```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,550 TONS)                            :
CFTC Code #024651                                                    Open Interest is     7,520                :
: Positions                                                                                                    :
:    5,085     4,215         0       855       480       430         0       200       195       515       865 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      670       -85         0       195        30      -180         0       135      -660         0       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      56.1       0.0      11.4       6.4       5.7       0.0       2.7       2.6       6.8      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    75,260                :
: Positions                                                                                                    :
:   18,003    31,278     5,190     6,208     1,491     1,071     4,595     9,212    28,596    10,836    11,265 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,529     3,090       194       615      -284       -25      -625      -165     4,004      -138    -2,215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      41.6       6.9       8.2       2.0       1.4       6.1      12.2      38.0      14.4      15.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       13        12         .         .         .         .         .         4        19        13        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    29,834                :
: Positions                                                                                                    :
:   17,630     6,640       370     2,500       680         0     5,020     1,135     6,688    10,766     2,888 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    3,175     1,265        15       555      -455         0       -15      -255      -110     1,100      -440 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      22.3       1.2       8.4       2.3       0.0      16.8       3.8      22.4      36.1       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        7         7         .         .         .         0         4         .         9        16        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is   172,402                :
: Positions                                                                                                    :
:  103,795   115,678     8,831    11,998    20,900    13,691       763    12,101     8,978     7,148     3,411 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -3,602    -2,159     1,547       665    -1,277       -14       212      -973      -500    -1,101    -1,484 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      67.1       5.1       7.0      12.1       7.9       0.4       7.0       5.2       4.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    80                     :
:       46        46         .         6         8         6         .         6         5         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    57,658                :
: Positions                                                                                                    :
:   33,436    45,997    16,563     4,829     3,222     1,168         3     3,050         0       338       195 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    1,120      -359      -423       283        64      -446        -1       285         0       327       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      79.8      28.7       8.4       5.6       2.0       0.0       5.3       0.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        22         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is   463,613                :
: Positions                                                                                                    :
:  332,740   376,123    67,318    50,218    30,849    24,908         0     5,446     1,375         0       977 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -2,002      -958     1,996         0       -92      -952         0       952         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      81.1      14.5      10.8       6.7       5.4       0.0       1.2       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        20         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                          :
CFTC Code #064394                                                    Open Interest is 1,681,514                :
: Positions                                                                                                    :
:1,188,188 1,417,496   158,356    78,916   140,006   158,026       753    27,839       842     8,247     8,257 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -38,114   -37,748   -18,827    -5,496    17,570    -7,147    -2,304    -2,312       441   -18,099   -13,029 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      84.3       9.4       4.7       8.3       9.4       0.0       1.7       0.1       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       37        40         4         4         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    59,317                :
: Positions                                                                                                    :
:   48,777    29,639       125    12,017     5,343         4     5,719     4,300       127     1,635       641 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -3,286    -1,229       -54    -1,103      -303        -5      -679        72         0      -358       123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      50.0       0.2      20.3       9.0       0.0       9.6       7.2       0.2       2.8       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        25         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                           :
CFTC Code #064396                                                    Open Interest is   316,241                :
: Positions                                                                                                    :
:  200,630   259,566    92,874    37,456     4,192     6,018         0    12,183         0     2,500       344 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -19,886   -16,848    -3,514    -2,496         0     4,680         0    -4,992         0       624         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      82.1      29.4      11.8       1.3       1.9       0.0       3.9       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        13         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                      :
CFTC Code #06439A                                                    Open Interest is   609,297                :
: Positions                                                                                                    :
:  473,702   455,748    70,892   111,895    23,452    25,729     7,065     9,952     4,385         0     1,185 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -34,129   155,891     1,528   -12,894    -1,586    -3,104         0       752    -1,568  -180,270         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      74.8      11.6      18.4       3.8       4.2       1.2       1.6       0.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        23         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800MWh                                               :
CFTC Code #06439B                                                    Open Interest is    49,900                :
: Positions                                                                                                    :
:   28,336    44,768    12,757     1,277     1,381     2,234       425     1,354     3,219         0        64 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:     -868    17,920      -993       -41       195       174      -170      -409         3   -19,226         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      89.7      25.6       2.6       2.8       4.5       0.9       2.7       6.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        24         4         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 mwh                                                    :
CFTC Code #06439C                                                    Open Interest is 1,577,285                :
: Positions                                                                                                    :
:1,420,285 1,573,285   157,000         0         0         0         0         0         0     4,000         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
