```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    75,318                :
: Positions                                                                                                    :
:   18,169    38,188     4,761     4,429     2,070     1,026     3,515     5,291    30,908     8,617    12,536 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:     -146    -1,164      -509    -1,433       376       150       355    -1,430      -748       906    -2,338 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.1      50.7       6.3       5.9       2.7       1.4       4.7       7.0      41.0      11.4      16.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       11        11         .         .         4         .         .         .        17        17        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    32,299                :
: Positions                                                                                                    :
:   24,025     7,065       315     3,949       396         0     5,801        90     4,633    11,783     2,550 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:     -615    -1,625         0       -50      -104         0       700      -560      -484      -265      -312 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      21.9       1.0      12.2       1.2       0.0      18.0       0.3      14.3      36.5       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       10         8         .         .         .         0         .         .         8        15        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is   181,998                :
: Positions                                                                                                    :
:  114,694   117,719     9,938    16,478    24,447    11,845       585    10,415     5,842     7,726     4,138 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      768    -1,238     2,105       747      -270        -1       378      -506    -1,954     1,044       459 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      64.7       5.5       9.1      13.4       6.5       0.3       5.7       3.2       4.2       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       47        43         .         7         6         6         4         5         6         6        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    54,464                :
: Positions                                                                                                    :
:   33,223    43,017    14,695     5,447     2,453     1,322        50     2,717         0       726        54 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,793      -116      -848       288       -62      -324        -1       127         0       450         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      79.0      27.0      10.0       4.5       2.4       0.1       5.0       0.0       1.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        22         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is   481,913                :
: Positions                                                                                                    :
:  324,801   384,601   102,761    45,514    26,830     2,824         0    24,025         0       271       672 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    6,344    -5,394   -10,239         0     6,051    -1,499         0     1,220         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      79.8      21.3       9.4       5.6       0.6       0.0       5.0       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        20         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                          :
CFTC Code #064394                                                    Open Interest is 1,656,648                :
: Positions                                                                                                    :
:1,254,090 1,371,201   130,994    65,487   174,736    61,094     5,509    21,562     6,258    10,239     7,914 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   13,228    13,411    -1,213   -10,071    17,155    -8,643         0         0         0        32      -408 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      82.8       7.9       4.0      10.5       3.7       0.3       1.3       0.4       0.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       36        40         .         5         5         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    54,375                :
: Positions                                                                                                    :
:   45,219    26,751       307     8,923     3,992        50     9,442     3,964       718     1,178       125 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   -1,000    -1,369         0        59      -521         0       740      -557       431         0      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      49.2       0.6      16.4       7.3       0.1      17.4       7.3       1.3       2.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                           :
CFTC Code #064396                                                    Open Interest is   327,815                :
: Positions                                                                                                    :
:  213,167   216,940    96,358    34,768     3,856         0    46,586    13,482         0    11,231       952 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,608       237       321         0         0         0       321         0         0     1,371         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      66.2      29.4      10.6       1.2       0.0      14.2       4.1       0.0       3.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        16         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                      :
CFTC Code #06439A                                                    Open Interest is   556,332                :
: Positions                                                                                                    :
:  430,427   414,660    61,922   104,205    26,981    24,483         0     8,925     2,033         0     1,561 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,489       228      -459         0     1,203      -802         0       802         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      74.5      11.1      18.7       4.8       4.4       0.0       1.6       0.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        24         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800MWh                                               :
CFTC Code #06439B                                                    Open Interest is    51,334                :
: Positions                                                                                                    :
:   29,932    46,677    13,149     1,302       649     1,791       716     1,333     3,038         0       336 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      295       284      -225         0      -174         0        -1        43      -126         0       126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      90.9      25.6       2.5       1.3       3.5       1.4       2.6       5.9       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        26         5         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 mwh                                                    :
CFTC Code #06439C                                                    Open Interest is 1,888,115                :
: Positions                                                                                                    :
:1,735,085 1,841,475   129,330    22,940    23,700         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   24,060    36,090    12,030         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      97.5       6.8       1.2       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 mwh                                                       :
CFTC Code #06439F                                                    Open Interest is   834,100                :
: Positions                                                                                                    :
