```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    78,776                :
: Positions                                                                                                    :
:   16,506    40,189     4,367     3,151     2,436     5,485     3,335     4,681    32,942    12,755    11,614 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -526     1,290       -15       355      -370         0    -2,085        60       -11       -28       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.0      51.0       5.5       4.0       3.1       7.0       4.2       5.9      41.8      16.2      14.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       11        12         .         .         4         .         .         .        18        14        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    33,900                :
: Positions                                                                                                    :
:   20,815     7,670     1,596     3,265        25         0     6,586       300     7,722    11,953     3,191 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:       65      -180       -75       120         0         0       -20         0       450       625       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      22.6       4.7       9.6       0.1       0.0      19.4       0.9      22.8      35.3       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       10         7         .         .         .         0         .         .        10        14        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is   178,142                :
: Positions                                                                                                    :
:  106,948   112,465     9,017    15,477    29,027    15,453     2,136     6,917     6,085     7,547     4,080 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      261       208     1,106       252    -1,177        84       188      -248        94       816       226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      63.1       5.1       8.7      16.3       8.7       1.2       3.9       3.4       4.2       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       46        42         .         7         7         4         .         4         6         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    52,624                :
: Positions                                                                                                    :
:   29,420    42,552    14,498     3,499     3,279     1,700         0     3,141       459        26       127 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -643     1,234       351      -336       652       830         0      -380       359        -1      -128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      80.9      27.6       6.6       6.2       3.2       0.0       6.0       0.9       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        19         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is   489,722                :
: Positions                                                                                                    :
:  345,037   397,164   100,672    36,019    19,456         0    13,831    23,252     1,305         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      448     8,190     6,222         0    -2,440         0         0         0         0    -1,520         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      81.1      20.6       7.4       4.0       0.0       2.8       4.7       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        17         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                          :
CFTC Code #064394                                                    Open Interest is 1,619,257                :
: Positions                                                                                                    :
:1,184,164 1,354,623   176,580    53,960   172,938    43,130         0    24,724     8,628     3,919     9,093 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    4,677     1,846      -885       811    -1,827    -1,880         0       392       744         0      -744 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      83.7      10.9       3.3      10.7       2.7       0.0       1.5       0.5       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       36        38         4         5         7         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    51,259                :
: Positions                                                                                                    :
:   39,553    25,853       270     5,878     5,676         0     7,361     4,434       455     1,203       450 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   -1,063       545       194    -1,440       868         0       227      -144       184         0      -206 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      50.4       0.5      11.5      11.1       0.0      14.4       8.6       0.9       2.3       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        18         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is   337,952                :
: Positions                                                                                                    :
:  218,905   232,726   103,948    29,704     3,856         0    59,487     8,787       456     1,392     2,000 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   10,458     6,030    -2,829         0         0         0     1,599         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      68.9      30.8       8.8       1.1       0.0      17.6       2.6       0.1       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        15         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 RT OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                   :
CFTC Code #06439A                                                    Open Interest is   527,318                :
: Positions                                                                                                    :
:  419,874   365,995    40,059   118,190    37,629    22,988         0     4,352     2,008       744       408 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    4,872     4,872         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      69.4       7.6      22.4       7.1       4.4       0.0       0.8       0.4       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        24         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800MWh                                               :
CFTC Code #06439B                                                    Open Interest is    56,591                :
: Positions                                                                                                    :
:   34,539    52,303    14,076     1,168     1,089     1,649         0     1,484     3,057         0       399 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      529       615        44         0         0        64         0       -42       -22         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      92.4      24.9       2.1       1.9       2.9       0.0       2.6       5.4       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        28         4         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 mwh                                                    :
CFTC Code #06439C                                                    Open Interest is 2,243,434                :
: Positions                                                                                                    :
:2,035,834 2,196,794   199,440    38,480     8,160         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:  119,040   119,040         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      97.9       8.9       1.7       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 mwh                                                :
CFTC Code #06439F                                                    Open Interest is 1,029,180                :
: Positions                                                                                                    :
:  927,230 1,026,030   101,950         0         0         0         0         0         0     3,150         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    8,400     8,400         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      99.7       9.9       0.0       0.0       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        14         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   800MWh                                                       :
CFTC Code #06439K                                                    Open Interest is   819,400                :
: Positions                                                                                                    :
