```
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    80,602:    18,038     37,950      4,387      3,326      2,511      4,565      9,860      4,186     33,546      9,301     12,733:      636       735
Old  :    80,602:    18,038     37,950      4,387      3,326      2,511      4,565      9,860      4,186     33,546      9,301     12,733:      636       735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     1,115:       675        110       -750        190          0          0        490        250         99       -906        816:       25       165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.4       47.1        5.4        4.1        3.1        5.7       12.2        5.2       41.6       11.5       15.8:      0.8       0.9
Old  :     100.0:      22.4       47.1        5.4        4.1        3.1        5.7       12.2        5.2       41.6       11.5       15.8:      0.8       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        11         10          .          .          4          .          .          .         20         13         28:
Old  :        55:        11         10          .          .          4          .          .          .         20         13         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       50.6       59.0       74.2       37.5       46.0       55.4       62.4
Old  :                 38.2       50.6       59.0       74.2       37.5       46.0       55.4       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    32,737:    20,920      8,055      1,491      2,995         52          0      6,636         30      6,847     11,078      3,111:      286       780
Old  :    32,737:    20,920      8,055      1,491      2,995         52          0      6,636         30      6,847     11,078      3,111:      286       780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :       460:      -400        310        105         30        -15          0       -345          0        610        245        160:        0        75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       24.6        4.6        9.1        0.2        0.0       20.3        0.1       20.9       33.8        9.5:      0.9       2.4
Old  :     100.0:      63.9       24.6        4.6        9.1        0.2        0.0       20.3        0.1       20.9       33.8        9.5:      0.9       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        10          8          .          .          .          0          4          .          9         15         16:
Old  :        43:        10          8          .          .          .          0          4          .          9         15         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       35.8       84.6       58.5       71.0       31.3       78.8       51.7
Old  :                 72.4       35.8       84.6       58.5       71.0       31.3       78.8       51.7
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   177,200:   105,220    108,896      6,733     15,954     31,413     15,404      1,372      7,348      6,881      8,025      3,586:      617       608
Old  :   177,200:   105,220    108,896      6,733     15,954     31,413     15,404      1,372      7,348      6,881      8,025      3,586:      617       608
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -3,791:    -3,656     -3,046       -492        154        304        772        394     -1,031        101       -972        281:      -70       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.4       61.5        3.8        9.0       17.7        8.7        0.8        4.1        3.9        4.5        2.0:      0.3       0.3
Old  :     100.0:      59.4       61.5        3.8        9.0       17.7        8.7        0.8        4.1        3.9        4.5        2.0:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        47         40          .          7          7          4          .          5          7          .          7:
Old  :        77:        47         40          .          7          7          4          .          5          7          .          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       28.1       51.8       48.2       18.9       18.8       28.6       32.7
Old  :                 34.4       28.1       51.8       48.2       18.9       18.8       28.6       32.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    50,169:    30,056     39,473     13,180      3,835      2,850          0        159      3,698        231          0        154:        0         0
Old  :    50,169:    30,056     39,473     13,180      3,835      2,850          0        159      3,698        231          0        154:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     1,771:       680      1,479      1,349       -231        -89       -752        159        453        130          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       78.7       26.3        7.6        5.7        0.0        0.3        7.4        0.5        0.0        0.3:      0.0       0.0
Old  :     100.0:      59.9       78.7       26.3        7.6        5.7        0.0        0.3        7.4        0.5        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        21         19          .          .          .          0          .          .          .          0          .:
Old  :        33:        21         19          .          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       48.8       83.9       77.0       53.9       45.9       68.1       65.4
Old  :                 56.5       48.8       83.9       77.0       53.9       45.9       68.1       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   488,018:   345,415    387,398    102,894     36,019     21,296          0     23,396     18,085        328      1,824          0:        0         0
Old  :   488,018:   345,415    387,398    102,894     36,019     21,296          0     23,396     18,085        328      1,824          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    28,911:    19,085     22,271      9,194          0        304          0      4,184        328          0      1,824          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       79.4       21.1        7.4        4.4        0.0        4.8        3.7        0.1        0.4        0.0:      0.0       0.0
Old  :     100.0:      70.8       79.4       21.1        7.4        4.4        0.0        4.8        3.7        0.1        0.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         18          .          .          .          0          .          .          .          .          0:
Old  :        31:        17         18          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       58.0       87.3       84.9       60.8       55.5       80.3       78.7
Old  :                 65.7       58.0       87.3       84.9       60.8       55.5       80.3       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                                                                                               Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,597,724: 1,167,677  1,316,164    161,277     58,486    185,787     42,475          0     23,147      7,884      4,663      9,477:        0         0
Old  : 1,597,724: 1,167,677  1,316,164    161,277     58,486    185,787     42,475          0     23,147      7,884      4,663      9,477:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -43,013:   -32,633    -11,814     14,670    -13,008    -17,371     -7,659          0        -18          0       -800         -2:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       82.4       10.1        3.7       11.6        2.7        0.0        1.4        0.5        0.3        0.6:      0.0       0.0
Old  :     100.0:      73.1       82.4       10.1        3.7       11.6        2.7        0.0        1.4        0.5        0.3        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        35         38          4          5          7          .          0          .          .          .          .:
Old  :        61:        35         38          4          5          7          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       39.5       65.6       56.9       43.0       35.0       52.3       47.8
Old  :                 52.1       39.5       65.6       56.9       43.0       35.0       52.3       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    49,193:    39,290     24,749         76      7,487      4,677          2      6,241      4,255        312      1,203        581:       -0         0
Old  :    49,193:    39,290     24,749         76      7,487      4,677          2      6,241      4,255        312      1,203        581:       -0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -2,125:    -1,908       -718        -25        257       -266          2     -1,584        186        -66         25        -25:      -24        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       50.3        0.2       15.2        9.5        0.0       12.7        8.7        0.6        2.4        1.2:     -0.0       0.0
Old  :     100.0:      79.9       50.3        0.2       15.2        9.5        0.0       12.7        8.7        0.6        2.4        1.2:     -0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         19          .          .          .          .          .          .          .          .          .:
Old  :        37:        21         19          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       50.8       78.2       74.9       35.9       34.7       52.4       48.4
Old  :                 50.6       50.8       78.2       74.9       35.9       34.7       52.4       48.4
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   328,467:   207,504    225,430    106,473     29,704      3,856          0     56,003      8,786          0      2,840      1,848:        0         0
Old  :   328,467:   207,504    225,430    106,473     29,704      3,856          0     56,003      8,786          0      2,840      1,848:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -13,166:   -16,656     -3,857      3,483     -2,568          0          0     -1,605       -321          0     -5,143        328:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       68.6       32.4        9.0        1.2        0.0       17.0        2.7        0.0        0.9        0.6:      0.0       0.0
Old  :     100.0:      63.2       68.6       32.4        9.0        1.2        0.0       17.0        2.7        0.0        0.9        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         15          .          .          .          0          .          .          0          .          .:
Old  :        27:        15         15          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.9       66.6       85.5       90.0       61.6       57.7       76.8       77.6
Old  :                 66.9       66.6       85.5       90.0       61.6       57.7       76.8       77.6
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   507,621:   396,241    354,170     49,419    113,510     33,693     20,012          0      5,840      2,008          0        408:        0         0
Old  :   507,621:   396,241    354,170     49,419    113,510     33,693     20,012          0      5,840      2,008          0        408:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -30,523:   -27,431    -29,172     -3,820       -132      2,332      2,348          0     -3,150       -401          0       -401:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       69.8        9.7       22.4        6.6        3.9        0.0        1.2        0.4        0.0        0.1:      0.0       0.0
Old  :     100.0:      78.1       69.8        9.7       22.4        6.6        3.9        0.0        1.2        0.4        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         25          .          4          .          .          0          .          .          0          .:
Old  :        37:        19         25          .          4          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       50.7       73.7       68.9       53.4       46.1       64.2       59.1
Old  :                 58.1       50.7       73.7       68.9       53.4       46.1       64.2       59.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                          Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    56,166:    33,730     51,601     14,840      1,127      1,089      1,248          0      1,802      2,994          0        378:       85       169
Old  :    56,166:    33,730     51,601     14,840      1,127      1,089      1,248          0      1,802      2,994          0        378:       85       169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -1,358:      -462       -743        242        -60        -80       -473       -233        -78        -40          0          0:     -467      -164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       91.9       26.4        2.0        1.9        2.2        0.0        3.2        5.3        0.0        0.7:      0.2       0.3
Old  :     100.0:      60.1       91.9       26.4        2.0        1.9        2.2        0.0        3.2        5.3        0.0        0.7:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         28          5          .          .          .          0          .          .          0          .:
Old  :        40:        22         28          5          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       58.3       71.0       74.4       51.9       56.1       64.3       68.4
