```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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     7,975                :
: Positions                                                                                                    :
:    5,125     6,180         0       660         0     1,085         0       120     1,170       390       270 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:       45       345         0       -30         0       375         0         0       -25         0        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      77.5       0.0       8.3       0.0      13.6       0.0       1.5      14.7       4.9       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         0         .         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    44,071                :
: Positions                                                                                                    :
:   16,526    15,405     1,365     1,628     2,653       466     3,260     3,120     9,683     7,717     9,788 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    1,580     1,180      -140       571      -168         0      -215       460       140         4     1,289 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      35.0       3.1       3.7       6.0       1.1       7.4       7.1      22.0      17.5      22.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       12        12         .         .         .         .         .         4        12        13        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    16,757                :
: Positions                                                                                                    :
:    6,450     5,935       305       400       355     1,735        15       695     4,335     6,340     2,462 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      715       665       120      -345        90      -590      -540       410       175       675       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      35.4       1.8       2.4       2.1      10.4       0.1       4.1      25.9      37.8      14.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        9         8         .         .         .         .         .         .         4        16        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    96,348                :
: Positions                                                                                                    :
:   63,280    39,014       316    25,377    20,964       516     1,778     6,379     1,875         7       266 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    4,959     2,704         0       366      -161      -115        -4      -262    -1,743         7    -3,118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      40.5       0.3      26.3      21.8       0.5       1.8       6.6       1.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        24         .         5         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    15,821                :
: Positions                                                                                                    :
:    8,417     9,669       370     1,647     2,495     2,169         0     1,088       104         0        86 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      245       767         1       -28        -5       -38         0         0         0      -610      -240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      61.1       2.3      10.4      15.8      13.7       0.0       6.9       0.7       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         9         .         .         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    11,442                :
: Positions                                                                                                    :
:    5,724     8,494     1,774         0     1,040       614       400       306       638         0       658 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0       730         0         0         0         0         0         0         0      -562         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      74.2      15.5       0.0       9.1       5.4       3.5       2.7       5.6       0.0       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    16,230                :
: Positions                                                                                                    :
:   10,257    12,013     1,508       500     1,508        48       440       790       300         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0     1,812         0         0         0         0         0         0         0    -1,812         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      74.0       9.3       3.1       9.3       0.3       2.7       4.9       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        18         4         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    44,677                :
: Positions                                                                                                    :
:   39,597    37,882     2,911     4,796     1,999         0         0         0       170         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      201       177         0        44         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      84.8       6.5      10.7       4.5       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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   762,006                :
: Positions                                                                                                    :
:  664,889   663,479    53,452    54,862    43,665         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    2,576     1,840      -736         0       736         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      87.1       7.0       7.2       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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 PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A38                                                    Open Interest is    24,156                :
: Positions                                                                                                    :
:   19,514     4,071     1,746       596       256         0         0         0     2,427    18,764         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      16.9       7.2       2.5       1.1       0.0       0.0       0.0      10.0      77.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         8         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    57,413                :
: Positions                                                                                                    :
:   37,334    54,943    16,675       130     2,275         0         0         0       874         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      780         0         0         0         0         0         0         0      -780         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      95.7      29.0       0.2       4.0       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       10        22         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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   767,350                :
: Positions                                                                                                    :
:  580,921   676,311   165,399    70,009    21,030         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   14,004         0         0         0         0         0         0         0   -14,004         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      88.1      21.6       9.1       2.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        18         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    52,723                :
: Positions                                                                                                    :
:   34,022    36,114     8,543    12,085     3,188     6,070       635       320       325       381         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      68.5      16.2      22.9       6.0      11.5       1.2       0.6       0.6       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        13         4         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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 1,172,347                :
: Positions                                                                                                    :
:  942,608   697,787   146,743   264,120    55,579         0   149,080         0    21,636         0     5,781 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   18,656    99,240         0         0         0         0         0         0         0   -80,584   -18,656 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      59.5      12.5      22.5       4.7       0.0      12.7       0.0       1.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        17         4         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    30,515                :
: Positions                                                                                                    :
:   20,938    23,607     9,364     3,405         0         0     2,162         0         0     1,128         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    1,065         0         0         0         0         0         0         0    -1,065         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      77.4      30.7      11.2       0.0       0.0       7.1       0.0       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         7         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    32,184                :
: Positions                                                                                                    :
:   21,051    25,164    11,133     1,065         0         0     5,955         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:       44        44         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      78.2      34.6       3.3       0.0       0.0      18.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        13         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    20,152                :
: Positions                                                                                                    :
:   12,592    11,934         0     3,488     1,280     1,270         0     1,385     1,560         0     2,065 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      59.2       0.0      17.3       6.4       6.3       0.0       6.9       7.7       0.0      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         0         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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    24,947                :
: Positions                                                                                                    :
:   21,271    16,817     1,330     4,890     2,133         0         0         0         0     1,107         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    1,234      -977         0         0         0         0         0         0    -2,211         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      67.4       5.3      19.6       8.6       0.0       0.0       0.0       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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   483,619                :
: Positions                                                                                                    :
:  320,032   393,264   142,419    59,040         0         0     2,312    21,168         0     7,835         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0    14,040         0         0         0         0         0         0         0   -14,040         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      81.3      29.4      12.2       0.0       0.0       0.5       4.4       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         .         .         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             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   917,236                :
: Positions                                                                                                    :
:  734,918   618,986    73,788    93,600    85,210         0    96,120    23,320         0         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    5,760    25,160    -3,920         0         0         0         0         0         0   -23,320         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      67.5       8.0      10.2       9.3       0.0      10.5       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        18         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is   549,774                :
: Positions                                                                                                    :
:  229,333   361,558   109,088         0    55,416   134,845         0         0     1,550   113,258    19,542 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.7      65.8      19.8       0.0      10.1      24.5       0.0       0.0       0.3      20.6       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        12         5         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   243,684                :
: Positions                                                                                                    :
:  190,888   133,897    49,267    68,944     3,529         0         0         0         0    37,314         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    7,491      -381         0         0         0         0         0         0    -7,872         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      54.9      20.2      28.3       1.4       0.0       0.0       0.0       0.0      15.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 12, 2013             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)               :
CFTC Code #064B47                                                    Open Interest is     4,614                :
: Positions                                                                                                    :
:    1,575     3,720     2,138         0       743        63         0        39        16        70        31 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      174       115        13         0        12       -16         0         5         0        -4       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      80.6      46.3       0.0      16.1       1.4       0.0       0.9       0.3       1.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         6         0         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 15, 2013