Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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     7,007                :
: Positions                                                                                                    :
:    5,420     5,085       270       808       490         0        15       105       285         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -160      -225       -60       -27        84         0       -15        15         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      72.6       3.9      11.5       7.0       0.0       0.2       1.5       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        13         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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   192,744                :
: Positions                                                                                                    :
:   90,560    87,929     1,660    12,272    66,833    12,399     3,668    17,041        48     1,633     1,974 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:      975       146      -375      -860       910       366       428      -389        -3       904        57 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.0      45.6       0.9       6.4      34.7       6.4       1.9       8.8       0.0       0.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        25         .         6         8         .         4         5         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    23,331                :
: Positions                                                                                                    :
:   12,919    12,409     2,948     2,821     4,717       237       120     1,437         0       735         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -423      -383      -119      -142       -69       -35         0       -25         0       -78         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      53.2      12.6      12.1      20.2       1.0       0.5       6.2       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         4         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    10,852                :
: Positions                                                                                                    :
:    7,162     6,084       128     2,091       633         0       736        30       628       138        46 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:      -32        62      -168         5        46         0         0         0         4      -168         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      56.1       1.2      19.3       5.8       0.0       6.8       0.3       5.8       1.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    28,569                :
: Positions                                                                                                    :
:   19,602    11,118     1,430     9,327     3,866       150     2,200         0       152        20       762 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -760      -416      -194      -342      -186       -30         0         0        42        12       -54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      38.9       5.0      32.6      13.5       0.5       7.7       0.0       0.5       0.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        12         .         4         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                  :
CFTC Code #06465S                                                    Open Interest is    11,463                :
: Positions                                                                                                    :
:    8,457     8,033       868     1,403       660         8         0       352         0       375         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -285      -374       -22       -29       -38       -10         0         0         0       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      70.1       7.6      12.2       5.8       0.1       0.0       3.1       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         4         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                   :
CFTC Code #064A01                                                    Open Interest is    24,148                :
: Positions                                                                                                    :
:   14,630    15,732     1,641     1,887     4,735         0       482       526       340         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,129      -522      -100      -519        70         0      -166        23        10         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      65.1       6.8       7.8      19.6       0.0       2.0       2.2       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         4         .         5         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    45,867                :
: Positions                                                                                                    :
:   43,380    32,579     2,083    12,990         0         0         0         0         0       298         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,226      -869       -42      -357         0         0         0         0         0       -42         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      71.0       4.5      28.3       0.0       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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   696,009                :
: Positions                                                                                                    :
:  637,711   459,164    41,090   227,011     5,064         0         0         0     7,374         0     4,770 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -33,505   -24,121      -408    -8,976      -408         0         0         0       816         0      -816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      66.0       5.9      32.6       0.7       0.0       0.0       0.0       1.1       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                      :
CFTC Code #064A54                                                    Open Interest is    53,498                :
: Positions                                                                                                    :
:   28,840    37,144    22,118    13,814     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -2,163    -1,596    -1,197    -1,764      -735         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      69.4      41.3      25.8       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        10         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A55                                                    Open Interest is   970,522                :
: Positions                                                                                                    :
:  535,823   670,490   387,739   253,072    46,960         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -31,824   -28,968   -27,941   -30,797    -9,595         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      69.1      40.0      26.1       4.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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   167,718                :
: Positions                                                                                                    :
:   92,831   132,575    69,819    29,862     2,814         0         0         0         0       213     2,254 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -6,027    -7,619    -5,019    -3,172       -63         0         0         0         0      -255       255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      79.0      41.6      17.8       1.7       0.0       0.0       0.0       0.0       0.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        23         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 50 MEGAWATT HOURS)               :
CFTC Code #064A57                                                    Open Interest is 2,867,131                :
: Positions                                                                                                    :
:1,584,506 2,276,147 1,228,224   504,987    36,443         0         0         0         0    31,596    17,958 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
: -117,912  -137,712   -82,008   -55,488    -2,040         0         0         0         0    -6,720     4,680 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      79.4      42.8      17.6       1.3       0.0       0.0       0.0       0.0       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       12        18         .         4         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    47,379                :
: Positions                                                                                                    :
:   32,353    38,734     6,447     2,333     3,997     1,275       820         0     2,960     1,148       347 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -2,205    -3,024      -693       168      -168         0         0         0         0       -42         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      81.8      13.6       4.9       8.4       2.7       1.7       0.0       6.2       2.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        16         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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 1,140,032                :
: Positions                                                                                                    :
:  939,735   879,966    76,388   142,568    77,189         0         0         0    46,720    40,309         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -41,288   -44,552    -4,080     5,304    -5,304         0         0         0         0    -6,120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      77.2       6.7      12.5       6.8       0.0       0.0       0.0       4.1       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        15         4         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    53,734                :
: Positions                                                                                                    :
:   44,706    37,941     2,530     9,127     6,113         0         0         0       215         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,177    -1,512      -105       357      -672         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      70.6       4.7      17.0      11.4       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    36,793                :
: Positions                                                                                                    :
:   15,421    29,673    19,549     2,550       596       630         0         0         0     3,461       364 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -834    -1,791      -936         0       -84         0         0         0         0        21       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.9      80.6      53.1       6.9       1.6       1.7       0.0       0.0       0.0       9.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         8         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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    31,391                :
: Positions                                                                                                    :
:   23,143    23,044     3,657     3,825     3,677         0       526         0       510         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -2,256    -2,285      -514      -506       138         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      73.4      11.7      12.2      11.7       0.0       1.7       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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 1,024,395                :
: Positions                                                                                                    :
:  882,602   671,154         0   225,747   107,153    23,400    13,765         0     4,664         0     6,576 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -17,739   -15,113         0    12,240   -16,320         0    -2,040         0     4,664    -8,162     6,576 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      65.5       0.0      22.0      10.5       2.3       1.3       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         0         5         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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   678,594                :
: Positions                                                                                                    :
:  325,467   522,778   246,471   126,769     4,656    47,040         0         0    30,569         0    24,391 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -21,216   -20,400    -2,856    -2,856         0         0         0         0       816         0      -816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      77.0      36.3      18.7       0.7       6.9       0.0       0.0       4.5       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         5         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             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 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   157,013                :
: Positions                                                                                                    :
:  130,091   137,824    25,418    17,685     1,504         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -7,752    -3,672     2,040    -2,040    -2,856         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      87.8      16.2      11.3       1.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated June 10, 2011