```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    75,663                :
: Positions                                                                                                    :
:   17,705    33,566     4,757       278     2,479     3,237    10,290     2,355    31,422    13,172    12,089 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    2,204    -4,473        18      -238      -815       677     4,780    -1,171    -1,275     1,703      -286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      44.4       6.3       0.4       3.3       4.3      13.6       3.1      41.5      17.4      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:        9        11         .         .         .         .         .         .        16        14        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    33,449                :
: Positions                                                                                                    :
:   16,680     5,510     1,874     2,120       527       231     5,825       459    11,845    16,509     1,649 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -2,925    -1,565       398      -510       -80       177      -620      -207        13       416      -580 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      16.5       5.6       6.3       1.6       0.7      17.4       1.4      35.4      49.4       4.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        9         7         .         .         .         .         .         .        13        12        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is   159,019                :
: Positions                                                                                                    :
:   99,423   111,783    13,922    15,668    14,372    14,167     1,975     7,062     5,280     3,409     3,774 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -1,480    -2,142       717      -281    -1,865      -746       961      -396       463       205      -399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      70.3       8.8       9.9       9.0       8.9       1.2       4.4       3.3       2.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       49        48         4         5         7         5         .         4         5         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    54,556                :
: Positions                                                                                                    :
:   29,134    44,714    16,434     4,458     1,937     4,011         0     2,680         0       383       360 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -725      -874       114       594      -337       741         0      -338       -29       357      -205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      82.0      30.1       8.2       3.6       7.4       0.0       4.9       0.0       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        19         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is   491,456                :
: Positions                                                                                                    :
:  350,935   403,169   100,618    29,875    19,544         0    18,957    18,071       448         0     1,840 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -14,137   -17,502    -5,365      -984     2,240         0      -992     1,608      -584      -608     1,232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      82.0      20.5       6.1       4.0       0.0       3.9       3.7       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        17         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                          :
CFTC Code #064394                                                    Open Interest is 1,519,966                :
: Positions                                                                                                    :
:1,133,216 1,287,898   173,362    49,205   143,469    19,852     1,780    21,993    12,805       744     6,709 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -2,884     7,005     8,818     2,720   -13,874      -352        89         0     3,449      -391      -752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      84.7      11.4       3.2       9.4       1.3       0.1       1.4       0.8       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       34        36         4         5         6         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    48,164                :
: Positions                                                                                                    :
:   38,950    25,964       249     5,795     3,810         0     7,522     3,512     1,310     1,228       333 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    2,396     2,267       249      -515      -278         0       737      -177      -156         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      53.9       0.5      12.0       7.9       0.0      15.6       7.3       2.7       2.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       23        22         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is   362,728                :
: Positions                                                                                                    :
:  218,593   269,846   106,409    26,952     3,856         0    32,244    28,798     4,040         0     1,032 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    4,897    13,992     4,823         0    -1,152         0    -3,320     2,880       952         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      74.4      29.3       7.4       1.1       0.0       8.9       7.9       1.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        12         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                   :
CFTC Code #06439A                                                    Open Interest is   492,347                :
: Positions                                                                                                    :
:  382,299   294,692    28,048   150,288    44,264    31,484         0     2,359     3,893       744         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -9,609    -7,286    -5,779    -8,806    -3,549      -704         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      59.9       5.7      30.5       9.0       6.4       0.0       0.5       0.8       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        23         .         5         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800MWh                                               :
CFTC Code #06439B                                                    Open Interest is    52,369                :
: Positions                                                                                                    :
:   35,463    44,574     7,280     1,192     2,899     1,157        44     1,496     3,356       255       443 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      828        96    -1,343       130       575       297        41        30       531         0        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      85.1      13.9       2.3       5.5       2.2       0.1       2.9       6.4       0.5       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        26         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 mwh                                                    :
CFTC Code #06439C                                                    Open Interest is 3,393,790                :
: Positions                                                                                                    :
:2,588,510 3,393,790   805,280         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   95,000    84,440   -10,560         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3     100.0      23.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        11         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV   16 mwh                                                         :
CFTC Code #06439E                                                    Open Interest is     7,950                :
: Positions                                                                                                    :
:    6,150     5,850       600       100         0         0       550       100         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -200      -500       600      -550         0      -600       550        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      73.6       7.5       1.3       0.0       0.0       6.9       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        11         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 mwh                                                :
CFTC Code #06439F                                                    Open Interest is 1,328,600                :
