```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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     6,815                :
: Positions                                                                                                    :
:    4,025     4,825         0       795         0     1,205         0       120     1,035       515       310 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:      -30      -115         0       -15         0       -15         0         0         0        90        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      70.8       0.0      11.7       0.0      17.7       0.0       1.8      15.2       7.6       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         0         .         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    50,827                :
: Positions                                                                                                    :
:   19,198    19,730     1,380     1,901     2,693       276     4,190     3,355    11,666     6,684    11,824 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -235       383      -275      -177       129      -190       800      -730       559    -1,222      -507 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      38.8       2.7       3.7       5.3       0.5       8.2       6.6      23.0      13.2      23.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       13        11         .         .         4         .         4         4        13        13        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    16,622                :
: Positions                                                                                                    :
:    6,570     5,775       270       570       250     1,545         0       870     4,407     6,172     2,530 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -935    -1,310       -55        55       -65       -35         0      -275      -315      -175      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      34.7       1.6       3.4       1.5       9.3       0.0       5.2      26.5      37.1      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:        8         8         .         .         .         .         0         .         6        14        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    92,133                :
: Positions                                                                                                    :
:   61,098    38,043       270    24,391    19,658       166     1,596     5,716     2,043         0       214 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -3,251    -2,399       -36      -999    -1,421      -299      -168      -211        53         0      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      41.3       0.3      26.5      21.3       0.2       1.7       6.2       2.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        25         .         5         6         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    15,001                :
: Positions                                                                                                    :
:    7,920     9,543       354     1,245     2,418     2,022         0       988       128         0        62 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -784      -522        -7      -142       -61        -0         0      -100        24         0       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      63.6       2.4       8.3      16.1      13.5       0.0       6.6       0.9       0.0       0.4 :
:                                                                                                              :
: 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 April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                 :
CFTC Code #06465I                                                    Open Interest is     6,136                :
: Positions                                                                                                    :
:    5,213     2,790         0     1,401        17         0     1,024         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -287      -184         0       -43        -5         0       -74         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      45.5       0.0      22.8       0.3       0.0      16.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        11         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    11,025                :
: Positions                                                                                                    :
:    5,371     8,011     1,740         0       972       868       360       272       230         0       898 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -353      -483       -34         0       -68       254       -40       -34      -408         0       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      72.7      15.8       0.0       8.8       7.9       3.3       2.5       2.1       0.0       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    16,498                :
: Positions                                                                                                    :
:    9,774    11,358     1,560       450     1,806         0       516     1,414       270         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -521      -813      -188       -50       -18         0         4       -24       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      68.8       9.5       2.7      10.9       0.0       3.1       8.6       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        17         4         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    42,493                :
: Positions                                                                                                    :
:   37,497    36,580     2,869     3,914     1,999         0         0         0       128         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -3,795    -2,892       -42      -987         0         0         0         0       -42         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      86.1       6.8       9.2       4.7       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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   738,036                :
: Positions                                                                                                    :
:  642,547   648,602    46,672    40,617    48,817         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -39,612   -30,675    -5,308   -14,245     3,680         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      87.9       6.3       5.5       6.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        14         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    53,528                :
: Positions                                                                                                    :
:   34,961    51,121    15,247        88     2,275         0         0         0       790         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -2,373    -3,822    -1,428       -42         0         0         0         0       -84         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      95.5      28.5       0.2       4.3       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       11        22         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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   709,149                :
: Positions                                                                                                    :
:  540,221   618,110   151,968    74,079    16,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -40,700   -58,201   -13,431     4,070    -4,070         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      87.2      21.4      10.4       2.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        18         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    50,419                :
: Positions                                                                                                    :
:   32,621    34,440     8,606    11,896     2,852     5,755       740       110       220       381         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -1,401    -1,674        63      -189      -336      -315       105      -210      -105         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      68.3      17.1      23.6       5.7      11.4       1.5       0.2       0.4       0.8       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 April 2, 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 1,194,952                :
: Positions                                                                                                    :
:  907,683   651,743   200,815   258,421    63,107         0   169,100         0    17,566    46,800     5,781 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -34,925   -84,244     6,512   -15,059    -6,512         0    20,020         0    -4,070    46,800         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      54.5      16.8      21.6       5.3       0.0      14.2       0.0       1.5       3.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        18         .         4         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    33,481                :
: Positions                                                                                                    :
:   22,453    26,666    11,028       960         0         0     5,855         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -634      -424      -105      -105         0         0      -210         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      79.6      32.9       2.9       0.0       0.0      17.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        15         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    18,682                :
: Positions                                                                                                    :
:   11,222    10,501         0     3,236     1,280     1,270         0     1,600     1,245         0     2,065 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -1,050    -1,113         0      -252         0         0         0      -105      -315         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      56.2       0.0      17.3       6.9       6.8       0.0       8.6       6.7       0.0      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         0         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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 A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is    18,639                :
: Positions                                                                                                    :
:   15,368    12,866       843     2,490     1,194         0         0         0         0       896       680 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    2,138      -315         0     1,194         0         0         0         0      -384       896      -384 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      69.0       4.5      13.4       6.4       0.0       0.0       0.0       0.0       4.8       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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    25,030                :
: Positions                                                                                                    :
:   21,564    17,173     1,246     4,869     2,028         0         0         0         0       960         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -570      -507       -84       -21      -105         0         0         0         0      -147         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      68.6       5.0      19.5       8.1       0.0       0.0       0.0       0.0       3.8       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 April 2, 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   445,361                :
: Positions                                                                                                    :
:  290,728   363,146   134,686    52,935         0         0     3,533    19,947         0     5,800         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -29,304   -30,118    -7,733    -6,105         0         0     1,221    -1,221         0    -2,035         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      81.5      30.2      11.9       0.0       0.0       0.8       4.5       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         0         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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   882,213                :
: Positions                                                                                                    :
:  659,997   590,068   113,686    93,600    85,210         0    90,015    23,320         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -33,257   -34,054    -6,902         0         0         0    -6,105         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      66.9      12.9      10.6       9.7       0.0      10.2       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        18         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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   587,414                :
: Positions                                                                                                    :
:  235,639   376,205   119,598    43,271    35,138   134,845         0         0    47,536   118,142    14,658 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -17,094    14,647    -8,954       407      -814         0         0         0    45,986     4,884    -4,884 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      64.0      20.4       7.4       6.0      23.0       0.0       0.0       8.1      20.1       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        11         4         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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   250,627                :
: Positions                                                                                                    :
:  204,750   135,255    42,348    63,246     3,529         0         0         0         0    48,597         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   13,862     1,358    -6,919    -5,698         0         0         0         0         0    11,283         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      54.0      16.9      25.2       1.4       0.0       0.0       0.0       0.0      19.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 2, 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     4,736                :
: Positions                                                                                                    :
:    1,613     3,796     2,158         0       764        55         0        42        48        74        49 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:      -30       -32        -7         0        -2         2         0        -2        -0        -2         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      80.2      45.6       0.0      16.1       1.2       0.0       0.9       1.0       1.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         6         0         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated April 5, 2013