:  746,050   814,150    77,700         0    10,350         0         0         0         0     9,600         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   37,150    49,900    12,750         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      97.6       9.3       0.0       1.2       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        12         .         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV   800MWh                                                          :
CFTC Code #06439K                                                    Open Interest is   932,320                :
: Positions                                                                                                    :
:  744,800   830,960   187,520    93,600         0         0     4,000         0         0     3,760         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   20,000    28,000         0    -8,000         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      89.1      20.1      10.0       0.0       0.0       0.4       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                   :
CFTC Code #06439L                                                    Open Interest is   294,688                :
: Positions                                                                                                    :
:  207,312   248,728    40,408    11,288    32,328    13,072     1,184     1,160       408         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    2,800     2,400         0       400     9,392       800         0         0      -800         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      84.4      13.7       3.8      11.0       4.4       0.4       0.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        16         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439R                                                    Open Interest is    14,560                :
: Positions                                                                                                    :
:   10,062     9,317     1,778     2,983       849     1,377        69       212         9       616        60 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        4         4        20         0         0       -20         0         0       -20         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      64.0      12.2      20.5       5.8       9.5       0.5       1.5       0.1       4.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   5MWh                                                 :
CFTC Code #0643A8                                                    Open Interest is 1,153,045                :
: Positions                                                                                                    :
:  976,375   826,085    23,540   201,290   125,670    27,460         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  -12,030   -12,030         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      71.6       2.0      17.5      10.9       2.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        13         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                    :
CFTC Code #0643AZ                                                    Open Interest is   336,195                :
: Positions                                                                                                    :
:  281,080   268,045    51,815    67,000     1,150     2,150         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    4,000     4,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      79.7      15.4      19.9       0.3       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV   16 MWH PER LOT                                     :
CFTC Code #0643B1                                                    Open Interest is   208,425                :
: Positions                                                                                                    :
:  163,995   141,925     6,375    32,670    33,830     4,225         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      68.1       3.1      15.7      16.2       2.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        19         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV   800 Mwh                                            :
CFTC Code #0643B3                                                    Open Interest is    24,067                :
: Positions                                                                                                    :
:   16,903    15,130     1,669     4,145     2,142     1,245         0       229         0     1,248         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      348      -165      -167       -20         0       -17         0        20         0       308         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      62.9       6.9      17.2       8.9       5.2       0.0       1.0       0.0       5.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV   Any multiple of 5 MWh                                :
CFTC Code #0643B9                                                    Open Interest is 2,529,854                :
: Positions                                                                                                    :
:1,926,709 1,914,370   182,450   101,890   149,245    89,973    80,835   181,477         0   102,037         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  116,230   -13,890   -12,815    99,665     8,839   -23,400         0    20,239         0    -5,760         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      75.7       7.2       4.0       5.9       3.6       3.2       7.2       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        25         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV   Any multiple of 16 MWh                               :
CFTC Code #0643BA                                                    Open Interest is   810,208                :
: Positions                                                                                                    :
:  606,838   574,087   107,225    50,450    50,860     1,450    55,536    43,835         0    35,440         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   27,848     2,146    -6,610    10,950     4,145         0     9,772         0         0    -1,630         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      70.9      13.2       6.2       6.3       0.2       6.9       5.4       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        24         .         4         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWH                               :
CFTC Code #0643BC                                                    Open Interest is 2,196,091                :
: Positions                                                                                                    :
:2,043,241 2,149,291   117,300    11,250    35,550         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:1,127,280 1,127,280         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      97.9       5.3       0.5       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 mwh                                  :
CFTC Code #0643BE                                                    Open Interest is   651,805                :
: Positions                                                                                                    :
:  592,155   634,625    47,850     7,580     9,600     2,200         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  307,050   307,050         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      97.4       7.3       1.2       1.5       0.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       22        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                      :
CFTC Code #0643BF                                                    Open Interest is   589,399                :
: Positions                                                                                                    :
:  333,489   533,154    83,691    10,598    22,363   115,567     1,140    21,400    12,145         0       744 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   -5,582   -12,707       801         0    -2,425    -8,664         0         0       738         0      -744 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      90.5      14.2       1.8       3.8      19.6       0.2       3.6       2.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        27         5         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV   800MWh                                              :
CFTC Code #0643BG                                                    Open Interest is    41,364                :
