```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,645                :
: Positions                                                                                                    :
:    4,250     5,445         0       855         0     1,155         0        60     1,470       565       440 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      310       270         0       -45       -45       105         0         0       -65       105        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      71.2       0.0      11.2       0.0      15.1       0.0       0.8      19.2       7.4       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         0         .         0         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                                       :
CFTC Code #024652                                                    Open Interest is    12,821                :
: Positions                                                                                                    :
:    8,516    10,202       533         0       315       545         0     1,335     1,257       706       198 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      79.6       4.2       0.0       2.5       4.3       0.0      10.4       9.8       5.5       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        14         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
POWDER RIVER BASIN COAL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                        :
CFTC Code #024653                                                    Open Interest is    22,092                :
: Positions                                                                                                    :
:   11,253    13,640       690     1,153     1,938       925         0         0     2,362       570     4,657 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      -18        97         0        83       -54       150         0         0        -2       -50       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      61.7       3.1       5.2       8.8       4.2       0.0       0.0      10.7       2.6      21.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    54,368                :
: Positions                                                                                                    :
:   18,578    19,163     2,039     1,954     2,869         0     5,434     3,428    13,833     8,287    12,918 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      347     1,045        90      -160       220         0       475       359       884       -34       834 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.2      35.2       3.8       3.6       5.3       0.0      10.0       6.3      25.4      15.2      23.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       15        13         .         .         4         0         5         4        13        14        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    20,096                :
: Positions                                                                                                    :
:    8,105     6,015       200     1,832       405     1,940       870     1,120     4,392     5,880     3,739 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      915      -145         5       275        10        45        20       210      -108       602       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.3      29.9       1.0       9.1       2.0       9.7       4.3       5.6      21.9      29.3      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        8         7         .         .         .         .         .         .         4        17        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                    :
CFTC Code #064363                                                    Open Interest is   220,832                :
: Positions                                                                                                    :
:  113,043   144,755    18,976    13,650    32,855    17,577     2,890    14,395    14,525     1,910     8,598 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,394     6,895       270    -1,279      -434        53      -813     1,902     1,198        17       942 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      65.5       8.6       6.2      14.9       8.0       1.3       6.5       6.6       0.9       3.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       42        42         .         6         7         8         .         8        10         .        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                     :
CFTC Code #064391                                                    Open Interest is    55,780                :
: Positions                                                                                                    :
:   35,100    44,243    12,074     2,986     6,725       390         1     1,285         0       334       206 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -1,278       340     1,231      -623       450      -237         0       210       -25       -26        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      79.3      21.6       5.4      12.1       0.7       0.0       2.3       0.0       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                  :
CFTC Code #064392                                                    Open Interest is   611,623                :
: Positions                                                                                                    :
:  475,519   449,486    13,199    69,777    84,880    13,551         0     5,216    16,994         0     2,264 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    6,914    30,976    -2,536   -17,333    12,742     2,873      -640        32     4,800      -952      -328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      73.5       2.2      11.4      13.9       2.2       0.0       0.9       2.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        23         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 OTC - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                      :
CFTC Code #064394                                                    Open Interest is 1,680,773                :
: Positions                                                                                                    :
:1,152,161 1,357,680   130,268   112,799   115,234   226,244    31,737    16,442     8,805    15,262    31,619 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   16,081    10,222    -2,511    -1,398    -1,011    -4,680       784      -408         0      -718      -816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      80.8       7.8       6.7       6.9      13.5       1.9       1.0       0.5       0.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       34        38         .         5         5         4         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    74,802                :
: Positions                                                                                                    :
:   58,440    48,538       384     8,208    11,430       544         0     3,540         0     2,622       464 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -1,313      -574         0      -421       510       263         0      -257         0       -55        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      64.9       0.5      11.0      15.3       0.7       0.0       4.7       0.0       3.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        23         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   412,117                :
: Positions                                                                                                    :
:  207,602   343,535   186,131    47,112     3,856         0     3,123    13,216        37         0     1,275 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,008     9,752     5,360         0    -3,912    -1,493     3,123     1,493         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      83.4      45.2      11.4       0.9       0.0       0.8       3.2       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   591,908                :
: Positions                                                                                                    :
:  397,804   273,737    78,597   114,835    42,635    58,695     9,760     2,383    10,609   147,373     1,185 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,138    -2,801        15    -5,448     6,232         0         0         0         0     9,402         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      46.2      13.3      19.4       7.2       9.9       1.6       0.4       1.8      24.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    49,225                :
: Positions                                                                                                    :
:   23,168    23,796    14,200     1,507       702     1,832       518     3,471     5,618    18,552         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,460       865      -202        20       -43      -492       518       137         0       339         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      48.3      28.8       3.1       1.4       3.7       1.1       7.1      11.4      37.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        24         5         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,798,315                :