Old  :                 52.9       58.3       71.0       74.4       51.9       56.1       64.3       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                              Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,031,304: 1,823,704  1,984,664    199,440     38,480      8,160          0          0          0          0          0          0:        0         0
Old  : 2,031,304: 1,823,704  1,984,664    199,440     38,480      8,160          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :  -270,675:  -242,605   -270,675    -20,050      8,020     -8,020          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       97.7        9.8        1.9        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.8       97.7        9.8        1.9        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         10          .          .          .          0          0          0          0          0          0:
Old  :        24:        16         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       90.4       94.9       98.8       56.3       89.8       93.9       97.6
Old  :                 57.3       90.4       94.9       98.8       56.3       89.8       93.9       97.6
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 1,004,980:   903,030  1,001,830    101,950          0          0          0          0          0          0      3,150          0:        0         0
Old  : 1,004,980:   903,030  1,001,830    101,950          0          0          0          0          0          0      3,150          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -39,000:   -32,000    -36,000     -7,000          0          0          0          0          0          0     -3,000          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       99.7       10.1        0.0        0.0        0.0        0.0        0.0        0.0        0.3        0.0:      0.0       0.0
Old  :     100.0:      89.9       99.7       10.1        0.0        0.0        0.0        0.0        0.0        0.0        0.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         14          .          0          0          0          0          0          0          .          0:
Old  :        29:        19         14          .          0          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       92.2       83.9       97.5       56.8       87.4       83.1       92.1
Old  :                 57.2       92.2       83.9       97.5       56.8       87.4       83.1       92.1
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   808,240:   569,280    710,560    230,800     97,680          0      4,080          0          0      4,080          0          0:        0         0
Old  :   808,240:   569,280    710,560    230,800     97,680          0      4,080          0          0      4,080          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :  -154,560:  -138,560   -150,560    -16,000          0          0          0     -4,000          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       87.9       28.6       12.1        0.0        0.5        0.0        0.0        0.5        0.0        0.0:      0.0       0.0
Old  :     100.0:      70.4       87.9       28.6       12.1        0.0        0.5        0.0        0.0        0.5        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15          9          .          .          0          .          0          0          .          0          0:
Old  :        25:        15          9          .          .          0          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       76.2       86.9       96.7       60.5       76.2       80.7       87.4
Old  :                 62.1       76.2       86.9       96.7       60.5       76.2       80.7       87.4
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   283,360:   191,968    242,760     48,704      8,192     31,208      9,872        816        384      1,224          0          0:        0         0
Old  :   283,360:   191,968    242,760     48,704      8,192     31,208      9,872        816        384      1,224          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -20,800:   -19,184    -18,400     -2,000     -2,000          0        784          0       -400          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       85.7       17.2        2.9       11.0        3.5        0.3        0.1        0.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      67.7       85.7       17.2        2.9       11.0        3.5        0.3        0.1        0.4        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         16          .          .          .          .          .          .          .          0          0:
Old  :        34:        18         16          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       62.9       73.9       85.3       41.6       55.9       62.0       70.8
Old  :                 49.6       62.9       73.9       85.3       41.6       55.9       62.0       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                                                                                                      Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    11,697:     7,808      6,632        806      3,170        849        977         65        189        705        473          0:      363       319
Old  :    11,697:     7,808      6,632        806      3,170        849        977         65        189        705        473          0:      363       319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -1,354:      -997     -1,115       -233        251       -187       -155         65        -65        210       -120        -80:      153      -103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       56.7        6.9       27.1        7.3        8.4        0.6        1.6        6.0        4.0        0.0:      3.1       2.7
Old  :     100.0:      66.8       56.7        6.9       27.1        7.3        8.4        0.6        1.6        6.0        4.0        0.0:      3.1       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         11          .          4          4          .          .          .          .          .          0:
Old  :        26:        11         11          .          4          4          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       58.6       73.9       78.4       40.2       55.3       62.8       69.1
Old  :                 47.0       58.6       73.9       78.4       40.2       55.3       62.8       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5MWh                                                                                                                    :
     :          :    Positions                                                                                                           :
All  : 1,036,900:   891,040    523,494      8,000    278,690     83,060      8,160          0          0          0    105,016     46,640:        0         0
Old  : 1,036,900:   891,040    523,494      8,000    278,690     83,060      8,160          0          0          0    105,016     46,640:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -69,373:   -40,100    -69,373     -8,020     12,030    -12,030     -8,020          0          0          0      1,203     -1,203:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       50.5        0.8       26.9        8.0        0.8        0.0        0.0        0.0       10.1        4.5:      0.0       0.0
Old  :     100.0:      85.9       50.5        0.8       26.9        8.0        0.8        0.0        0.0        0.0       10.1        4.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          .          .          .          .          0          0          0          .          .:
Old  :        23:        11         11          .          .          .          .          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       63.6       82.4       86.1       51.0       56.8       74.2       78.1
Old  :                 54.2       63.6       82.4       86.1       51.0       56.8       74.2       78.1
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   306,850:   240,135    241,150     65,665     65,700          0      1,050          0          0          0          0          0:        0         0
Old  :   306,850:   240,135    241,150     65,665     65,700          0      1,050          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -29,900:   -27,900    -24,900     -1,000     -5,000          0     -1,000          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       78.6       21.4       21.4        0.0        0.3        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      78.3       78.6       21.4       21.4        0.0        0.3        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         10          .          .          0          .          0          0          0          0          0:
Old  :        27:        17         10          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.6       77.2       90.2       93.1       65.4       76.6       85.0       89.8
Old  :                 70.6       77.2       90.2       93.1       65.4       76.6       85.0       89.8
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWH PER LOT                                                                                                          :
     :          :    Positions                                                                                                           :
All  :   197,020:   157,340    143,821      6,375     23,044     30,155      3,150          0          0          0          0          0:        0         0
Old  :   197,020:   157,340    143,821      6,375     23,044     30,155      3,150          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -13,300:   -11,100     -8,000          0     -3,600     -1,700       -500          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       73.0        3.2       11.7       15.3        1.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.9       73.0        3.2       11.7       15.3        1.6        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        22         20          .          .          .          .          0          0          0          0          0:
Old  :        30:        22         20          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       56.4       77.0       83.0       48.0       37.8       59.6       57.2
Old  :                 53.9       56.4       77.0       83.0       48.0       37.8       59.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV                                                                                        Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    22,232:    15,084     14,764      2,284      3,638      1,803      1,280         61        125          0        863         21:    1,635       957
Old  :    22,232:    15,084     14,764      2,284      3,638      1,803      1,280         61        125          0        863         21:    1,635       957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -1,019:    -1,044       -534        116        -42       -179        212          0       -104          0        -80          0:      -20       -80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       66.4       10.3       16.4        8.1        5.8        0.3        0.6        0.0        3.9        0.1:      7.4       4.3
Old  :     100.0:      67.8       66.4       10.3       16.4        8.1        5.8        0.3        0.6        0.0        3.9        0.1:      7.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        21         18          .          .          .          .          .          .          0          .          .:
Old  :        30:        21         18          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       51.9       60.0       73.4       29.1       46.1       44.8       60.0
Old  :                 38.2       51.9       60.0       73.4       29.1       46.1       44.8       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV                                                                                          Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 5 MWh                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,889,329: 2,365,665  1,985,866    140,262    188,298    130,830          0    196,341    252,572          0    135,422          0:        0         0
Old  : 2,889,329: 2,365,665  1,985,866    140,262    188,298    130,830          0    196,341    252,572          0    135,422          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    35,529:    50,380     21,700     -1,576     26,382     -8,526          0     19,748     -4,749          0    -19,026          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       68.7        4.9        6.5        4.5        0.0        6.8        8.7        0.0        4.7        0.0:      0.0       0.0
Old  :     100.0:      81.9       68.7        4.9        6.5        4.5        0.0        6.8        8.7        0.0        4.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        27         25          4          .          .          0          .          .          0          .          0:
Old  :        44:        27         25          4          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       52.6       61.2       72.0       35.1       35.2       52.8       51.6
Old  :                 37.7       52.6       61.2       72.0       35.1       35.2       52.8       51.6
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 16 MWh                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   893,508:   712,890    621,745     87,234     82,924     36,072      5,925     66,002     50,862          0     35,336        525:        0        42
Old  :   893,508:   712,890    621,745     87,234     82,924     36,072      5,925     66,002     50,862          0     35,336        525:        0        42
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     2,443:     7,295        -93     -4,265      5,665     -6,760      1,970     -3,378      4,203          0      2,806          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       69.6        9.8        9.3        4.0        0.7        7.4        5.7        0.0        4.0        0.1:      0.0       0.0
Old  :     100.0:      79.8       69.6        9.8        9.3        4.0        0.7        7.4        5.7        0.0        4.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        30         27          .          5          6          .          .          .          0          .          .:
Old  :        52:        30         27          .          5          6          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.6       45.3       65.3       69.2       39.3       38.9       64.9       59.2
Old  :                 39.6       45.3       65.3       69.2       39.3       38.9       64.9       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                         Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWH                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,150,045: 2,036,045  2,095,805    101,760     42,000     12,240          0          0          0          0          0          0:        0         0
Old  : 2,150,045: 2,036,045  2,095,805    101,760     42,000     12,240          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :  -128,260:  -108,210   -128,260     -8,020     12,030    -12,030          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       97.5        4.7        2.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      94.7       97.5        4.7        2.0        0.6        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18          9          .          .          .          0          0          0          0          0          0:
Old  :        27:        18          9          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       95.4       92.2       99.4       80.6       89.0       88.3       92.6
Old  :                 80.6       95.4       92.2       99.4       80.6       89.0       88.3       92.6
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   613,745:   569,195    600,765     41,400      9,830      3,150          0          0          0          0          0          0:        0         0
Old  :   613,745:   569,195    600,765     41,400      9,830      3,150          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -40,350:   -34,350    -40,350     -3,000      3,000     -3,000          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       97.9        6.7        1.6        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      92.7       97.9        6.7        1.6        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        23         12          .          .          .          0          0          0          0          0          0:
Old  :        29:        23         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       92.7       82.7       97.7       72.0       87.8       81.6       91.8
Old  :                 72.7       92.7       82.7       97.7       72.0       87.8       81.6       91.8
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   524,855:   282,196    473,895     89,151     11,411     15,659    102,608          0     20,754     14,487      3,136          0:        0         0
Old  :   524,855:   282,196    473,895     89,151     11,411     15,659    102,608          0     20,754     14,487      3,136          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -47,202:   -32,893    -42,782     -5,972      2,005     -4,411     -1,170       -452     -1,954       -802        392          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       90.3       17.0        2.2        3.0       19.5        0.0        4.0        2.8        0.6        0.0:      0.0       0.0
Old  :     100.0:      53.8       90.3       17.0        2.2        3.0       19.5        0.0        4.0        2.8        0.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        24         25          5          .          4          .          0          .          .          .          0:
Old  :        43:        24         25          5          .          4          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       57.8       67.4       75.9       39.4       53.6       53.5       63.9
Old  :                 46.3       57.8       67.4       75.9       39.4       53.6       53.5       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV                                                                                         Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    39,319:    24,422     31,169      5,013      2,145      2,066      5,754      2,665        652        783        226         37:      592       359
Old  :    39,319:    24,422     31,169      5,013      2,145      2,066      5,754      2,665        652        783        226         37:      592       359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -2,487:    -1,669     -2,363       -533       -220         55       -443       -262        108        122         27       -107:      -19       276
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       79.3       12.7        5.5        5.3       14.6        6.8        1.7        2.0        0.6        0.1:      1.5       0.9
Old  :     100.0:      62.1       79.3       12.7        5.5        5.3       14.6        6.8        1.7        2.0        0.6        0.1:      1.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        22         26          5          .          5          .          .          .          .          .          .:
Old  :        45:        22         26          5          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       45.3       72.4       66.9       39.3       43.6       58.7       65.2
Old  :                 45.7       45.3       72.4       66.9       39.3       43.6       58.7       65.2
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,293:    12,120     22,448      4,974          0        896      5,306          0        845        100         52         52:        0         0
Old  :    24,293:    12,120     22,448      4,974          0        896      5,306          0        845        100         52         52:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -1,912:    -1,649     -1,811       -121          0       -101        -68          0          0         27          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       92.4       20.5        0.0        3.7       21.8        0.0        3.5        0.4        0.2        0.2:      0.0       0.0
Old  :     100.0:      49.9       92.4       20.5        0.0        3.7       21.8        0.0        3.5        0.4        0.2        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         11          .          0          .          .          0          .          .          .          .:
Old  :        28:        16         11          .          0          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       87.7       86.1       97.6       56.1       85.1       74.2       85.9
Old  :                 67.1       87.7       86.1       97.6       56.1       85.1       74.2       85.9
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   233,874:    82,908    214,322     37,498          0     19,208     89,180          0        344      4,736          0          0:        0         0
Old  :   233,874:    82,908    214,322     37,498          0     19,208     89,180          0        344      4,736          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -20,591:   -11,857    -17,060      1,585          0     -3,210     -1,331          0       -321     -5,457          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       91.6       16.0        0.0        8.2       38.1        0.0        0.1        2.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      35.4       91.6       16.0        0.0        8.2       38.1        0.0        0.1        2.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13          9          .          0          .          .          0          .          .          0          0:
Old  :        25:        13          9          .          0          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.7       97.4       88.5       99.4       69.3       90.1       80.1       90.8
Old  :                 77.7       97.4       88.5       99.4       69.3       90.1       80.1       90.8
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   518,512:   284,113    487,327    198,165          0      2,753     11,560      6,511     21,921          0          0          0:        0         0
Old  :   518,512:   284,113    487,327    198,165          0      2,753     11,560      6,511     21,921          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -32,477:   -22,472    -32,824    -10,352          0      2,753      2,406      2,406     -4,812          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.8       94.0       38.2        0.0        0.5        2.2        1.3        4.2        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.8       94.0       38.2        0.0        0.5        2.2        1.3        4.2        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         19          5          0          .          .          .          .          0          0          0:
Old  :        32:        22         19          5          0          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       80.5       74.8       93.8       57.7       70.9       68.3       78.6
Old  :                 57.8       80.5       74.8       93.8       57.7       70.9       68.3       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    30,022:    21,109     21,527        257      5,807      2,114      2,906          0          0      3,062          0          0:      574       574
Old  :    30,022:    21,109     21,527        257      5,807      2,114      2,906          0          0      3,062          0          0:      574       574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -1,404:    -1,087       -771          0       -260        -80       -240          0        -20          0          0          0:       23      -273
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       71.7        0.9       19.3        7.0        9.7        0.0        0.0       10.2        0.0        0.0:      1.9       1.9
Old  :     100.0:      70.3       71.7        0.9       19.3        7.0        9.7        0.0        0.0       10.2        0.0        0.0:      1.9       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         15          .          4          .          .          0          0          .          0          0:
Old  :        31:        19         15          .          4          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       79.7       74.5       93.2       42.5       61.2       61.5       70.6
Old  :                 45.4       79.7       74.5       93.2       42.5       61.2       61.5       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                                                                                                          Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :     7,463:     3,644      5,251      1,709        248      1,199          0          0          0          0        468          0:      911       297
Old  :     7,463:     3,644      5,251      1,709        248      1,199          0          0          0          0        468          0:      911       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :      -688:      -382       -443         47          0       -145          0          0          0          0        -39        -21:     -187       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.8       70.4       22.9        3.3       16.1        0.0        0.0        0.0        0.0        6.3        0.0:     12.2       4.0
Old  :     100.0:      48.8       70.4       22.9        3.3       16.1        0.0        0.0        0.0        0.0        6.3        0.0:     12.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         12          4          .          .          0          0          0          0          .          0:
Old  :        21:        10         12          4          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       59.5       77.9       84.2       36.6       44.2       49.1       58.7
Old  :                 55.7       59.5       77.9       84.2       36.6       44.2       49.1       58.7
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    72,574:    51,400     52,718      4,814      3,088     16,360          0          0          0          0        408          0:        0         0