: Positions                                                                                                    :
:   24,915    33,165     5,427     2,370     1,747     6,893     2,775       954       693         0       266 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:       76      -568        18      -283       112      -726        44        88      -235         0        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      80.2      13.1       5.7       4.2      16.7       6.7       2.3       1.7       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        28         4         .         5         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                 :
CFTC Code #0643BM                                                    Open Interest is    25,563                :
: Positions                                                                                                    :
:   14,119    24,310     5,109         0       665     5,107         0       538        25        50         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:       50       537        27         0       -77       385         0      -154         0       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      95.1      20.0       0.0       2.6      20.0       0.0       2.1       0.1       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        12         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV   25MWh                                                :
CFTC Code #0643BR                                                    Open Interest is   264,753                :
: Positions                                                                                                    :
:  104,620   242,230    34,128     4,925    16,245    99,574         0       665     9,521       688         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    2,627     2,971         0     1,284         0         0         0         0       986      -642         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.5      91.5      12.9       1.9       6.1      37.6       0.0       0.3       3.6       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         8         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                :
CFTC Code #0643BS                                                    Open Interest is   591,843                :
: Positions                                                                                                    :
:  339,104   556,021   211,212         0     1,504     6,898     1,193    33,125         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  -24,958   -27,577     1,243         0    -1,203    -4,664      -802         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      93.9      35.7       0.0       0.3       1.2       0.2       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        20         5         0         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800 MWh                                       :
CFTC Code #0643BT                                                    Open Interest is    31,319                :
: Positions                                                                                                    :
:   22,378    23,356       405     4,829     2,457     3,954         0        20     1,275         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   -5,274    -5,422         0       143         0       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      74.6       1.3      15.4       7.8      12.6       0.0       0.1       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        14         .         .         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO  ZONE  J - ICE FUTURES ENERGY DIV   800MWh                                                               :
CFTC Code #0643BW                                                    Open Interest is     7,418                :
: Positions                                                                                                    :
:    3,532     5,037     1,650       333       942         0         0         0         0       660        21 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      328       456       106       -21         0         0         0         0         0        84         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      67.9      22.2       4.5      12.7       0.0       0.0       0.0       0.0       8.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        14         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643BY                                                    Open Interest is    22,302                :
: Positions                                                                                                    :
:   10,976    21,004     5,877         0     1,017     1,183         0         0     3,073         0        46 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:     -916       986     1,805       -66       110       -64         0         0        95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.2      94.2      26.4       0.0       4.6       5.3       0.0       0.0      13.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        20         5         0         5         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                                    :
CFTC Code #0643BZ                                                    Open Interest is   328,565                :
: Positions                                                                                                    :
:  120,399   319,573   140,851     1,125     7,491     4,704         0         0    54,744         0       376 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   16,049    16,035      -816         0         0         0         0         0       802         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.6      97.3      42.9       0.3       2.3       1.4       0.0       0.0      16.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        17         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643C3                                                    Open Interest is    17,378                :
: Positions                                                                                                    :
:    8,847    10,538     5,398     4,110     1,901         0       130       254       808       103        21 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,240       972       109       -25       151         0         2        42         0       103         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      60.6      31.1      23.7      10.9       0.0       0.7       1.5       4.6       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        19         4         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643C4                                                    Open Interest is   212,416                :
: Positions                                                                                                    :
:   86,745   131,334   123,638    81,082         0         0         0         0     2,033         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   17,735    16,976      -759         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.8      61.8      58.2      38.2       0.0       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         4         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE - ICE FUTURES ENERGY DIV   400MWh                                                                   :
CFTC Code #0643CB                                                    Open Interest is    25,824                :
: Positions                                                                                                    :
:   17,557    20,436     4,241       156     1,263         0     1,206     2,763         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      101       538       437         0      -129         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      79.1      16.4       0.6       4.9       0.0       4.7      10.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV   25 MWh                                                        :
CFTC Code #0643CC                                                    Open Interest is   144,826                :
: Positions                                                                                                    :