: Positions                                                                                                    :
:1,656,685   595,240   141,630     3,920         0         0         0         0         0 1,199,155         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   24,000    24,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      33.1       7.9       0.2       0.0       0.0       0.0       0.0       0.0      66.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   624,000                :
: Positions                                                                                                    :
:  532,500   208,300    91,500     2,200         0         0         0         0         0   413,500         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      33.4      14.7       0.4       0.0       0.0       0.0       0.0       0.0      66.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         .         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,053,600                :
: Positions                                                                                                    :
:  802,640   951,040   250,960   102,560         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    8,000     8,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      90.3      23.8       9.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   281,936                :
: Positions                                                                                                    :
:  231,696   217,328    24,416    55,488     3,176    19,912     3,160     1,984         0        48       752 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -4,264    -2,680    -1,184         0         0     2,768         0      -400         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      77.1       8.7      19.7       1.1       7.1       1.1       0.7       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    10,285                :
: Positions                                                                                                    :
:    6,028     6,683       523     1,907       670     1,495         0       487         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      217       750       117        68        -5       130      -213        82         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      65.0       5.1      18.5       6.5      14.5       0.0       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   423,475                :
: Positions                                                                                                    :
:  345,190   368,575    75,085    52,700     2,200     1,000         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    8,540     5,540      -200     3,800       200     1,000         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      87.0      17.7      12.4       0.5       0.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   233,230                :
: Positions                                                                                                    :
:  190,895   168,635     2,355    24,065    38,380         0       550     1,600         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -1,600         0     1,600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      72.3       1.0      10.3      16.5       0.0       0.2       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    29,398                :
: Positions                                                                                                    :
:   21,377    16,570     2,432     6,740     2,500     1,176       194       209        68     1,478        40 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,630       786       342        43      -342        82         8         2       -22         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      56.4       8.3      22.9       8.5       4.0       0.7       0.7       0.2       5.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        19         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,658,928                :
: Positions                                                                                                    :
:1,305,983 1,282,752   117,863    63,100    58,984    50,451   110,635   117,127         0    17,810     8,520 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   44,502    45,382         0         0         0         0         0         0         0      -880     2,800 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      77.3       7.1       3.8       3.6       3.0       6.7       7.1       0.0       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   547,095                :
: Positions                                                                                                    :
:  409,240   370,575    78,445    11,880    44,600         0    54,290    14,810         0    50,940         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,650     5,300         0     1,075    -6,400         0       -25     6,400         0    -2,700         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      67.7      14.3       2.2       8.2       0.0       9.9       2.7       0.0       9.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        21         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,278,430                :
: Positions                                                                                                    :
:1,007,020 1,231,630   224,610         0    46,800         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   12,000    12,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      96.3      17.6       0.0       3.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        11         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   393,420                :
: Positions                                                                                                    :
:  289,270   363,490    66,820         0    29,930     7,400         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,000     2,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      92.4      17.0       0.0       7.6       1.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        13         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   648,591                :
: Positions                                                                                                    :
:  427,222   541,035    46,963     7,599    33,956   109,994     9,812    27,360         0    25,733     3,096 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,672    16,754    -4,729         0     1,185     9,328         0         0         0    -2,483      -784 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      83.4       7.2       1.2       5.2      17.0       1.5       4.2       0.0       4.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    43,842                :
: Positions                                                                                                    :
:   30,124    31,809     3,587     2,980     2,572     5,401     4,197     1,382         0       424       477 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      973     1,082        -1       512      -154       489       180      -104         0      -314       226 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      72.6       8.2       6.8       5.9      12.3       9.6       3.2       0.0       1.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        29         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    24,030                :
: Positions                                                                                                    :
:   12,805    22,195     7,231         0     1,757     1,079         0         0     1,106        26        52 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      818     2,016     1,250         0      -230         0         0         0       -26        26        26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      92.4      30.1       0.0       7.3       4.5       0.0       0.0       4.6       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   204,173                :
: Positions                                                                                                    :
:  103,771   196,077    71,516         0     7,440    20,172         0         0       618         0       656 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   10,080     2,623    -7,457         0       640         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.8      96.0      35.0       0.0       3.6       9.9       0.0       0.0       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         0         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   592,556                :
: Positions                                                                                                    :
:  345,010   503,751   183,133    28,638    10,543     9,760     5,514    44,110         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:       23         8     1,185     1,200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      85.0      30.9       4.8       1.8       1.6       0.9       7.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        19         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    33,668                :