Old  :    72,574:    51,400     52,718      4,814      3,088     16,360          0          0          0          0        408          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -6,416:    -5,213     -4,453        401         42     -1,604          0          0          0          0       -401          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       72.6        6.6        4.3       22.5        0.0        0.0        0.0        0.0        0.6        0.0:      0.0       0.0
Old  :     100.0:      70.8       72.6        6.6        4.3       22.5        0.0        0.0        0.0        0.0        0.6        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9          9          4          .          .          0          0          0          0          .          0:
Old  :        21:         9          9          4          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.0       78.8       95.1       97.3       49.7       61.7       62.9       66.6
Old  :                 71.0       78.8       95.1       97.3       49.7       61.7       62.9       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                                                           Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    20,907:    12,632     18,648      5,400        151        620      1,236        151         63        830      1,105         63:       63       106
Old  :    20,907:    12,632     18,648      5,400        151        620      1,236        151         63        830      1,105         63:       63       106
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :      -563:       308       -927       -458        122          4          1         43          0       -200        455       -200:      -18       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       89.2       25.8        0.7        3.0        5.9        0.7        0.3        4.0        5.3        0.3:      0.3       0.5
Old  :     100.0:      60.4       89.2       25.8        0.7        3.0        5.9        0.7        0.3        4.0        5.3        0.3:      0.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        16         19          5          .          5          .          .          .          .          .          .:
Old  :        35:        16         19          5          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       47.2       66.8       70.5       40.7       44.1       57.2       61.6
Old  :                 45.2       47.2       66.8       70.5       40.7       44.1       57.2       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   279,074:   103,660    265,970    130,750      3,456      2,712      5,520          0          0     31,944      2,448      4,488:        0         0
Old  :   279,074:   103,660    265,970    130,750      3,456      2,712      5,520          0          0     31,944      2,448      4,488:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -25,721:   -14,609    -27,209     -7,387      1,203        285          0          0          0     -4,010          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.1       95.3       46.9        1.2        1.0        2.0        0.0        0.0       11.4        0.9        1.6:      0.0       0.0
Old  :     100.0:      37.1       95.3       46.9        1.2        1.0        2.0        0.0        0.0       11.4        0.9        1.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         16          4          .          .          .          0          0          .          .          .:
Old  :        32:        18         16          4          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       67.8       80.1       82.7       56.8       59.9       69.1       70.9
Old  :                 60.2       67.8       80.1       82.7       56.8       59.9       69.1       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                                                                                                           Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,227:     7,554     10,130      5,413      4,106      2,391        681          0        190        636        220         21:      341       169
Old  :    17,227:     7,554     10,130      5,413      4,106      2,391        681          0        190        636        220         21:      341       169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :      -866:      -555       -433       -428       -320        -82        403          0       -168       -253        154        -83:      300        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.8       58.8       31.4       23.8       13.9        4.0        0.0        1.1        3.7        1.3        0.1:      2.0       1.0
Old  :     100.0:      43.8       58.8       31.4       23.8       13.9        4.0        0.0        1.1        3.7        1.3        0.1:      2.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        15         19          5          .          4          4          0          .          .          .          .:
Old  :        35:        15         19          5          .          4          4          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       46.3       62.4       65.3       30.8       39.0       44.9       52.8
Old  :                 44.8       46.3       62.4       65.3       30.8       39.0       44.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   199,852:    61,060    105,855    129,665     84,150      5,111      2,384        816          0      1,632      3,920          0:        0         0
Old  :   199,852:    61,060    105,855    129,665     84,150      5,111      2,384        816          0      1,632      3,920          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -17,707:   -11,714    -15,238     -6,768     -5,213          0      1,176          0          0       -401      2,744          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.6       53.0       64.9       42.1        2.6        1.2        0.4        0.0        0.8        2.0        0.0:      0.0       0.0
Old  :     100.0:      30.6       53.0       64.9       42.1        2.6        1.2        0.4        0.0        0.8        2.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17         16          4          .          .          .          .          0          .          .          0:
Old  :        36:        17         16          4          .          .          .          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       64.1       85.4       81.5       65.0       63.8       77.0       74.7
Old  :                 68.8       64.1       85.4       81.5       65.0       63.8       77.0       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE - ICE FUTURES ENERGY DIV                                                                                                              Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    20,924:    15,661     15,527      2,045        491      1,070          0      1,688      2,148          0          0          0:        0         0
Old  :    20,924:    15,661     15,527      2,045        491      1,070          0      1,688      2,148          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :       614:      -154        692        845          0        -77          0         -1          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       74.2        9.8        2.3        5.1        0.0        8.1       10.3        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.8       74.2        9.8        2.3        5.1        0.0        8.1       10.3        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         15          .          .          .          0          .          .          0          0          0:
Old  :        26:        16         15          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.8       68.1       85.9       88.2       50.9       49.3       62.6       63.2
Old  :                 57.8       68.1       85.9       88.2       50.9       49.3       62.6       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   150,001:   139,307     68,568          0     70,739     10,694          0          0          0          0          0          0:        0         0
Old  :   150,001:   139,307     68,568          0     70,739     10,694          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:      -327          0          0       -327        327          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       45.7        0.0       47.2        7.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      92.9       45.7        0.0       47.2        7.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         13          0          4          .          0          0          0          0          0          0:
Old  :        24:        14         13          0          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.7       69.7       88.7       88.5       66.0       64.1       78.6       77.7
Old  :                 71.7       69.7       88.7       88.5       66.0       64.1       78.6       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   686,177:   613,216    526,510     32,176     72,182     40,785          0     46,700          0          0          0          0:        0         0
Old  :   686,177:   613,216    526,510     32,176     72,182     40,785          0     46,700          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -42,907:   -38,897    -30,877          0          0     -4,010          0     -8,020          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       76.7        4.7       10.5        5.9        0.0        6.8        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.4       76.7        4.7       10.5        5.9        0.0        6.8        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        14          9          .          .          .          0          .          0          0          0          0:
Old  :        25:        14          9          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       67.0       79.2       91.4       61.9       65.2       76.6       83.8
Old  :                 61.9       67.0       79.2       91.4       61.9       65.2       76.6       83.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   196,995:   176,225    164,470      7,620     15,100     13,150          0      4,275          0          0          0          0:        0         0
Old  :   196,995:   176,225    164,470      7,620     15,100     13,150          0      4,275          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -16,500:   -14,500    -13,800     -1,000       -700     -1,000          0     -1,000          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.5       83.5        3.9        7.7        6.7        0.0        2.2        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.5       83.5        3.9        7.7        6.7        0.0        2.2        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16          9          .          .          .          0          .          0          0          0          0:
Old  :        27:        16          9          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       67.9       76.5       89.1       57.9       62.8       71.9       78.3
Old  :                 57.9       67.9       76.5       89.1       57.9       62.8       71.9       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                                 Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   260,290:   209,385    111,990     49,115    146,510      1,790          0          0          0          0          0          0:        0         0
Old  :   260,290:   209,385    111,990     49,115    146,510      1,790          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    -6,570:    -5,325     -3,600       -775     -2,500       -470          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       43.0       18.9       56.3        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.4       43.0       18.9       56.3        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16          7          .          .          .          0          0          0          0          0          0:
Old  :        25:        16          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       93.3       84.9       98.9       55.9       92.1       83.8       96.8
Old  :                 56.5       93.3       84.9       98.9       55.9       92.1       83.8       96.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   900,505:   724,951    376,965    173,627    521,613      1,927          0          0          0          0          0          0:        0         0
Old  :   900,505:   724,951    376,965    173,627    521,613      1,927          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -24,138:   -13,766    -12,030    -12,299    -14,035      1,927          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       41.9       19.3       57.9        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.5       41.9       19.3       57.9        0.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          4          4          .          .          0          0          0          0          0          0:
Old  :        22:        13          4          4          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       97.2       87.0      100.0       59.5       97.2       86.7       99.8
Old  :                 59.5       97.2       87.0      100.0       59.5       97.2       86.7       99.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                     Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   150,580:   121,635    116,650      7,625     12,610     21,320          0          0          0          0          0          0:        0         0
Old  :   150,580:   121,635    116,650      7,625     12,610     21,320          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -14,430:   -15,175    -10,700      2,275     -2,200     -1,530          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       77.5        5.1        8.4       14.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.8       77.5        5.1        8.4       14.2        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         11          .          .          .          0          0          0          0          0          0:
Old  :        23:        13         11          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       68.2       85.2       90.7       53.8       62.2       68.5       73.3
Old  :                 58.4       68.2       85.2       90.7       53.8       62.2       68.5       73.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mwh                                                                                                                     :
     :          :    Positions                                                                                                           :
All  :   668,047:   567,616    533,962     28,290     61,944     72,141          0          0          0          0          0          0:        0         0
Old  :   668,047:   567,616    533,962     28,290     61,944     72,141          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -51,651:   -50,684    -36,892      8,690     -5,102     -9,657          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.0       79.9        4.2        9.3       10.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.0       79.9        4.2        9.3       10.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         11          .          .          .          0          0          0          0          0          0:
Old  :        22:        13         11          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       63.4       87.3       89.4       62.0       61.7       74.9       77.7
Old  :                 66.6       63.4       87.3       89.4       62.0       61.7       74.9       77.7
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   187,935:   176,685    145,395      7,230     38,520      4,020          0          0          0          0          0          0:        0         0
Old  :   187,935:   176,685    145,395      7,230     38,520      4,020          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -10,900:   -10,000     -9,900       -100       -200       -800          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       77.4        3.8       20.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      94.0       77.4        3.8       20.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18          9          .          4          .          0          0          0          0          0          0:
Old  :        27:        18          9          .          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       73.4       75.1       91.9       53.9       66.6       73.1       83.9
Old  :                 55.7       73.4       75.1       91.9       53.9       66.6       73.1       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   616,711:   567,628    497,162     11,747     82,213     37,336          0          0          0          0          0          0:        0         0
Old  :   616,711:   567,628    497,162     11,747     82,213     37,336          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -38,897:   -33,684    -37,694     -2,005      2,005     -3,208          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.0       80.6        1.9       13.3        6.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      92.0       80.6        1.9       13.3        6.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16          8          .          .          .          0          0          0          0          0          0:
Old  :        24:        16          8          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       73.9       76.4       91.9       56.2       65.2       72.9       80.5
Old  :                 58.2       73.9       76.4       91.9       56.2       65.2       72.9       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,262,793: 1,203,565  1,138,558     29,959     94,966     29,269          0          0          0          0          0          0:        0         0
Old  : 1,262,793: 1,203,565  1,138,558     29,959     94,966     29,269          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -60,311:   -55,098    -59,509       -401      4,010     -4,812          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.3       90.2        2.4        7.5        2.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      95.3       90.2        2.4        7.5        2.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        18          7          .          .          .          0          0          0          0          0          0:
Old  :        25:        18          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.8       87.5       86.8       99.8       73.8       86.1       86.4       94.3
Old  :                 73.8       87.5       86.8       99.8       73.8       86.1       86.4       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   328,045:   311,045    292,530      8,195     26,710      8,805          0          0          0          0          0          0:        0         0
Old  :   328,045:   311,045    292,530      8,195     26,710      8,805          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -24,600:   -24,500    -24,200       -100       -400          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       89.2        2.5        8.1        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      94.8       89.2        2.5        8.1        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        20          7          .          .          .          0          0          0          0          0          0:
Old  :        29:        20          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.1       87.9       86.2       99.8       73.1       86.3       86.0       95.7
Old  :                 73.1       87.9       86.2       99.8       73.1       86.3       86.0       95.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 8,807,271: 6,556,077  8,108,682  1,449,644     15,769    682,820    113,426          0          0      5,304          0          0:        0         0
Old  : 8,807,271: 6,556,077  8,108,682  1,449,644     15,769    682,820    113,426          0          0      5,304          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   112,134:    64,351     32,143    -23,386          0     79,991     -8,822          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       92.1       16.5        0.2        7.8        1.3        0.0        0.0        0.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.4       92.1       16.5        0.2        7.8        1.3        0.0        0.0        0.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        29         25          6          .          5          .          0          0          .          0          0:
Old  :        48:        29         25          6          .          5          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.5       58.9       63.2       84.6       34.1       54.7       51.4       71.9
Old  :                 41.5       58.9       63.2       84.6       34.1       54.7       51.4       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                                                                                             Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 2,827,990: 2,178,330  2,651,775    446,285          0    176,215     26,110          0          0      1,050          0          0:        0         0
Old  : 2,827,990: 2,178,330  2,651,775    446,285          0    176,215     26,110          0          0      1,050          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    24,785:     2,890      6,940     15,250          0     17,845     -9,200          0          0     -2,000          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       93.8       15.8        0.0        6.2        0.9        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      77.0       93.8       15.8        0.0        6.2        0.9        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        34         26          7          0          6          .          0          0          .          0          0:
Old  :        51:        34         26          7          0          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       56.6       57.1       82.1       32.0       53.9       52.4       67.3
Old  :                 35.3       56.6       57.1       82.1       32.0       53.9       52.4       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 3,073,749: 1,792,289  2,157,735    387,199    252,125    288,644      3,005    132,536     68,515    513,696    153,793     20,401:        0         0
Old  : 3,073,749: 1,792,289  2,157,735    387,199    252,125    288,644      3,005    132,536     68,515    513,696    153,793     20,401:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -10,011:   -27,051     92,519     22,967    -25,597     -5,719      1,120     -1,132     -5,390     -2,535    -71,289      6,598:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       70.2       12.6        8.2        9.4        0.1        4.3        2.2       16.7        5.0        0.7:      0.0       0.0
Old  :     100.0:      58.3       70.2       12.6        8.2        9.4        0.1        4.3        2.2       16.7        5.0        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        35         31          5          6          8          .          5          .          4          4          .:
Old  :        63:        35         31          5          6          8          .          5          .          4          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       53.7       66.8       68.4       49.3       50.2       64.9       61.7
Old  :                 49.3       53.7       66.8       68.4       49.3       50.2       64.9       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MWh (Megawatt Hours)                                                                                                    :
     :          :    Positions                                                                                                           :
All  : 6,593,287: 5,594,349  5,214,977    240,820    560,580    462,781     48,051    146,200    141,837     85,337     46,800     20,112:        0         0
Old  : 6,593,287: 5,594,349  5,214,977    240,820    560,580    462,781     48,051    146,200    141,837     85,337     46,800     20,112:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -89,151:   -87,006     53,318     14,580   -119,729    -14,319     -1,604     -6,015       -802      1,604          0     -1,604:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       79.1        3.7        8.5        7.0        0.7        2.2        2.2        1.3        0.7        0.3:      0.0       0.0
Old  :     100.0:      84.8       79.1        3.7        8.5        7.0        0.7        2.2        2.2        1.3        0.7        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        29         24          5          4          6          .          .          .          .          .          .:
Old  :        48:        29         24          5          4          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       73.8       66.8       85.6       50.0       68.1       64.1       76.5
Old  :                 50.3       73.8       66.8       85.6       50.0       68.1       64.1       76.5
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   633,335:   573,220    497,450     48,290    120,700     11,825          0      3,360          0          0          0          0:        0         0
Old  :   633,335:   573,220    497,450     48,290    120,700     11,825          0      3,360          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :   -24,790:   -17,000    -12,650     -4,800     -8,950     -2,990          0       -200          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.5       78.5        7.6       19.1        1.9        0.0        0.5        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      90.5       78.5        7.6       19.1        1.9        0.0        0.5        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        25          9          .          .          4          0          .          0          0          0          0:
Old  :        32:        25          9          .          .          4          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       77.9       63.5       95.7       41.1       69.3       58.2       81.3