:  121,504    85,600         0    35,904    23,322         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:     -642       929         0    -1,571       963         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      59.1       0.0      24.8      16.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         0         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                       :
CFTC Code #0643CJ                                                    Open Interest is   719,073                :
: Positions                                                                                                    :
:  632,427   542,011    35,816    63,992    50,830         0    62,240         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   31,640         0   -23,840     7,800    10,075         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      75.4       5.0       8.9       7.1       0.0       8.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643CK                                                    Open Interest is   216,890                :
: Positions                                                                                                    :
:  190,220   182,285    11,945    14,530    14,725         0     5,350         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    8,450         0    -7,400     1,050     2,625         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      84.0       5.5       6.7       6.8       0.0       2.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 Mwh                                                      :
CFTC Code #0643CU                                                    Open Interest is   226,165                :
: Positions                                                                                                    :
:  186,190   116,180    36,150   106,160     3,825         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,050     1,050         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      51.4      16.0      46.9       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 Mwh                                              :
CFTC Code #0643CV                                                    Open Interest is   754,363                :
: Positions                                                                                                    :
:  608,093   369,195   146,270   385,168         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      48.9      19.4      51.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         5         4         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                          :
CFTC Code #0643CZ                                                    Open Interest is   154,295                :
: Positions                                                                                                    :
:  126,095   119,355     5,940    12,680    22,260         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   15,260     8,860    -6,400         0     6,400         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      77.4       3.8       8.2      14.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   mwh                                                  :
CFTC Code #0643D1                                                    Open Interest is   581,714                :
: Positions                                                                                                    :
:  478,044   441,886    22,127    58,285    81,543         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   78,981    55,661   -23,320         0    23,320         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      76.0       3.8      10.0      14.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                          :
CFTC Code #0643D4                                                    Open Interest is   207,145                :
: Positions                                                                                                    :
:  195,450   165,120     1,265    34,995     7,030         0         0         0     3,400         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   13,970     6,350         0     7,620         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      79.7       0.6      16.9       3.4       0.0       0.0       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                                  :
CFTC Code #0643D5                                                    Open Interest is   678,879                :
: Positions                                                                                                    :
:  618,943   556,247    15,632    78,328    44,304         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   51,656    23,480         0    28,176         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      81.9       2.3      11.5       6.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                      :
CFTC Code #0643D7                                                    Open Interest is 1,019,000                :
: Positions                                                                                                    :
:  949,671   916,691    53,996    86,976    15,333         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    4,080         0         0     4,080         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      90.0       5.3       8.5       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643D8                                                    Open Interest is   266,385                :
: Positions                                                                                                    :
:  251,270   236,360     8,410    23,320     6,705         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    5,530     4,480         0     1,050         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      88.7       3.2       8.8       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DB                                                    Open Interest is 7,212,578                :
: Positions                                                                                                    :
:5,290,498 6,937,228 1,443,758         0   275,350   130,520         0         0    72,452         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   82,206   280,257   184,499      -112   -94,279     9,360         0         0     4,080         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      96.2      20.0       0.0       3.8       1.8       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       33        26         6         0         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DC                                                    Open Interest is 2,472,285                :
: Positions                                                                                                    :
:1,907,945 2,403,350   443,320         0    64,335    33,615     4,600         0    23,070         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  173,255   220,425    33,725      -845    -8,945     9,550         0         0     3,050         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      97.2      17.9       0.0       2.6       1.4       0.2       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       32        32         6         0         5         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643DF                                                    Open Interest is 2,953,939                :
: Positions                                                                                                    :
:1,755,056 2,015,119   303,843   251,116   217,447         0   145,367    42,960   577,690   224,987    56,943 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    2,488   -37,939    -9,587    18,615     5,620      -550     4,749       550     8,945    15,872    -5,212 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      68.2      10.3       8.5       7.4       0.0       4.9       1.5      19.6       7.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       36        33         4         6         7         0         6         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV   MWh (Megawatt Hours)                                 :
CFTC Code #0643DK                                                    Open Interest is 6,409,775                :
: Positions                                                                                                    :