: Positions                                                                                                    :
:1,047,100 1,328,600   279,400         0         0         0         0         0     2,100         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   19,850    20,950    -1,000         0         0         0         0         0     2,100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8     100.0      21.0       0.0       0.0       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        14         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   800MWh                                                       :
CFTC Code #06439K                                                    Open Interest is   757,240                :
: Positions                                                                                                    :
:  543,480   663,640   209,840    93,600         0     3,920         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   20,000    23,520     3,520         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      87.6      27.7      12.4       0.0       0.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        10         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is   292,000                :
: Positions                                                                                                    :
:  194,984   253,032    53,240     6,152    30,840    10,960         0     1,976         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    4,904     5,616    -1,208         0       408     1,920         0       408         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      86.7      18.2       2.1      10.6       3.8       0.0       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439R                                                    Open Interest is    12,329                :
: Positions                                                                                                    :
:    9,433     6,066         0     4,294       684       893       189        63       724       484       233 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      254        45         0       -43        63         0       -21        21         0         0        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      49.2       0.0      34.8       5.5       7.2       1.5       0.5       5.9       3.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        13         0         5         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   5MWh                                                 :
CFTC Code #0643A8                                                    Open Interest is 1,193,040                :
: Positions                                                                                                    :
:1,013,600   512,080         0   462,620    70,660         0     7,040         0    15,500    47,360    93,280 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      42.9       0.0      38.8       5.9       0.0       0.6       0.0       1.3       4.0       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         6         0         4         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MwH                                       :
CFTC Code #0643AU                                                    Open Interest is   122,310                :
: Positions                                                                                                    :
:  106,410    98,325    15,900    15,300         0         0     8,685         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   12,560    12,560         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      80.4      13.0      12.5       0.0       0.0       7.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 MWh                                                      :
CFTC Code #0643AZ                                                    Open Interest is   340,875                :
: Positions                                                                                                    :
:  288,510   281,975    40,165    57,300     1,600    10,600         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    6,350     3,150    -3,200         0     1,600         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      82.7      11.8      16.8       0.5       3.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        10         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV   16 MWH PER LOT                                                :
CFTC Code #0643B1                                                    Open Interest is   193,355                :
: Positions                                                                                                    :
:  151,460   134,985    11,270    30,370    28,000     2,625         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      605       605         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      69.8       5.8      15.7      14.5       1.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        15         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV   800 Mwh                                            :
CFTC Code #0643B3                                                    Open Interest is    24,149                :
: Positions                                                                                                    :
:   17,614    16,501     2,352     2,877     2,374       870         0       557         0       392         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      842       821        43      -167        40       596         0      -106         0        40         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      68.3       9.7      11.9       9.8       3.6       0.0       2.3       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        21         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV   Any multiple of 5 MWh                                :
CFTC Code #0643B9                                                    Open Interest is 3,078,747                :
: Positions                                                                                                    :
:2,509,359 2,018,022    92,771   226,401   216,527         0   228,292   258,522         0   129,415     1,568 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    1,856       637     2,464         0    -2,464         0     5,016    -1,568    -1,568    -2,901     1,568 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      65.5       3.0       7.4       7.0       0.0       7.4       8.4       0.0       4.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       27        23         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV   Any multiple of 16 MWh                                        :
CFTC Code #0643BA                                                    Open Interest is   928,298                :
: Positions                                                                                                    :
:  739,412   616,062    78,823   104,294    41,693    10,032    77,230    57,476         0    30,595       862 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -691    -3,369       500     2,335    -1,280     1,260     1,518     1,475         0       584      -792 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      66.4       8.5      11.2       4.5       1.1       8.3       6.2       0.0       3.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       33        27         .         5         5         .         .         .         0         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWH                               :
CFTC Code #0643BC                                                    Open Interest is 2,235,913                :
: Positions                                                                                                    :
:2,116,873 2,181,673   119,040    54,240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   30,360    40,920    10,560         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.7      97.6       5.3       2.4       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18         9         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV   16 mwh                                                        :
CFTC Code #0643BE                                                    Open Interest is   680,775                :
: Positions                                                                                                    :
:  627,925   666,395    46,450     7,980     6,400         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   15,900    13,400         0     2,500         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      97.9       6.8       1.2       0.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       22        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                :