:  580,440   721,720   230,800    97,680         0     4,080         0         0     4,080         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      88.1      28.2      11.9       0.0       0.5       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         8         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is   290,280                :
: Positions                                                                                                    :
:  193,832   249,688    53,760     8,192    30,816     9,880       816       768     1,224         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      -40       752       392         0      -392       400         0       384         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      86.0      18.5       2.8      10.6       3.4       0.3       0.3       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        16         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439R                                                    Open Interest is    11,895                :
: Positions                                                                                                    :
:    7,918     6,742       806     3,170       849       977        65       189       707       473        44 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      110        88         0         0         0         0         0         0       -44         0        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      56.7       6.8      26.6       7.1       8.2       0.5       1.6       5.9       4.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        11         .         4         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   5MWh                                                 :
CFTC Code #0643A8                                                    Open Interest is 1,036,900                :
: Positions                                                                                                    :
:  891,040   523,494     8,000   278,690    83,060     8,160         0         0         0   105,016    46,640 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      50.5       0.8      26.9       8.0       0.8       0.0       0.0       0.0      10.1       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MwH                                       :
CFTC Code #0643AU                                                    Open Interest is    98,620                :
: Positions                                                                                                    :
:   81,145    74,635    17,475    15,300         0         0     8,685         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      210    -8,475         0         0         0         0     8,685         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      75.7      17.7      15.5       0.0       0.0       8.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         8         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 MWh                                                      :
CFTC Code #0643AZ                                                    Open Interest is   342,050                :
: Positions                                                                                                    :
:  284,885   275,250    52,915    66,800         0     4,250         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    7,400    10,600         0         0         0     3,200         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      80.5      15.5      19.5       0.0       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        10         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV   16 MWH PER LOT                                                :
CFTC Code #0643B1                                                    Open Interest is   197,020                :
: Positions                                                                                                    :
:  157,340   143,821     6,375    23,044    30,155     3,150         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      73.0       3.2      11.7      15.3       1.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       22        20         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV   800 Mwh                                            :
CFTC Code #0643B3                                                    Open Interest is    21,976                :
: Positions                                                                                                    :
:   14,147    14,528     2,499     3,445     1,803     1,104        39       298         0       863        21 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      -62      -191         0       -63         0      -214       -22       193         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      66.1      11.4      15.7       8.2       5.0       0.2       1.4       0.0       3.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        20         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV   Any multiple of 5 MWh                                :
CFTC Code #0643B9                                                    Open Interest is 2,999,401                :
: Positions                                                                                                    :
:2,476,203 2,015,969   104,353   187,680   180,265         0   232,165   238,580         0   144,742         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   74,053    81,728    26,387         0         0         0    19,104   -13,992         0      -392         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      67.2       3.5       6.3       6.0       0.0       7.7       8.0       0.0       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        25         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 NE MASS PEAK MINI - ICE FUTURES ENERGY DIV   Any multiple of 16 MWh                                        :
CFTC Code #0643BA                                                    Open Interest is   919,959                :
: Positions                                                                                                    :
:  731,588   629,080    81,202    82,651    39,056     5,425    62,623    61,393         0    43,775     1,295 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   21,224    39,740    10,543    -1,753       574      -500    -9,268     8,931         0     2,504       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      68.4       8.8       9.0       4.2       0.6       6.8       6.7       0.0       4.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        27         .         5         7         .         .         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWH                               :
CFTC Code #0643BC                                                    Open Interest is 2,215,429                :
: Positions                                                                                                    :
:2,086,549 2,161,189   116,640    42,000    12,240         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   19,152    34,032    14,880         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      97.6       5.3       1.9       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV   16 mwh                                                        :
CFTC Code #0643BE                                                    Open Interest is   648,355                :
: Positions                                                                                                    :
:  599,605   635,375    45,600     9,830     3,150         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   12,260    16,460     4,200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      98.0       7.0       1.5       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       23        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                :
CFTC Code #0643BF                                                    Open Interest is   541,965                :
: Positions                                                                                                    :
:  289,929   487,797    92,886    12,155    14,915   106,450         0    21,146    16,639     5,952         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    5,072     9,848     3,735       744      -744     3,545         0       392         0     1,760         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      90.0      17.1       2.2       2.8      19.6       0.0       3.9       3.1       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        26         6         .         4         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV   800MWh                                              :