:5,509,330 5,067,653   132,620   557,821   445,930    65,151   157,855   129,399    99,628    23,400    27,717 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   20,776   -91,384   -44,715    11,445    23,320    -9,360    46,640     9,360         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      79.1       2.1       8.7       7.0       1.0       2.5       2.0       1.6       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       30        26         4         4         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DL                                                    Open Interest is   606,345                :
: Positions                                                                                                    :
:  536,075   480,720    59,940   114,655    10,330         0       640         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    3,150     1,600      -500     1,050         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      79.3       9.9      18.9       1.7       0.0       0.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       26         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DM                                                    Open Interest is 2,150,752                :
: Positions                                                                                                    :
:1,848,729 1,764,027   142,656   222,948   159,367         0     4,410         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    8,020     7,985    -2,040    -2,005     2,040         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      82.0       6.6      10.4       7.4       0.0       0.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       26        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    63,283                :
: Positions                                                                                                    :
:   43,805    23,599         0    18,587    11,373         0     2,344     2,559       626         0       249 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      664       696         0       169       130         0      -111       214       -13         0        -9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      37.3       0.0      29.4      18.0       0.0       3.7       4.0       1.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        23         0         7         7         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is     8,727                :
: Positions                                                                                                    :
:    4,061     5,893       586       888     1,100     1,622         0       468       144         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:       -4        44       -35       -45        42        38         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      67.5       6.7      10.2      12.6      18.6       0.0       5.4       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         4         .         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 5 MEGAWATTS PER HOUR)            :
CFTC Code #06465K                                                    Open Interest is     8,493                :
: Positions                                                                                                    :
:    4,073     7,119     1,324       158       636     1,432       120        68         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      83.8      15.6       1.9       7.5      16.9       1.4       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    12,816                :
: Positions                                                                                                    :
:    7,356     8,037       956       128     1,598         0       700     1,210         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0       -20         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      62.7       7.5       1.0      12.5       0.0       5.5       9.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        14         .         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    29,589                :
: Positions                                                                                                    :
:   20,945    26,144     5,838       965     1,785         0       610         0       510         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:       40        40         0         0         0         0       255         0       510         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      88.4      19.7       3.3       6.0       0.0       2.1       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   627,942                :
: Positions                                                                                                    :
:  467,061   596,005   128,944         0    27,257         0     4,680         0     4,680         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      799         0      -799         0       799         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      94.9      20.5       0.0       4.3       0.0       0.7       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        10         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A38                                                    Open Interest is    16,529                :
: Positions                                                                                                    :
:   12,604    15,352     1,310       341       516         0         0         0     1,779         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      320       320         0       256      -256         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      92.9       7.9       2.1       3.1       0.0       0.0       0.0      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    52,377                :
: Positions                                                                                                    :
:   28,450    49,848    21,142         0     2,275         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0    10,200    10,200         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      95.2      40.4       0.0       4.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        16         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is   751,055                :
: Positions                                                                                                    :
:  454,380   708,205   253,825         0    42,850         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0   187,200   121,225   -65,975    33,490         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      94.3      33.8       0.0       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        15         4         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    95,149                :
: Positions                                                                                                    :
:   73,167    57,956    11,299    29,858     2,934     4,050       320     2,550       702     1,020       447 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   13,505     5,860         0     7,645      -510         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      60.9      11.9      31.4       3.1       4.3       0.3       2.7       0.7       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A59                                                    Open Interest is 1,848,504                :
: Positions                                                                                                    :
:1,594,725 1,030,394    48,239   325,450   198,849         0   285,660         0       910     2,370     5,781 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:  165,435   -21,765  -143,078    44,122   -44,122         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      55.7       2.6      17.6      10.8       0.0      15.5       0.0       0.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        20         .         4         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    26,054                :
: Positions                                                                                                    :