CFTC Code #0643BF                                                    Open Interest is   510,967                :
: Positions                                                                                                    :
:  269,034   466,160    96,735    12,627     9,151    96,515         0    23,029    16,503         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -8,210     2,494         8      -352       352       376         0       384       760    -9,208         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      91.2      18.9       2.5       1.8      18.9       0.0       4.5       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        25         5         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV   800MWh                                              :
CFTC Code #0643BG                                                    Open Interest is    38,413                :
: Positions                                                                                                    :
:   22,982    31,926     5,733     1,637     1,766     5,436     2,096       778       658         0        21 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -630       228       249       -19        -1        21       -65       -21        19      -504         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      83.1      14.9       4.3       4.6      14.2       5.5       2.0       1.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         4         .         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    29,042                :
: Positions                                                                                                    :
:   13,396    27,258     5,545         0       272     8,574         0     1,228        27       284         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      330       515      -504         0       144       419         0         0       -26      -296         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      93.9      19.1       0.0       0.9      29.5       0.0       4.2       0.1       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17         8         .         0         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is   237,632                :
: Positions                                                                                                    :
:   84,227   215,280    26,936     8,378    12,710   112,807         0         0       952     1,264         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      376      -288         0      -952         0    -1,616         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      90.6      11.3       3.5       5.3      47.5       0.0       0.0       0.4       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         7         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BS                                                    Open Interest is   508,464                :
: Positions                                                                                                    :
:  300,815   471,610   182,727         0     2,753     4,680    15,094    17,489         0     1,518         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    4,560     2,658    -1,902         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      92.8      35.9       0.0       0.5       0.9       3.0       3.4       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       19        17         4         0         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800 MWh                                       :
CFTC Code #0643BT                                                    Open Interest is    31,805                :
: Positions                                                                                                    :
:   21,305    23,439       409     4,815     2,834     2,581         0       315     3,576         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -982       145      -129      -766       662         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      73.7       1.3      15.1       8.9       8.1       0.0       1.0      11.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        17         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO  ZONE  J - ICE FUTURES ENERGY DIV   800MWh                                                               :
CFTC Code #0643BW                                                    Open Interest is     7,555                :
: Positions                                                                                                    :
:    4,324     4,793     1,479       206     1,199         0       552         0         0       464        44 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      320        63        22         0         0         0       -40         0        -4        16         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      63.4      19.6       2.7      15.9       0.0       7.3       0.0       0.0       6.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         4         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643BY                                                    Open Interest is    17,959                :
: Positions                                                                                                    :
:   11,175    16,401     4,573       131       555       318        64        64       893       536        40 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      287       204      -106        43       -43         0         0         0         0      -127         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      91.3      25.5       0.7       3.1       1.8       0.4       0.4       5.0       3.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        16         5         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                                    :
CFTC Code #0643BZ                                                    Open Interest is   259,113                :
: Positions                                                                                                    :
:  102,891   252,553   109,206     4,680       784     4,704         0         0    40,432         0     1,096 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    1,111     1,999     1,592         0         0         0         0         0      -704         0       704 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      97.5      42.1       1.8       0.3       1.8       0.0       0.0      15.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       11        17         4         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643C3                                                    Open Interest is    16,626                :
: Positions                                                                                                    :
:    6,349    10,312     5,094     3,791     2,164     1,645         0       106       825         0       125 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      -42       799       -24         0       -20       384         0      -129       -22      -504         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      62.0      30.6      22.8      13.0       9.9       0.0       0.6       5.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        20         5         .         4         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643C4                                                    Open Interest is   183,721                :
: Positions                                                                                                    :
:   55,879   100,365   113,882    75,965     6,647     6,569         0       744         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    5,468    12,049    -8,172      -352       775     5,473         0         0         0    -8,928         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4      54.6      62.0      41.3       3.6       3.6       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        16         4         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE - ICE FUTURES ENERGY DIV   400MWh                                                                   :
CFTC Code #0643CB                                                    Open Interest is    21,211                :
: Positions                                                                                                    :
:   14,899    14,586     4,315     1,150       231         0     3,478     1,766         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -877      -451       -32       -78         0         0      -380         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      68.8      20.3       5.4       1.1       0.0      16.4       8.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV   25 MWh                                                        :