Old  :                 43.9       77.9       63.5       95.7       41.1       69.3       58.2       81.3
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,127,227: 1,832,824  1,730,556    136,893    236,305    157,510          0      2,856          0          0          0          0:        0         0
Old  : 2,127,227: 1,832,824  1,730,556    136,893    236,305    157,510          0      2,856          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :  -142,355:  -131,127   -114,285     -2,005    -18,045     -9,223          0       -802          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       81.4        6.4       11.1        7.4        0.0        0.1        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      86.2       81.4        6.4       11.1        7.4        0.0        0.1        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        24         12          .          .          .          0          .          0          0          0          0:
Old  :        34:        24         12          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       73.8       66.8       92.4       43.3       61.7       62.8       73.2
Old  :                 44.0       73.8       66.8       92.4       43.3       61.7       62.8       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    51,266:    38,219     18,948          0     18,944      6,015          0      2,272        132        415          0        166:    6,320     4,789
Old  :    51,266:    38,219     18,948          0     18,944      6,015          0      2,272        132        415          0        166:    6,320     4,789
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :      -644:      -149       -545          0        -56        -72          0          0          0       -238          0          7:     -192        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       37.0        0.0       37.0       11.7        0.0        4.4        0.3        0.8        0.0        0.3:     12.3       9.3
Old  :     100.0:      74.5       37.0        0.0       37.0       11.7        0.0        4.4        0.3        0.8        0.0        0.3:     12.3       9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         24          0          7          6          0          .          .          .          0          .:
Old  :        37:        23         24          0          7          6          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       50.5       63.8       69.9       30.1       38.7       38.0       46.5
Old  :                 47.2       50.5       63.8       69.9       30.1       38.7       38.0       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-06465A
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS 0F 400 MEGAWATT HOURS)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    11,015:     8,612      8,082          0      1,682        786          0          0          0        361         84        255:    1,001       126
Old  :    11,015:     8,612      8,082          0      1,682        786          0          0          0        361         84        255:    1,001       126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       73.4        0.0       15.3        7.1        0.0        0.0        0.0        3.3        0.8        2.3:      9.1       1.1
Old  :     100.0:      78.2       73.4        0.0       15.3        7.1        0.0        0.0        0.0        3.3        0.8        2.3:      9.1       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         12          0          .          .          0          0          0          .          .          .:
Old  :        20:         9         12          0          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       57.3       84.7       79.3       54.7       50.2       63.6       66.4
Old  :                 60.6       57.3       84.7       79.3       54.7       50.2       63.6       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     7,437:     3,223      5,771      1,350        142        526      1,198         40        262          0          0          0:      878       696
Old  :     7,437:     3,223      5,771      1,350        142        526      1,198         40        262          0          0          0:      878       696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.3       77.6       18.2        1.9        7.1       16.1        0.5        3.5        0.0        0.0        0.0:     11.8       9.4
Old  :     100.0:      43.3       77.6       18.2        1.9        7.1       16.1        0.5        3.5        0.0        0.0        0.0:     11.8       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         15          .          .          .          .          .          .          0          0          0:
Old  :        24:        14         15          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       50.0       77.2       76.5       50.0       46.0       62.7       63.7
Old  :                 55.5       50.0       77.2       76.5       50.0       46.0       62.7       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,015:     6,130      6,502        404          0      1,590          0        728      1,162          0          0          0:    1,729     1,033
Old  :    11,015:     6,130      6,502        404          0      1,590          0        728      1,162          0          0          0:    1,729     1,033
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :       360:         0        360        192       -168        168          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       59.0        3.7        0.0       14.4        0.0        6.6       10.5        0.0        0.0        0.0:     15.7       9.4
Old  :     100.0:      55.7       59.0        3.7        0.0       14.4        0.0        6.6       10.5        0.0        0.0        0.0:     15.7       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         14          .          0          .          0          .          .          0          0          0:
Old  :        26:        17         14          .          0          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       48.6       54.3       75.5       21.7       39.8       31.9       48.2
Old  :                 33.6       48.6       54.3       75.5       21.7       39.8       31.9       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    25,393:    16,579     22,133      6,541      1,477        807          0        955          0        955          0          0:      511        21
Old  :    25,393:    16,579     22,133      6,541      1,477        807          0        955          0        955          0          0:      511        21
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       87.2       25.8        5.8        3.2        0.0        3.8        0.0        3.8        0.0        0.0:      2.0       0.1
Old  :     100.0:      65.3       87.2       25.8        5.8        3.2        0.0        3.8        0.0        3.8        0.0        0.0:      2.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         11          .          .          .          0          .          0          .          0          0:
Old  :        27:        13         11          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       78.0       85.3       91.9       49.7       77.2       82.1       90.0
Old  :                 52.9       78.0       85.3       91.9       49.7       77.2       82.1       90.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   556,495:   398,820    535,193    136,373          0     16,622          0      4,680          0      4,680          0          0:        0         0
Old  :   556,495:   398,820    535,193    136,373          0     16,622          0      4,680          0      4,680          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       96.2       24.5        0.0        3.0        0.0        0.8        0.0        0.8        0.0        0.0:      0.0       0.0
Old  :     100.0:      71.7       96.2       24.5        0.0        3.0        0.0        0.8        0.0        0.8        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         10          .          0          .          0          .          0          .          0          0:
Old  :        27:        18         10          .          0          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       89.4       78.9       96.9       51.7       89.1       76.3       94.5
Old  :                 54.4       89.4       78.9       96.9       51.7       89.1       76.3       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-064A38
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    11,502:     8,362     10,824      1,170          0        401          0          0          0      1,292          0          0:      277       277
Old  :    11,502:     8,362     10,824      1,170          0        401          0          0          0      1,292          0          0:      277       277
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       94.1       10.2        0.0        3.5        0.0        0.0        0.0       11.2        0.0        0.0:      2.4       2.4
Old  :     100.0:      72.7       94.1       10.2        0.0        3.5        0.0        0.0        0.0       11.2        0.0        0.0:      2.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         10          .          0          .          0          0          0          .          0          0:
Old  :        20:         9         10          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.5       76.4       89.3       92.6       71.5       76.4       86.4       87.7
Old  :                 71.5       76.4       89.3       92.6       71.5       76.4       86.4       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A39
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   137,018:    92,777    125,644     24,907      4,664      6,710          0          0          0     12,624          0          0:        0         0
Old  :   137,018:    92,777    125,644     24,907      4,664      6,710          0          0          0     12,624          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       91.7       18.2        3.4        4.9        0.0        0.0        0.0        9.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      67.7       91.7       18.2        3.4        4.9        0.0        0.0        0.0        9.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          9          .          .          .          0          0          0          .          0          0:
Old  :        20:         8          9          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       74.4       93.3       92.9       65.3       74.4       87.6       91.4
Old  :                 65.3       74.4       93.3       92.9       65.3       74.4       87.6       91.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    49,208:    27,130     46,679     19,293          0      2,275          0          0          0          0          0          0:      510       254
Old  :    49,208:    27,130     46,679     19,293          0      2,275          0          0          0          0          0          0:      510       254
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       94.9       39.2        0.0        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       0.5
Old  :     100.0:      55.1       94.9       39.2        0.0        4.6        0.0        0.0        0.0        0.0        0.0        0.0:      1.0       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         17          .          0          .          0          0          0          0          0          0:
Old  :        22:         9         17          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.3       54.3       96.8       76.9       65.9       52.4       80.7       73.2
Old  :                 73.3       54.3       96.8       76.9       65.9       52.4       80.7       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 MEGAWATT HOURS)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   761,654:   478,188    719,581    241,393          0     42,073          0          0          0          0          0          0:        0         0
Old  :   761,654:   478,188    719,581    241,393          0     42,073          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    10,976:    10,976     10,976          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.8       94.5       31.7        0.0        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      62.8       94.5       31.7        0.0        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         17          4          0          .          0          0          0          0          0          0:
Old  :        25:        13         17          4          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       50.3       91.8       74.9       55.9       48.7       77.4       71.7
Old  :                 61.5       50.3       91.8       74.9       55.9       48.7       77.4       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    98,548:    72,255     56,552     12,684     35,956      1,879      8,925        315      2,550          0      1,020        255:        0        21
Old  :    98,548:    72,255     56,552     12,684     35,956      1,879      8,925        315      2,550          0      1,020        255:        0        21
