```
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,565                :
: Positions                                                                                                    :
:    6,560     4,230       115     1,545       305       240       195        60         0       305         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:       75       120         0      -105        30         0         0         0         0        15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      55.9       1.5      20.4       4.0       3.2       2.6       0.8       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK OTC - ICE OTC   (Contracts of 800 MWh)                                                   :
CFTC Code #064363                                                    Open Interest is   172,271                :
: Positions                                                                                                    :
:   88,639   116,543    12,705    15,542    15,507    20,453     1,436    18,714    11,438       351     3,283 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:   -3,833    -2,674      -315      -719      -764      -349      -837       112       217      -240       157 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      67.7       7.4       9.0       9.0      11.9       0.8      10.9       6.6       0.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       44        41         5         8        10         5         .         6         7         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK OTC - ICE OTC   (Contracts of 400 MWh)                                                    :
CFTC Code #064391                                                    Open Interest is    75,078                :
: Positions                                                                                                    :
:   58,503    52,830     3,203     9,576     9,642     1,119       223       194        52       272     1,329 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    1,125       961       -72       718        -9       -52      -470       -50         0      -208       130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      70.4       4.3      12.8      12.8       1.5       0.3       0.3       0.1       0.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        26         .         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC   (Contracts of 25 MWh)                                                 :
CFTC Code #064392                                                    Open Interest is   759,537                :
: Positions                                                                                                    :
:  640,347   520,913       344   129,822    93,100     6,488         0     3,440     4,212       656     2,190 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    9,593     9,354         0    -1,689     1,729    -3,920         0      -688       960    -1,032       304 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      68.6       0.0      17.1      12.3       0.9       0.0       0.5       0.6       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        23         .         5         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME OTC - ICE OTC   (Contracts of 50 Megawatt Hours)                                     :
CFTC Code #064394                                                    Open Interest is 1,588,207                :
: Positions                                                                                                    :
:1,047,281 1,230,275   220,575    80,327   166,526    46,007     2,759    89,221     7,172     7,692    11,005 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:  -23,460   -60,264   -18,772    12,118     1,530    -1,979     2,759    -6,678      -784       390       418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      77.5      13.9       5.1      10.5       2.9       0.2       5.6       0.5       0.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       34        32         5         4         6         4         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC   (Contracts of 400 Megawatt Hours)                                   :
CFTC Code #064395                                                    Open Interest is    99,213                :
: Positions                                                                                                    :
:   64,126    75,590    19,547     8,578    12,060       952       526       694        93         0       938 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:   -6,008    -2,851     4,142       413    -4,318      -102       -27       -28      -524         0       291 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      76.2      19.7       8.6      12.2       1.0       0.5       0.7       0.1       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        27         4         4         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC   (Contracts of 25 Megawatt Hours)                                      :
CFTC Code #064396                                                    Open Interest is   651,569                :
: Positions                                                                                                    :
:  485,061   492,288   133,999   127,732    22,717         0     7,280         0     8,240         0       312 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:  -19,230   -11,654     4,837    -5,598    -3,768         0         0         0    -2,859         0      -932 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      75.6      20.6      19.6       3.5       0.0       1.1       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        18         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    71,153                :
: Positions                                                                                                    :
:   39,739    34,240       468    24,768     7,143    18,779       240     2,580        90       515       355 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    1,120       -70         0       260       480      -690         0       620         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      48.1       0.7      34.8      10.0      26.4       0.3       3.6       0.1       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        20         .         6         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    16,722                :
: Positions                                                                                                    :
:   10,450    11,785     1,147        48     1,573       120       142     1,790         0       408       286 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:      -18       -66        40         0         0         0        48       -24         0        42         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      70.5       6.9       0.3       9.4       0.7       0.8      10.7       0.0       2.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        15         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    13,009                :
: Positions                                                                                                    :
:    5,671     8,679     1,248       820     1,574         0     1,244       292     3,578         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      66.7       9.6       6.3      12.1       0.0       9.6       2.2      27.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        13         .         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    27,675                :
: Positions                                                                                                    :
:   20,533    13,022     1,530     8,092     1,992       628     3,010       400       488         0        30 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:       83       255         0       -72        70       140         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      47.1       5.5      29.2       7.2       2.3      10.9       1.4       1.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        19         .         4         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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     9,844                :