CFTC Code #0643CC                                                    Open Interest is   151,876                :
: Positions                                                                                                    :
:  124,521    74,812         0    56,767    19,643     7,058         0       654         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -2,953    -3,316         0      -291    -1,342      -654         0       654         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      49.3       0.0      37.4      12.9       4.6       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                       :
CFTC Code #0643CJ                                                    Open Interest is   813,517                :
: Positions                                                                                                    :
:  746,396   627,290    36,256   113,302    30,865         0    42,060         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0    -3,520         0         0     3,520         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      77.1       4.5      13.9       3.8       0.0       5.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643CK                                                    Open Interest is   232,840                :
: Positions                                                                                                    :
:  213,790   194,295     8,470    24,740    10,580         0     3,225         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      83.4       3.6      10.6       4.5       0.0       1.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 Mwh                                                      :
CFTC Code #0643CU                                                    Open Interest is   303,475                :
: Positions                                                                                                    :
:  267,870   117,835    33,575   183,610     2,030         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    2,075    -2,150    -2,000     2,225     1,500         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      38.8      11.1      60.5       0.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 Mwh                                              :
CFTC Code #0643CV                                                    Open Interest is 1,060,865                :
: Positions                                                                                                    :
:  939,863   411,445   119,075   647,493     1,927         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      38.8      11.2      61.0       0.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         4         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                          :
CFTC Code #0643CZ                                                    Open Interest is   172,585                :
: Positions                                                                                                    :
:  143,640   128,215     8,675    24,100    20,270         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    2,075     2,075         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      74.3       5.0      14.0      11.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   mwh                                                  :
CFTC Code #0643D1                                                    Open Interest is   657,900                :
: Positions                                                                                                    :
:  557,469   490,231    32,370    99,608    68,061         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    3,520     3,520         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      74.5       4.9      15.1      10.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                          :
CFTC Code #0643D4                                                    Open Interest is   389,835                :
: Positions                                                                                                    :
:  358,745   357,260    20,225    21,710    10,865         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   10,500    11,000         0      -500       500         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      91.6       5.2       5.6       2.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        10         .         .         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                                  :
CFTC Code #0643D5                                                    Open Interest is 1,295,186                :
: Positions                                                                                                    :
:1,184,935 1,178,804    73,458    79,589    36,793         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   40,765    44,285     3,520         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      91.0       5.7       6.1       2.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        10         4         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                      :
CFTC Code #0643D7                                                    Open Interest is 1,988,360                :
: Positions                                                                                                    :
:1,927,031 1,954,856    38,745    10,920    22,584         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  267,995   353,995     9,194   -76,806       134         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.9      98.3       1.9       0.5       1.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643D8                                                    Open Interest is   534,730                :
: Positions                                                                                                    :
:  515,745   521,945    11,690     5,490     7,295         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   72,475    95,925     3,600   -19,850    -1,040         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      97.6       2.2       1.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DB                                                    Open Interest is 9,539,382                :
: Positions                                                                                                    :
:7,177,899 8,873,806 1,549,209         0   665,576   142,778         0         0     3,920         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   92,429    16,956   -85,681         0    -2,442    13,728         0         0    -3,520         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      93.0      16.2       0.0       7.0       1.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       33        27         7         0         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DC                                                    Open Interest is 3,170,825                :
: Positions                                                                                                    :
:2,466,685 3,027,650   516,145         0   141,075    41,370         0         0     3,450         0     2,100 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   81,620    67,445   -19,625         0    -1,545     1,000         0         0     3,450    -1,000     2,100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      95.5      16.3       0.0       4.4       1.3       0.0       0.0       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       37        31         7         0         4         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643DF                                                    Open Interest is 3,290,562                :
: Positions                                                                                                    :
:2,112,649 2,435,013   302,061   295,960   246,327    10,973   134,936    75,425   499,861    61,285    39,836 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   36,454    19,694    -6,119    16,790    -1,205      -546    -5,400     1,600       420       775     1,725 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      74.0       9.2       9.0       7.5       0.3       4.1       2.3      15.2       1.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       34        33         5         5         7         .         5         .         4         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV   MWh (Megawatt Hours)                                 :
CFTC Code #0643DK                                                    Open Interest is 6,951,104                :
: Positions                                                                                                    :