: Positions                                                                                                    :
:   26,141    23,649       401     6,914     1,280     4,425       510     1,104         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,571     1,979         0        97       642       229         0       492         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      70.2       1.2      20.5       3.8      13.1       1.5       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        23         .         5         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                    :
CFTC Code #0643BX                                                    Open Interest is   102,076                :
: Positions                                                                                                    :
:   66,854    71,691    13,886        48    21,336         0         0         0         0     9,001         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      400         0      -352        48       352         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      70.2      13.6       0.0      20.9       0.0       0.0       0.0       0.0       8.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         4         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    22,637                :
: Positions                                                                                                    :
:   11,427    20,509     6,291         0     1,010       797       630        88     2,710        40       148 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,163       -50      -451         0       108         0         0         0      -552        40       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      90.6      27.8       0.0       4.5       3.5       2.8       0.4      12.0       0.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        21         5         0         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   321,698                :
: Positions                                                                                                    :
:  132,400   302,994   114,917     1,568    15,176     4,704         0         0    52,541         0     1,960 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,816    12,920     3,888       784         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.2      94.2      35.7       0.5       4.7       1.5       0.0       0.0      16.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        17         4         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    18,728                :
: Positions                                                                                                    :
:    8,886    11,176     7,114     6,509       767       104         0        44     1,176         0        40 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:       73       718        69      -414        42         0         0         0       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      59.7      38.0      34.8       4.1       0.6       0.0       0.2       6.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        18         5         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   258,677                :
: Positions                                                                                                    :
:  113,163   155,570   134,048    95,626     2,801         0     4,680         0     8,665         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,976     3,920     1,160      -784    -1,160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      60.1      51.8      37.0       1.1       0.0       1.8       0.0       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         4         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    32,827                :
: Positions                                                                                                    :
:   23,298    26,385     4,850     1,766     1,449         0        23     3,204        26         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      125     1,962       125      -896      -122         0      -816       768         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      80.4      14.8       5.4       4.4       0.0       0.1       9.8       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        20         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   214,919                :
: Positions                                                                                                    :
:  195,453   120,199     3,561    79,792    14,928       977         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,328       672         0     7,679       977      -977         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      55.9       1.7      37.1       6.9       0.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   818,113                :
: Positions                                                                                                    :
:  716,193   671,841    58,960     9,392    42,960         0    93,920         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      82.1       7.2       1.1       5.3       0.0      11.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   250,720                :
: Positions                                                                                                    :
:  220,970   217,680    14,050     4,240    15,700         0    13,100         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,500         0    -2,000         0     2,000         0       500         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      86.8       5.6       1.7       6.3       0.0       5.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1X FIXED - ICE FUTURES ENERGY DIV   Any Multiple of 800 800MWhs                                        :
CFTC Code #0643CL                                                    Open Interest is     3,477                :
: Positions                                                                                                    :
:    1,546     1,913       749       722       233         0        11        65       331         0       528 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      118        87        34         9        -4         0        -0        -6       -59         0        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.5      55.0      21.5      20.8       6.7       0.0       0.3       1.9       9.5       0.0      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         .         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                    :
CFTC Code #0643CR                                                    Open Interest is   136,345                :
: Positions                                                                                                    :
:  112,245   128,605    16,360         0     7,740         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      94.3      12.0       0.0       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        12         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   233,485                :
: Positions                                                                                                    :
:  194,965    95,935    37,420   136,450     1,100         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,500     1,500         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      41.1      16.0      58.4       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   844,646                :
: Positions                                                                                                    :
:  686,397   311,006   142,409   517,800    15,840         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -7,840         0     7,840         0    -3,920         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      36.8      16.9      61.3       1.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   111,055                :
: Positions                                                                                                    :
:   98,025    92,815       330     5,540    12,700         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,100     1,100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      83.6       0.3       5.0      11.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   189,705                :
: Positions                                                                                                    :
:  169,875   150,270     1,130    26,315    13,120       500         0         0     5,080         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    4,700     5,200     1,000     1,000         0       500         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      79.2       0.6      13.9       6.9       0.3       0.0       0.0       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   551,354                :
: Positions                                                                                                    :
