```
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV                                                  Code-00639H
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1,000 california carbon allowances                                         :
     :          :                                                                            :
All  :    22,445:    10,560      5,019      1,650     10,235     15,776     22,445     22,445:         0          0
Old  :    22,445:    10,560      5,019      1,650     10,235     15,776     22,445     22,445:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       22.4        7.4       45.6       70.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      47.0       22.4        7.4       45.6       70.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          3          2          8          7         19         12:
Old  :        26:        10          3          2          8          7         19         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       81.9       91.0       98.7       71.7       80.7       80.6       83.3
Old  :                 73.1       81.9       91.0       98.7       71.7       80.7       80.6       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 4,539,598:   722,886    237,949  1,037,433  2,749,767  3,249,333  4,510,086  4,524,715:    29,512     14,883
Old  : 4,539,598:   722,886    237,949  1,037,433  2,749,767  3,249,333  4,510,086  4,524,715:    29,512     14,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    19,687:   -34,618      1,697     31,985     26,370    -16,755     23,737     16,927:    -4,050      2,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        5.2       22.9       60.6       71.6       99.3       99.7:       0.7        0.3
Old  :     100.0:      15.9        5.2       22.9       60.6       71.6       99.3       99.7:       0.7        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       212:        36         28         52        140        121        199        178:
Old  :       212:        36         28         52        140        121        199        178:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       23.3       34.7       37.8       15.8       17.9       24.6       26.5
Old  :                 22.5       23.3       34.7       37.8       15.8       17.9       24.6       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   608,142:    57,107    110,394    169,249    381,420    327,858    607,776    607,501:       366        641
Old  :   608,142:    57,107    110,394    169,249    381,420    327,858    607,776    607,501:       366        641
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,768:   -15,502    -12,547     17,645        625     -2,330      2,768      2,768:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       18.2       27.8       62.7       53.9       99.9       99.9:       0.1        0.1
Old  :     100.0:       9.4       18.2       27.8       62.7       53.9       99.9       99.9:       0.1        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        76:        13         21         23         35         37         61         68:
Old  :        76:        13         21         23         35         37         61         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.3       46.8       64.1       65.2       30.8       29.6       39.6       38.0
Old  :                 45.3       46.8       64.1       65.2       30.8       29.6       39.6       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   223,318:    30,894          0      8,287    167,220    206,802    206,401    215,089:    16,917      8,229
Old  :   223,318:    30,894          0      8,287    167,220    206,802    206,401    215,089:    16,917      8,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,617:       700         -3        292          4      1,334        996      1,623:       621         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        0.0        3.7       74.9       92.6       92.4       96.3:       7.6        3.7
Old  :     100.0:      13.8        0.0        3.7       74.9       92.6       92.4       96.3:       7.6        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          0          2         28         30         34         32:
Old  :        42:         6          0          2         28         30         34         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       53.6       61.9       69.7       35.8       48.0       52.5       57.8
Old  :                 43.2       53.6       61.9       69.7       35.8       48.0       52.5       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   118,926:     5,240      1,651        744    108,356    112,728    114,340    115,123:     4,586      3,803
Old  :   118,926:     5,240      1,651        744    108,356    112,728    114,340    115,123:     4,586      3,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     4,872:       901          0        -57      5,968      5,184      6,812      5,127:    -1,940       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        1.4        0.6       91.1       94.8       96.1       96.8:       3.9        3.2
Old  :     100.0:       4.4        1.4        0.6       91.1       94.8       96.1       96.8:       3.9        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         2          2          1         27         26         29         29:
Old  :        35:         2          2          1         27         26         29         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       45.4       71.9       69.3       41.4       39.3       51.5       51.9
Old  :                 53.0       45.4       71.9       69.3       41.4       39.3       51.5       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   197,464:    19,407     11,628      1,735    168,666    174,915    189,808    188,278:     7,656      9,186
Old  :   197,464:    19,407     11,628      1,735    168,666    174,915    189,808    188,278:     7,656      9,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -326:       270        676        -64     -1,123     -2,417       -917     -1,805:       591      1,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8        5.9        0.9       85.4       88.6       96.1       95.3:       3.9        4.7
Old  :     100.0:       9.8        5.9        0.9       85.4       88.6       96.1       95.3:       3.9        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         2          3          1         24         27         27         30:
Old  :        37:         2          3          1         24         27         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       43.9       72.1       61.1       41.1       40.2       51.9       53.1
Old  :                 47.3       43.9       72.1       61.1       41.1       40.2       51.9       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   740,801:    60,689      3,128     11,717    665,179    722,543    737,585    737,388:     3,216      3,413
Old  :   740,801:    60,689      3,128     11,717    665,179    722,543    737,585    737,388:     3,216      3,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,878:     4,947        556       -129     -6,728     -2,426     -1,910     -1,999:        32        121
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        0.4        1.6       89.8       97.5       99.6       99.5:       0.4        0.5
Old  :     100.0:       8.2        0.4        1.6       89.8       97.5       99.6       99.5:       0.4        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         3          2          3         57         40         61         44:
Old  :        63:         3          2          3         57         40         61         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       41.7       59.2       65.8       35.2       38.9       49.5       54.6
Old  :                 39.5       41.7       59.2       65.8       35.2       38.9       49.5       54.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   225,972:    21,392     15,416      1,458    197,232    202,520    220,082    219,394:     5,890      6,578
Old  :   225,972:    21,392     15,416      1,458    197,232    202,520    220,082    219,394:     5,890      6,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     6,022:      -885          0      1,110      8,081      5,573      8,306      6,683:    -2,284       -661
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        6.8        0.6       87.3       89.6       97.4       97.1:       2.6        2.9
Old  :     100.0:       9.5        6.8        0.6       87.3       89.6       97.4       97.1:       2.6        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          1          2         27         23         32         26:
Old  :        40:         5          1          2         27         23         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.0       38.7       61.3       61.5       28.3       36.2       45.8       53.6
Old  :                 38.0       38.7       61.3       61.5       28.3       36.2       45.8       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   210,940:       256        248      3,176    204,495    201,230    207,927    204,654:     3,013      6,286
Old  :   210,940:       256        248      3,176    204,495    201,230    207,927    204,654:     3,013      6,286
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       365:       246       -489       -179        141      1,089        208        421:       157        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        0.1        1.5       96.9       95.4       98.6       97.0:       1.4        3.0
Old  :     100.0:       0.1        0.1        1.5       96.9       95.4       98.6       97.0:       1.4        3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         1          1          2         35         39         37         41:
Old  :        49:         1          1          2         35         39         37         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       38.2       72.2       58.1       52.5       37.7       69.4       55.2
Old  :                 54.3       38.2       72.2       58.1       52.5       37.7       69.4       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    93,186:     5,241      1,072      1,555     81,957     79,787     88,753     82,414:     4,433     10,772
Old  :    93,186:     5,241      1,072      1,555     81,957     79,787     88,753     82,414:     4,433     10,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       290:       100       -406       -109      1,348        575      1,339         60:    -1,049        230
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        1.2        1.7       87.9       85.6       95.2       88.4:       4.8       11.6
Old  :     100.0:       5.6        1.2        1.7       87.9       85.6       95.2       88.4:       4.8       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          1          2         23         20         25         23:
Old  :        30:         2          1          2         23         20         25         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       46.0       75.8       68.6       52.5       44.8       73.4       64.9
Old  :                 52.5       46.0       75.8       68.6       52.5       44.8       73.4       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   100,099:       372     16,151      4,024     82,930     75,384     87,326     95,559:    12,773      4,540
Old  :   100,099:       372     16,151      4,024     82,930     75,384     87,326     95,559:    12,773      4,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,960:        31      1,432        -91      1,907      1,449      1,847      2,790:     1,113        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       16.1        4.0       82.8       75.3       87.2       95.5:      12.8        4.5