: -241,080   762,325   -31,360         0         0         0         0         0    -7,840  -1042605         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      99.7      10.0       0.0       0.0       0.0       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 mwh                                                       :
CFTC Code #06439F                                                    Open Interest is   572,500                :
: Positions                                                                                                    :
:  499,550   571,500    72,950         0         0         0         0         0         0     1,000         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -70,850   288,600    -7,700         0         0         0         0         0         0  -367,150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      99.8      12.7       0.0       0.0       0.0       0.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        11         .         0         0         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV   800MWh                                                          :
CFTC Code #06439K                                                    Open Interest is   818,800                :
: Positions                                                                                                    :
:  658,560   725,200   160,240    93,600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -84,120   -68,440   -23,520   -35,280         0         0         0         0         0    -3,920         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      88.6      19.6      11.4       0.0       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         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                   :
CFTC Code #06439L                                                    Open Interest is   290,248                :
: Positions                                                                                                    :
:  220,656   244,504    31,536    17,648    24,536    12,336     1,584       776         0       792       408 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -8,584    -7,760   -17,488   -18,280    19,448         0      -392         0         0       360      -752 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      84.2      10.9       6.1       8.5       4.3       0.5       0.3       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        14         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439R                                                    Open Interest is    11,402                :
: Positions                                                                                                    :
:    8,259     7,236       606     2,714       480     1,698        80       230         0       344         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,425    -1,568      -198        87      -218       154         0      -176         0      -265         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      63.5       5.3      23.8       4.2      14.9       0.7       2.0       0.0       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        15         .         .         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   5MWh                                                 :
CFTC Code #0643A8                                                    Open Interest is 1,091,527                :
: Positions                                                                                                    :
:  969,277   807,207    23,700   166,670    70,850         0    19,100    27,700         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -41,504   -18,464     7,840   -11,280     3,440         0    -3,920         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      74.0       2.2      15.3       6.5       0.0       1.7       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                    :
CFTC Code #0643AZ                                                    Open Interest is   273,525                :
: Positions                                                                                                    :
:  230,100   225,025    43,425    48,500         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -53,020   -39,600       570   -12,850    -2,000         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      82.3      15.9      17.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         8         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV   16 MWH PER LOT                                     :
CFTC Code #0643B1                                                    Open Interest is   210,640                :
: Positions                                                                                                    :
:  164,740   146,210     6,375    29,130    35,300     4,225         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -13,860    -5,185     6,375     1,975    -2,640     4,225       -50    -1,600         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      69.4       3.0      13.8      16.8       2.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        20         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV   800 Mwh                                            :
CFTC Code #0643B3                                                    Open Interest is    22,149                :
: Positions                                                                                                    :
:   15,904    12,788     2,145     5,583     1,107       888         0       104         0     1,037        23 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      -56      -922    -1,720      -488      -110         0         0       -44         0       -47       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      57.7       9.7      25.2       5.0       4.0       0.0       0.5       0.0       4.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        15         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV   Any multiple of 5 MWh                                :
CFTC Code #0643B9                                                    Open Interest is 2,197,376                :
: Positions                                                                                                    :
:1,636,338 1,738,038   188,770    60,001   134,437    82,632    55,475   155,199         0    54,226         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -36,192   -13,272         0     4,408         0     5,488   -13,720    -5,488         0    -8,120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      79.1       8.6       2.7       6.1       3.8       2.5       7.1       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        22         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV   Any multiple of 16 MWh                               :
CFTC Code #0643BA                                                    Open Interest is   705,662                :
: Positions                                                                                                    :
:  529,007   508,738   124,075    36,725    40,855         0    68,183    11,725         0    39,436         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -15,126   -21,064    -5,490     9,960    -2,400         0    -4,757       255         0    -4,755         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      72.1      17.6       5.2       5.8       0.0       9.7       1.7       0.0       5.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        21         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWH                               :
CFTC Code #0643BC                                                    Open Interest is 1,060,340                :
: Positions                                                                                                    :
:  883,490 1,013,540   130,050         0    46,800         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
: -100,992  -124,512   -23,520         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      95.6      12.3       0.0       4.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16         9         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 mwh                                  :
CFTC Code #0643BE                                                    Open Interest is   336,345                :
: Positions                                                                                                    :