:5,925,698 5,483,045   235,118   607,073   486,404    48,107   140,080   137,573    71,188    50,320    46,609 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   50,408    32,436   -22,302   -22,264    36,625      -352         0       352   -14,469     3,520    14,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      78.9       3.4       8.7       7.0       0.7       2.0       2.0       1.0       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        23         5         .         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   16 MWh                                                      :
CFTC Code #0643DL                                                    Open Interest is   633,100                :
: Positions                                                                                                    :
:  560,730   511,895    47,005    97,470    17,385     4,880     4,200         0       950         0     2,150 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -11,085    -9,535    -1,050    -2,150     1,050       500         0         0       -50         0     2,150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      80.9       7.4      15.4       2.7       0.8       0.7       0.0       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        11         4         .         4         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                              :
CFTC Code #0643DM                                                    Open Interest is 2,321,881                :
: Positions                                                                                                    :
:1,956,864 1,916,214   117,541   173,071   232,596    14,880         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    4,070    -4,224   -12,870    -4,576    13,926         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      82.5       5.1       7.5      10.0       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       25        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    20,912                :
: Positions                                                                                                    :
:   15,168    15,060     1,752     1,047     1,907         0     1,789        90       928         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -834      -984      -106        -1       347         0      -139         0      -148         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      72.0       8.4       5.0       9.1       0.0       8.6       0.4       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        16         .         .         6         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    22,855                :
: Positions                                                                                                    :
:   14,365    19,427     7,409     2,347       236         0       845         0       845         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -1,305    -1,150       534      -132       -88         0      -110         0      -110         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      85.0      32.4      10.3       1.0       0.0       3.7       0.0       3.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   486,495                :
: Positions                                                                                                    :
:  324,516   473,697   149,181         0     8,510         0     4,288         0     4,288         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -36,256   -28,440     7,816         0    -1,176         0      -392         0      -392         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      97.4      30.7       0.0       1.7       0.0       0.9       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    44,694                :
: Positions                                                                                                    :
:   25,367    42,165    16,564         0     2,275         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -1,254    -3,400    -2,125         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      94.3      37.1       0.0       5.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8        15         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is   707,394                :
: Positions                                                                                                    :
:  446,168   663,969   212,521     1,760    41,665     7,040         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -49,392   -72,520   -23,128         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.1      93.9      30.0       0.2       5.9       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        18         4         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is   109,409                :
: Positions                                                                                                    :
:   84,633    68,495    11,987    35,627     1,782     8,290         0     2,230         0     1,042       233 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    3,028     2,748      -462      -204         0         0         0      -220         0        22       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      62.6      11.0      32.6       1.6       7.6       0.0       2.0       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        22         5         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A59                                                    Open Interest is 1,860,240                :
: Positions                                                                                                    :
:1,614,570 1,205,764    72,368   283,835   144,276         0   198,240    23,520       901         0     4,605 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -53,704   -54,488    13,968    15,928   -37,448         0         0         0       901      -275      -901 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      64.8       3.9      15.3       7.8       0.0      10.7       1.3       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        20         4         4         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    24,874                :
: Positions                                                                                                    :
:   13,839    13,760     9,650     1,165         0         0     8,414     1,280       105         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -836      -528      -770      -110         0         0      -968         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      55.3      38.8       4.7       0.0       0.0      33.8       5.1       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         0         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    57,269                :
: Positions                                                                                                    :
:   44,723    44,651     4,685       681     6,521         0     3,880     1,280        60         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -2,414    -2,137        44       185       388         0      -484         0       -66         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      78.0       8.2       1.2      11.4       0.0       6.8       2.2       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        12         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    60,075                :
: Positions                                                                                                    :
:   44,281    34,548         0    13,939     8,665     3,395         0     2,550       811         0       140 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -549       223         0      -958         0      -330         0         0       144         0       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      57.5       0.0      23.2      14.4       5.7       0.0       4.2       1.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         0         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is    48,389                :
: Positions                                                                                                    :
:   30,102    40,053    12,290     4,766     1,289         0         0         0     2,427         0     2,048 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -1,342    -1,298         0      -154      -132         0         0         0      -110         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      82.8      25.4       9.8       2.7       0.0       0.0       0.0       5.0       0.0       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    49,488                :
: Positions                                                                                                    :