Old  :     100.0:       0.4       16.1        4.0       82.8       75.3       87.2       95.5:      12.8        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          4          3         23         25         27         29:
Old  :        37:         1          4          3         23         25         27         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       40.6       74.6       62.8       56.5       36.6       65.8       54.5
Old  :                 63.1       40.6       74.6       62.8       56.5       36.6       65.8       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    70,747:         0      1,911        567     59,064     58,953     59,631     61,431:    11,116      9,316
Old  :    70,747:         0      1,911        567     59,064     58,953     59,631     61,431:    11,116      9,316
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,183:      -465        439         66      1,231      2,039        832      2,544:       351     -1,361
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.7        0.8       83.5       83.3       84.3       86.8:      15.7       13.2
Old  :     100.0:       0.0        2.7        0.8       83.5       83.3       84.3       86.8:      15.7       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          2          1         18         16         19         18:
Old  :        25:         0          2          1         18         16         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       41.4       69.6       68.9       50.2       41.2       67.8       60.7
Old  :                 50.5       41.4       69.6       68.9       50.2       41.2       67.8       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   206,285:       916          0          0    197,727    201,620    198,643    201,620:     7,642      4,665
Old  :   206,285:       916          0          0    197,727    201,620    198,643    201,620:     7,642      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,143:         0          0          0      2,693      2,143      2,693      2,143:      -550          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       95.9       97.7       96.3       97.7:       3.7        2.3
Old  :     100.0:       0.4        0.0        0.0       95.9       97.7       96.3       97.7:       3.7        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         1          0          0         30         24         31         24:
Old  :        38:         1          0          0         30         24         31         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       48.4       77.2       79.3       57.4       46.2       74.0       77.0
Old  :                 59.7       48.4       77.2       79.3       57.4       46.2       74.0       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    91,311:         0          0          0     83,492     88,737     83,492     88,737:     7,819      2,574
Old  :    91,311:         0          0          0     83,492     88,737     83,492     88,737:     7,819      2,574
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,500:         0          0          0      3,331      1,650      3,331      1,650:    -1,831       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       91.4       97.2       91.4       97.2:       8.6        2.8
Old  :     100.0:       0.0        0.0        0.0       91.4       97.2       91.4       97.2:       8.6        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         0          0          0         25         26         25         26:
Old  :        33:         0          0          0         25         26         25         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       55.8       67.9       76.5       48.9       53.4       65.2       70.3
Old  :                 51.6       55.8       67.9       76.5       48.9       53.4       65.2       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   279,739:     1,608      1,472        214    269,430    271,849    271,252    273,535:     8,487      6,204
Old  :   279,739:     1,608      1,472        214    269,430    271,849    271,252    273,535:     8,487      6,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       885:    -2,253          0        214      2,163      1,110        124      1,324:       761       -439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.5        0.1       96.3       97.2       97.0       97.8:       3.0        2.2
Old  :     100.0:       0.6        0.5        0.1       96.3       97.2       97.0       97.8:       3.0        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         1          1          1         45         37         46         39:
Old  :        55:         1          1          1         45         37         46         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       54.3       51.8       75.4       28.6       53.9       44.9       67.9
Old  :                 35.5       54.3       51.8       75.4       28.6       53.9       44.9       67.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    68,963:     1,875      3,411      4,399     57,545     53,633     63,819     61,443:     5,144      7,520
Old  :    68,963:     1,875      3,411      4,399     57,545     53,633     63,819     61,443:     5,144      7,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       687:       197       -718        195         18      1,054        410        531:       277        156
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        4.9        6.4       83.4       77.8       92.5       89.1:       7.5       10.9
Old  :     100.0:       2.7        4.9        6.4       83.4       77.8       92.5       89.1:       7.5       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          4         19         19         23         23:
Old  :        29:         2          2          4         19         19         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       36.3       70.7       60.1       45.7       34.7       59.5       54.4
Old  :                 47.9       36.3       70.7       60.1       45.7       34.7       59.5       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                             Code-0233A8
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    75,576:     2,745        310      3,296     65,054     65,401     71,095     69,007:     4,481      6,569
Old  :    75,576:     2,745        310      3,296     65,054     65,401     71,095     69,007:     4,481      6,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     4,486:     1,464        310       -252      4,468      3,876      5,680      3,934:    -1,194        552
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.6        0.4        4.4       86.1       86.5       94.1       91.3:       5.9        8.7
Old  :     100.0:       3.6        0.4        4.4       86.1       86.5       94.1       91.3:       5.9        8.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          2         17         15         19         18:
Old  :        25:         2          1          2         17         15         19         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       64.1       76.8       80.2       48.7       60.7       65.8       70.7
Old  :                 56.2       64.1       76.8       80.2       48.7       60.7       65.8       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                        Code-0233AG
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    93,966:         0      3,100        552     91,855     84,097     92,407     87,749:     1,559      6,217
Old  :    93,966:         0      3,100        552     91,855     84,097     92,407     87,749:     1,559      6,217
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,221:         0          0          0        551      1,221        551      1,221:       670          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.3        0.6       97.8       89.5       98.3       93.4:       1.7        6.6
Old  :     100.0:       0.0        3.3        0.6       97.8       89.5       98.3       93.4:       1.7        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          2          1         12         13         13         15:
Old  :        22:         0          2          1         12         13         13         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.6       57.4       91.7       82.4       70.0       56.7       82.9       75.6
Old  :                 75.6       57.4       91.7       82.4       70.0       56.7       82.9       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                        Code-0233AH
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    65,732:    14,477      2,575      2,069     48,195     59,457     64,741     64,101:       991      1,631
Old  :    65,732:    14,477      2,575      2,069     48,195     59,457     64,741     64,101:       991      1,631
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       917:         0          0          0        856        917        856        917:        61          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0        3.9        3.1       73.3       90.5       98.5       97.5:       1.5        2.5
Old  :     100.0:      22.0        3.9        3.1       73.3       90.5       98.5       97.5:       1.5        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6          3          2         23         28         31         31:
Old  :        54:         6          3          2         23         28         31         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       60.4       62.6       71.6       39.6       57.1       60.6       67.3
Old  :                 40.7       60.4       62.6       71.6       39.6       57.1       60.6       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    39,756:         0          0          0     39,292     38,859     39,292     38,859:       464        897
Old  :    39,756:         0          0          0     39,292     38,859     39,292     38,859:       464        897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     4,270:         0          0          0      4,239      4,115      4,239      4,115:        31        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       98.8       97.7       98.8       97.7:       1.2        2.3
Old  :     100.0:       0.0        0.0        0.0       98.8       97.7       98.8       97.7:       1.2        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          0          0         12         22         12         22:
Old  :        30:         0          0          0         12         22         12         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       53.8       94.1       74.5       72.2       52.5       86.5       71.0
Old  :                 73.1       53.8       94.1       74.5       72.2       52.5       86.5       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   150,949:       870      1,012        760    136,845    138,238    138,475    140,010:    12,474     10,939
Old  :   150,949:       870      1,012        760    136,845    138,238    138,475    140,010:    12,474     10,939
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,110:      -202          0       -198      2,646      1,128      2,246        930:    -1,136        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.7        0.5       90.7       91.6       91.7       92.8:       8.3        7.2
Old  :     100.0:       0.6        0.7        0.5       90.7       91.6       91.7       92.8:       8.3        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         2          1          1         28         25         30         27:
Old  :        34:         2          1          1         28         25         30         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       52.9       67.7       72.6       30.6       33.1       39.3       40.6
