```
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    79,871:    18,315     39,352      5,270      5,862      1,694        876      3,160      6,721     31,656      7,711     14,874:      465       497
Old  :    79,871:    18,315     39,352      5,270      5,862      1,694        876      3,160      6,721     31,656      7,711     14,874:      465       497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    -2,361:    -1,525        985        210        156        339        340     -3,125     -1,966       -959        356      1,240:      -40      -346
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.9       49.3        6.6        7.3        2.1        1.1        4.0        8.4       39.6        9.7       18.6:      0.6       0.6
Old  :     100.0:      22.9       49.3        6.6        7.3        2.1        1.1        4.0        8.4       39.6        9.7       18.6:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        11         12          .          .          4          .          .          .         19         14         26:
Old  :        55:        11         12          .          .          4          .          .          .         19         14         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       51.4       58.0       70.7       34.6       47.0       50.5       59.7
Old  :                 37.0       51.4       58.0       70.7       34.6       47.0       50.5       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    34,733:    24,640      8,690        315      3,999        500          0      5,101        650      5,117     12,048      2,862:      649       883
Old  :    34,733:    24,640      8,690        315      3,999        500          0      5,101        650      5,117     12,048      2,862:      649       883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       664:       815        175       -526        979        103          0        175       -180        360       -865        -88:      180       365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       25.0        0.9       11.5        1.4        0.0       14.7        1.9       14.7       34.7        8.2:      1.9       2.5
Old  :     100.0:      70.9       25.0        0.9       11.5        1.4        0.0       14.7        1.9       14.7       34.7        8.2:      1.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:         9          8          .          .          .          0          .          .         10         16         18:
Old  :        43:         9          8          .          .          .          0          .          .         10         16         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.4       35.3       86.7       55.4       79.1       33.6       82.4       53.2
Old  :                 79.4       35.3       86.7       55.4       79.1       33.6       82.4       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   181,454:   113,925    118,958      7,833     15,731     24,717     11,846        207     10,920      7,797      6,683      3,679:      737       560
Old  :   181,454:   113,925    118,958      7,833     15,731     24,717     11,846        207     10,920      7,797      6,683      3,679:      737       560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     3,914:     5,222        382     -2,101      1,046      1,722       -515         66        -88       -455        634        216:      -87       -64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.8       65.6        4.3        8.7       13.6        6.5        0.1        6.0        4.3        3.7        2.0:      0.4       0.3
Old  :     100.0:      62.8       65.6        4.3        8.7       13.6        6.5        0.1        6.0        4.3        3.7        2.0:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        81:        47         42          .          7          7          6          5          5          7          4          8:
Old  :        81:        47         42          .          7          7          6          5          5          7          4          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       27.4       46.1       48.0       15.4       22.7       25.1       33.1
Old  :                 29.4       27.4       46.1       48.0       15.4       22.7       25.1       33.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    53,777:    31,429     43,133     15,543      5,159      2,515      1,646         51      2,590          0        276         54:        0         0
Old  :    53,777:    31,429     43,133     15,543      5,159      2,515      1,646         51      2,590          0        276         54:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       685:       588        213       -156        375       -105        281        -25         77          0        151          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       80.2       28.9        9.6        4.7        3.1        0.1        4.8        0.0        0.5        0.1:      0.0       0.0
Old  :     100.0:      58.4       80.2       28.9        9.6        4.7        3.1        0.1        4.8        0.0        0.5        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        25         22          .          .          .          .          .          .          0          .          .:
Old  :        38:        25         22          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       48.2       80.9       75.5       55.0       42.2       69.6       63.7
Old  :                 58.2       48.2       80.9       75.5       55.0       42.2       69.6       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   480,036:   318,457    389,995    113,000     45,514     20,779      4,323          0     22,805          0        271        672:        0         0
Old  :   480,036:   318,457    389,995    113,000     45,514     20,779      4,323          0     22,805          0        271        672:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    12,724:    16,007     10,383     -1,496          0        413     -4,479          0      1,928          0       -351        351:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       81.2       23.5        9.5        4.3        0.9        0.0        4.8        0.0        0.1        0.1:      0.0       0.0
Old  :     100.0:      66.3       81.2       23.5        9.5        4.3        0.9        0.0        4.8        0.0        0.1        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         20          .          .          .          .          0          .          0          .          .:
Old  :        33:        19         20          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       54.5       86.7       78.6       61.0       51.6       72.5       72.0
Old  :                 67.6       54.5       86.7       78.6       61.0       51.6       72.5       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                                                                                               Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,636,529: 1,240,862  1,357,790    132,207     75,558    157,581     69,737      5,509     21,562      6,258     10,207      8,322:       -0         0
Old  : 1,636,529: 1,240,862  1,357,790    132,207     75,558    157,581     69,737      5,509     21,562      6,258     10,207      8,322:       -0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    18,777:    42,962     -1,805    -20,809     19,187        987     -3,163      1,200       -792       -408          0          0:       -0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       83.0        8.1        4.6        9.6        4.3        0.3        1.3        0.4        0.6        0.5:     -0.0       0.0
Old  :     100.0:      75.8       83.0        8.1        4.6        9.6        4.3        0.3        1.3        0.4        0.6        0.5:     -0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        36         39          .          5          5          4          .          .          .          4          4:
Old  :        66:        36         39          .          5          5          4          .          .          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       39.3       66.3       58.4       43.8       32.9       56.1       48.4
Old  :                 52.3       39.3       66.3       58.4       43.8       32.9       56.1       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    56,175:    46,219     28,120        307      8,864      4,513         50      8,702      4,521        287      1,178        277:        0        -0
Old  :    56,175:    46,219     28,120        307      8,864      4,513         50      8,702      4,521        287      1,178        277:        0        -0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     1,101:       833        903          0        483         30        -25       -449         84         33        -96        146:       -0        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       50.1        0.5       15.8        8.0        0.1       15.5        8.0        0.5        2.1        0.5:      0.0      -0.0
Old  :     100.0:      82.3       50.1        0.5       15.8        8.0        0.1       15.5        8.0        0.5        2.1        0.5:      0.0      -0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         21          .          .          .          .          .          .          .          .          .:
Old  :        40:        23         21          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       51.1       69.2       72.8       35.4       36.8       48.3       52.3
Old  :                 48.1       51.1       69.2       72.8       35.4       36.8       48.3       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   325,886:   211,559    216,703     96,037     34,768      3,856          0     46,265     13,482          0      9,860        952:        0         0
Old  :   325,886:   211,559    216,703     96,037     34,768      3,856          0     46,265     13,482          0      9,860        952:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    10,648:     9,088      1,937      1,560          0          0          0      6,176          0          0      2,535          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       66.5       29.5       10.7        1.2        0.0       14.2        4.1        0.0        3.0        0.3:      0.0       0.0
Old  :     100.0:      64.9       66.5       29.5       10.7        1.2        0.0       14.2        4.1        0.0        3.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         16          .          .          .          0          .          .          0          .          .:
Old  :        28:        14         16          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.8       69.0       78.8       87.3       51.0       59.0       70.5       73.9
Old  :                 56.8       69.0       78.8       87.3       51.0       59.0       70.5       73.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                 Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   554,099:   428,938    414,432     62,381    104,205     25,778     25,285          0      8,123      2,033          0      1,561:        0         0
Old  :   554,099:   428,938    414,432     62,381    104,205     25,778     25,285          0      8,123      2,033          0      1,561:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :   -13,907:   -14,723    -13,506        401        408       -401      1,224          0       -408          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       74.8       11.3       18.8        4.7        4.6        0.0        1.5        0.4        0.0        0.3:      0.0       0.0
Old  :     100.0:      77.4       74.8       11.3       18.8        4.7        4.6        0.0        1.5        0.4        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        19         24          .          4          .          .          0          .          .          0          .:
Old  :        38:        19         24          .          4          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       51.2       70.9       69.4       46.5       47.4       60.0       59.7
