```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   187,949                :
: Positions                                                                                                    :
:   85,124   127,302    11,681    18,336    19,474    40,307     1,575    15,079     9,281       187     4,233 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      212     3,584      -771     2,813        20     5,102        63     1,790     1,788        21       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      67.7       6.2       9.8      10.4      21.4       0.8       8.0       4.9       0.1       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       42        38         5        10         9         7         .         5         7         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    75,000                :
: Positions                                                                                                    :
:   57,709    52,978     3,598     7,863    12,107       144       425       390        75       260       876 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      818     7,866     1,315    -6,340     3,474      -561      -389      -460      -232       203       314 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      70.6       4.8      10.5      16.1       0.2       0.6       0.5       0.1       0.3       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        23         .         .         5         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   716,827                :
: Positions                                                                                                    :
:  583,159   489,541     8,364   111,181   105,904     3,726         0     3,586     5,769       296     2,168 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   65,912    79,721     5,263   -15,755     8,358    -1,521         0       377    -5,392       296     1,824 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      68.3       1.2      15.5      14.8       0.5       0.0       0.5       0.8       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        24         .         4         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,646,761                :
: Positions                                                                                                    :
:1,003,616 1,261,702   282,242   112,916   131,063   117,764     5,504   102,263       607    24,131     8,822 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   13,672    24,105    26,801     8,088   -18,747    -7,087     5,504     8,264       607    -3,704     1,360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      76.6      17.1       6.9       8.0       7.2       0.3       6.2       0.0       1.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        29         6         .         6         5         .         5         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   116,878                :
: Positions                                                                                                    :
:   83,591    80,771    10,993    14,273    19,207     1,030       974       823       458        54       728 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    4,081     1,421    -1,727     1,051     1,483      -489      -112      -461       377      -118        27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      69.1       9.4      12.2      16.4       0.9       0.8       0.7       0.4       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        27         6         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   688,575                :
: Positions                                                                                                    :
:  513,988   454,423    68,808   128,350    87,803       312         0    15,736        15       350     1,913 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   23,098     4,106   -19,560         0    20,416        -9         0      -311        15      -562       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      66.0      10.0      18.6      12.8       0.0       0.0       2.3       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        21         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    73,410                :
: Positions                                                                                                    :
:   36,074    41,723     2,500    21,093     5,167    25,460        80     1,572        62     2,160       376 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:       46       412       130      -708       608      -760         0       148         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.1      56.8       3.4      28.7       7.0      34.7       0.1       2.1       0.1       2.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        20         .         6         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    16,615                :
: Positions                                                                                                    :
:   10,821    11,339     1,472       910     1,330        38       320     1,734         0       338        76 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      410      -248      -176       150        90      -302        38       142         0       -30         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      68.2       8.9       5.5       8.0       0.2       1.9      10.4       0.0       2.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        17         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    13,196                :
: Positions                                                                                                    :
:    6,016     8,408     1,488     1,646     1,364         0     1,374       204     3,534         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      104       316         0        20         0         0         0         0       340         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      63.7      11.3      12.5      10.3       0.0      10.4       1.5      26.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    28,742                :
: Positions                                                                                                    :
:   19,125    12,660     2,368     8,630     2,642       588     2,690       410     1,072         0        44 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      402       236        24       268      -124       -80         0       270      -110         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      44.0       8.2      30.0       9.2       2.0       9.4       1.4       3.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         .         4         7         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    10,211                :
: Positions                                                                                                    :
:    4,524     6,553     1,082     1,148       186     2,702         0       380         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      696    -1,476       260      -408        30    -2,488         0       -20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.3      64.2      10.6      11.2       1.8      26.5       0.0       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        15         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    12,582                :
: Positions                                                                                                    :
:    9,178     6,308       816     1,782       924         0     1,770       400         0       526        16 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      192        10         0        48         0         0        24         0         0        36         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      50.1       6.5      14.2       7.3       0.0      14.1       3.2       0.0       4.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         4         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    70,359                :
: Positions                                                                                                    :
:   64,916    59,035     2,728     8,609     2,715         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      440       440         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      83.9       3.9      12.2       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,097,933                :
: Positions                                                                                                    :
:1,003,101   903,148    42,168   142,121    52,664         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   14,898    14,898         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      82.3       3.8      12.9       4.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    34,740                :
: Positions                                                                                                    :
:   24,655    20,252    10,085    14,488         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    2,550         0     1,525     4,075    -1,525         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      58.3      29.0      41.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   634,065                :
: Positions                                                                                                    :
:  450,240   369,665   183,825   264,400         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   46,800         0    29,025    75,825   -29,025         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      58.3      29.0      41.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   117,633                :
: Positions                                                                                                    :
:   66,817   102,962    49,673    13,528     1,143         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      126     2,676     2,805         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      87.5      42.2      11.5       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       12        23         5         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 1,875,308                :
: Positions                                                                                                    :
:  992,728 1,635,599   859,360   216,489    23,220         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    1,800    48,600    46,800         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      87.2      45.8      11.5       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       11        22         4         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    68,536                :
: Positions                                                                                                    :
:   38,775    43,592    10,330     3,525     6,144     1,275     4,135    10,350     1,275       148       387 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:      234     5,100     4,353    -3,063     3,063    -2,550         0     2,550         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      63.6      15.1       5.1       9.0       1.9       6.0      15.1       1.9       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        14         5         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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 1,183,411                :
: Positions                                                                                                    :
:  930,456   500,697    46,811   437,647   145,307    14,112    60,765         0    23,400    15,670    23,325 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   13,650    11,570    -2,080         0       416         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      42.3       4.0      37.0      12.3       1.2       5.1       0.0       2.0       1.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        15         .         5         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    50,514                :
: Positions                                                                                                    :
:   46,564    36,226     1,785    11,350     1,910         0       381         0         0       392         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    1,275     1,187         0         0         0         0         0         0         0        88         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      71.7       3.5      22.5       3.8       0.0       0.8       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    54,508                :
: Positions                                                                                                    :
:   32,070    43,588    19,168     7,650       126     2,550     2,550         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      80.0      35.2      14.0       0.2       4.7       4.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    47,027                :
: Positions                                                                                                    :
:   11,477    25,410    14,073    17,595       192     1,265         0     2,560    16,190         0     1,270 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:    1,717         0      -192         0       192         0         0         0    -1,270         0     1,270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      54.0      29.9      37.4       0.4       2.7       0.0       5.4      34.4       0.0       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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    16,314                :
: Positions                                                                                                    :
:   10,008    11,182     2,989     3,284     1,530         0         0         0       765        63         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:       63        88         0         0         0         0         0         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      68.5      18.3      20.1       9.4       0.0       0.0       0.0       4.7       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        11         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 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   886,986                :
: Positions                                                                                                    :
:  837,991   554,243         0   260,989    25,595    23,400         0         0         0    46,159         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:   23,400    18,660         0         0         0         0         0         0         0     4,740         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      62.5       0.0      29.4       2.9       2.6       0.0       0.0       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         0         4         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 24, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   963,303                :
: Positions                                                                                                    :
:  436,397   756,231   380,496   160,272    46,800    99,610         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 17, 2012                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      78.5      39.5      16.6       4.9      10.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 27, 2012