Old  :                 47.9       52.9       67.7       72.6       30.6       33.1       39.3       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                             Code-0233AY
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    57,520:       209          0      1,066     51,364     49,738     52,639     50,804:     4,881      6,716
Old  :    57,520:       209          0      1,066     51,364     49,738     52,639     50,804:     4,881      6,716
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,326:    -1,222          0        172      3,294        848      2,244      1,020:      -918        306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        1.9       89.3       86.5       91.5       88.3:       8.5       11.7
Old  :     100.0:       0.4        0.0        1.9       89.3       86.5       91.5       88.3:       8.5       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         13         16         14         17:
Old  :        20:         1          0          1         13         16         14         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       65.7       84.8       78.2       63.5       61.5       72.2       69.2
Old  :                 68.1       65.7       84.8       78.2       63.5       61.5       72.2       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233B1
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    96,200:       175        291      3,002     89,219     84,021     92,396     87,314:     3,804      8,886
Old  :    96,200:       175        291      3,002     89,219     84,021     92,396     87,314:     3,804      8,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       876:      -527       -124        148      1,063        345        684        369:       192        507
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.3        3.1       92.7       87.3       96.0       90.8:       4.0        9.2
Old  :     100.0:       0.2        0.3        3.1       92.7       87.3       96.0       90.8:       4.0        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          2         20         20         22         22:
Old  :        27:         1          1          2         20         20         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       46.0       77.8       66.7       49.9       42.3       65.0       54.9
Old  :                 59.2       46.0       77.8       66.7       49.9       42.3       65.0       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   127,578:       372     18,763      1,237    120,483    103,969    122,092    123,969:     5,486      3,609
Old  :   127,578:       372     18,763      1,237    120,483    103,969    122,092    123,969:     5,486      3,609
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,890:         0      1,410        186      2,704      1,355      2,890      2,951:         0        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       14.7        1.0       94.4       81.5       95.7       97.2:       4.3        2.8
Old  :     100.0:       0.3       14.7        1.0       94.4       81.5       95.7       97.2:       4.3        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          3          1         16         17         18         20:
Old  :        25:         1          3          1         16         17         18         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       73.5       84.4       87.2       57.3       71.4       75.2       78.8
Old  :                 64.8       73.5       84.4       87.2       57.3       71.4       75.2       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   248,340:       198     33,402      5,599    229,945    197,295    235,742    236,296:    12,598     12,044
Old  :   248,340:       198     33,402      5,599    229,945    197,295    235,742    236,296:    12,598     12,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,306:    -2,496       -954        693        489     -1,879     -1,314     -2,140:         8        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       13.5        2.3       92.6       79.4       94.9       95.2:       5.1        4.8
Old  :     100.0:       0.1       13.5        2.3       92.6       79.4       94.9       95.2:       5.1        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         1          3          3         33         29         36         33:
Old  :        45:         1          3          3         33         29         36         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       47.5       62.9       70.9       46.8       47.1       60.9       67.3
Old  :                 48.7       47.5       62.9       70.9       46.8       47.1       60.9       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                  Code-0233BW
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    27,289:     3,407      1,891          0     22,003     25,150     25,410     27,041:     1,879        248
Old  :    27,289:     3,407      1,891          0     22,003     25,150     25,410     27,041:     1,879        248
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,389:       248          0          0      2,141      2,389      2,389      2,389:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        6.9        0.0       80.6       92.2       93.1       99.1:       6.9        0.9
Old  :     100.0:      12.5        6.9        0.0       80.6       92.2       93.1       99.1:       6.9        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          0         16         17         18         19:
Old  :        29:         2          2          0         16         17         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       58.0       75.9       77.2       49.0       57.7       69.5       74.4
Old  :                 54.8       58.0       75.9       77.2       49.0       57.7       69.5       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    52,107:     2,615        186         62     46,822     50,962     49,499     51,210:     2,608        897
Old  :    52,107:     2,615        186         62     46,822     50,962     49,499     51,210:     2,608        897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,160:         0        186         62      1,855      1,912      1,917      2,160:       243          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        0.4        0.1       89.9       97.8       95.0       98.3:       5.0        1.7
Old  :     100.0:       5.0        0.4        0.1       89.9       97.8       95.0       98.3:       5.0        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          1          1         17         14         20         15:
Old  :        27:         2          1          1         17         14         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       76.6       78.6       91.2       66.5       73.4       77.1       86.0
Old  :                 67.2       76.6       78.6       91.2       66.5       73.4       77.1       86.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   257,439:     2,062     36,366      3,820    243,450    212,094    249,332    252,280:     8,107      5,159
Old  :   257,439:     2,062     36,366      3,820    243,450    212,094    249,332    252,280:     8,107      5,159
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     4,719:         0      4,135        -59      5,221        949      5,162      5,025:      -443       -306
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8       14.1        1.5       94.6       82.4       96.9       98.0:       3.1        2.0
Old  :     100.0:       0.8       14.1        1.5       94.6       82.4       96.9       98.0:       3.1        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         2          6          3         42         34         47         40:
Old  :        57:         2          6          3         42         34         47         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       52.7       57.9       69.5       36.8       50.5       54.9       62.1
Old  :                 38.1       52.7       57.9       69.5       36.8       50.5       54.9       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    58,419:     6,734          0          0     47,602     55,465     54,336     55,465:     4,083      2,954
Old  :    58,419:     6,734          0          0     47,602     55,465     54,336     55,465:     4,083      2,954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,117:         0          0          0        755      1,119        755      1,119:       362         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5        0.0        0.0       81.5       94.9       93.0       94.9:       7.0        5.1
Old  :     100.0:      11.5        0.0        0.0       81.5       94.9       93.0       94.9:       7.0        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          0          0         16         18         17         18:
Old  :        28:         1          0          0         16         18         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       42.3       65.2       67.9       35.4       36.5       56.7       57.2
Old  :                 38.6       42.3       65.2       67.9       35.4       36.5       56.7       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    78,422:         0        736          0     74,231     76,277     74,231     77,013:     4,191      1,409
Old  :    78,422:         0        736          0     74,231     76,277     74,231     77,013:     4,191      1,409
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       665:         0          0          0        374        665        374        665:       291          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.9        0.0       94.7       97.3       94.7       98.2:       5.3        1.8
Old  :     100.0:       0.0        0.9        0.0       94.7       97.3       94.7       98.2:       5.3        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          0         22         17         22         18:
Old  :        27:         0          1          0         22         17         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       55.3       62.1       82.4       37.3       48.2       53.5       68.5
Old  :                 39.2       55.3       62.1       82.4       37.3       48.2       53.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CZ
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    64,439:         0      5,680          0     56,179     56,513     56,179     62,193:     8,260      2,246
Old  :    64,439:         0      5,680          0     56,179     56,513     56,179     62,193:     8,260      2,246
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       610:         0        522          0      1,291        128      1,291        650:      -681        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.8        0.0       87.2       87.7       87.2       96.5:      12.8        3.5
Old  :     100.0:       0.0        8.8        0.0       87.2       87.7       87.2       96.5:      12.8        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          0         20         16         20         17:
Old  :        26:         0          1          0         20         16         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       59.5       68.8       84.6       51.8       53.7       66.7       73.7
Old  :                 51.9       59.5       68.8       84.6       51.8       53.7       66.7       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   153,074:    26,740      8,152     14,553    111,034    129,621    152,327    152,326:       747        748
Old  :   153,074:    26,740      8,152     14,553    111,034    129,621    152,327    152,326:       747        748
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,011:     4,161       -136       -753     -2,481      1,987        927      1,098:        84        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        5.3        9.5       72.5       84.7       99.5       99.5:       0.5        0.5