:  267,695   306,415    50,850    16,330    13,600     4,200         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -32,800   -41,600    -4,400     4,400    -4,400         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      91.1      15.1       4.9       4.0       1.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       20        12         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                      :
CFTC Code #0643BF                                                    Open Interest is   599,584                :
: Positions                                                                                                    :
:  354,288   512,100    74,514    15,348    29,239   110,804         0    25,315         0    12,158     5,424 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -29,363   -26,008    -7,800    -1,595     1,163     5,324    -4,244    -1,204         0         8    -1,568 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      85.4      12.4       2.6       4.9      18.5       0.0       4.2       0.0       2.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        27         .         .         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV   800MWh                                              :
CFTC Code #0643BG                                                    Open Interest is    40,846                :
: Positions                                                                                                    :
:   25,557    31,872     5,077     2,419     1,306     7,114     2,792       950         0       773       568 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,962    -1,376      -503      -153        16       336      -352       -65         0      -269         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      78.0      12.4       5.9       3.2      17.4       6.8       2.3       0.0       1.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        27         .         .         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                 :
CFTC Code #0643BM                                                    Open Interest is    21,524                :
: Positions                                                                                                    :
:    9,407    20,965     9,113         0        77     2,774         0       104         0       353        25 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:     -620    -1,639      -648         0         0      -317         0        27         0        78         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.7      97.4      42.3       0.0       0.4      12.9       0.0       0.5       0.0       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        15         .         0         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV   25MWh                                                :
CFTC Code #0643BR                                                    Open Interest is   174,062                :
: Positions                                                                                                    :
:  102,581   155,293    37,152     7,345    11,424    20,676         0         0     2,229         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   13,249   -13,375   -15,847     7,345     4,199    -3,432         0      -624         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      89.2      21.3       4.2       6.6      11.9       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                :
CFTC Code #0643BS                                                    Open Interest is   598,272                :
: Positions                                                                                                    :
:  339,922   533,086   216,249    18,758     1,183     9,178    13,505    31,740         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,399   -20,919   -20,696       784      -784     2,352       392    -3,528         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      89.1      36.1       3.1       0.2       1.5       2.3       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        16         4         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800 MWh                                       :
CFTC Code #0643BT                                                    Open Interest is    30,193                :
: Positions                                                                                                    :
:   22,979    24,034       420     2,821     3,066     3,326         0        63         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,675    -1,121        66       -22      -110       -22         0      -110         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      79.6       1.4       9.3      10.2      11.0       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        15         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643BY                                                    Open Interest is    19,791                :
: Positions                                                                                                    :
:   10,445    18,058     4,867       699       509       764       100         0     2,803         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:     -909      -998        -3       152      -171       -22       -44         0        44         0       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      91.2      24.6       3.5       2.6       3.9       0.5       0.0      14.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        17         .         .         4         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                                    :
CFTC Code #0643BZ                                                    Open Interest is   302,298                :
: Positions                                                                                                    :
:  105,176   286,698   130,613         0    14,040     4,704         0         0    46,205         0     1,560 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -14,903   -17,680    -3,929         0    -1,568         0         0         0     1,152         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      94.8      43.2       0.0       4.6       1.6       0.0       0.0      15.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        16         4         0         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643C3                                                    Open Interest is    15,671                :
: Positions                                                                                                    :
:    7,118     9,651     6,270     4,074       797         0       367       256       808         0        81 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,020    -1,148      -198      -330      -110         0        47         0       -88         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      61.6      40.0      26.0       5.1       0.0       2.3       1.6       5.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        18         4         .         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643C4                                                    Open Interest is   212,215                :
: Positions                                                                                                    :
:   86,359   128,021   122,647    84,194         0         0         0         0     3,209         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -4,293    -6,636    -3,519    -3,136         0         0         0         0    -1,960         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      60.3      57.8      39.7       0.0       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         4         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE - ICE FUTURES ENERGY DIV   400MWh                                                                   :
CFTC Code #0643CB                                                    Open Interest is    27,599                :
: Positions                                                                                                    :
:   19,095    21,818     4,491        77     1,151         0     1,715     2,838         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:     -154       193       144      -108       -67         0       -95       -31         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      79.1      16.3       0.3       4.2       0.0       6.2      10.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        17         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV   25 MWh                                                        :