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :       400:       400        400          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       57.4       12.9       36.5        1.9        9.1        0.3        2.6        0.0        1.0        0.3:      0.0       0.0
Old  :     100.0:      73.3       57.4       12.9       36.5        1.9        9.1        0.3        2.6        0.0        1.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         18          5          .          4          .          .          .          0          .          .:
Old  :        40:        21         18          5          .          4          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       53.3       70.4       75.1       36.6       51.7       58.6       73.2
Old  :                 43.7       53.3       70.4       75.1       36.6       51.7       58.6       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,759,272: 1,536,514  1,066,252     66,128    360,483    127,196          0    176,040     23,520        133          0      5,781:        0         0
Old  : 1,759,272: 1,536,514  1,066,252     66,128    360,483    127,196          0    176,040     23,520        133          0      5,781:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     3,256:     3,256      3,256          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       60.6        3.8       20.5        7.2        0.0       10.0        1.3        0.0        0.0        0.3:      0.0       0.0
Old  :     100.0:      87.3       60.6        3.8       20.5        7.2        0.0       10.0        1.3        0.0        0.0        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         19          .          5          5          0          .          .          .          0          .:
Old  :        40:        23         19          .          5          5          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       46.9       76.7       73.9       45.9       35.0       60.6       55.7
Old  :                 51.3       46.9       76.7       73.9       45.9       35.0       60.6       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    26,532:    14,139     13,605     11,008      1,905          0          0      9,382      1,280         42          0         63:        0       297
Old  :    26,532:    14,139     13,605     11,008      1,905          0          0      9,382      1,280         42          0         63:        0       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       51.3       41.5        7.2        0.0        0.0       35.4        4.8        0.2        0.0        0.2:      0.0       1.1
Old  :     100.0:      53.3       51.3       41.5        7.2        0.0        0.0       35.4        4.8        0.2        0.0        0.2:      0.0       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         13          .          .          0          0          .          .          .          0          .:
Old  :        27:        16         13          .          .          0          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       74.1       74.0       88.4       48.4       63.5       69.0       71.7
Old  :                 49.9       74.1       74.0       88.4       48.4       63.5       69.0       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    56,702:    45,712     44,193      3,383        533      6,201          0      4,495      1,280        126          0          0:        0         0
Old  :    56,702:    45,712     44,193      3,383        533      6,201          0      4,495      1,280        126          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       77.9        6.0        0.9       10.9        0.0        7.9        2.3        0.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.6       77.9        6.0        0.9       10.9        0.0        7.9        2.3        0.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         12          4          .          4          0          .          .          .          0          0:
Old  :        26:        12         12          4          .          4          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       77.2       74.7       95.8       47.5       59.9       63.7       69.7
Old  :                 51.8       77.2       74.7       95.8       47.5       59.9       63.7       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    59,411:    41,229     41,188      5,216      8,925      6,328      3,305          0      2,865        363          0        105:        0         0
Old  :    59,411:    41,229     41,188      5,216      8,925      6,328      3,305          0      2,865        363          0        105:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     1,275:         0      1,275      1,275          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       69.3        8.8       15.0       10.7        5.6        0.0        4.8        0.6        0.0        0.2:      0.0       0.0
Old  :     100.0:      69.4       69.3        8.8       15.0       10.7        5.6        0.0        4.8        0.6        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        21         15          .          4          .          .          0          .          .          0          .:
Old  :        33:        21         15          .          4          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       69.1       70.5       86.3       35.0       58.9       52.6       66.9
Old  :                 51.0       69.1       70.5       86.3       35.0       58.9       52.6       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    48,858:    30,778     40,727     12,038      3,945      1,883          0          0          0      1,856          0      2,048:      255       255
Old  :    48,858:    30,778     40,727     12,038      3,945      1,883          0          0          0      1,856          0      2,048:      255       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :     3,995:     3,995      3,995          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       83.4       24.6        8.1        3.9        0.0        0.0        0.0        3.8        0.0        4.2:      0.5       0.5
Old  :     100.0:      63.0       83.4       24.6        8.1        3.9        0.0        0.0        0.0        3.8        0.0        4.2:      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        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         17          .          .          4          0          0          0          .          0          .:
Old  :        27:        16         17          .          .          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       50.3       76.3       72.9       45.9       47.6       63.9       62.7
Old  :                 50.3       50.3       76.3       72.9       45.9       47.6       63.9       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    57,198:    52,140     36,434      1,827     17,554      3,105          0          0          0          0          0        105:       21         0
Old  :    57,198:    52,140     36,434      1,827     17,554      3,105          0          0          0          0          0        105:       21         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.2       63.7        3.2       30.7        5.4        0.0        0.0        0.0        0.0        0.0        0.2:      0.0       0.0
Old  :     100.0:      91.2       63.7        3.2       30.7        5.4        0.0        0.0        0.0        0.0        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         17          .          5          .          0          0          0          0          0          .:
Old  :        34:        20         17          .          5          .          0          0          0          0          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       59.1       70.6       82.8       41.9       55.9       64.8       76.5
Old  :                 42.8       59.1       70.6       82.8       41.9       55.9       64.8       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A69
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    22,241:    15,127     18,131      5,293        902      1,779          0          0          0          0      1,280          0:       42       149
Old  :    22,241:    15,127     18,131      5,293        902      1,779          0          0          0          0      1,280          0:       42       149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       81.5       23.8        4.1        8.0        0.0        0.0        0.0        0.0        5.8        0.0:      0.2       0.7
Old  :     100.0:      68.0       81.5       23.8        4.1        8.0        0.0        0.0        0.0        0.0        5.8        0.0:      0.2       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11         11          .          .          .          0          0          0          0          .          0:
Old  :        20:        11         11          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       60.1       86.8       86.4       59.0       54.4       79.5       76.7
Old  :                 60.3       60.1       86.8       86.4       59.0       54.4       79.5       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   344,628:   178,545    291,348     88,982      6,120          0     35,669     11,440     35,720      5,712          0          0:        0         0
Old  :   344,628:   178,545    291,348     88,982      6,120          0     35,669     11,440     35,720      5,712          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    13,992:    -9,328     13,992          0          0          0     23,320          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       84.5       25.8        1.8        0.0       10.4        3.3       10.4        1.7        0.0        0.0:      0.0       0.0
Old  :     100.0:      51.8       84.5       25.8        1.8        0.0       10.4        3.3       10.4        1.7        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         17          .          .          0          .          .          .          .          0          0:
Old  :        29:        14         17          .          .          0          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       50.2       80.2       74.0       46.3       37.8       58.2       51.6
Old  :                 62.2       50.2       80.2       74.0       46.3       37.8       58.2       51.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   868,337:   687,049    592,618     53,520    142,639     79,752          0      5,312     48,016          0          0          0:        0         0
Old  :   868,337:   687,049    592,618     53,520    142,639     79,752          0      5,312     48,016          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    32,760:    32,760     32,760          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       68.2        6.2       16.4        9.2        0.0        0.6        5.5        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.1       68.2        6.2       16.4        9.2        0.0        0.6        5.5        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         18          .          .          .          0          .          .          0          0          0:
Old  :        27:        14         18          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       53.1       84.6       74.9       38.8       26.2       48.1       39.6
Old  :                 63.7       53.1       84.6       74.9       38.8       26.2       48.1       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,223,615:   705,028  1,054,818    190,659     22,992     98,765    168,925          0     47,040     13,198          0          0:        0         0
Old  : 1,223,615:   705,028  1,054,818    190,659     22,992     98,765    168,925          0     47,040     13,198          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       86.2       15.6        1.9        8.1       13.8        0.0        3.8        1.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      57.6       86.2       15.6        1.9        8.1       13.8        0.0        3.8        1.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         13          5          .          4          .          0          .          .          0          0:
Old  :        28:        16         13          5          .          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       71.7       80.5       89.3       48.3       70.2       64.9       78.7
Old  :                 57.6       71.7       80.5       89.3       48.3       70.2       64.9       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   648,869:   414,901    461,472      4,680     89,349     97,640          0          0          0    131,240          0        408:        0         0
Old  :   648,869:   414,901    461,472      4,680     89,349     97,640          0          0          0    131,240          0        408:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       71.1        0.7       13.8       15.0        0.0        0.0        0.0       20.2        0.0        0.1:      0.0       0.0