Old  :     100.0:      17.5        5.3        9.5       72.5       84.7       99.5       99.5:       0.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        10          9         13         49         54         65         70:
Old  :        77:        10          9         13         49         54         65         70:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.1       29.8       52.6       48.3       20.9       17.5       33.0       29.5
Old  :                 35.1       29.8       52.6       48.3       20.9       17.5       33.0       29.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    50,567:    10,234        232      1,055     39,278     49,280     50,567     50,567:         0          0
Old  :    50,567:    10,234        232      1,055     39,278     49,280     50,567     50,567:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -105:       560         78          0       -665       -183       -105       -105:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2        0.5        2.1       77.7       97.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      20.2        0.5        2.1       77.7       97.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          2          2         21         22         24         26:
Old  :        32:         3          2          2         21         22         24         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       52.7       90.4       78.7       75.1       50.7       83.9       75.9
Old  :                 78.3       52.7       90.4       78.7       75.1       50.7       83.9       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   391,787:    27,606        328     27,943    336,238    363,516    391,787    391,787:         0          0
Old  :   391,787:    27,606        328     27,943    336,238    363,516    391,787    391,787:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     9,253:     2,568          0          0      6,685      9,253      9,253      9,253:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        0.1        7.1       85.8       92.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       7.0        0.1        7.1       85.8       92.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          1          2         21         20         25         22:
Old  :        30:         3          1          2         21         20         25         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       61.6       83.5       86.4       48.3       54.6       69.6       71.9
Old  :                 57.6       61.6       83.5       86.4       48.3       54.6       69.6       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                         Code-064394
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,485,558:    57,921     22,943     66,207  1,361,430  1,396,408  1,485,558  1,485,558:         0          0
Old  : 1,485,558:    57,921     22,943     66,207  1,361,430  1,396,408  1,485,558  1,485,558:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   -13,097:     2,697     12,039     -5,069    -10,725    -20,067    -13,097    -13,097:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        1.5        4.5       91.6       94.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.9        1.5        4.5       91.6       94.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         5          2          5         39         44         46         49:
Old  :        58:         5          2          5         39         44         46         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       37.2       62.3       53.4       33.2       30.7       43.2       38.9
Old  :                 43.3       37.2       62.3       53.4       33.2       30.7       43.2       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    42,808:     1,321      4,098      4,790     36,697     33,920     42,808     42,808:         0          0
Old  :    42,808:     1,321      4,098      4,790     36,697     33,920     42,808     42,808:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -3,705:      -406     -1,676        -53     -3,246     -1,976     -3,705     -3,705:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        9.6       11.2       85.7       79.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.1        9.6       11.2       85.7       79.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          4          3         24         20         29         26:
Old  :        36:         4          4          3         24         20         29         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       55.1       71.3       78.7       36.0       39.6       51.0       52.8
Old  :                 48.4       55.1       71.3       78.7       36.0       39.6       51.0       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-064396
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   299,465:     1,304     49,566     14,182    283,979    235,717    299,465    299,465:         0          0
Old  :   299,465:     1,304     49,566     14,182    283,979    235,717    299,465    299,465:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   -15,360:         0       -336       -640    -14,720    -14,384    -15,360    -15,360:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4       16.6        4.7       94.8       78.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.4       16.6        4.7       94.8       78.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          3          2         15         15         18         18:
Old  :        29:         1          3          2         15         15         18         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       61.9       86.3       89.6       58.6       49.6       74.5       73.5
Old  :                 65.1       61.9       86.3       89.6       58.6       49.6       74.5       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-06439A
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   621,597:    41,847          0      6,220    573,530    615,377    621,597    621,597:         0          0
Old  :   621,597:    41,847          0      6,220    573,530    615,377    621,597    621,597:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       193:    14,734          0     -5,853     -8,688      6,046        193        193:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        0.0        1.0       92.3       99.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       6.7        0.0        1.0       92.3       99.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          0          1         23         29         27         30:
Old  :        38:         4          0          1         23         29         27         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       50.7       66.6       70.8       28.9       34.5       42.3       48.6
Old  :                 42.0       50.7       66.6       70.8       28.9       34.5       42.3       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                 Code-06439B
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    53,533:     6,386      3,874      2,008     44,417     46,971     52,811     52,853:       722        680
Old  :    53,533:     6,386      3,874      2,008     44,417     46,971     52,811     52,853:       722        680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       591:      -804      1,370       -342      1,715       -437        569        591:        22          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        7.2        3.8       83.0       87.7       98.7       98.7:       1.3        1.3
Old  :     100.0:      11.9        7.2        3.8       83.0       87.7       98.7       98.7:       1.3        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         6          2          5         27         28         35         33:
Old  :        40:         6          2          5         27         28         35         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       54.6       70.1       73.2       41.1       50.5       56.9       61.1
Old  :                 46.2       54.6       70.1       73.2       41.1       50.5       56.9       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                     Code-06439C
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,210:       150          0          0     38,820     39,180     38,970     39,180:       240         30
Old  :    39,210:       150          0          0     38,820     39,180     38,970     39,180:       240         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       550:         0          0          0        490        550        490        550:        60          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.0        0.0       99.0       99.9       99.4       99.9:       0.6        0.1
Old  :     100.0:       0.4        0.0        0.0       99.0       99.9       99.4       99.9:       0.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          0          0         21         14         22         14:
Old  :        29:         1          0          0         21         14         22         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       86.6       77.5       96.9       57.5       83.7       74.0       87.4
Old  :                 58.9       86.6       77.5       96.9       57.5       83.7       74.0       87.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                  Code-06439F
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    53,980:       200        450         50     53,610     53,480     53,860     53,980:       120          0
Old  :    53,980:       200        450         50     53,610     53,480     53,860     53,980:       120          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,130:       100        -50         50        920      1,160      1,070      1,160:        60        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.4        0.8        0.1       99.3       99.1       99.8      100.0:       0.2        0.0
Old  :     100.0:       0.4        0.8        0.1       99.3       99.1       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         3          1          1         29         15         33         16:
Old  :        38:         3          1          1         29         15         33         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       88.4       73.6       95.0       56.8       85.6       70.0       90.5
Old  :                 57.7       88.4       73.6       95.0       56.8       85.6       70.0       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                         Code-06439K
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     9,380:         0        700          0      9,380      8,680      9,380      9,380:         0          0
Old  :     9,380:         0        700          0      9,380      8,680      9,380      9,380:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -2,200:         0       -500          0     -2,200     -1,700     -2,200     -2,200:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        7.5        0.0      100.0       92.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        7.5        0.0      100.0       92.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          2          0         17         18         17         20:
Old  :        31:         0          2          0         17         18         17         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       47.0       80.0       71.2       54.4       41.7       68.9       61.9
Old  :                 57.6       47.0       80.0       71.2       54.4       41.7       68.9       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                    Code-06439L
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   265,024:     9,272      3,456      2,384    253,368    259,184    265,024    265,024:         0          0