: Positions                                                                                                    :
:    5,269     6,242       619        53     1,194     1,176         0       230         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:      -18         0        28         0         0       -10         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      63.4       6.3       0.5      12.1      11.9       0.0       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       16        13         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    13,232                :
: Positions                                                                                                    :
:    9,449     6,658     1,073     1,735       907         0     1,426       744         0       888         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:      -24        24         0         0         0         0        48         0         0         2         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      50.3       8.1      13.1       6.9       0.0      10.8       5.6       0.0       6.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    65,885                :
: Positions                                                                                                    :
:   60,394    54,700     2,797     8,491     2,694         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    1,429       154         0     1,275         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      83.0       4.2      12.9       4.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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 1,034,321                :
: Positions                                                                                                    :
:  934,009   859,172    47,648   122,485    52,664         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    9,392     9,392         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      83.1       4.6      11.8       5.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    31,365                :
: Positions                                                                                                    :
:   27,028    14,071     4,337    17,294         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      44.9      13.8      55.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is   565,473                :
: Positions                                                                                                    :
:  491,753   247,697    73,720   317,776         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      43.8      13.0      56.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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   117,761                :
: Positions                                                                                                    :
:   63,088   110,161    53,499     6,681       919         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      93.5      45.4       5.7       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       12        23         4         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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 1,658,991                :
: Positions                                                                                                    :
:  893,381 1,546,327   751,594    98,648    14,016         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      93.2      45.3       5.9       0.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       11        21         4         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    65,045                :
: Positions                                                                                                    :
:   41,882    40,594     5,573     8,508     4,623     3,505     3,305     7,800     1,447         0       215 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      62.4       8.6      13.1       7.1       5.4       5.1      12.0       2.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        14         5         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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 1,159,965                :
: Positions                                                                                                    :
:  919,483   495,399    48,347   402,336   109,950         0   125,170         0    58,850     3,785    23,325 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:    6,342     6,352         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      42.7       4.2      34.7       9.5       0.0      10.8       0.0       5.1       0.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        16         .         5         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    45,775                :
: Positions                                                                                                    :
:   40,340    34,133     3,338     8,920     1,632         0       317         0       210       518         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      74.6       7.3      19.5       3.6       0.0       0.7       0.0       0.5       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14         9         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    48,297                :
: Positions                                                                                                    :
:   28,759    39,186    17,034     5,527         0     1,910     2,550         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0      -440         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      81.1      35.3      11.4       0.0       4.0       5.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         .         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    14,127                :
: Positions                                                                                                    :
:    8,157     9,609     2,776     2,670     1,466         0         0         0       749         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      68.0      19.7      18.9      10.4       0.0       0.0       0.0       5.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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    12,906                :
: Positions                                                                                                    :
:    8,701     7,964     2,238     2,077     1,266         0         0         0       319     1,259         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      61.7      17.3      16.1       9.8       0.0       0.0       0.0       2.5       9.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         4         .         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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   782,928                :
: Positions                                                                                                    :
:  709,765   527,338    23,767   201,720    25,228    23,400         0         0       768    28,642         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      67.4       3.0      25.8       3.2       3.0       0.0       0.0       0.1       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        12         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 10, 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   841,924                :
: Positions                                                                                                    :
:  399,479   629,579   319,075   136,140    58,560    47,165         0    17,645         0         0         0 :
:                                                                                                              :
: Changes from:     April 3, 2012                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      74.8      37.9      16.2       7.0       5.6       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated April 13, 2012