CFTC Code #0643BG                                                    Open Interest is    40,397                :
: Positions                                                                                                    :
:   24,467    32,578     5,162     1,951     2,033     6,105     2,665       693     1,037       381        54 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:       12       803       163      -150       -59       300         0        21         0        97         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      80.6      12.8       4.8       5.0      15.1       6.6       1.7       2.6       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        28         5         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    28,377                :
: Positions                                                                                                    :
:   12,734    27,635     6,901         0         0     7,822         0       614       206        28       100 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    1,434     3,081     1,311         0      -434       387         0         0       -23        28        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      97.4      24.3       0.0       0.0      27.6       0.0       2.2       0.7       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        11         .         0         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is   251,220                :
: Positions                                                                                                    :
:   81,956   231,668    41,355         0    17,304   106,477         0       344     3,784     1,904         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0       943         0         0         0       943         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      92.2      16.5       0.0       6.9      42.4       0.0       0.1       1.5       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BS                                                    Open Interest is   531,440                :
: Positions                                                                                                    :
:  298,529   499,511   196,677         0     2,753    11,560     7,255    21,921         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   12,848    11,360    -1,488         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      94.0      37.0       0.0       0.5       2.2       1.4       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        19         5         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800 MWh                                       :
CFTC Code #0643BT                                                    Open Interest is    30,323                :
: Positions                                                                                                    :
:   21,425    21,979       173     5,766     2,197     3,083         0        84     3,318         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    1,376       912       -84         0        42       -84         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      72.5       0.6      19.0       7.2      10.2       0.0       0.3      10.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        17         .         4         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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  J - ICE FUTURES ENERGY DIV   800MWh                                                               :
CFTC Code #0643BW                                                    Open Interest is     7,316                :
: Positions                                                                                                    :
:    3,540     5,104     1,645       248     1,199         0         0         0       105       468         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      -63        42         0         0         0         0         0         0       105         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.4      69.8      22.5       3.4      16.4       0.0       0.0       0.0       1.4       6.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        13         4         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                    :
CFTC Code #0643BX                                                    Open Interest is    73,318                :
: Positions                                                                                                    :
:   52,144    53,462     4,814     3,088    16,360         0         0         0         0       408         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      744       744         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      72.9       6.6       4.2      22.3       0.0       0.0       0.0       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643BY                                                    Open Interest is    19,872                :
: Positions                                                                                                    :
:   12,039    17,995     5,235        68       640       897        23       105       830       872        63 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -359      -381         0         0         0         0         0         0         0        22         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      90.6      26.3       0.3       3.2       4.5       0.1       0.5       4.2       4.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        19         6         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                                    :
CFTC Code #0643BZ                                                    Open Interest is   285,026                :
: Positions                                                                                                    :
:  108,124   271,530   130,750     3,456     2,712     5,520         0         0    33,432     2,840     4,488 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      744       352         0         0         0         0         0         0         0       392         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      95.3      45.9       1.2       1.0       1.9       0.0       0.0      11.7       1.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        17         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643C3                                                    Open Interest is    16,949                :
: Positions                                                                                                    :
:    7,446     9,703     5,267     4,084     2,433       633        19       256       531       264         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      -48      -172         2         0        42       -42         0        42      -105         0       -21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.9      57.2      31.1      24.1      14.4       3.7       0.1       1.5       3.1       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        19         5         .         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643C4                                                    Open Interest is   197,612                :
: Positions                                                                                                    :
:   59,516   104,375   128,177    79,582     6,687       816     1,480       784     1,632     4,704         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   -1,936      -344         0    -1,592       792         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.1      52.8      64.9      40.3       3.4       0.4       0.7       0.4       0.8       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        17         4         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE - ICE FUTURES ENERGY DIV   400MWh                                                                   :
CFTC Code #0643CB                                                    Open Interest is    22,357                :
: Positions                                                                                                    :
:   16,248    16,396     3,172       491       789         0     2,533     2,148         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -437      -540      -103         0       103         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      73.3      14.2       2.2       3.5       0.0      11.3       9.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV   25 MWh                                                        :
CFTC Code #0643CC                                                    Open Interest is   151,863                :