Old  :                 53.2       51.2       70.9       69.4       46.5       47.4       60.0       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                          Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    51,056:    29,637     46,393     13,374      1,302        823      1,791        717      1,290      3,164          0        210:      767       321
Old  :    51,056:    29,637     46,393     13,374      1,302        823      1,791        717      1,290      3,164          0        210:      767       321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       740:      -301        422        955          0          0        -58        515       -239        -42          0         42:      383         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       90.9       26.2        2.6        1.6        3.5        1.4        2.5        6.2        0.0        0.4:      1.5       0.6
Old  :     100.0:      58.0       90.9       26.2        2.6        1.6        3.5        1.4        2.5        6.2        0.0        0.4:      1.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         27          5          .          .          .          .          .          .          0          .:
Old  :        38:        20         27          5          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       52.2       72.5       69.2       51.9       50.2       66.9       64.7
Old  :                 52.6       52.2       72.5       69.2       51.9       50.2       66.9       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                              Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,852,025: 1,711,025  1,805,385    117,300     22,940     23,700          0          0          0          0          0          0:        0         0
Old  : 1,852,025: 1,711,025  1,805,385    117,300     22,940     23,700          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :   191,210:   191,210    191,210          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.4       97.5        6.3        1.2        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      92.4       97.5        6.3        1.2        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          9          .          .          .          0          0          0          0          0          0:
Old  :        22:        13          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       90.5       94.7       98.7       67.5       90.5       92.4       94.3
Old  :                 69.8       90.5       94.7       98.7       67.5       90.5       92.4       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   784,200:   708,900    764,250     64,950          0     10,350          0          0          0          0      9,600          0:        0         0
Old  :   784,200:   708,900    764,250     64,950          0     10,350          0          0          0          0      9,600          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    25,400:    25,400     25,400          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       97.5        8.3        0.0        1.3        0.0        0.0        0.0        0.0        1.2        0.0:      0.0       0.0
Old  :     100.0:      90.4       97.5        8.3        0.0        1.3        0.0        0.0        0.0        0.0        1.2        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         12          .          0          .          0          0          0          0          .          0:
Old  :        24:        14         12          .          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       87.5       86.8       94.2       61.6       87.0       83.7       91.4
Old  :                 63.3       87.5       86.8       94.2       61.6       87.0       83.7       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                     Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   912,320:   724,800    802,960    187,520    101,600          0          0      4,000          0          0      3,760          0:        0         0
Old  :   912,320:   724,800    802,960    187,520    101,600          0          0      4,000          0          0      3,760          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     8,000:     8,000     -4,000          0      8,000          0          0      4,000          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       88.0       20.6       11.1        0.0        0.0        0.4        0.0        0.0        0.4        0.0:      0.0       0.0
Old  :     100.0:      79.4       88.0       20.6       11.1        0.0        0.0        0.4        0.0        0.0        0.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         10          .          .          0          0          .          0          0          .          0:
Old  :        23:        13         10          .          .          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       77.8       87.4       96.7       57.9       77.8       79.8       86.6
Old  :                 59.3       77.8       87.4       96.7       57.9       77.8       79.8       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   282,496:   204,512    246,328     40,408     10,888     22,936     12,272      1,184      1,160      1,208          0          0:        0         0
Old  :   282,496:   204,512    246,328     40,408     10,888     22,936     12,272      1,184      1,160      1,208          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     9,016:       800     15,784     10,512     -3,248     -3,104        824          0       -416        400          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       87.2       14.3        3.9        8.1        4.3        0.4        0.4        0.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      72.4       87.2       14.3        3.9        8.1        4.3        0.4        0.4        0.4        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         15          .          .          .          .          .          .          .          0          0:
Old  :        33:        19         15          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       57.1       67.7       77.9       37.4       49.4       57.1       63.8
Old  :                 43.5       57.1       67.7       77.9       37.4       49.4       57.1       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                                                                                                      Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    14,536:    10,058      9,313      1,758      2,983        849      1,397         69        212         29        616         40:      193       454
Old  :    14,536:    10,058      9,313      1,758      2,983        849      1,397         69        212         29        616         40:      193       454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       497:       628        178       -470          0        297         21          0         42         20          0        -20:      -21         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       64.1       12.1       20.5        5.8        9.6        0.5        1.5        0.2        4.2        0.3:      1.3       3.1
Old  :     100.0:      69.2       64.1       12.1       20.5        5.8        9.6        0.5        1.5        0.2        4.2        0.3:      1.3       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         15          .          .          .          .          .          .          .          .          .:
Old  :        31:        16         15          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       51.8       67.1       76.2       38.3       48.3       53.8       64.1
Old  :                 41.4       51.8       67.1       76.2       38.3       48.3       53.8       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5MWh                                                                                                                    :
     :          :    Positions                                                                                                           :
All  : 1,165,075:   988,405    838,115     23,540    201,290    125,670     27,460          0          0          0          0          0:        0         0
Old  : 1,165,075:   988,405    838,115     23,540    201,290    125,670     27,460          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :   139,920:    93,280     93,280     23,540     23,540     23,100          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       71.9        2.0       17.3       10.8        2.4        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      84.8       71.9        2.0       17.3       10.8        2.4        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         12          .          .          .          .          0          0          0          0          0:
Old  :        22:        12         12          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       57.5       77.4       83.6       37.6       54.2       59.8       73.0
Old  :                 49.2       57.5       77.4       83.6       37.6       54.2       59.8       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                               Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   332,195:   277,080    264,045     51,815     67,000      1,150      2,150          0          0          0          0          0:        0         0
Old  :   332,195:   277,080    264,045     51,815     67,000      1,150      2,150          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     1,050:     3,050      1,050          0          0          0     -2,000          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       79.5       15.6       20.2        0.3        0.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.4       79.5       15.6       20.2        0.3        0.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          .          .          .          .          0          0          0          0          0:
Old  :        26:        14         11          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       79.6       89.6       95.4       61.2       79.6       84.6       92.1
Old  :                 65.7       79.6       89.6       95.4       61.2       79.6       84.6       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWH PER LOT                                                                                                          :
     :          :    Positions                                                                                                           :
All  :   208,425:   163,995    141,925      6,375     32,670     33,830      4,225          0          0          0          0          0:        0         0
Old  :   208,425:   163,995    141,925      6,375     32,670     33,830      4,225          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       68.1        3.1       15.7       16.2        2.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      78.7       68.1        3.1       15.7       16.2        2.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20         19          .          .          .          .          0          0          0          0          0:
Old  :        29:        20         19          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       52.3       72.7       79.1       45.3       29.8       54.4       47.5
Old  :                 54.6       52.3       72.7       79.1       45.3       29.8       54.4       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV                                                                                        Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    23,884:    16,555     15,296      1,836      4,165      2,142      1,262          0        209          0        940          0:    1,880     1,132
Old  :    23,884:    16,555     15,296      1,836      4,165      2,142      1,262          0        209          0        940          0:    1,880     1,132