:  476,994   440,330    32,224    68,888    42,136         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      79.9       5.8      12.5       7.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   881,603                :
: Positions                                                                                                    :
:  871,783   842,379     4,680    34,084     5,140         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.9      95.6       0.5       3.9       0.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15         6         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   273,800                :
: Positions                                                                                                    :
:  267,230   255,210     3,485    15,505     3,085         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,100         0         0     1,100         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.6      93.2       1.3       5.7       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       22         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 6,375,857                :
: Positions                                                                                                    :
:4,777,333 6,023,237 1,074,552   135,828   216,792   165,808         0         0   141,372         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   75,953    47,793   -46,960   -10,960     4,272     7,840         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      94.5      16.9       2.1       3.4       2.6       0.0       0.0       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       33        31         5         .         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 2,125,995                :
: Positions                                                                                                    :
:1,642,990 2,015,750   316,505    23,480    86,765    42,855         0         0    36,880         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -3,250    -8,800   -10,100    -4,550       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      94.8      14.9       1.1       4.1       2.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       36        31         7         .         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 2,233,599                :
: Positions                                                                                                    :
:1,452,723 1,202,676   150,740   279,157   162,190     1,000   188,971    35,310   324,837   259,145    99,190 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:  102,508    41,627    -7,258    18,906    13,543    -6,960         0         0   -16,517    10,790    -3,135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      53.8       6.7      12.5       7.3       0.0       8.5       1.6      14.5      11.6       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       36        29         7         .         9         .         4         .         4         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 4,052,628                :
: Positions                                                                                                    :
:3,396,191 2,818,778   172,781   558,959   251,797    47,425    47,415   112,061    44,343   235,588    28,030 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -2,131    91,949         0   -70,560         0    23,520         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      69.6       4.3      13.8       6.2       1.2       1.2       2.8       1.1       5.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        27         4         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   582,090                :
: Positions                                                                                                    :
:  493,620   429,090    76,040   138,090    12,430         0     2,480         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    8,700    21,900         0   -13,200      -200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      73.7      13.1      23.7       2.1       0.0       0.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        14         .         4         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 1,928,825                :
: Positions                                                                                                    :
:1,695,012 1,445,861   174,480   406,253    59,333         0    17,378         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   27,223    56,903         0   -37,520    -2,000         0     7,840         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      75.0       9.0      21.1       3.1       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        13         .         4         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    88,743                :
: Positions                                                                                                    :
:   59,302    36,982       234    24,825    18,716     1,199     1,407     4,131     1,778         0       575 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      414       618         0       459      -190       536       -17      -627        -9         0        58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      41.7       0.3      28.0      21.1       1.4       1.6       4.7       2.0       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        24         .         5         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    13,789                :
: Positions                                                                                                    :
:    7,524     9,107       553     1,269     1,951     1,725         0       888       148         0        42 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:       93        15        50        39       -41       -89         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      66.0       4.0       9.2      14.1      12.5       0.0       6.4       1.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         .         .         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 5 MEGAWATTS PER HOUR)               :
CFTC Code #06465I                                                    Open Interest is     6,073                :
: Positions                                                                                                    :
:    5,128     2,610         0     1,386        12         0     1,110         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        1         1         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      43.0       0.0      22.8       0.2       0.0      18.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       16        11         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    10,810                :
: Positions                                                                                                    :
:    5,058     7,492     1,586         0       904     1,362       320       238         0       388       990 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:       50       -70      -120         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.8      69.3      14.7       0.0       8.4      12.6       3.0       2.2       0.0       3.6       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        15         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    16,646                :
: Positions                                                                                                    :
:    9,788    11,741     1,732       400     1,658         0       520     1,390       240         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0       120       120         0       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      70.5      10.4       2.4      10.0       0.0       3.1       8.4       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         4         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    40,062                :
: Positions                                                                                                    :
:   35,961    34,820     2,825     4,050     1,192         0         0         0        84         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      412       412         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      86.9       7.1      10.1       3.0       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        14         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   686,690                :
: Positions                                                                                                    :
:  607,353   611,434    52,560    48,479    26,777         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,800     9,800         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      89.0       7.7       7.1       3.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    50,982                :
: Positions                                                                                                    :