: Positions                                                                                                    :
:  140,209    72,638         0    67,571    11,654         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      943     1,256         0      -313      -639         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      47.8       0.0      44.5       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         0         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                       :
CFTC Code #0643CJ                                                    Open Interest is   717,010                :
: Positions                                                                                                    :
:  644,049   557,343    32,176    72,182    40,785         0    46,700         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   30,833    30,833         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      77.7       4.5      10.1       5.7       0.0       6.5       0.0       0.0       0.0       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 December 24, 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 BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643CK                                                    Open Interest is   210,660                :
: Positions                                                                                                    :
:  188,840   179,185     7,620    13,000    14,200         0     4,275         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   10,515    10,515         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      85.1       3.6       6.2       6.7       0.0       2.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 Mwh                                                      :
CFTC Code #0643CU                                                    Open Interest is   260,290                :
: Positions                                                                                                    :
:  209,385   111,990    49,115   146,510     1,790         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      43.0      18.9      56.3       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 Mwh                                              :
CFTC Code #0643CV                                                    Open Interest is   900,505                :
: Positions                                                                                                    :
:  724,951   376,965   173,627   521,613     1,927         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      41.9      19.3      57.9       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         4         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                          :
CFTC Code #0643CZ                                                    Open Interest is   150,580                :
: Positions                                                                                                    :
:  121,635   116,650     7,625    12,610    21,320         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      77.5       5.1       8.4      14.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   mwh                                                  :
CFTC Code #0643D1                                                    Open Interest is   668,047                :
: Positions                                                                                                    :
:  567,616   533,962    28,290    61,944    72,141         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      79.9       4.2       9.3      10.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                          :
CFTC Code #0643D4                                                    Open Interest is   215,390                :
: Positions                                                                                                    :
:  204,140   166,400     4,690    42,430     6,560         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    9,460     3,010    -2,540     3,910     2,540         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      77.3       2.2      19.7       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19         9         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                                  :
CFTC Code #0643D5                                                    Open Interest is   616,711                :
: Positions                                                                                                    :
:  567,628   497,162    11,747    82,213    37,336         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      80.6       1.9      13.3       6.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                      :
CFTC Code #0643D7                                                    Open Interest is 1,268,745                :
: Positions                                                                                                    :
:1,207,285 1,145,998    29,959    91,246    31,501         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.2      90.3       2.4       7.2       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643D8                                                    Open Interest is   328,045                :
: Positions                                                                                                    :
:  309,995   292,530     8,195    25,660     9,855         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.5      89.2       2.5       7.8       3.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DB                                                    Open Interest is 9,360,060                :
: Positions                                                                                                    :
:7,075,818 8,630,871 1,430,156    12,633   716,556   132,226         0         0     5,304         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    6,848    33,088         0         0         0    26,240         0    -7,440         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      92.2      15.3       0.1       7.7       1.4       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        27         6         .         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DC                                                    Open Interest is 3,050,555                :
: Positions                                                                                                    :
:2,368,325 2,876,980   464,930       135   173,440    42,810         0         0     1,050         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   14,995    41,665    15,970    -2,100    -3,870     8,600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      94.3      15.2       0.0       5.7       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       36        27         6         .         5         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643DF                                                    Open Interest is 3,159,885                :
: Positions                                                                                                    :
:1,947,256 2,237,770   307,529   271,732   293,072    15,995   102,916    69,305   509,871   168,233    16,857 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   90,943    -2,250   -36,591    20,831     7,743    -1,280     8,950        20    -3,825    21,717    -9,541 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      70.8       9.7       8.6       9.3       0.5       3.3       2.2      16.1       5.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       36        31         5         6         8         .         4         .         4         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV   MWh (Megawatt Hours)                                 :
CFTC Code #0643DK                                                    Open Interest is 6,673,875                :
: Positions                                                                                                    :
:5,702,197 5,267,985   157,012   555,132   495,809    48,051   146,200   141,837   108,857    46,800    20,112 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   44,168    44,288         0    23,400   -23,400         0         0         0    23,520         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      78.9       2.4       8.3       7.4       0.7       2.2       2.1       1.6       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        24         4         5         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 MWh                                                      :
CFTC Code #0643DL                                                    Open Interest is   630,485                :