Old  :     100.0:      63.9       71.1        0.7       13.8       15.0        0.0        0.0        0.0       20.2        0.0        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         13          .          4          .          0          0          0          .          0          .:
Old  :        26:        15         13          .          4          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       61.8       84.0       86.4       56.9       43.1       65.5       59.8
Old  :                 57.0       61.8       84.0       86.4       56.9       43.1       65.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   641,307:   471,203    344,027     54,344    174,992    115,760          0          0          0          0      6,528          0:        0         0
Old  :   641,307:   471,203    344,027     54,344    174,992    115,760          0          0          0          0      6,528          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       53.6        8.5       27.3       18.1        0.0        0.0        0.0        0.0        1.0        0.0:      0.0       0.0
Old  :     100.0:      73.5       53.6        8.5       27.3       18.1        0.0        0.0        0.0        0.0        1.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         13          .          5          5          0          0          0          0          .          0:
Old  :        33:        19         13          .          5          5          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       55.1       75.5       80.1       35.9       38.6       57.4       56.6
Old  :                 44.7       55.1       75.5       80.1       35.9       38.6       57.4       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A85
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   335,255:   249,599    193,592     25,968    105,496     32,648          0      2,703          0     26,224          0        816:        0         0
Old  :   335,255:   249,599    193,592     25,968    105,496     32,648          0      2,703          0     26,224          0        816:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       57.7        7.7       31.5        9.7        0.0        0.8        0.0        7.8        0.0        0.2:      0.0       0.0
Old  :     100.0:      74.5       57.7        7.7       31.5        9.7        0.0        0.8        0.0        7.8        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          7          .          .          .          0          .          0          .          0          .:
Old  :        21:        11          7          .          .          .          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.9       79.6       94.3       98.7       49.7       52.4       60.3       61.1
Old  :                 62.9       79.6       94.3       98.7       49.7       52.4       60.3       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A87
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatts Per Hour)                                                                                     :
     :          :    Positions                                                                                                           :
All  :   425,120:   169,280    334,024    183,152     11,688     72,688          0      6,720          0          0          0          0:        0         0
Old  :   425,120:   169,280    334,024    183,152     11,688     72,688          0      6,720          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.8       78.6       43.1        2.7       17.1        0.0        1.6        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      39.8       78.6       43.1        2.7       17.1        0.0        1.6        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         12          .          .          .          0          .          0          0          0          0:
Old  :        23:        13         12          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       63.6       92.9       86.9       49.1       51.2       64.2       63.8
Old  :                 72.1       63.6       92.9       86.9       49.1       51.2       64.2       63.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     5,024:     1,855      4,256      2,276          0        532        107          0         34         66         67        135:       19         1
Old  :     5,024:     1,855      4,256      2,276          0        532        107          0         34         66         67        135:       19         1
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :      -291:       -78       -175        -14          0       -115        -34          0         -8         -1         67        -59:       19         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.9       84.7       45.3        0.0       10.6        2.1        0.0        0.7        1.3        1.3        2.7:      0.4       0.0
Old  :     100.0:      36.9       84.7       45.3        0.0       10.6        2.1        0.0        0.7        1.3        1.3        2.7:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         13          6          0          5          .          0          .          .          .          .:
Old  :        23:        12         13          6          0          5          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       61.3       77.0       82.0       45.4       49.5       56.0       59.3
Old  :                 55.8       61.3       77.0       82.0       45.4       49.5       56.0       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,588:     7,435     18,405      2,910          0          0          0          0          0      8,353          0         50:      840     1,133
Old  :    19,588:     7,435     18,405      2,910          0          0          0          0          0      8,353          0         50:      840     1,133
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       94.0       14.9        0.0        0.0        0.0        0.0        0.0       42.6        0.0        0.3:      4.3       5.8
Old  :     100.0:      38.0       94.0       14.9        0.0        0.0        0.0        0.0        0.0       42.6        0.0        0.3:      4.3       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         16          .          0          0          0          0          0          .          0          .:
Old  :        23:        11         16          .          0          0          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.9       56.8       93.1       79.6       81.5       55.3       88.0       77.7
Old  :                 81.9       56.8       93.1       79.6       81.5       55.3       88.0       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                                                                  Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,477:     7,170     17,732      2,160          0          0          0          0          0      8,283          0          0:      864       745
Old  :    18,477:     7,170     17,732      2,160          0          0          0          0          0      8,283          0          0:      864       745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.8       96.0       11.7        0.0        0.0        0.0        0.0        0.0       44.8        0.0        0.0:      4.7       4.0
Old  :     100.0:      38.8       96.0       11.7        0.0        0.0        0.0        0.0        0.0       44.8        0.0        0.0:      4.7       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         16          .          0          0          0          0          0          .          0          0:
Old  :        22:         9         16          .          0          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.1       58.0       93.5       83.1       82.1       56.9       90.4       81.1
Old  :                 82.1       58.0       93.5       83.1       82.1       56.9       90.4       81.1
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 16 MEGAWATTS PER HOUR)                                                                                    :
     :          :    Positions                                                                                                           :
All  :    77,727:    49,567     69,777     18,455      7,215          0          0          0          0      7,555        525          0:    2,150       210
Old  :    77,727:    49,567     69,777     18,455      7,215          0          0          0          0      7,555        525          0:    2,150       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :    16,965:    19,900     26,155          0        420          0          0          0          0          0          0          0:   -2,935    -9,610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       89.8       23.7        9.3        0.0        0.0        0.0        0.0        9.7        0.7        0.0:      2.8       0.3
Old  :     100.0:      63.8       89.8       23.7        9.3        0.0        0.0        0.0        0.0        9.7        0.7        0.0:      2.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        11         11          4          .          0          0          0          0          .          .          0:
Old  :        27:        11         11          4          .          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       73.0       81.8       94.4       56.1       62.7       78.0       84.1
Old  :                 56.1       73.0       81.8       94.4       56.1       62.7       78.0       84.1
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
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 16 MEGAWATTS PER HOUR)                                                                                    :
     :          :    Positions                                                                                                           :
All  :    59,280:    39,745     26,585      1,600     24,321      1,764      1,575          0          0          0      6,400          0:   14,596       210
Old  :    59,280:    39,745     26,585      1,600     24,321      1,764      1,575          0          0          0      6,400          0:   14,596       210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       44.8        2.7       41.0        3.0        2.7        0.0        0.0        0.0       10.8        0.0:     24.6       0.4
Old  :     100.0:      67.0       44.8        2.7       41.0        3.0        2.7        0.0        0.0        0.0       10.8        0.0:     24.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         10          .          5          .          .          0          0          0          .          0:
Old  :        24:        11         10          .          5          .          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       53.9       65.7       77.4       48.2       50.8       58.8       71.4
Old  :                 54.4       53.9       65.7       77.4       48.2       50.8       58.8       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    50,953:    48,430     44,723          0      2,230        720          0      1,050          0      1,103          0          0:      700     2,230
Old  :    50,953:    48,430     44,723          0      2,230        720          0      1,050          0      1,103          0          0:      700     2,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.0       87.8        0.0        4.4        1.4        0.0        2.1        0.0        2.2        0.0        0.0:      1.4       4.4
Old  :     100.0:      95.0       87.8        0.0        4.4        1.4        0.0        2.1        0.0        2.2        0.0        0.0:      1.4       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         16          0          .          .          0          .          0          .          0          0:
Old  :        26:        16         16          0          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       82.7       89.7       90.0       77.8       81.3       88.0       86.9
Old  :                 78.7       82.7       89.7       90.0       77.8       81.3       88.0       86.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, December 10, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,135:    44,065     40,075          0      2,230        720          0      1,050          0      1,050          0          0:      300     2,060
Old  :    46,135:    44,065     40,075          0      2,230        720          0      1,050          0      1,050          0          0:      300     2,060
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 3, 2013                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.5       86.9        0.0        4.8        1.6        0.0        2.3        0.0        2.3        0.0        0.0:      0.7       4.5
Old  :     100.0:      95.5       86.9        0.0        4.8        1.6        0.0        2.3        0.0        2.3        0.0        0.0:      0.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         16          0          .          .          0          .          0          .          0          0:
Old  :        25:        15         16          0          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.4       82.9       91.6       89.9       80.0       81.3       89.6       86.1
Old  :                 80.4       82.9       91.6       89.9       80.0       81.3       89.6       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 19, 2013