CFTC Code #0643CC                                                    Open Interest is   163,854                :
: Positions                                                                                                    :
:  146,207   102,035     1,297    44,797    16,350         0       672         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    1,001    -2,887         0     3,888    -1,886         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      62.3       0.8      27.3      10.0       0.0       0.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                       :
CFTC Code #0643CJ                                                    Open Interest is   735,512                :
: Positions                                                                                                    :
:  635,797   564,325    58,520    59,752    41,195         0    70,240         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -44,768   -34,968    -3,920    -5,880         0         0    -7,840         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      76.7       8.0       8.1       5.6       0.0       9.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643CK                                                    Open Interest is   222,160                :
: Positions                                                                                                    :
:  191,405   185,150    20,075    19,480    10,680         0     6,850         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -17,830   -18,710    -2,750      -220      -880         0    -1,650         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      83.3       9.0       8.8       4.8       0.0       3.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                    :
CFTC Code #0643CR                                                    Open Interest is   122,705                :
: Positions                                                                                                    :
:   97,980   112,030    22,850     7,800     1,875         0     1,000         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -9,220   -14,900    -3,200     2,480    -2,200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      91.3      18.6       6.4       1.5       0.0       0.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 Mwh                                                      :
CFTC Code #0643CU                                                    Open Interest is   221,290                :
: Positions                                                                                                    :
:  176,040   112,630    43,150   106,560     2,100         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -12,760    -8,360     1,100    -3,300    -2,750         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      50.9      19.5      48.2       0.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 Mwh                                              :
CFTC Code #0643CV                                                    Open Interest is   778,363                :
: Positions                                                                                                    :
:  626,493   377,195   149,870   399,168     2,000         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -18,032   -17,640   -13,328   -13,720         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      48.5      19.3      51.3       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         5         4         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                          :
CFTC Code #0643CZ                                                    Open Interest is   147,935                :
: Positions                                                                                                    :
:  117,185   116,795    12,390    12,780    18,360         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -14,960   -13,970     1,100      -110    -1,100         0         0         0      -220         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      79.0       8.4       8.6      12.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   mwh                                                  :
CFTC Code #0643D1                                                    Open Interest is   531,933                :
: Positions                                                                                                    :
:  418,903   405,025    44,807    58,685    68,223         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -34,496   -30,184     3,920      -392    -3,920         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      76.1       8.4      11.0      12.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                          :
CFTC Code #0643D4                                                    Open Interest is   196,745                :
: Positions                                                                                                    :
:  183,650   160,620       855    27,685     8,440         0         0         0     3,800         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -19,690   -23,980      -745     3,105    -4,755         0         0         0      -440         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      81.6       0.4      14.1       4.3       0.0       0.0       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18         8         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                                  :
CFTC Code #0643D5                                                    Open Interest is   651,687                :
: Positions                                                                                                    :
:  584,133   558,277    17,632    43,488    49,922         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -34,496   -38,416    -2,752     1,168    -3,128         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      85.7       2.7       6.7       7.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   5 MWh                                      :
CFTC Code #0643D7                                                    Open Interest is 1,045,227                :
: Positions                                                                                                    :
:  953,623 1,000,891    91,604    44,336         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
: -109,496  -123,088    22,936    40,448    -3,136         0    -3,920         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      95.8       8.8       4.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         7         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643D8                                                    Open Interest is   276,135                :
: Positions                                                                                                    :
:  254,540   262,705    18,255    10,090     3,340         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -39,775   -43,120     6,745    10,090       -70         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      95.1       6.6       3.7       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DB                                                    Open Interest is 6,738,219                :
: Positions                                                                                                    :
:5,200,991 6,395,898   998,987     1,612   339,909   129,960         0         0    67,572         0       800 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
: -290,138  -351,690   -77,544   -42,256    22,237   -16,464         0         0    -9,800         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.2      94.9      14.8       0.0       5.0       1.9       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       31        31         5         .         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DC                                                    Open Interest is 2,196,805                :
: Positions                                                                                                    :
:1,747,690 2,081,645   295,915         0   105,760    27,765     9,000         0    19,275         0       400 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