:   17,877    17,086     6,472     2,715         0         0     3,927     1,600         0       302       105 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      800         0         0       800         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      65.6      24.8      10.4       0.0       0.0      15.1       6.1       0.0       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         0         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    58,084                :
: Positions                                                                                                    :
:   46,511    43,480     4,498         0     6,949         0     7,655         0       126         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    2,555         0    -2,555         0     1,280         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      74.9       7.7       0.0      12.0       0.0      13.2       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         5         0         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    52,328                :
: Positions                                                                                                    :
:   34,512    35,241     1,802     6,714     7,904     5,215         0     2,235       426         0       234 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    1,065     1,321       256         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      67.3       3.4      12.8      15.1      10.0       0.0       4.3       0.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        16         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is    41,770                :
: Positions                                                                                                    :
:   27,074    33,723     9,857     2,941     1,783         0         0         0       753     1,020     2,048 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   -1,877      -597       850      -430      -340         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      80.7      23.6       7.0       4.3       0.0       0.0       0.0       1.8       2.4       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    54,556                :
: Positions                                                                                                    :
:   50,726    36,129     1,493    15,548     2,168         0       391         0         0       215       105 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    3,985       680    -1,275     2,030       184         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      66.2       2.7      28.5       4.0       0.0       0.7       0.0       0.0       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        17         .         4         5         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A69                                                    Open Interest is    23,407                :
: Positions                                                                                                    :
:   16,617    18,977     4,367       706     2,295         0         0         0         0     1,280         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      100     1,275     1,881       706       569         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      81.1      18.7       3.0       9.8       0.0       0.0       0.0       0.0       5.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        11         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   391,708                :
: Positions                                                                                                    :
:  224,928   326,773    91,770    17,775         0    14,680     3,420    43,740    16,590         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      83.4      23.4       4.5       0.0       3.7       0.9      11.2       4.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        16         .         .         0         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   905,401                :
: Positions                                                                                                    :
:  729,764   638,361    57,405   105,135    93,736         0    43,673    24,496         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:      -40         0         0       -40    -4,664         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      70.5       6.3      11.6      10.4       0.0       4.8       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        18         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is 1,283,866                :
: Positions                                                                                                    :
:  788,232 1,104,610    79,564    40,957   137,497   263,005         0         0    14,766         0       802 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   77,915    82,579         0    -4,664         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      86.0       6.2       3.2      10.7      20.5       0.0       0.0       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         .         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   605,634                :
: Positions                                                                                                    :
:  373,046   453,092     4,680    30,134    93,920         0         0         0   133,580    28,080       408 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:   18,784    -4,736   -13,303    10,217   -10,217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      74.8       0.8       5.0      15.5       0.0       0.0       0.0      22.1       4.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   578,294                :
: Positions                                                                                                    :
:  425,817   344,880    55,905   118,531    96,572         0         0         0         0    18,311         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0   -23,520   -23,520    14,112         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      59.6       9.7      20.5      16.7       0.0       0.0       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        16         .         4         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A85                                                    Open Interest is   351,863                :
: Positions                                                                                                    :
:  261,545   202,430    30,630   111,712    32,648         0     2,703         0    24,670         0     2,370 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:        0         0    23,520    23,520         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      57.5       8.7      31.7       9.3       0.0       0.8       0.0       7.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         7         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)            :
CFTC Code #064A87                                                    Open Interest is   434,792                :
: Positions                                                                                                    :
:  195,696   315,296   139,536    14,016    99,560         0     5,920         0         0         0         0 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:    5,448    -3,896    -9,344         0     1,928         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      72.5      32.1       3.2      22.9       0.0       1.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 29, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)               :
CFTC Code #064B47                                                    Open Interest is     5,188                :
: Positions                                                                                                    :
:    1,719     4,334     2,322         0       693       152         0        38       141         0       123 :
:                                                                                                              :
: Changes from:     October 22, 2013                                                                           :
:       64       109        27         0        41         9         0         1         9         0         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.1      83.5      44.8       0.0      13.4       2.9       0.0       0.7       2.7       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         6         0         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated November 6, 2013