Old  :   265,024:     9,272      3,456      2,384    253,368    259,184    265,024    265,024:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -6,104:    -1,952      1,136        424     -4,576     -6,512     -6,104     -4,952:         0     -1,152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.3        0.9       95.6       97.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       3.5        1.3        0.9       95.6       97.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          4          1         22         20         23         25:
Old  :        34:         1          4          1         22         20         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       65.7       64.9       83.0       31.1       52.5       45.9       58.4
Old  :                 41.4       65.7       64.9       83.0       31.1       52.5       45.9       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                                                             Code-06439R
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    11,161:     1,878      1,065        320      8,661      9,648     10,859     11,033:       302        128
Old  :    11,161:     1,878      1,065        320      8,661      9,648     10,859     11,033:       302        128
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,323:      -397       -378          0       -883       -690     -1,280     -1,068:       -43       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8        9.5        2.9       77.6       86.4       97.3       98.9:       2.7        1.1
Old  :     100.0:      16.8        9.5        2.9       77.6       86.4       97.3       98.9:       2.7        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         3          2          2         16         16         20         19:
Old  :        26:         3          2          2         16         16         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       53.9       74.8       79.1       42.8       49.9       67.1       70.7
Old  :                 46.3       53.9       74.8       79.1       42.8       49.9       67.1       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    18,550:     2,950        250        400     15,200     17,900     18,550     18,550:         0          0
Old  :    18,550:     2,950        250        400     15,200     17,900     18,550     18,550:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,300:      -300          0       -300       -700     -1,000     -1,300     -1,300:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9        1.3        2.2       81.9       96.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      15.9        1.3        2.2       81.9       96.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          2         15         12         17         15:
Old  :        23:         2          1          2         15         12         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       66.0       78.4       90.6       50.9       62.0       72.8       78.7
Old  :                 52.3       66.0       78.4       90.6       50.9       62.0       72.8       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643AZ
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    16,760:     1,310      1,000          0     15,450     15,700     16,760     16,700:         0         60
Old  :    16,760:     1,310      1,000          0     15,450     15,700     16,760     16,700:         0         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -3,105:       -50       -650          0     -3,055     -2,505     -3,105     -3,155:         0         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        6.0        0.0       92.2       93.7      100.0       99.6:       0.0        0.4
Old  :     100.0:       7.8        6.0        0.0       92.2       93.7      100.0       99.6:       0.0        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         3          1          0         17         20         20         21:
Old  :        33:         3          1          0         17         20         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       52.2       79.5       70.1       44.4       41.2       61.5       57.7
Old  :                 54.4       52.2       79.5       70.1       44.4       41.2       61.5       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                                                          Code-0643B1
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    11,387:         0        535        375     10,772     10,457     11,147     11,367:       240         20
Old  :    11,387:         0        535        375     10,772     10,457     11,147     11,367:       240         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       103:         0        350          0        533       -127        533        223:      -430       -120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        3.3       94.6       91.8       97.9       99.8:       2.1        0.2
Old  :     100.0:       0.0        4.7        3.3       94.6       91.8       97.9       99.8:       2.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          2          1         24         16         25         18:
Old  :        28:         0          2          1         24         16         25         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       51.9       68.7       79.1       42.8       45.8       61.0       64.7
Old  :                 45.4       51.9       68.7       79.1       42.8       45.8       61.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV                                               Code-0643B3
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    20,246:     1,718        152        620     17,290     18,323     19,628     19,095:       618      1,151
Old  :    20,246:     1,718        152        620     17,290     18,323     19,628     19,095:       618      1,151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,268:       -30         86        -41     -1,177     -1,250     -1,248     -1,205:       -20        -63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        0.8        3.1       85.4       90.5       96.9       94.3:       3.1        5.7
Old  :     100.0:       8.5        0.8        3.1       85.4       90.5       96.9       94.3:       3.1        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         3          2          1         25         22         28         25:
Old  :        35:         3          2          1         25         22         28         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       55.7       54.5       71.4       23.3       40.8       36.6       46.7
Old  :                 34.2       55.7       54.5       71.4       23.3       40.8       36.6       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV                                                 Code-0643B9
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    32,775:         0      5,486      1,604     31,006     25,575     32,610     32,665:       165        110
Old  :    32,775:         0      5,486      1,604     31,006     25,575     32,610     32,665:       165        110
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,340:         0        260         10     -1,350     -1,610     -1,340     -1,340:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       16.7        4.9       94.6       78.0       99.5       99.7:       0.5        0.3
Old  :     100.0:       0.0       16.7        4.9       94.6       78.0       99.5       99.7:       0.5        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         0          4          3         33         30         36         34:
Old  :        41:         0          4          3         33         30         36         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       50.2       54.7       68.4       29.4       36.9       46.3       52.4
Old  :                 33.5       50.2       54.7       68.4       29.4       36.9       46.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                                                          Code-0643BA
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    40,854:       800      3,010      4,085     35,839     33,744     40,724     40,839:       130         15
Old  :    40,854:       800      3,010      4,085     35,839     33,744     40,724     40,839:       130         15
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -403:         0        205        205       -608       -813       -403       -403:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        7.4       10.0       87.7       82.6       99.7      100.0:       0.3        0.0
Old  :     100.0:       2.0        7.4       10.0       87.7       82.6       99.7      100.0:       0.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         5          3          3         37         36         45         39:
Old  :        48:         5          3          3         37         36         45         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       38.7       63.7       60.1       33.9       29.4       54.1       47.7
Old  :                 38.6       38.7       63.7       60.1       33.9       29.4       54.1       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                Code-0643BC
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    34,160:       600          0          0     33,320     34,160     33,920     34,160:       240          0
Old  :    34,160:       600          0          0     33,320     34,160     33,920     34,160:       240          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       550:         0          0          0        310        550        310        550:       240          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.0       97.5      100.0       99.3      100.0:       0.7        0.0
Old  :     100.0:       1.8        0.0        0.0       97.5      100.0       99.3      100.0:       0.7        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         22         10         23         10:
Old  :        26:         1          0          0         22         10         23         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       91.8       74.6       99.2       57.8       83.1       73.5       86.2
Old  :                 57.8       91.8       74.6       99.2       57.8       83.1       73.5       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                                                          Code-0643BE
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    39,114:       450          0          0     38,604     39,114     39,054     39,114:        60          0
Old  :    39,114:       450          0          0     38,604     39,114     39,054     39,114:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :        40:         0          0          0         40         40         40         40:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2        0.0        0.0       98.7      100.0       99.8      100.0:       0.2        0.0
Old  :     100.0:       1.2        0.0        0.0       98.7      100.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          0          0         27         15         28         15:
Old  :        33:         1          0          0         27         15         28         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       89.5       70.6       95.8       52.3       82.0       69.3       86.1
Old  :                 52.3       89.5       70.6       95.8       52.3       82.0       69.3       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643BF
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   440,503:    60,320      3,287     26,112    354,071    411,104    440,503    440,503:         0          0