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       254:      -111        229        107         24        -20        257          0         41          0          0          0:      -20       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       64.0        7.7       17.4        9.0        5.3        0.0        0.9        0.0        3.9        0.0:      7.9       4.7
Old  :     100.0:      69.3       64.0        7.7       17.4        9.0        5.3        0.0        0.9        0.0        3.9        0.0:      7.9       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20         18          .          .          .          .          0          .          0          .          0:
Old  :        29:        20         18          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       47.1       57.9       70.4       25.3       42.0       40.9       59.2
Old  :                 37.8       47.1       57.9       70.4       25.3       42.0       40.9       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV                                                                                          Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 5 MWh                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,420,761: 1,810,479  1,928,260    195,265      2,225    140,406    113,373     80,835    161,238          0    107,797          0:        0         0
Old  : 2,420,761: 1,810,479  1,928,260    195,265      2,225    140,406    113,373     80,835    161,238          0    107,797          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    52,627:    52,627    -20,220    -24,844          0     24,844          0          0          0          0     48,003          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       79.7        8.1        0.1        5.8        4.7        3.3        6.7        0.0        4.5        0.0:      0.0       0.0
Old  :     100.0:      74.8       79.7        8.1        0.1        5.8        4.7        3.3        6.7        0.0        4.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         24          .          .          .          .          .          .          0          .          0:
Old  :        39:        24         24          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       49.2       63.7       69.5       35.6       42.5       53.0       57.1
Old  :                 40.9       49.2       63.7       69.5       35.6       42.5       53.0       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV                                                                                          Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 16 MWh                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   784,825:   578,990    571,941    113,835     39,500     46,715      1,450     45,764     43,835          0     37,070          0:        0         0
Old  :   784,825:   578,990    571,941    113,835     39,500     46,715      1,450     45,764     43,835          0     37,070          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     3,482:    13,557     -1,463    -10,920      1,170        845          0      3,430          0          0       -500          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.8       72.9       14.5        5.0        6.0        0.2        5.8        5.6        0.0        4.7        0.0:      0.0       0.0
Old  :     100.0:      73.8       72.9       14.5        5.0        6.0        0.2        5.8        5.6        0.0        4.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        28         24          .          .          4          .          .          .          0          .          0:
Old  :        42:        28         24          .          .          4          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       48.7       64.6       73.0       40.1       42.4       62.0       62.0
Old  :                 42.2       48.7       64.6       73.0       40.1       42.4       62.0       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                         Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWH                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,068,811:   915,961  1,022,011    117,300     11,250     35,550          0          0          0          0          0          0:        0         0
Old  : 1,068,811:   915,961  1,022,011    117,300     11,250     35,550          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    24,060:    24,060     24,060          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       95.6       11.0        1.1        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.7       95.6       11.0        1.1        3.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         10          .          .          .          0          0          0          0          0          0:
Old  :        27:        18         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       88.2       76.7       98.1       46.6       67.6       62.7       74.2
Old  :                 55.0       88.2       76.7       98.1       46.6       67.6       62.7       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                             Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   344,755:   285,105    327,575     47,850      7,580      9,600      2,200          0          0          0          0          0:        0         0
Old  :   344,755:   285,105    327,575     47,850      7,580      9,600      2,200          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     8,050:     8,050      8,050          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       95.0       13.9        2.2        2.8        0.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.7       95.0       13.9        2.2        2.8        0.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        22         11          .          .          .          .          0          0          0          0          0:
Old  :        30:        22         11          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       80.2       59.1       96.0       34.7       66.5       53.0       77.7
Old  :                 38.9       80.2       59.1       96.0       34.7       66.5       53.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   605,275:   339,071    545,861     82,890     10,598     24,788    124,231      1,140     21,400     11,407          0      1,488:        0         0
Old  :   605,275:   339,071    545,861     82,890     10,598     24,788    124,231      1,140     21,400     11,407          0      1,488:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    -5,935:    -4,054     -1,683     -1,895     -3,529       -802         -7          0        823        744          0       -744:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       90.2       13.7        1.8        4.1       20.5        0.2        3.5        1.9        0.0        0.2:      0.0       0.0
Old  :     100.0:      56.0       90.2       13.7        1.8        4.1       20.5        0.2        3.5        1.9        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         26          4          .          4          .          .          .          .          0          .:
Old  :        42:        25         26          4          .          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       58.2       74.5       74.1       50.9       55.4       62.4       67.4
Old  :                 56.7       58.2       74.5       74.1       50.9       55.4       62.4       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV                                                                                         Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    41,990:    24,839     33,733      5,410      2,653      1,635      7,619      2,731        866        928          0        221:      472       151
Old  :    41,990:    24,839     33,733      5,410      2,653      1,635      7,619      2,731        866        928          0        221:      472       151
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       270:       430       -257       -612        -19        370       -185        -81         97         10          0        160:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       80.3       12.9        6.3        3.9       18.1        6.5        2.1        2.2        0.0        0.5:      1.1       0.4
Old  :     100.0:      59.2       80.3       12.9        6.3        3.9       18.1        6.5        2.1        2.2        0.0        0.5:      1.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         27          4          .          4          .          .          .          .          0          .:
Old  :        42:        25         27          4          .          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       50.6       72.2       72.2       42.5       50.2       60.9       71.3
Old  :                 47.3       50.6       72.2       72.2       42.5       50.2       60.9       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,332:    14,069     23,773      5,082          0        742      4,722          0        692         25        125          0:        0         0
Old  :    25,332:    14,069     23,773      5,082          0        742      4,722          0        692         25        125          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :        25:       -27        256         26          0        -76        153          0        -76         25        -79          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       93.8       20.1        0.0        2.9       18.6        0.0        2.7        0.1        0.5        0.0:      0.0       0.0
Old  :     100.0:      55.5       93.8       20.1        0.0        2.9       18.6        0.0        2.7        0.1        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20         11          .          0          .          .          0          .          .          .          0:
Old  :        29:        20         11          .          0          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       84.4       82.5       95.4       55.4       82.0       72.3       85.2
Old  :                 62.7       84.4       82.5       95.4       55.4       82.0       72.3       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   261,140:   101,993    239,259     34,128      3,641     16,245     99,574          0        665      8,535      1,330          0:        0         0
Old  :   261,140:   101,993    239,259     34,128      3,641     16,245     99,574          0        665      8,535      1,330          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    13,407:     1,954     13,407          0     -4,949      5,912      5,862          0          0       -321       -963          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.1       91.6       13.1        1.4        6.2       38.1        0.0        0.3        3.3        0.5        0.0:      0.0       0.0
Old  :     100.0:      39.1       91.6       13.1        1.4        6.2       38.1        0.0        0.3        3.3        0.5        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11          8          .          .          .          .          0          .          .          .          0:
Old  :        24:        11          8          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       94.1       87.2       99.0       70.7       88.8       82.6       92.2
Old  :                 72.9       94.1       87.2       99.0       70.7       88.8       82.6       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                          Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   621,425:   364,062    583,598    209,969          0      2,707     11,562      1,995     33,125          0          0          0:        0         0
Old  :   621,425:   364,062    583,598    209,969          0      2,707     11,562      1,995     33,125          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     8,294:     7,886      7,478        408          0          0          0        816          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       93.9       33.8        0.0        0.4        1.9        0.3        5.3        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      58.6       93.9       33.8        0.0        0.4        1.9        0.3        5.3        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        22         19          5          0          .          .          .          .          0          0          0:
Old  :        33:        22         19          5          0          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       84.6       70.8       93.8       50.6       72.5       64.0       75.9
Old  :                 50.7       84.6       70.8       93.8       50.6       72.5       64.0       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    36,618:    27,652     28,778        405      4,686      2,457      3,979          0         20      1,275          0          0:      830       677
Old  :    36,618:    27,652     28,778        405      4,686      2,457      3,979          0         20      1,275          0          0:      830       677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     1,587:       163        292         21      1,274          0        383          0          0      1,275          0          0:     -255        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       78.6        1.1       12.8        6.7       10.9        0.0        0.1        3.5        0.0        0.0:      2.3       1.8
Old  :     100.0:      75.5       78.6        1.1       12.8        6.7       10.9        0.0        0.1        3.5        0.0        0.0:      2.3       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20         14          .          .          4          .          0          .          .          0          0:
Old  :        30:        20         14          .          .          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       84.4       71.0       93.0       45.8       67.1       60.8       71.0
Old  :                 46.2       84.4       71.0       93.0       45.8       67.1       60.8       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                                                                                                          Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :     6,941:     3,204      4,581      1,544        354        942          0          0          0          0        576         21:    1,230       467
Old  :     6,941:     3,204      4,581      1,544        354        942          0          0          0          0        576         21:    1,230       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       299:      -447        341        490       -255        213          0          0          0          0          0          0:       43         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.2       66.0       22.2        5.1       13.6        0.0        0.0        0.0        0.0        8.3        0.3:     17.7       6.7
Old  :     100.0:      46.2       66.0       22.2        5.1       13.6        0.0        0.0        0.0        0.0        8.3        0.3:     17.7       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         12          .          .          .          0          0          0          0          .          .:
Old  :        21:         8         12          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       54.8       77.7       80.5       45.5       46.2       51.6       59.8
Old  :                 62.3       54.8       77.7       80.5       45.5       46.2       51.6       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                                                           Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    21,272:    11,892     20,018      4,072         66        907      1,247          0          0      2,978          0         46:      130       235
Old  :    21,272:    11,892     20,018      4,072         66        907      1,247          0          0      2,978          0         46:      130       235
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :        -3:       110        -87       -316        -42         42          0          0          0        161          0          0:        0        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       94.1       19.1        0.3        4.3        5.9        0.0        0.0       14.0        0.0        0.2:      0.6       1.1
Old  :     100.0:      55.9       94.1       19.1        0.3        4.3        5.9        0.0        0.0       14.0        0.0        0.2:      0.6       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         19          .          .          4          .          0          0          4          0          .:
Old  :        34:        20         19          .          .          4          .          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       47.6       66.8       73.1       39.5       40.3       58.5       58.2
Old  :                 44.4       47.6       66.8       73.1       39.5       40.3       58.5       58.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   312,530:   104,350    303,538    141,667      1,125      7,491      4,704          0          0     53,942          0        376:        0         0
Old  :   312,530:   104,350    303,538    141,667      1,125      7,491      4,704          0          0     53,942          0        376:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     6,291:     4,680      6,291        408          0          0          0          0          0      1,203          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.4       97.1       45.3        0.4        2.4        1.5        0.0        0.0       17.3        0.0        0.1:      0.0       0.0
Old  :     100.0:      33.4       97.1       45.3        0.4        2.4        1.5        0.0        0.0       17.3        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         17          .          .          .          .          0          0          .          0          .:
Old  :        30:        18         17          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       64.3       81.8       87.1       63.2       58.7       74.5       74.9
Old  :                 64.9       64.3       81.8       87.1       63.2       58.7       74.5       74.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                                                                                                           Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    15,920:     7,607      9,566      5,289      4,135      1,750          0        128        212        808          0         21:      233       108
Old  :    15,920:     7,607      9,566      5,289      4,135      1,750          0        128        212        808          0         21:      233       108
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       704:       554        214       -255        298        215          0          0          0          0          0          0:      190       -23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.8       60.1       33.2       26.0       11.0        0.0        0.8        1.3        5.1        0.0        0.1:      1.5       0.7
Old  :     100.0:      47.8       60.1       33.2       26.0       11.0        0.0        0.8        1.3        5.1        0.0        0.1:      1.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         18          4          .          5          0          .          .          .          0          .:
Old  :        32:        16         18          4          .          5          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       44.6       66.7       63.5       34.7       40.6       50.5       53.7
Old  :                 43.3       44.6       66.7       63.5       34.7       40.6       50.5       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   195,440:    69,010    114,358    124,397     81,082          0          0          0          0      2,033          0          0:        0         0
Old  :   195,440:    69,010    114,358    124,397     81,082          0          0          0          0      2,033          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    -1,159:     1,145     -1,159     -2,304          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       58.5       63.6       41.5        0.0        0.0        0.0        0.0        1.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      35.3       58.5       63.6       41.5        0.0        0.0        0.0        0.0        1.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         12          4          .          0          0          0          0          .          0          0:
Old  :        28:        14         12          4          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       68.4       89.6       88.2       65.3       68.4       77.4       82.3
Old  :                 71.3       68.4       89.6       88.2       65.3       68.4       77.4       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE - ICE FUTURES ENERGY DIV                                                                                                              Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    25,415:    17,456     19,898      3,804        156      1,392          0      1,206      2,763          0          0          0:        0         0
Old  :    25,415:    17,456     19,898      3,804        156      1,392          0      1,206      2,763          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :        51:        51       -257       -229         79        229          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       78.3       15.0        0.6        5.5        0.0        4.7       10.9        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      68.7       78.3       15.0        0.6        5.5        0.0        4.7       10.9        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         14          .          .          .          0          .          .          0          0          0:
Old  :        28:        18         14          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       60.7       85.4       82.7       49.8       49.5       63.1       63.6
Old  :                 57.0       60.7       85.4       82.7       49.8       49.5       63.1       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   144,505:   122,146     84,671          0     37,475     22,359          0          0          0          0          0          0:        0         0
Old  :   144,505:   122,146     84,671          0     37,475     22,359          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:      -321     -3,856       -961      2,574      1,282          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       58.6        0.0       25.9       15.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      84.5       58.6        0.0       25.9       15.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14         13          0          4          .          0          0          0          0          0          0:
Old  :        25:        14         13          0          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       56.5       85.4       78.6       52.6       44.4       63.4       57.9
Old  :                 63.4       56.5       85.4       78.6       52.6       44.4       63.4       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   701,198:   600,787    542,011     59,656     56,192     40,755          0     62,240          0          0          0          0:        0         0
Old  :   701,198:   600,787    542,011     59,656     56,192     40,755          0     62,240          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :      -802:      -802       -802          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       77.3        8.5        8.0        5.8        0.0        8.9        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.7       77.3        8.5        8.0        5.8        0.0        8.9        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14          9          4          .          .          0          .          0          0          0          0:
Old  :        24:        14          9          4          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       67.4       79.3       93.8       60.3       66.3       74.7       84.0