: Positions                                                                                                    :
:  565,130   502,060    48,290   111,200    13,865     3,200     3,360         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0        50    -1,780      -730      -320     1,100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      79.6       7.7      17.6       2.2       0.5       0.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       25         9         .         .         4         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                              :
CFTC Code #0643DM                                                    Open Interest is 2,163,905                :
: Positions                                                                                                    :
:1,846,040 1,758,652   115,387   214,799   187,598    14,880     2,856         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   -7,440         0         0         0         0     7,440         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      81.3       5.3       9.9       8.7       0.7       0.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        12         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    41,145                :
: Positions                                                                                                    :
:   25,876    25,775     2,728     1,904     5,544         0     2,508       152       816         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:  -13,190     6,698     2,728   -17,786      -443         0       276         0       400         0      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      62.6       6.6       4.6      13.5       0.0       6.1       0.4       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        25         .         4         7         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 LBMP SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS 0F 400 MEGAWATT HOURS)                      :
CFTC Code #06465A                                                    Open Interest is    11,078                :
: Positions                                                                                                    :
:    8,867     8,208         0     1,682       786         0         0         0       361        84       255 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      74.1       0.0      15.2       7.1       0.0       0.0       0.0       3.3       0.8       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        13         0         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 5 MEGAWATTS PER HOUR)            :
CFTC Code #06465K                                                    Open Interest is     7,437                :
: Positions                                                                                                    :
:    3,223     5,771     1,350       142       526     1,198        40       262         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.3      77.6      18.2       1.9       7.1      16.1       0.5       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    11,959                :
: Positions                                                                                                    :
:    6,880     7,172       314         0     1,680         0       728     1,162         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -160      -246       -90         0        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      60.0       2.6       0.0      14.0       0.0       6.1       9.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    25,790                :
: Positions                                                                                                    :
:   16,976    22,530     6,541     1,477       807         0       955         0       955         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      87.4      25.4       5.7       3.1       0.0       3.7       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        12         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   556,863                :
: Positions                                                                                                    :
:  399,972   535,561   135,589         0    16,622         0     4,680         0     4,680         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      784         0      -784         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      96.2      24.3       0.0       3.0       0.0       0.8       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        11         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A38                                                    Open Interest is    11,568                :
: Positions                                                                                                    :
:    8,362    10,890     1,170         0       401         0         0         0     1,358         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0        66         0         0         0         0         0         0        66         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      94.1      10.1       0.0       3.5       0.0       0.0       0.0      11.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                    :
CFTC Code #064A39                                                    Open Interest is   139,682                :
: Positions                                                                                                    :
:   92,777   128,308    24,907     4,664     6,710         0         0         0    15,288         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0     2,664         0         0         0         0         0         0     2,664         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      91.9      17.8       3.3       4.8       0.0       0.0       0.0      10.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    49,428                :
: Positions                                                                                                    :
:   27,306    46,899    19,592         0     2,275         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      94.9      39.6       0.0       4.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        17         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   762,438                :
: Positions                                                                                                    :
:  478,188   720,365   242,177         0    42,073         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      94.5      31.8       0.0       5.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        17         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   104,628                :
: Positions                                                                                                    :
:   78,335    62,632    12,684    35,956     1,879     8,925       315     2,550         0     1,020       255 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:     -525      -525         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      59.9      12.1      34.4       1.8       8.5       0.3       2.4       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        18         5         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A59                                                    Open Interest is 1,800,861                :
: Positions                                                                                                    :
:1,531,463 1,107,841    66,128   290,523   173,836         0   199,360    23,520       133         0     5,781 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   41,589    41,589         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      61.5       3.7      16.1       9.7       0.0      11.1       1.3       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        19         .         5         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    29,021                :
: Positions                                                                                                    :
:   16,628    16,094    11,008     1,905         0         0     9,382     1,280        42         0        63 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    2,384     2,384         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      55.5      37.9       6.6       0.0       0.0      32.3       4.4       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         .         .         0         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    59,402                :
: Positions                                                                                                    :