Old  :   440,503:    60,320      3,287     26,112    354,071    411,104    440,503    440,503:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     2,656:     1,144        376          0      1,512      2,280      2,656      2,656:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7        0.7        5.9       80.4       93.3      100.0      100.0:       0.0        0.0
Old  :     100.0:      13.7        0.7        5.9       80.4       93.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          1          3         28         28         32         31:
Old  :        40:         3          1          3         28         28         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       47.5       68.4       68.6       41.0       44.0       57.1       57.5
Old  :                 47.0       47.5       68.4       68.6       41.0       44.0       57.1       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV                                                Code-0643BG
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    31,722:     5,835      1,217      1,207     23,469     29,211     30,511     31,635:     1,211         87
Old  :    31,722:     5,835      1,217      1,207     23,469     29,211     30,511     31,635:     1,211         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :        -1:      -208          0       -118        345        372         19        254:       -20       -255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        3.8        3.8       74.0       92.1       96.2       99.7:       3.8        0.3
Old  :     100.0:      18.4        3.8        3.8       74.0       92.1       96.2       99.7:       3.8        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         5          3          4         29         32         34         39:
Old  :        43:         5          3          4         29         32         34         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       35.7       68.6       57.6       37.4       31.4       53.0       49.3
Old  :                 42.8       35.7       68.6       57.6       37.4       31.4       53.0       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                               Code-0643BM
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    14,936:     1,209        255      1,972     11,755     12,709     14,936     14,936:         0          0
Old  :    14,936:     1,209        255      1,972     11,755     12,709     14,936     14,936:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -3,032:      -827         50         77     -2,257     -3,159     -3,007     -3,032:       -25          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        1.7       13.2       78.7       85.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.1        1.7       13.2       78.7       85.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          2         18          8         22         10:
Old  :        25:         3          1          2         18          8         22         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       89.0       75.5       98.8       43.0       77.0       62.3       80.1
Old  :                 55.4       89.0       75.5       98.8       43.0       77.0       62.3       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                           Code-0643BR
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25MWh                                                                      :
     :          :                                                                            :
All  :   245,872:    72,078          0      7,712    166,082    238,160    245,872    245,872:         0          0
Old  :   245,872:    72,078          0      7,712    166,082    238,160    245,872    245,872:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :   -22,400:    -9,280          0          0    -13,120    -22,400    -22,400    -22,400:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.3        0.0        3.1       67.5       96.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      29.3        0.0        3.1       67.5       96.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          1         13          5         16          6:
Old  :        20:         3          0          1         13          5         16          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.4       98.9       92.1      100.0       68.0       90.6       82.6       90.6
Old  :                 77.4       98.9       92.1      100.0       68.0       90.6       82.6       90.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                      Code-0643BS
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   509,864:     2,369     12,663     12,832    494,663    484,369    509,864    509,864:         0          0
Old  :   509,864:     2,369     12,663     12,832    494,663    484,369    509,864    509,864:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -2,192:         0      2,278       -760     -1,432     -3,710     -2,192     -2,192:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5        2.5        2.5       97.0       95.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.5        2.5        2.5       97.0       95.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          3          1         23         17         25         20:
Old  :        32:         1          3          1         23         17         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       78.8       74.3       93.7       53.2       69.4       70.3       80.2
Old  :                 54.9       78.8       74.3       93.7       53.2       69.4       70.3       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                          Code-0643BT
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    43,857:     8,760        132      1,018     33,440     42,260     43,218     43,410:       639        447
Old  :    43,857:     8,760        132      1,018     33,440     42,260     43,218     43,410:       639        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,519:     1,412          0        -63        191      1,561      1,540      1,498:       -21         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0        0.3        2.3       76.2       96.4       98.5       99.0:       1.5        1.0
Old  :     100.0:      20.0        0.3        2.3       76.2       96.4       98.5       99.0:       1.5        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          1          1         19         18         22         20:
Old  :        29:         3          1          1         19         18         22         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       86.9       76.7       93.2       52.8       79.8       72.9       84.2
Old  :                 53.3       86.9       76.7       93.2       52.8       79.8       72.9       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                                                                 Code-0643BW
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :     5,953:       123      1,088          0      5,406      4,672      5,529      5,760:       424        193
Old  :     5,953:       123      1,088          0      5,406      4,672      5,529      5,760:       424        193
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       18.3        0.0       90.8       78.5       92.9       96.8:       7.1        3.2
Old  :     100.0:       2.1       18.3        0.0       90.8       78.5       92.9       96.8:       7.1        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          0         13         11         14         13:
Old  :        20:         1          2          0         13         11         14         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       77.5       77.8       90.0       56.1       75.4       73.9       85.0
Old  :                 57.2       77.5       77.8       90.0       56.1       75.4       73.9       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                     Code-0643BX
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :    75,754:         0      3,904          0     75,754     71,850     75,754     75,754:         0          0
Old  :    75,754:         0      3,904          0     75,754     71,850     75,754     75,754:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -440:         0          0          0       -440       -440       -440       -440:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.2        0.0      100.0       94.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        5.2        0.0      100.0       94.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         12         12         12         13:
Old  :        21:         0          1          0         12         12         12         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       74.4       90.2       92.8       59.4       74.3       84.5       87.7
Old  :                 64.5       74.4       90.2       92.8       59.4       74.3       84.5       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                  Code-0643BY
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    15,546:     2,233        379        329     11,920     14,153     14,482     14,861:     1,064        685
Old  :    15,546:     2,233        379        329     11,920     14,153     14,482     14,861:     1,064        685
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -136:       428         44          0       -585       -161       -157       -117:        21        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.4        2.1       76.7       91.0       93.2       95.6:       6.8        4.4
Old  :     100.0:      14.4        2.4        2.1       76.7       91.0       93.2       95.6:       6.8        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          2         18         19         23         21:
Old  :        27:         4          1          2         18         19         23         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       48.2       61.3       71.2       29.0       39.0       48.2       51.4
Old  :                 39.2       48.2       61.3       71.2       29.0       39.0       48.2       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                      Code-0643BZ
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   206,420:    36,522        325      2,019    167,879    204,076    206,420    206,420:         0          0
Old  :   206,420:    36,522        325      2,019    167,879    204,076    206,420    206,420:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -8,553:         0     -1,545        417     -8,970     -7,425     -8,553     -8,553:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7        0.2        1.0       81.3       98.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      17.7        0.2        1.0       81.3       98.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          1          1         17         22         20         23:
Old  :        32:         2          1          1         17         22         20         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       62.1       83.2       79.8       56.6       58.5       71.6       68.0
Old  :                 61.5       62.1       83.2       79.8       56.6       58.5       71.6       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                                                                  Code-0643C3
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    11,586:     1,505        223        487      9,420     10,705     11,412     11,415:       174        171
Old  :    11,586:     1,505        223        487      9,420     10,705     11,412     11,415:       174        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -474:       -65       -300        252       -704       -362       -517       -410:        43        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        1.9        4.2       81.3       92.4       98.5       98.5:       1.5        1.5
