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Smart grid network facilitates reliable and efficient power generation and transmission. The power system can adjust the amount of electricity generated based on power usage information submitted by end users. Sender authentication and user privacy preservation are two important security issues on this information flow. In this paper, we propose a scheme such that even the control center (power operator) does not know which user makes the requests of using more power or agreements of using less power until the power is actually used. At the end of each billing period (i.e. after electricity usage), the end user can prove to the power operator that it has really requested to use more power or agreed to use less power earlier. To reduce the total traffic volume in the communications network, our scheme allows gateway smart meters to help aggregate power usage information, and the power generators to determine the total amount of power that needs to be generated at different times. To reduce the impact of attacking traffic, our scheme allows gateway smart meters to help filter messages before they reach the control center. Through analysis and experiments, we show that our scheme is both effective and efficient.