Old  :                 61.7       67.4       79.3       93.8       60.3       66.3       74.7       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   213,215:   181,770    182,285     19,345     13,480     12,100          0      5,350          0          0          0          0:        0         0
Old  :   213,215:   181,770    182,285     19,345     13,480     12,100          0      5,350          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       85.5        9.1        6.3        5.7        0.0        2.5        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.3       85.5        9.1        6.3        5.7        0.0        2.5        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         10          .          .          .          0          .          0          0          0          0:
Old  :        27:        16         10          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       69.9       75.3       91.5       56.8       65.9       73.1       81.2
Old  :                 57.3       69.9       75.3       91.5       56.8       65.9       73.1       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                                 Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   225,115:   185,140    115,130     36,150    106,160      3,825          0          0          0          0          0          0:        0         0
Old  :   225,115:   185,140    115,130     36,150    106,160      3,825          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     3,150:     3,150      1,050          0      2,100          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.2       51.1       16.1       47.2        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.2       51.1       16.1       47.2        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15          9          .          .          .          0          0          0          0          0          0:
Old  :        24:        15          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       88.4       82.3       97.0       52.7       86.7       79.2       92.0
Old  :                 53.4       88.4       82.3       97.0       52.7       86.7       79.2       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   754,363:   608,093    369,195    146,270    385,168          0          0          0          0          0          0          0:        0         0
Old  :   754,363:   608,093    369,195    146,270    385,168          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       48.9       19.4       51.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.6       48.9       19.4       51.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          5          4          .          0          0          0          0          0          0          0:
Old  :        21:        11          5          4          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       94.8       86.3      100.0       61.0       94.8       86.3      100.0
Old  :                 61.0       94.8       86.3      100.0       61.0       94.8       86.3      100.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                     Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   139,035:   110,835    110,495     12,340     12,680     15,860          0          0          0          0          0          0:        0         0
Old  :   139,035:   110,835    110,495     12,340     12,680     15,860          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       79.5        8.9        9.1       11.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.7       79.5        8.9        9.1       11.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         11          .          .          .          0          0          0          0          0          0:
Old  :        24:        14         11          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       67.7       80.2       89.8       43.9       61.6       63.1       71.7
Old  :                 46.3       67.7       80.2       89.8       43.9       61.6       63.1       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mwh                                                                                                                     :
     :          :    Positions                                                                                                           :
All  :   502,733:   399,063    386,225     45,447     58,285     58,223          0          0          0          0          0          0:        0         0
Old  :   502,733:   399,063    386,225     45,447     58,285     58,223          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       76.8        9.0       11.6       11.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.4       76.8        9.0       11.6       11.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          9          .          .          .          0          0          0          0          0          0:
Old  :        20:        13          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       74.8       81.5       93.8       43.6       65.9       62.9       71.2
Old  :                 49.9       74.8       81.5       93.8       43.6       65.9       62.9       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                                     Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   193,175:   181,480    158,770      1,265     27,375      7,030          0          0          0      3,400          0          0:        0         0
Old  :   193,175:   181,480    158,770      1,265     27,375      7,030          0          0          0      3,400          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     4,200:     4,200      4,200          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       82.2        0.7       14.2        3.6        0.0        0.0        0.0        1.8        0.0        0.0:      0.0       0.0
Old  :     100.0:      93.9       82.2        0.7       14.2        3.6        0.0        0.0        0.0        1.8        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        18         11          .          .          .          0          0          0          .          0          0:
Old  :        26:        18         11          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       76.2       73.6       89.8       51.5       68.5       69.7       80.5
Old  :                 52.9       76.2       73.6       89.8       51.5       68.5       69.7       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   627,223:   567,287    532,767     15,632     50,152     44,304          0          0          0          0          0          0:        0         0
Old  :   627,223:   567,287    532,767     15,632     50,152     44,304          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.4       84.9        2.5        8.0        7.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      90.4       84.9        2.5        8.0        7.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15          7          .          .          .          0          0          0          0          0          0:
Old  :        21:        15          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       81.6       78.9       96.1       58.2       72.9       73.1       81.4
Old  :                 59.7       81.6       78.9       96.1       58.2       72.9       73.1       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,014,920:   945,591    916,691     53,996     82,896     15,333          0          0          0          0          0          0:        0         0
Old  : 1,014,920:   945,591    916,691     53,996     82,896     15,333          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    64,248:    70,200     23,400          0     46,800     -5,952          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.2       90.3        5.3        8.2        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      93.2       90.3        5.3        8.2        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15          7          .          .          .          0          0          0          0          0          0:
Old  :        24:        15          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       85.0       87.7       99.7       71.8       85.0       85.6       95.7
Old  :                 71.8       85.0       87.7       99.7       71.8       85.0       85.6       95.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   260,855:   245,740    231,880      8,410     22,270      6,705          0          0          0          0          0          0:        0         0
Old  :   260,855:   245,740    231,880      8,410     22,270      6,705          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    17,025:    19,125      6,375          0     12,750     -2,100          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       88.9        3.2        8.5        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      94.2       88.9        3.2        8.5        2.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19          7          .          .          .          0          0          0          0          0          0:
Old  :        29:        19          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       87.2       82.9       99.8       66.8       87.0       82.9       95.5
Old  :                 66.8       87.2       82.9       99.8       66.8       87.0       82.9       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 7,026,712: 5,208,292  6,656,971  1,259,259        112    369,629    121,160          0          0     68,372          0          0:        0         0
Old  : 7,026,712: 5,208,292  6,656,971  1,259,259        112    369,629    121,160          0          0     68,372          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :   349,679:    36,454    383,324    346,870          0    -33,645          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       94.7       17.9        0.0        5.3        1.7        0.0        0.0        1.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.1       94.7       17.9        0.0        5.3        1.7        0.0        0.0        1.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        33         26          5          .          6          .          0          0          .          0          0:
Old  :        45:        33         26          5          .          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       58.8       63.3       83.0       35.0       48.6       53.0       66.2
Old  :                 39.7       58.8       63.3       83.0       35.0       48.6       53.0       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                                                                                             Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 2,261,650: 1,734,690  2,182,925    409,595        845     73,280     24,065      4,600          0     20,020          0          0:        0         0
Old  : 2,261,650: 1,734,690  2,182,925    409,595        845     73,280     24,065      4,600          0     20,020          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    78,710:    -3,270    105,205    108,475          0    -26,495          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       96.5       18.1        0.0        3.2        1.1        0.2        0.0        0.9        0.0        0.0:      0.0       0.0
Old  :     100.0:      76.7       96.5       18.1        0.0        3.2        1.1        0.2        0.0        0.9        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        31         31          5          .          5          .          .          0          .          0          0:
Old  :        52:        31         31          5          .          5          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       57.2       55.1       79.7       30.3       55.6       50.2       68.0