:   44,646    30,103     1,741    16,389     2,956         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -5,116    -4,038       -44    -1,122       -44         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      60.8       3.5      33.1       6.0       0.0       0.0       0.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        12         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   333,540                :
: Positions                                                                                                    :
:  201,753   290,460    72,526         0         0    35,781    19,600    23,480         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -12,544   -21,952    -6,664         0         0    -2,744         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      87.1      21.7       0.0       0.0      10.7       5.9       7.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        14         .         0         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   796,211                :
: Positions                                                                                                    :
:  604,499   536,452    47,168   120,351    96,528     5,136         0    42,880         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -32,992   -32,536    -4,312      -848    -4,664     3,920         0    -3,920         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.9      67.4       5.9      15.1      12.1       0.6       0.0       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is 1,273,562                :
: Positions                                                                                                    :
:  727,098   876,391    27,488    83,043   266,384   188,325         0    47,040    16,523         0       704 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -34,496   -46,600    -5,240    -6,808    -1,384    -3,920         0         0    -9,752         0       704 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      68.8       2.2       6.5      20.9      14.8       0.0       3.7       1.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   755,973                :
: Positions                                                                                                    :
:  379,741   568,808     4,288    91,485    95,680         0         0         0   276,264         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -18,032   -25,088      -392    -8,232    -1,960         0         0         0   -14,896         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      75.2       0.6      12.1      12.7       0.0       0.0       0.0      36.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   584,814                :
: Positions                                                                                                    :
:  434,806   313,702    54,848   175,952    95,160         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:  -29,400   -18,424    -2,352    -3,528    -5,096         0    -9,800         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      53.6       9.4      30.1      16.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    19,815                :
: Positions                                                                                                    :
:    8,155    18,757     2,860         0         0         0         0         0     7,980         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.2      94.7      14.4       0.0       0.0       0.0       0.0       0.0      40.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        15         .         0         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    19,082                :
: Positions                                                                                                    :
:    8,115    18,312     2,160         0         0         0        50         0     7,943         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      96.0      11.3       0.0       0.0       0.0       0.3       0.0      41.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        13         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   (CONTRACTS OF 16 MEGAWATTS PER HOUR)                 :
CFTC Code #064C74                                                    Open Interest is   118,875                :
: Positions                                                                                                    :
:   87,883    88,067     8,375     6,888     5,265     1,000    12,330         0     9,845         0     4,335 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -4,850    -3,645       993      -162       387         0         0         0        70         0     1,530 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      74.1       7.0       5.8       4.4       0.8      10.4       0.0       8.3       0.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         .         .         5         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   (CONTRACTS OF 5 MEGAWATTS PER HOUR)                  :
CFTC Code #064C75                                                    Open Interest is   199,531                :
: Positions                                                                                                    :
:  167,347   192,586     7,104     4,129         0         0         0         0    25,080     2,816         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      352     1,408     1,408         0         0         0         0         0     1,760     2,112         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      96.5       3.6       2.1       0.0       0.0       0.0       0.0      12.6       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   (CONTRACTS OF 16 MEGAWATTS PER HOUR)                 :
CFTC Code #064C76                                                    Open Interest is   132,940                :
: Positions                                                                                                    :
:  118,005    42,615     1,665    65,550     7,965     1,880     8,207     2,325     1,012     6,190        88 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    9,462     4,630        65     4,960    -1,210       140       -28       550     1,012       417      -517 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      32.1       1.3      49.3       6.0       1.4       6.2       1.7       0.8       4.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        13         .         4         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   (CONTRACTS OF 5 MEGAWATTS PER HOUR)                  :
CFTC Code #064C77                                                    Open Interest is   273,596                :
: Positions                                                                                                    :
:  262,812   115,520         0   127,684    10,784         0    16,088         0         0     3,168         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   30,144    23,296         0      -896         0         0     4,576         0         0     3,168         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.1      42.2       0.0      46.7       3.9       0.0       5.9       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         0         5         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   (CONTRACTS OF 16 MEGAWATTS PER HOUR)                 :
CFTC Code #064C78                                                    Open Interest is   101,530                :
: Positions                                                                                                    :
:   49,440    93,810    44,389     4,035     2,585       525         0         0     4,525     1,100         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    1,550     3,250     2,000         0         0         0         0         0         0     1,000         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      92.4      43.7       4.0       2.5       0.5       0.0       0.0       4.5       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    58,353                :
: Positions                                                                                                    :
:   55,310    52,788         0     1,930       970         0       900         0       798       650         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      -95     1,090         0    -1,125       250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      90.5       0.0       3.3       1.7       0.0       1.5       0.0       1.4       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        13         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    51,920                :
: Positions                                                                                                    :
:   49,790    46,760         0     1,930       970         0       900         0       750       650         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -875       250         0    -1,125       250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.9      90.1       0.0       3.7       1.9       0.0       1.7       0.0       1.4       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    14,475                :