:   33,431    48,641    15,021        44     2,275         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0     1,270     1,270         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      95.4      29.5       0.1       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        22         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   766,555                :
: Positions                                                                                                    :
:  613,451   698,996   139,824    54,279    13,280         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0    23,480         0   -23,480         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      91.2      18.2       7.1       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        20         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    51,562                :
: Positions                                                                                                    :
:   33,424    37,119     8,738     9,048     2,560     5,305       850     1,280         0       705         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      72.0      16.9      17.5       5.0      10.3       1.6       2.5       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        15         4         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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 REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A59                                                    Open Interest is 1,215,718                :
: Positions                                                                                                    :
:  948,036   624,230   183,223   277,453    71,064         0   187,220         0     7,614    49,970     5,781 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   22,379   -24,421   -23,480    23,320    13,845         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      51.3      15.1      22.8       5.8       0.0      15.4       0.0       0.6       4.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        18         .         4         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    27,687                :
: Positions                                                                                                    :
:   17,602    20,289     8,375     2,315     1,540         0     2,162         0         0       850         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      73.3      30.2       8.4       5.6       0.0       7.8       0.0       0.0       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    34,536                :
: Positions                                                                                                    :
:   22,859    27,287    11,252       950        44         0     6,255         0       126         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,155       -20    -1,275         0         0         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      79.0      32.6       2.8       0.1       0.0      18.1       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        15         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    32,596                :
: Positions                                                                                                    :
:   22,557    19,072         0     8,087         0     3,945         0     2,330       767         0     2,887 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,344     1,471         0    -1,270         0      -100         0       100      -823         0     1,275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      58.5       0.0      24.8       0.0      12.1       0.0       7.1       2.4       0.0       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         0         .         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    24,073                :
: Positions                                                                                                    :
:   20,569    18,412       740     2,555     1,275         0         0         0         0       852       680 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,550     1,550         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      76.5       3.1      10.6       5.3       0.0       0.0       0.0       0.0       3.5       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        12         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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    34,822                :
: Positions                                                                                                    :
:   31,558    25,947     1,336     6,067     1,758         0         0         0         0     1,050         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,050       440       100       710      -160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      74.5       3.8      17.4       5.0       0.0       0.0       0.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        17         .         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   472,398                :
: Positions                                                                                                    :
:  279,572   399,503   127,694    47,415         0    18,763         0    23,480    20,889         0     2,000 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -8,060    -2,135         0         0         0         0         0         0     5,925         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      84.6      27.0      10.0       0.0       4.0       0.0       5.0       4.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        13         .         .         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   927,611                :
: Positions                                                                                                    :
:  717,859   628,714    87,110    93,600    99,322         0    82,655    23,320         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    4,325     4,325         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      67.8       9.4      10.1      10.7       0.0       8.9       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   920,591                :
: Positions                                                                                                    :
:  555,105   575,345   114,588    84,317    54,649   134,845         0         0    53,922   198,798     7,482 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   70,320    26,648    23,320      -160    -9,475   -23,520         0         0     3,168    46,800         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      62.5      12.4       9.2       5.9      14.6       0.0       0.0       5.9      21.6       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         .         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   223,326                :
: Positions                                                                                                    :
:  181,257   200,121    26,681    13,845         0         0         0         0     6,028         0     9,360 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:        0     3,920         0    -3,920         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      89.6      11.9       6.2       0.0       0.0       0.0       0.0       2.7       0.0       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         .         .         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   322,932                :
: Positions                                                                                                    :
:  261,274   180,054    19,292    45,233    42,366         0         0         0         0    55,279         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    4,000     4,000         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      55.8       6.0      14.0      13.1       0.0       0.0       0.0       0.0      17.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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   350,072                :
: Positions                                                                                                    :
:  227,032   214,976    46,800    43,017    76,239         0    15,840         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:  -35,360    93,520         0  -130,879    76,239         0     2,000         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      61.4      13.4      12.3      21.8       0.0       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 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     4,989                :
: Positions                                                                                                    :
:    1,753     4,035     2,159         0       761       103         0        43        47        18       117 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      120       181        25         0        28       -16         0         7        -1       -55        73 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      80.9      43.3       0.0      15.3       2.1       0.0       0.9       0.9       0.4       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         6         0         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated May 24, 2013