Old  :                 31.3       57.2       55.1       79.7       30.3       55.6       50.2       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 2,951,685: 1,752,569  2,053,059    313,430    232,501    211,827        550    140,618     42,410    568,745    209,115     62,155:        0        -0
Old  : 2,951,685: 1,752,569  2,053,059    313,430    232,501    211,827        550    140,618     42,410    568,745    209,115     62,155:        0        -0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    62,785:    58,981     33,280      9,292     26,533     -4,606       -815      7,077        500          0        568       -568:       -0        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.4       69.6       10.6        7.9        7.2        0.0        4.8        1.4       19.3        7.1        2.1:      0.0      -0.0
Old  :     100.0:      59.4       69.6       10.6        7.9        7.2        0.0        4.8        1.4       19.3        7.1        2.1:      0.0      -0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        35         33          4          6          7          .          5          .          5          .          5:
Old  :        62:        35         33          4          6          7          .          5          .          5          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       50.9       63.7       67.6       47.0       46.8       62.1       62.0
Old  :                 47.0       50.9       63.7       67.6       47.0       46.8       62.1       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MWh (Megawatt Hours)                                                                                                    :
     :          :    Positions                                                                                                           :
All  : 6,410,394: 5,488,554  5,159,037    177,335    546,376    422,610     74,511    111,215    120,039     99,628     23,400     27,717:        0         0
Old  : 6,410,394: 5,488,554  5,159,037    177,335    546,376    422,610     74,511    111,215    120,039     99,628     23,400     27,717:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    31,952:    -6,898     -9,143    -16,237    -13,992     55,087          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       80.5        2.8        8.5        6.6        1.2        1.7        1.9        1.6        0.4        0.4:      0.0       0.0
Old  :     100.0:      85.6       80.5        2.8        8.5        6.6        1.2        1.7        1.9        1.6        0.4        0.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        30         25          4          4          4          .          .          .          .          .          .:
Old  :        48:        30         25          4          4          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       73.8       65.1       84.7       49.2       68.9       63.2       77.8
Old  :                 49.3       73.8       65.1       84.7       49.2       68.9       63.2       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                             Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   603,695:   532,925    479,120     60,440    113,605     10,330          0        640          0          0          0          0:        0         0
Old  :   603,695:   532,925    479,120     60,440    113,605     10,330          0        640          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     9,410:     8,265      5,940     -1,275      1,050      2,420          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       79.4       10.0       18.8        1.7        0.0        0.1        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      88.3       79.4       10.0       18.8        1.7        0.0        0.1        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        26          9          .          .          .          0          .          0          0          0          0:
Old  :        33:        26          9          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       77.6       63.6       96.2       41.9       74.4       60.3       85.0
Old  :                 41.9       77.6       63.6       96.2       41.9       74.4       60.3       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                    Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,142,732: 1,840,709  1,756,042    144,696    224,953    157,327          0      4,410          0          0          0          0:        0         0
Old  : 2,142,732: 1,840,709  1,756,042    144,696    224,953    157,327          0      4,410          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    19,270:    19,270          0          0     19,270          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       82.0        6.8       10.5        7.3        0.0        0.2        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.9       82.0        6.8       10.5        7.3        0.0        0.2        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        26         11          .          .          .          0          .          0          0          0          0:
Old  :        33:        26         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       71.6       68.2       90.8       45.2       67.5       66.1       77.7
Old  :                 47.3       71.6       68.2       90.8       45.2       67.5       66.1       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    62,130:    43,141     22,902          0     18,418     11,243          0      2,455      2,345        639          0        258:    4,504     4,509
Old  :    62,130:    43,141     22,902          0     18,418     11,243          0      2,455      2,345        639          0        258:    4,504     4,509
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       356:        83       -515        -76        -21         42          0        189        160        -57          0         14:      190       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       36.9        0.0       29.6       18.1        0.0        4.0        3.8        1.0        0.0        0.4:      7.2       7.3
Old  :     100.0:      69.4       36.9        0.0       29.6       18.1        0.0        4.0        3.8        1.0        0.0        0.4:      7.2       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        22         23          0          7          7          0          .          .          .          0          .:
Old  :        35:        22         23          0          7          7          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       47.6       65.9       67.6       30.0       29.5       36.7       37.0
Old  :                 46.9       47.6       65.9       67.6       30.0       29.5       36.7       37.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     8,686:     4,065      5,849        622        933      1,058      1,584          0        468        144          0          0:      746       378
Old  :     8,686:     4,065      5,849        622        933      1,058      1,584          0        468        144          0          0:      746       378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :        28:       -23        -34        -21         24         38         34          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.8       67.3        7.2       10.7       12.2       18.2        0.0        5.4        1.7        0.0        0.0:      8.6       4.4
Old  :     100.0:      46.8       67.3        7.2       10.7       12.2       18.2        0.0        5.4        1.7        0.0        0.0:      8.6       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13         10          4          .          5          .          0          .          .          0          0:
Old  :        21:        13         10          4          .          5          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       67.6       62.8       84.5       37.8       59.0       49.1       62.1
Old  :                 41.4       67.6       62.8       84.5       37.8       59.0       49.1       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     8,493:     4,073      7,119      1,324        158        636      1,432        120         68          0          0          0:      960       392
Old  :     8,493:     4,073      7,119      1,324        158        636      1,432        120         68          0          0          0:      960       392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       170:       170        170          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.0       83.8       15.6        1.9        7.5       16.9        1.4        0.8        0.0        0.0        0.0:     11.3       4.6
Old  :     100.0:      48.0       83.8       15.6        1.9        7.5       16.9        1.4        0.8        0.0        0.0        0.0:     11.3       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         15          .          .          .          .          .          .          0          0          0:
Old  :        24:        14         15          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       52.6       68.7       77.1       43.8       45.4       57.3       64.5
Old  :                 48.1       52.6       68.7       77.1       43.8       45.4       57.3       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,816:     7,356      8,057        956        128      1,598          0        700      1,210          0          0          0:    1,696     1,123
Old  :    12,816:     7,356      8,057        956        128      1,598          0        700      1,210          0          0          0:    1,696     1,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0         52          0          0          0          0          0          0          0          0          0:        0       -52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       62.9        7.5        1.0       12.5        0.0        5.5        9.4        0.0        0.0        0.0:     13.2       8.8
Old  :     100.0:      57.4       62.9        7.5        1.0       12.5        0.0        5.5        9.4        0.0        0.0        0.0:     13.2       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         14          .          .          4          0          .          .          0          0          0:
Old  :        28:        17         14          .          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       50.7       51.7       72.6       19.0       41.8       31.5       48.4
Old  :                 32.0       50.7       51.7       72.6       19.0       41.8       31.5       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    29,294:    20,905     26,104      5,838        965      1,785          0        355          0          0          0          0:      766        85
Old  :    29,294:    20,905     26,104      5,838        965      1,785          0        355          0          0          0          0:      766        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       129:       172         21        -43        108          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.4       89.1       19.9        3.3        6.1        0.0        1.2        0.0        0.0        0.0        0.0:      2.6       0.3
Old  :     100.0:      71.4       89.1       19.9        3.3        6.1        0.0        1.2        0.0        0.0        0.0        0.0:      2.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          .          .          .          0          .          0          0          0          0:
Old  :        26:        14         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       75.7       83.1       90.9       45.4       73.5       77.0       84.7
Old  :                 51.5       75.7       83.1       90.9       45.4       73.5       77.0       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   627,143:   466,262    596,005    129,743          0     26,458          0      4,680          0      4,680          0          0:        0         0