: Positions                                                                                                    :
:   12,185    11,465     1,555         0       250         0       100         0         0     2,575        75 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:   -1,125     1,780       835      -545      -175         0         0         0         0    -1,525        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      79.2      10.7       0.0       1.7       0.0       0.7       0.0       0.0      17.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         7         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    16,470                :
: Positions                                                                                                    :
:   15,645    11,495       445       550         0         0       200         0         0     4,220         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      370      -230       -50       550       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      69.8       2.7       3.3       0.0       0.0       1.2       0.0       0.0      25.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         8         .         .         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    18,459                :
: Positions                                                                                                    :
:   16,439    15,459       290       750       150       741         0         0        50     1,750        50 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -120        -5        55        60       -40         0         0         0        50       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      83.7       1.6       4.1       0.8       4.0       0.0       0.0       0.3       9.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    16,135                :
: Positions                                                                                                    :
:   14,241    14,670       730         5       155       695         0         0         0     1,250         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      90.9       4.5       0.0       1.0       4.3       0.0       0.0       0.0       7.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         9         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is    55,660                :
: Positions                                                                                                    :
:   44,296    52,196     1,465     1,325        85       225       641       100     8,126         0     1,093 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    3,576       276      -525     1,325    -1,085       125         0         0    -1,625         0       775 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      93.8       2.6       2.4       0.2       0.4       1.2       0.2      14.6       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        25         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    52,422                :
: Positions                                                                                                    :
:   42,237    49,557         0     1,120     1,050        75       695         0     9,060         0         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:    1,895       -95    -1,140       680      -290        75       145         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      94.5       0.0       2.1       2.0       0.1       1.3       0.0      17.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        22         0         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    47,540                :
: Positions                                                                                                    :
:   34,925    41,335     4,655     1,640       835         0       400     1,125     4,000       125     1,500 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -175      -525         0         0         0         0        75        25      -225        50       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      86.9       9.8       3.4       1.8       0.0       0.8       2.4       8.4       0.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        19         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    46,050                :
: Positions                                                                                                    :
:   24,470    42,740     7,600        80       295         0     1,775       650    12,750        25         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -200      -400         0      -100        75         0      -100        50      -400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      92.8      16.5       0.2       0.6       0.0       3.9       1.4      27.7       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        17         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    28,870                :
: Positions                                                                                                    :
:   12,590    23,110     1,500       700       600         0     2,850       770    12,800       300         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:       75        75         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.6      80.0       5.2       2.4       2.1       0.0       9.9       2.7      44.3       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    27,930                :
: Positions                                                                                                    :
:   26,355    19,655         0     6,550         0       350         0       300         0       500         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      70.4       0.0      23.5       0.0       1.3       0.0       1.1       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         0         .         0         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    35,855                :
: Positions                                                                                                    :
:   29,610    24,145       410     2,180     1,095         0       825     1,125       320     3,700     1,625 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -245       200       -50         0        20         0      -100         0       225       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      67.3       1.1       6.1       3.1       0.0       2.3       3.1       0.9      10.3       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        18         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    38,050                :
: Positions                                                                                                    :
:   34,130    24,485       910       450         0     1,125         0       425         0    11,370       360 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:     -150       250         0       100         0      -100         0       100         0      -600       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      64.3       2.4       1.2       0.0       3.0       0.0       1.1       0.0      29.9       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        17         .         .         0         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    31,484                :
: Positions                                                                                                    :
:   27,212    29,230     1,230       462     1,022       900         0         0        50       750         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      865      -140      -663       462       -13         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      92.8       3.9       1.5       3.2       2.9       0.0       0.0       0.2       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 4, 2014           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    30,050                :
: Positions                                                                                                    :
:   25,790    27,980     1,230       200     1,070       900         0         0        50       750         0 :
:                                                                                                              :
: Changes from:     January 28, 2014                                                                           :
:      945      -180      -925       200       175         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      93.1       4.1       0.7       3.6       3.0       0.0       0.0       0.2       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 7, 2014