Old  :     100.0:      13.0        1.9        4.2       81.3       92.4       98.5       98.5:       1.5        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          1          2         18         23         23         25:
Old  :        31:         4          1          2         18         23         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       54.6       67.8       75.8       39.1       53.0       58.7       68.9
Old  :                 44.0       54.6       67.8       75.8       39.1       53.0       58.7       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                      Code-0643C4
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   131,089:    11,506          0      2,352    117,231    128,737    131,089    131,089:         0          0
Old  :   131,089:    11,506          0      2,352    117,231    128,737    131,089    131,089:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -753:     1,224          0       -816     -1,161         63       -753       -753:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        0.0        1.8       89.4       98.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       8.8        0.0        1.8       89.4       98.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          0          1         21         17         24         18:
Old  :        29:         3          0          1         21         17         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       69.8       78.3       84.5       50.6       66.2       67.5       76.4
Old  :                 52.9       69.8       78.3       84.5       50.6       66.2       67.5       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE - ICE FUTURES ENERGY DIV                                                                     Code-0643CB
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    20,520:        52      2,245      1,812     18,656     16,463     20,520     20,520:         0          0
Old  :    20,520:        52      2,245      1,812     18,656     16,463     20,520     20,520:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :        78:         0          0          0         78         78         78         78:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.3       10.9        8.8       90.9       80.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.3       10.9        8.8       90.9       80.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          1          1         18         14         20         15:
Old  :        25:         1          1          1         18         14         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       63.9       82.9       85.7       54.3       46.9       68.8       68.6
Old  :                 59.8       63.9       82.9       85.7       54.3       46.9       68.8       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                          Code-0643CC
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25 MWh                                                                     :
     :          :                                                                            :
All  :   148,596:         0        656      3,856    144,740    144,084    148,596    148,596:         0          0
Old  :   148,596:         0        656      3,856    144,740    144,084    148,596    148,596:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       328:         0        328          0        328          0        328        328:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        2.6       97.4       97.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.4        2.6       97.4       97.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          1         15         12         16         13:
Old  :        24:         0          1          1         15         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       65.1       85.2       90.9       39.5       53.1       61.0       68.8
Old  :                 54.6       65.1       85.2       90.9       39.5       53.1       61.0       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                   Code-0643CU
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    23,170:         0        875         75     22,740     22,220     22,815     23,170:       355          0
Old  :    23,170:         0        875         75     22,740     22,220     22,815     23,170:       355          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -600:         0          0          0       -600       -600       -600       -600:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.8        0.3       98.1       95.9       98.5      100.0:       1.5        0.0
Old  :     100.0:       0.0        3.8        0.3       98.1       95.9       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          1         19         12         20         14:
Old  :        29:         0          2          1         19         12         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       73.1       80.4       92.1       52.4       70.9       75.0       83.5
Old  :                 52.7       73.1       80.4       92.1       52.4       70.9       75.0       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643CV
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    19,265:         0        900          0     18,770     18,365     18,770     19,265:       495          0
Old  :    19,265:         0        900          0     18,770     18,365     18,770     19,265:       495          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :    -1,320:         0          0          0     -1,340     -1,320     -1,340     -1,320:        20          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.7        0.0       97.4       95.3       97.4      100.0:       2.6        0.0
Old  :     100.0:       0.0        4.7        0.0       97.4       95.3       97.4      100.0:       2.6        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          1          0         15          8         15          9:
Old  :        22:         0          1          0         15          8         15          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       79.0       77.9       96.7       46.3       75.8       69.0       86.4
Old  :                 49.8       79.0       77.9       96.7       46.3       75.8       69.0       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                                                    Code-0643CZ
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     9,840:         0          0          0      9,585      9,780      9,585      9,780:       255         60
Old  :     9,840:         0          0          0      9,585      9,780      9,585      9,780:       255         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       100:         0          0          0        100        100        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.4       99.4       97.4       99.4:       2.6        0.6
Old  :     100.0:       0.0        0.0        0.0       97.4       99.4       97.4       99.4:       2.6        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         20         13         20         13:
Old  :        26:         0          0          0         20         13         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       73.7       70.3       94.1       49.6       67.7       65.5       78.7
Old  :                 50.2       73.7       70.3       94.1       49.6       67.7       65.5       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                                                            Code-0643D4
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    21,935:         0        300          0     21,680     21,635     21,680     21,935:       255          0
Old  :    21,935:         0        300          0     21,680     21,635     21,680     21,935:       255          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       -40:         0          0          0        -40        -40        -40        -40:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.4        0.0       98.8       98.6       98.8      100.0:       1.2        0.0
Old  :     100.0:       0.0        1.4        0.0       98.8       98.6       98.8      100.0:       1.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         16         10         16         11:
Old  :        21:         0          1          0         16         10         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       84.7       89.7       98.6       62.3       76.6       75.7       83.3
Old  :                 75.7       84.7       89.7       98.6       62.3       76.6       75.7       83.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    20,685:         0          0          0     20,200     20,685     20,200     20,685:       485          0
Old  :    20,685:         0          0          0     20,200     20,685     20,200     20,685:       485          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -400:         0          0          0       -400       -400       -400       -400:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.7      100.0       97.7      100.0:       2.3        0.0
Old  :     100.0:       0.0        0.0        0.0       97.7      100.0       97.7      100.0:       2.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         18          8         18          8:
Old  :        20:         0          0          0         18          8         18          8:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       96.1       88.2      100.0       72.1       93.9       84.6       93.9
Old  :                 75.7       96.1       88.2      100.0       72.1       93.9       84.6       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643D8
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    23,680:         0          0          0     23,125     23,680     23,125     23,680:       555          0
Old  :    23,680:         0          0          0     23,125     23,680     23,125     23,680:       555          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -275:         0          0          0       -275       -275       -275       -275:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       97.7      100.0       97.7      100.0:       2.3        0.0
Old  :     100.0:       0.0        0.0        0.0       97.7      100.0       97.7      100.0:       2.3        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         21         12         21         12:
Old  :        24:         0          0          0         21         12         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       91.2       84.9       99.3       68.2       89.5       81.6       94.1
Old  :                 71.4       91.2       84.9       99.3       68.2       89.5       81.6       94.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV                                           Code-0643DB
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   122,035:     1,910        225          0    119,945    121,810    121,855    122,035:       180          0
Old  :   122,035:     1,910        225          0    119,945    121,810    121,855    122,035:       180          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       150:         0          0          0        150        150        150        150:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.2        0.0       98.3       99.8       99.9      100.0:       0.1        0.0
Old  :     100.0:       1.6        0.2        0.0       98.3       99.8       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          2          0         35         30         38         32:
Old  :        45:         3          2          0         35         30         38         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.3       64.3       62.3       80.7       36.0       64.0       52.4       73.3
Old  :                 42.3       64.3       62.3       80.7       36.0       64.0       52.4       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DC
