0.0
Old  :     100.0:      64.4       62.4        8.6       13.1        7.1        5.4        5.1       12.0        2.2        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        19         14          5          .          4          .          .          .          .          0          .:
Old  :        35:        19         14          5          .          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.4       48.8       56.8       79.4       27.6       42.2       44.7       57.5
Old  :                 35.4       48.8       56.8       79.4       27.6       42.2       44.7       57.5
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 - Options and Futures Combined, April 3, 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  : 1,153,613:   913,141    489,047     48,347    402,336    109,950          0    125,170          0     58,850      3,785     23,325:        0         0
Old  : 1,153,613:   913,141    489,047     48,347    402,336    109,950          0    125,170          0     58,850      3,785     23,325:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -65,688:   -56,304    -30,498          0    -24,633     -4,301     -1,173     -1,955          0     -3,910     -4,301          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       42.4        4.2       34.9        9.5        0.0       10.9        0.0        5.1        0.3        2.0:      0.0       0.0
Old  :     100.0:      79.2       42.4        4.2       34.9        9.5        0.0       10.9        0.0        5.1        0.3        2.0:      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  :        39:        23         16          .          5          6          0          .          0          .          .          .:
Old  :        39:        23         16          .          5          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  :                 35.0       48.6       58.1       73.2       32.5       42.7       51.3       61.9
Old  :                 35.0       48.6       58.1       73.2       32.5       42.7       51.3       61.9
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 - Options and Futures Combined, April 3, 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  :    45,775:    40,340     34,133      3,338      8,920      1,632          0        317          0        210        518          0:      255       255
Old  :    45,775:    40,340     34,133      3,338      8,920      1,632          0        317          0        210        518          0:      255       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -2,991:    -1,121     -1,772        154      1,100     -1,870          0        -22          0        210       -362       -320:      -44       255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       74.6        7.3       19.5        3.6        0.0        0.7        0.0        0.5        1.1        0.0:      0.6       0.6
Old  :     100.0:      88.1       74.6        7.3       19.5        3.6        0.0        0.7        0.0        0.5        1.1        0.0:      0.6       0.6
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  :        27:        14          9          .          .          .          0          .          0          .          .          0:
Old  :        27:        14          9          .          .          .          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  :                 57.0       74.6       77.4       89.7       53.4       67.0       70.4       81.5
Old  :                 57.0       74.6       77.4       89.7       53.4       67.0       70.4       81.5
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 - Options and Futures Combined, April 3, 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  :    48,297:    28,759     39,186     17,034      5,967          0      1,910      2,550          0          0          0          0:      594       594
Old  :    48,297:    28,759     39,186     17,034      5,967          0      1,910      2,550          0          0          0          0:      594       594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :    -2,899:    -1,931     -2,239       -748       -660          0       -220          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       81.1       35.3       12.4        0.0        4.0        5.3        0.0        0.0        0.0        0.0:      1.2       1.2
Old  :     100.0:      59.5       81.1       35.3       12.4        0.0        4.0        5.3        0.0        0.0        0.0        0.0:      1.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         12          .          .          0          .          .          0          0          0          0:
Old  :        26:        11         12          .          .          0          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.9       55.5       93.0       76.8       54.0       39.4       65.3       57.9
Old  :                 75.9       55.5       93.0       76.8       54.0       39.4       65.3       57.9
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 - Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,155:     8,168      9,631      2,770      2,653      1,489          0          0          0        749          0          0:      979       382
Old  :    14,155:     8,168      9,631      2,770      2,653      1,489          0          0          0        749          0          0:      979       382
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :      -812:      -637       -504        -66       -111        -21          0          0          0         66          0       -132:      -22       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       68.0       19.6       18.7       10.5        0.0        0.0        0.0        5.3        0.0        0.0:      6.9       2.7
Old  :     100.0:      57.7       68.0       19.6       18.7       10.5        0.0        0.0        0.0        5.3        0.0        0.0:      6.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          .          .          .          0          0          0          .          0          0:
Old  :        23:        11         11          .          .          .          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  :                 55.8       55.5       74.3       78.9       42.5       51.7       59.3       70.1
Old  :                 55.8       55.5       74.3       78.9       42.5       51.7       59.3       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,906:     8,701      7,964      2,238      2,077      1,266          0          0          0        319      1,259          0:      382       340
Old  :    12,906:     8,701      7,964      2,238      2,077      1,266          0          0          0        319      1,259          0:      382       340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :      -528:      -286       -308       -132        -88        -44          0          0          0        -22        -66          0:      -44       -22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       61.7       17.3       16.1        9.8        0.0        0.0        0.0        2.5        9.8        0.0:      3.0       2.6
Old  :     100.0:      67.4       61.7       17.3       16.1        9.8        0.0        0.0        0.0        2.5        9.8        0.0:      3.0       2.6
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  :        20:        11          4          .          .          4          0          0          0          .          .          0:
Old  :        20:        11          4          .          .          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       71.9       74.7       96.2       52.1       65.0       69.3       78.7
Old  :                 53.1       71.9       74.7       96.2       52.1       65.0       69.3       78.7
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 - Options and Futures Combined, April 3, 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  :   782,928:   709,765    527,338     23,767    201,720     25,228     23,400          0          0        768     28,642          0:        0         0
Old  :   782,928:   709,765    527,338     23,767    201,720     25,228     23,400          0          0        768     28,642          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -43,932:   -43,932    -18,517      1,173    -16,813     -1,173          0          0          0          0     -7,429          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.7       67.4        3.0       25.8        3.2        3.0        0.0        0.0        0.1        3.7        0.0:      0.0       0.0
Old  :     100.0:      90.7       67.4        3.0       25.8        3.2        3.0        0.0        0.0        0.1        3.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         12          .          .          .          .          0          0          .          .          0:
Old  :        27:        16         12          .          .          .          .          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  :                 57.7       76.4       75.7       92.7       42.4       60.8       57.2       71.8
Old  :                 57.7       76.4       75.7       92.7       42.4       60.8       57.2       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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  :   841,924:   399,479    629,579    319,075    136,140     58,560     47,165          0     17,645          0          0          0:        0         0
Old  :   841,924:   399,479    629,579    319,075    136,140     58,560     47,165          0     17,645          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :   -50,830:   -14,076    -46,138    -23,069     -4,692          0    -13,685          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.4       74.8       37.9       16.2        7.0        5.6        0.0        2.1        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      47.4       74.8       37.9       16.2        7.0        5.6        0.0        2.1        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  :        20:        10         11          .          .          .          .          0          .          0          0          0:
Old  :        20:        10         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  :                 72.8       77.7       93.3       93.0       58.0       57.5       66.0       66.9
Old  :                 72.8       77.7       93.3       93.0       58.0       57.5       66.0       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, April 3, 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  :     7,918:     3,562      4,699      1,258        312      2,555        187          0        231          1          0        113:       11         9
Old  :     7,918:     3,562      4,699      1,258        312      2,555        187          0        231          1          0        113:       11         9
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 27, 2012                                                                   :
     :        80:        35         -2        -32        -10         65         -3          0         16        -11          0         11:       -0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.0       59.3       15.9        3.9       32.3        2.4        0.0        2.9        0.0        0.0        1.4:      0.1       0.1
Old  :     100.0:      45.0       59.3       15.9        3.9       32.3        2.4        0.0        2.9        0.0        0.0        1.4:      0.1       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  :        24:        11         15          4          .          5          .          0          .          .          0          .:
Old  :        24:        11         15          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  :                 43.9       47.4       74.1       71.7       15.9       16.8       20.7       20.8
Old  :                 43.9       47.4       74.1       71.7       15.9       16.8       20.7       20.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 6, 2012