Old  :   627,143:   466,262    596,005    129,743          0     26,458          0      4,680          0      4,680          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     3,413:     2,536      3,061        525          0        352          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       95.0       20.7        0.0        4.2        0.0        0.7        0.0        0.7        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.3       95.0       20.7        0.0        4.2        0.0        0.7        0.0        0.7        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        19         10          .          0          .          0          .          0          .          0          0:
Old  :        27:        19         10          .          0          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       87.2       74.9       97.7       45.2       85.9       70.4       92.1
Old  :                 49.7       87.2       74.9       97.7       45.2       85.9       70.4       92.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-064A38
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    16,209:    12,284     15,032      1,310         85        772          0          0          0      1,779          0          0:       64       320
Old  :    16,209:    12,284     15,032      1,310         85        772          0          0          0      1,779          0          0:       64       320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       163:         0        163          0          0          0          0          0          0        163          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       92.7        8.1        0.5        4.8        0.0        0.0        0.0       11.0        0.0        0.0:      0.4       2.0
Old  :     100.0:      75.8       92.7        8.1        0.5        4.8        0.0        0.0        0.0       11.0        0.0        0.0:      0.4       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          .          .          0          0          0          .          0          0:
Old  :        21:         9         11          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       76.1       90.1       91.6       66.5       76.0       85.6       87.4
Old  :                 68.1       76.1       90.1       91.6       66.5       76.0       85.6       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    42,177:    28,450     39,648     10,942          0      2,275          0          0          0          0          0          0:      510       254
Old  :    42,177:    28,450     39,648     10,942          0      2,275          0          0          0          0          0          0:      510       254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     2,550:     3,060      2,550       -510          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.5       94.0       25.9        0.0        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.6
Old  :     100.0:      67.5       94.0       25.9        0.0        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         16          .          0          .          0          0          0          0          0          0:
Old  :        21:         9         16          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       42.2       94.3       71.5       63.5       40.9       78.2       66.6
Old  :                 67.3       42.2       94.3       71.5       63.5       40.9       78.2       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 MEGAWATT HOURS)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   596,340:   454,380    521,005    132,600     65,975      9,360          0          0          0          0          0          0:        0         0
Old  :   596,340:   454,380    521,005    132,600     65,975      9,360          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     9,360:     9,360          0          0      9,360          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       87.4       22.2       11.1        1.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      76.2       87.4       22.2       11.1        1.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         15          .          .          .          0          0          0          0          0          0:
Old  :        25:        12         15          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.0       43.6       90.6       77.3       69.3       41.3       80.5       71.3
Old  :                 74.0       43.6       90.6       77.3       69.3       41.3       80.5       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    82,154:    59,662     52,096     11,299     22,213      3,444      4,050        320      2,550        702      1,020        447:        0        64
Old  :    82,154:    59,662     52,096     11,299     22,213      3,444      4,050        320      2,550        702      1,020        447:        0        64
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     8,920:     7,650      5,090          0      2,560      1,270          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       63.4       13.8       27.0        4.2        4.9        0.4        3.1        0.9        1.2        0.5:      0.0       0.1
Old  :     100.0:      72.6       63.4       13.8       27.0        4.2        4.9        0.4        3.1        0.9        1.2        0.5:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         19          4          .          .          .          .          .          .          .          .:
Old  :        40:        21         19          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       46.7       69.0       67.4       34.9       43.2       53.4       63.2
Old  :                 41.9       46.7       69.0       67.4       34.9       43.2       53.4       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,870,269: 1,429,290  1,052,159    191,317    281,328    242,971          0    285,660          0        910      2,370      5,781:        0         0
Old  : 1,870,269: 1,429,290  1,052,159    191,317    281,328    242,971          0    285,660          0        910      2,370      5,781:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    35,841:    19,041     35,841     10,875     -5,925      5,925          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       56.3       10.2       15.0       13.0        0.0       15.3        0.0        0.0        0.1        0.3:      0.0       0.0
Old  :     100.0:      76.4       56.3       10.2       15.0       13.0        0.0       15.3        0.0        0.0        0.1        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         20          4          .          5          0          .          0          .          .          .:
Old  :        40:        22         20          4          .          5          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       43.4       81.1       72.3       45.5       37.1       60.3       55.5
Old  :                 60.7       43.4       81.1       72.3       45.5       37.1       60.3       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    25,254:    17,077     17,086      6,472      1,915          0          0      3,927      1,600          0        302        105:        0       319
Old  :    25,254:    17,077     17,086      6,472      1,915          0          0      3,927      1,600          0        302        105:        0       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     1,954:     1,954      1,954          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       67.7       25.6        7.6        0.0        0.0       15.6        6.3        0.0        1.2        0.4:      0.0       1.3
Old  :     100.0:      67.6       67.7       25.6        7.6        0.0        0.0       15.6        6.3        0.0        1.2        0.4:      0.0       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         16          .          .          0          0          .          .          0          .          .:
Old  :        26:        16         16          .          .          0          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       65.4       71.7       83.0       41.6       51.7       58.7       63.4
Old  :                 44.5       65.4       71.7       83.0       41.6       51.7       58.7       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    56,804:    43,956     43,480      7,053          0      5,669          0      7,655          0        126          0          0:        0         0
Old  :    56,804:    43,956     43,480      7,053          0      5,669          0      7,655          0        126          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     8,806:     6,256      6,266         10          0      2,540          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       76.5       12.4        0.0       10.0        0.0       13.5        0.0        0.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      77.4       76.5       12.4        0.0       10.0        0.0       13.5        0.0        0.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         13          5          0          4          0          .          0          .          0          0:
Old  :        27:        12         13          5          0          4          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       75.7       78.6       92.1       46.7       57.6       62.1       68.3
Old  :                 56.9       75.7       78.6       92.1       46.7       57.6       62.1       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,007:    33,447     33,920      1,546      6,714      7,904      5,215          0      2,235        426          0        234:        0         0
Old  :    51,007:    33,447     33,920      1,546      6,714      7,904      5,215          0      2,235        426          0        234:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     3,588:     1,120      3,507      1,546     -1,004      1,004          0          0          0       -163          0         81:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       66.5        3.0       13.2       15.5       10.2        0.0        4.4        0.8        0.0        0.5:      0.0       0.0
Old  :     100.0:      65.6       66.5        3.0       13.2       15.5       10.2        0.0        4.4        0.8        0.0        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         14          .          4          .          .          0          .          .          0          .:
Old  :        32:        20         14          .          4          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       62.0       70.0       83.6       30.4       45.2       46.8       56.2
Old  :                 47.9       62.0       70.0       83.6       30.4       45.2       46.8       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    43,137:    28,951     34,320      9,007      3,371      2,123          0          0          0        753      1,020      2,048:      255       255
Old  :    43,137:    28,951     34,320      9,007      3,371      2,123          0          0          0        753      1,020      2,048:      255       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     2,293:      -262      3,568      1,280          0          0          0          0          0        753     -1,797        522:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       79.6       20.9        7.8        4.9        0.0        0.0        0.0        1.7        2.4        4.7:      0.6       0.6
Old  :     100.0:      67.1       79.6       20.9        7.8        4.9        0.0        0.0        0.0        1.7        2.4        4.7:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         17          .          .          .          0          0          0          .          .          .:
Old  :        27:        17         17          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       53.4       79.4       77.0       46.8       47.2       64.5       65.4
Old  :                 53.2       53.4       79.4       77.0       46.8       47.2       64.5       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,662:    46,741     35,449      2,768     13,518      1,984          0        391          0          0        215        105:       64         0
