```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    13,242                :
: Positions                                                                                                    :
:    3,230     1,491       587       417       448         0     1,315     1,520     4,846     5,431     2,251 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    1,024       479       310        80       231      -245       270       490     1,151     2,077       195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      11.3       4.4       3.1       3.4       0.0       9.9      11.5      36.6      41.0      17.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        4         4         .         .         .         0         4         4         7        11        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is     6,005                :
: Positions                                                                                                    :
:    1,095     1,875         0       180       120       295        45       395     2,615     1,690     1,115 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      185        15         0        60         0        40       -55       105       105       285       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      31.2       0.0       3.0       2.0       4.9       0.7       6.6      43.5      28.1      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        4         4         0         .         .         .         .         .         4         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is   163,691                :
: Positions                                                                                                    :
:   84,569    68,908       132    22,100    47,596     5,380         0    22,679       851        57       858 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      665     1,016         0       -54      -240       372         0       377         0        36       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      42.1       0.1      13.5      29.1       3.3       0.0      13.9       0.5       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       29        27         .         6         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is    27,741                :
: Positions                                                                                                    :
:   13,397    15,122       650     2,206     6,011     3,045         0     3,119         0       510       272 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      -18       119        -4        27        12         9         0         0         0      -160        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.3      54.5       2.3       8.0      21.7      11.0       0.0      11.2       0.0       1.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        13         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is     8,471                :
: Positions                                                                                                    :
:    6,407     3,825         0     2,004       117         0     1,120        28       264         0         8 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:       -0        -0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      45.2       0.0      23.7       1.4       0.0      13.2       0.3       3.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        12         0         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                :
CFTC Code #06465K                                                    Open Interest is    13,520                :
: Positions                                                                                                    :
:    5,615    10,693     1,072        64     1,528       254       243       724     3,564         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:       -0         0         0         0         0         0        -1         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.5      79.1       7.9       0.5      11.3       1.9       1.8       5.4      26.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        16         5         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    23,064                :
: Positions                                                                                                    :
:   16,062    13,416       662     3,352     2,978       268     1,880       520       284         0        18 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      120        28         0        92       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      58.2       2.9      14.5      12.9       1.2       8.2       2.3       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        19         .         5         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                    :
CFTC Code #06465N                                                    Open Interest is     8,811                :
: Positions                                                                                                    :
:    4,569     5,550       304         0     1,138     1,194         0       116         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      120       -24      -144         0       144         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      63.0       3.5       0.0      12.9      13.6       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        14         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                   :
CFTC Code #06465O                                                    Open Interest is    11,899                :
: Positions                                                                                                    :
:    5,761     6,107        50     1,090     1,472         0     2,406       130     3,470         0        24 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      51.3       0.4       9.2      12.4       0.0      20.2       1.1      29.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    12,484                :
: Positions                                                                                                    :
:    8,241     6,744     1,267     1,245       857       298       874       840         0     1,516         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:       20       128         0         0         0         0       -80        28         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      54.0      10.1      10.0       6.9       2.4       7.0       6.7       0.0      12.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         .         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    56,191                :
: Positions                                                                                                    :
:   50,614    45,557     2,714     7,771     2,863         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      141       491       415        65         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      81.1       4.8      13.8       5.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   933,563                :
: Positions                                                                                                    :
:  831,238   772,591    52,517   111,164    49,808         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    1,519     8,725     8,005       799         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      82.8       5.6      11.9       5.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    25,151                :
: Positions                                                                                                    :
:   24,941    11,072       210    14,079         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.2      44.0       0.8      56.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    93,717                :
: Positions                                                                                                    :
:   54,595    91,613    38,402     1,426       465         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      97.8      41.0       1.5       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       13        24         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is 1,286,634                :
: Positions                                                                                                    :
:  784,361 1,256,439   479,674     9,476    20,719         0         0         0     1,880         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      97.7      37.3       0.7       1.6       0.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        21         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    66,043                :
: Positions                                                                                                    :
:   40,815    41,639     7,783     9,933     5,046     1,720       135     9,290     1,389         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0    -2,550         0     2,550         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      63.0      11.8      15.0       7.6       2.6       0.2      14.1       2.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        16         4         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,242,830                :
: Positions                                                                                                    :
:1,042,638   609,292    45,971   408,336    96,269         0   111,290         0    40,309         0    17,643 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:   93,184     1,664         0    93,600         0         0    -2,080         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      49.0       3.7      32.9       7.7       0.0       9.0       0.0       3.2       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        18         .         5         6         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    50,185                :
: Positions                                                                                                    :
:   38,957    38,459     8,090     4,250     3,032         0     2,268         0         0     1,666         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      76.6      16.1       8.5       6.0       0.0       4.5       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A61                                                    Open Interest is    22,352                :
: Positions                                                                                                    :
:   15,141    10,696     5,555     4,361     1,350         0     5,745       200         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      47.9      24.9      19.5       6.0       0.0      25.7       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    40,049                :
: Positions                                                                                                    :
:   26,068    31,064    10,354     1,340     2,015     1,060     5,630         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    2,400         0         0         0         0         0         0         0    -2,400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      77.6      25.9       3.3       5.0       2.6      14.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    26,748                :
: Positions                                                                                                    :
:    6,756    16,394     4,681     7,077     2,747     4,140         0         0     7,894         0       530 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:     -765       510         0         0         0         0         0         0     1,275         0      -740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.3      61.3      17.5      26.5      10.3      15.5       0.0       0.0      29.5       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        12         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    15,872                :
: Positions                                                                                                    :
:   10,716    10,023     2,121     2,631     1,805         0         0         0       318     1,182        19 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:       -0      -510       230       510        -0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      63.1      13.4      16.6      11.4       0.0       0.0       0.0       2.0       7.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    12,758                :
: Positions                                                                                                    :
:    9,169     8,325     2,407     2,352       906         0         0         0       170       920         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      255       255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      65.3      18.9      18.4       7.1       0.0       0.0       0.0       1.3       7.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         6         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   841,900                :
: Positions                                                                                                    :
:  691,389   608,944   105,028   134,296    22,083         0        80    23,400         0    53,097         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    3,008     3,080         0         0         0         0         0         0         0       -72         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      72.3      12.5      16.0       2.6       0.0       0.0       2.8       0.0       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   969,508                :
: Positions                                                                                                    :
:  614,451   672,654   274,807   117,324    52,560    19,770   119,050     7,920         0         0         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:   59,511     9,360         0         0         0         0         0         0   -50,151         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      69.4      28.3      12.1       5.4       2.0      12.3       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is   524,781                :
: Positions                                                                                                    :
:  109,500   288,364   128,895   100,289    71,957    75,850         0     7,715    74,408         0    56,456 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    2,080         0         0         0         0    -2,080         0     2,080         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.9      54.9      24.6      19.1      13.7      14.5       0.0       1.5      14.2       0.0      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         4         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   137,456                :
: Positions                                                                                                    :
:   89,614    54,909    29,240    58,137    18,602         0       376         0         0     5,432         0 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:    9,360         0         0     9,360         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      39.9      21.3      42.3      13.5       0.0       0.3       0.0       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         8         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 14, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)               :
CFTC Code #064B47                                                    Open Interest is     9,317                :
: Positions                                                                                                    :
:    4,064     6,017     1,744         0     2,970       258         0       183         0        65        78 :
:                                                                                                              :
: Changes from:     August 7, 2012                                                                             :
:      -72         4        68         0         5        -8         0         7         0       -15         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      64.6      18.7       0.0      31.9       2.8       0.0       2.0       0.0       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        13         5         0         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated August 17, 2012