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   157,001:     2,795         50          0    154,146    156,951    156,941    157,001:        60          0
Old  :   157,001:     2,795         50          0    154,146    156,951    156,941    157,001:        60          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       -35:         0          0          0        -35        -35        -35        -35:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.0       98.2      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.8        0.0        0.0       98.2      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         4          1          0         39         33         43         34:
Old  :        52:         4          1          0         39         33         43         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       64.4       61.0       83.7       34.6       62.9       53.5       77.0
Old  :                 41.1       64.4       61.0       83.7       34.6       62.9       53.5       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                           Code-0643DF
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :   150,515:    19,583      1,955      8,931    121,551    139,059    150,065    149,945:       450        570
Old  :   150,515:    19,583      1,955      8,931    121,551    139,059    150,065    149,945:       450        570
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :     1,110:        35       -760       -194      1,044      1,839        885        885:       225        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0        1.3        5.9       80.8       92.4       99.7       99.6:       0.3        0.4
Old  :     100.0:      13.0        1.3        5.9       80.8       92.4       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        63:         7          6         10         43         37         54         49:
Old  :        63:         7          6         10         43         37         54         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       63.6       63.4       74.5       44.4       60.9       61.6       69.5
Old  :                 45.1       63.6       63.4       74.5       44.4       60.9       61.6       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643DK
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    95,100:     2,350      1,870      1,930     90,690     91,120     94,970     94,920:       130        180
Old  :    95,100:     2,350      1,870      1,930     90,690     91,120     94,970     94,920:       130        180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -100:       280       -100        120       -515       -120       -115       -100:        15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        2.0        2.0       95.4       95.8       99.9       99.8:       0.1        0.2
Old  :     100.0:       2.5        2.0        2.0       95.4       95.8       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         5          2          3         33         31         39         35:
Old  :        47:         5          2          3         33         31         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       72.2       66.9       81.6       45.0       71.2       60.4       78.3
Old  :                 50.0       72.2       66.9       81.6       45.0       71.2       60.4       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                        Code-0643DL
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    23,520:         0        650          0     22,880     22,870     22,880     23,520:       640          0
Old  :    23,520:         0        650          0     22,880     22,870     22,880     23,520:       640          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -525:         0          0          0       -525       -525       -525       -525:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.8        0.0       97.3       97.2       97.3      100.0:       2.7        0.0
Old  :     100.0:       0.0        2.8        0.0       97.3       97.2       97.3      100.0:       2.7        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          2          0         22         13         22         15:
Old  :        29:         0          2          0         22         13         22         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       75.3       77.3       95.3       58.7       72.6       77.0       90.3
Old  :                 58.7       75.3       77.3       95.3       58.7       72.6       77.0       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643DM
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    21,045:         0        300          0     20,720     20,740     20,720     21,040:       325          5
Old  :    21,045:         0        300          0     20,720     20,740     20,720     21,040:       325          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :         0:         0          0          0          0        280          0        280:         0       -280
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.4        0.0       98.5       98.6       98.5      100.0:       1.5        0.0
Old  :     100.0:       0.0        1.4        0.0       98.5       98.6       98.5      100.0:       1.5        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          1          0         22         10         22         11:
Old  :        27:         0          1          0         22         10         22         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       83.1       74.4       98.4       52.9       77.1       73.0       91.1
Old  :                 52.9       83.1       74.4       98.4       52.9       77.1       73.0       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C74
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    14,293:     1,738        300        415     11,779     13,518     13,932     14,233:       361         60
Old  :    14,293:     1,738        300        415     11,779     13,518     13,932     14,233:       361         60
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       -50:         0          0          0       -110       -110       -110       -110:        60         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        2.1        2.9       82.4       94.6       97.5       99.6:       2.5        0.4
Old  :     100.0:      12.2        2.1        2.9       82.4       94.6       97.5       99.6:       2.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          1          1         24         22         28         24:
Old  :        32:         4          1          1         24         22         28         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       57.0       75.1       75.9       48.7       52.0       59.4       64.6
Old  :                 57.6       57.0       75.1       75.9       48.7       52.0       59.4       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C75
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,078:     2,015          0        225      8,904     11,781     11,144     12,006:       934         72
Old  :    12,078:     2,015          0        225      8,904     11,781     11,144     12,006:       934         72
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       282:         0          0          0        320        210        320        210:       -38         72
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7        0.0        1.9       73.7       97.5       92.3       99.4:       7.7        0.6
Old  :     100.0:      16.7        0.0        1.9       73.7       97.5       92.3       99.4:       7.7        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          0          2         14         16         16         18:
Old  :        22:         2          0          2         14         16         16         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       57.0       80.7       78.3       43.7       39.2       58.6       58.7
Old  :                 59.5       57.0       80.7       78.3       43.7       39.2       58.6       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                 Code-064C76
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :    12,997:         0      1,070        600     12,021     11,297     12,621     12,967:       376         30
Old  :    12,997:         0      1,070        600     12,021     11,297     12,621     12,967:       376         30
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :       275:         0        275          0        335         30        335        305:       -60        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.2        4.6       92.5       86.9       97.1       99.8:       2.9        0.2
Old  :     100.0:       0.0        8.2        4.6       92.5       86.9       97.1       99.8:       2.9        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         0          4          1         22         18         23         22:
Old  :        30:         0          4          1         22         18         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       61.0       70.5       84.6       38.7       57.8       57.3       71.4
Old  :                 49.2       61.0       70.5       84.6       38.7       57.8       57.3       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-064C77
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     9,379:       165          0         75      8,845      9,099      9,085      9,174:       294        205
Old  :     9,379:       165          0         75      8,845      9,099      9,085      9,174:       294        205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :      -110:       -50          0          0        -55       -250       -105       -250:        -5        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.8       94.3       97.0       96.9       97.8:       3.1        2.2
Old  :     100.0:       1.8        0.0        0.8       94.3       97.0       96.9       97.8:       3.1        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          1         18         20         19         21:
Old  :        26:         1          0          1         18         20         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       68.1       81.8       83.5       50.3       60.2       67.5       70.2
Old  :                 57.2       68.1       81.8       83.5       50.3       60.2       67.5       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                  Code-064C86
Commitments of Traders - Futures Only, July 15, 2014                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1 MW                                                                       :
     :          :                                                                            :
All  :     4,515:       310          0         75      4,030      3,555      4,415      3,630:       100        885
Old  :     4,515:       310          0         75      4,030      3,555      4,415      3,630:       100        885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 8, 2014                         :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        0.0        1.7       89.3       78.7       97.8       80.4:       2.2       19.6
Old  :     100.0:       6.9        0.0        1.7       89.3       78.7       97.8       80.4:       2.2       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          1         14         16         15         17:
Old  :        20:         1          0          1         14         16         15         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       44.3       76.9       64.9       42.5       30.8       55.8       39.2
Old  :                 50.8       44.3       76.9       64.9       42.5       30.8       55.8       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 18, 2014