Old  :    51,662:    46,741     35,449      2,768     13,518      1,984          0        391          0          0        215        105:       64         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     2,304:     2,304      1,024          0      1,280          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       68.6        5.4       26.2        3.8        0.0        0.8        0.0        0.0        0.4        0.2:      0.1       0.0
Old  :     100.0:      90.5       68.6        5.4       26.2        3.8        0.0        0.8        0.0        0.0        0.4        0.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        20         16          .          4          4          0          .          0          0          .          .:
Old  :        33:        20         16          .          4          4          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       57.7       66.8       79.4       36.4       54.2       59.4       73.2
Old  :                 39.6       57.7       66.8       79.4       36.4       54.2       59.4       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    20,857:    16,517     17,702      2,486          0      1,726          0          0          0          0      1,280          0:      128       149
Old  :    20,857:    16,517     17,702      2,486          0      1,726          0          0          0          0      1,280          0:      128       149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.2       84.9       11.9        0.0        8.3        0.0        0.0        0.0        0.0        6.1        0.0:      0.6       0.7
Old  :     100.0:      79.2       84.9       11.9        0.0        8.3        0.0        0.0        0.0        0.0        6.1        0.0:      0.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13         11          4          0          .          0          0          0          0          .          0:
Old  :        20:        13         11          4          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       59.4       86.0       82.7       58.4       56.0       72.6       73.1
Old  :                 59.5       59.4       86.0       82.7       58.4       56.0       72.6       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   391,708:   224,928    326,773     91,770     17,775          0     14,680      3,420     43,740     16,590          0          0:        0         0
Old  :   391,708:   224,928    326,773     91,770     17,775          0     14,680      3,420     43,740     16,590          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     9,328:     9,328      9,328          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       83.4       23.4        4.5        0.0        3.7        0.9       11.2        4.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      57.4       83.4       23.4        4.5        0.0        3.7        0.9       11.2        4.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         16          .          .          0          .          .          .          .          0          0:
Old  :        30:        15         16          .          .          0          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       49.3       74.3       70.8       40.0       36.1       53.1       51.2
Old  :                 55.8       49.3       74.3       70.8       40.0       36.1       53.1       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   910,105:   729,804    638,361     57,405    105,175     98,400          0     43,673     24,496          0          0          0:        0         0
Old  :   910,105:   729,804    638,361     57,405    105,175     98,400          0     43,673     24,496          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       70.1        6.3       11.6       10.8        0.0        4.8        2.7        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.2       70.1        6.3       11.6       10.8        0.0        4.8        2.7        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         18          .          .          .          0          .          .          0          0          0:
Old  :        27:        14         18          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       48.9       82.4       71.5       37.5       23.2       44.5       35.9
Old  :                 62.8       48.9       82.4       71.5       37.5       23.2       44.5       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,205,951:   710,317  1,022,031     79,564     45,621    137,497    263,005          0          0     14,766          0        802:        0         0
Old  : 1,205,951:   710,317  1,022,031     79,564     45,621    137,497    263,005          0          0     14,766          0        802:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    23,520:    23,520     23,520          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       84.7        6.6        3.8       11.4       21.8        0.0        0.0        1.2        0.0        0.1:      0.0       0.0
Old  :     100.0:      58.9       84.7        6.6        3.8       11.4       21.8        0.0        0.0        1.2        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         11          .          .          4          .          0          0          .          0          .:
Old  :        26:        15         11          .          .          4          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       76.7       78.9       92.2       51.8       68.6       66.2       75.9
Old  :                 54.2       76.7       78.9       92.2       51.8       68.6       66.2       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   610,370:   354,262    457,828     17,983     19,917    104,137          0          0          0    133,580     28,080        408:        0         0
Old  :   610,370:   354,262    457,828     17,983     19,917    104,137          0          0          0    133,580     28,080        408:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    34,765:   -12,035     34,765          0          0          0          0          0          0     46,800          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       75.0        2.9        3.3       17.1        0.0        0.0        0.0       21.9        4.6        0.1:      0.0       0.0
Old  :     100.0:      58.0       75.0        2.9        3.3       17.1        0.0        0.0        0.0       21.9        4.6        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         14          .          .          .          0          0          0          .          .          .:
Old  :        26:        16         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       62.1       82.7       83.6       53.0       44.4       62.3       59.1
Old  :                 62.9       62.1       82.7       83.6       53.0       44.4       62.3       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   587,702:   425,817    344,880     79,425    142,051     82,460          0          0          0          0     18,311          0:        0         0
Old  :   587,702:   425,817    344,880     79,425    142,051     82,460          0          0          0          0     18,311          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       58.7       13.5       24.2       14.0        0.0        0.0        0.0        0.0        3.1        0.0:      0.0       0.0
Old  :     100.0:      72.5       58.7       13.5       24.2       14.0        0.0        0.0        0.0        0.0        3.1        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         16          .          4          5          0          0          0          0          .          0:
Old  :        31:        17         16          .          4          5          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       52.0       70.6       76.6       34.7       34.6       55.1       52.9
Old  :                 42.5       52.0       70.6       76.6       34.7       34.6       55.1       52.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A85
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   328,343:   261,545    202,430      7,110     88,192     32,648          0      2,703          0     24,670          0      2,370:        0         0
Old  :   328,343:   261,545    202,430      7,110     88,192     32,648          0      2,703          0     24,670          0      2,370:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :    23,320:         0     23,320          0          0          0          0          0          0     23,320          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       61.7        2.2       26.9        9.9        0.0        0.8        0.0        7.5        0.0        0.7:      0.0       0.0
Old  :     100.0:      79.7       61.7        2.2       26.9        9.9        0.0        0.8        0.0        7.5        0.0        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          7          .          .          .          0          .          0          .          0          .:
Old  :        21:        11          7          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       77.7       92.7       97.7       52.1       48.2       58.3       59.3
Old  :                 66.4       77.7       92.7       97.7       52.1       48.2       58.3       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A87
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatts Per Hour)                                                                                     :
     :          :    Positions                                                                                                           :
All  :   436,760:   190,248    319,192    148,880     14,016     97,632          0      5,920          0          0          0          0:        0         0
Old  :   436,760:   190,248    319,192    148,880     14,016     97,632          0      5,920          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :     6,640:    -5,440      8,568     14,008          0     -1,928          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.6       73.1       34.1        3.2       22.4        0.0        1.4        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      43.6       73.1       34.1        3.2       22.4        0.0        1.4        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          .          .          .          0          .          0          0          0          0:
Old  :        23:        11         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.5       69.4       89.7       90.7       42.9       54.7       63.0       68.3
Old  :                 67.5       69.4       89.7       90.7       42.9       54.7       63.0       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, October 22, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     5,034:     1,655      4,225      2,295          0        652        143          0         37        132          0        121:        0         0
Old  :     5,034:     1,655      4,225      2,295          0        652        143          0         37        132          0        121:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 15, 2013                                                                 :
     :       266:        59        232        124          0         27         22          0          3         27          0          4:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.9       83.9       45.6        0.0       12.9        2.8        0.0        0.7        2.6        0.0        2.4:      0.0       0.0
Old  :     100.0:      32.9       83.9       45.6        0.0       12.9        2.8        0.0        0.7        2.6        0.0        2.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         14          6          0          6          .          0          .          .          0          .:
Old  :        24:        13         14          6          0          6          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       59.8       75.1       78.9       41.5       50.5       53.3       57.7
Old  :                 53.9       59.8       75.1       78.9       41.5       50.5       53.3       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 1, 2013