:   48,412    46,893     3,383       533     6,201         0     4,495     1,280       126         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    2,385     2,385         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      78.9       5.7       0.9      10.4       0.0       7.6       2.2       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         4         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    59,621                :
: Positions                                                                                                    :
:   41,439    41,398     5,216     8,925     6,328     3,305         0     2,865       363         0       105 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      69.4       8.7      15.0      10.6       5.5       0.0       4.8       0.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        15         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    50,898                :
: Positions                                                                                                    :
:   32,053    42,002    12,038     4,710     1,883         0         0         0     2,621         0     2,048 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      82.5      23.7       9.3       3.7       0.0       0.0       0.0       5.1       0.0       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        17         .         .         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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    57,324                :
: Positions                                                                                                    :
:   52,266    36,560     1,827    17,554     3,105         0         0         0         0         0       105 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:      126       126         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      63.8       3.2      30.6       5.4       0.0       0.0       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        18         .         5         .         0         0         0         0         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    22,241                :
: Positions                                                                                                    :
:   15,127    18,131     5,293       902     1,779         0         0         0         0     1,280         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      81.5      23.8       4.1       8.0       0.0       0.0       0.0       0.0       5.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   388,132                :
: Positions                                                                                                    :
:  222,049   334,852    88,982     6,120         0    35,669    11,440    35,720     5,712         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   43,504    43,504         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      86.3      22.9       1.6       0.0       9.2       2.9       9.2       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        17         .         .         0         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   870,280                :
: Positions                                                                                                    :
:  688,992   594,561    53,520   142,639    79,752         0     5,312    48,016         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      68.3       6.1      16.4       9.2       0.0       0.6       5.5       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 December 24, 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 1,247,679                :
: Positions                                                                                                    :
:  729,092 1,032,242   120,699    22,992   145,405   192,245         0    47,040    13,198         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      82.7       9.7       1.8      11.7      15.4       0.0       3.8       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        12         5         .         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   699,077                :
: Positions                                                                                                    :
:  436,189   497,640     4,680   103,389    97,640         0         0         0   160,160         0       408 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      71.2       0.7      14.8      14.0       0.0       0.0       0.0      22.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        14         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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   641,307                :
: Positions                                                                                                    :
:  471,203   344,027    54,344   174,992   115,760         0         0         0         0     6,528         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      53.6       8.5      27.3      18.1       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        13         .         5         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A85                                                    Open Interest is   335,255                :
: Positions                                                                                                    :
:  249,599   193,592    25,968   105,496    32,648         0     2,703         0    26,224         0       816 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      57.7       7.7      31.5       9.7       0.0       0.8       0.0       7.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         7         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)            :
CFTC Code #064A87                                                    Open Interest is   425,120                :
: Positions                                                                                                    :
:  169,280   334,024   183,152    11,688    72,688         0     6,720         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      78.6      43.1       2.7      17.1       0.0       1.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   (CONTRACTS OF 16 MEGAWATTS PER HOUR)                 :
CFTC Code #064C74                                                    Open Interest is   101,603                :
: Positions                                                                                                    :
:   63,998    78,073    14,840     7,095       730         0    12,330         0    17,350         0     2,535 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:    9,480     8,525    -1,075      -120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      76.8      14.6       7.0       0.7       0.0      12.1       0.0      17.1       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         4         .         .         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   (CONTRACTS OF 16 MEGAWATTS PER HOUR)                 :
CFTC Code #064C76                                                    Open Interest is    99,910                :
: Positions                                                                                                    :
:   85,183    40,835     1,600    36,506     9,804     1,260     7,365     1,575         0     3,825         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   26,875     9,695    -1,314    12,971     5,154         0     5,580         0         0    -2,575         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      40.9       1.6      36.5       9.8       1.3       7.4       1.6       0.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        11         .         5         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 24, 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 DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   (CONTRACTS OF 5 MEGAWATTS PER HOUR)                  :
CFTC Code #064C77                                                    Open Interest is   142,800                :
: Positions                                                                                                    :
:  125,192    68,808     2,896    54,360    11,448         0     5,400     2,040         0         0         0 :
:                                                                                                              :
: Changes from:     December 17, 2013                                                                          :
:   21,048    32,336     2,896    -6,432     6,432         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      48.2       2.0      38.1       8.0       0.0       3.8       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated December 30, 2013