: -145,005  -164,470   -11,890       -15      -290    -2,420    -2,200         0    -7,370         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      94.8      13.5       0.0       4.8       1.3       0.4       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       33        30         7         0         6         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV   16 MWh                                         :
CFTC Code #0643DF                                                    Open Interest is 2,803,144                :
: Positions                                                                                                    :
:1,677,141 1,861,978   251,646   281,920   193,955     7,682   150,621    41,605   572,185   214,135    58,930 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -32,699   209,878    -2,948   -16,791    13,067     7,682   -17,705      -770     3,582  -199,765    -5,600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      66.4       9.0      10.1       6.9       0.3       5.4       1.5      20.4       7.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        32         4         6         8         .         4         .         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV   MWh (Megawatt Hours)                                 :
CFTC Code #0643DK                                                    Open Interest is 5,889,434                :
: Positions                                                                                                    :
:5,073,754 4,708,812   173,770   585,385   340,596    76,111   117,215   120,839    87,777         0    16,587 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  152,824   430,518    17,424     7,408   -18,507    14,584    17,440     6,584    11,802  -258,732   -21,994 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      80.0       3.0       9.9       5.8       1.3       2.0       2.1       1.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        23         .         5         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV   16 MWh                                                  :
CFTC Code #0643DL                                                    Open Interest is   573,085                :
: Positions                                                                                                    :
:  503,010   443,405    58,685   117,450    11,390         0       840         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -33,440   -38,940    -6,360    -1,190    -3,960         0       330      -330         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      77.4      10.2      20.5       2.0       0.0       0.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       24         9         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   5 MWh                                          :
CFTC Code #0643DM                                                    Open Interest is 2,072,697                :
: Positions                                                                                                    :
:1,825,146 1,704,182   155,051   270,805    92,500         0     5,210         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -83,104   -15,016   -10,141   -73,525       751         0    -4,704         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      82.2       7.5      13.1       4.5       0.0       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       24        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                      :
CFTC Code #064657                                                    Open Interest is    66,988                :
: Positions                                                                                                    :
:   45,037    25,126       295    19,039    12,194         0     2,185     3,421       774         0       313 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      795         3        -4      -185       101         0       214       -14      -529         0      -130 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      37.5       0.4      28.4      18.2       0.0       3.3       5.1       1.2       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        25         .         4         6         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                     :
CFTC Code #06465H                                                    Open Interest is     9,957                :
: Positions                                                                                                    :
:    4,856     6,459       505     1,209     1,331     2,070         0       528       162         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      -12         9       -14         4        18        39         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      64.9       5.1      12.1      13.4      20.8       0.0       5.3       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         9         .         .         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 5 MEGAWATTS PER HOUR)            :
CFTC Code #06465K                                                    Open Interest is     8,598                :
: Positions                                                                                                    :
:    4,330     7,030     1,296       106       766     1,418       160       102         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      544     1,258         0         0         0         0         0         0         0      -714      -544 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      81.8      15.1       1.2       8.9      16.5       1.9       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        15         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE   (2.5 MEGAWATTS PER OFF PEAK HRS)                :
CFTC Code #06465M                                                    Open Interest is    13,757                :
: Positions                                                                                                    :
:    8,262     9,011     1,136       150     1,642         0       626     1,264         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      100       -20         0         0         0         0         0         0      -120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      65.5       8.3       1.1      11.9       0.0       4.6       9.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        16         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    31,801                :
: Positions                                                                                                    :
:   23,101    28,438     5,915       989     2,019         0       355         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    1,011       901      -110         0        44         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      89.4      18.6       3.1       6.3       0.0       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   651,692                :
: Positions                                                                                                    :
:  490,536   615,818   125,282         0    31,194         0     4,680         0     4,680         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   11,944    11,160      -784         0       392         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      94.5      19.2       0.0       4.8       0.0       0.7       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        11         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                       :
CFTC Code #064A38                                                    Open Interest is    17,343                :
: Positions                                                                                                    :
:   13,665    16,035     1,565       265       703         0         0         0     1,326         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      192    10,219         0         0         0         0         0         0         0   -10,027         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      92.5       9.0       1.5       4.1       0.0       0.0       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    42,487                :
: Positions                                                                                                    :
:   27,270    39,958    12,432         0     2,275         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:        0     2,298     2,298         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.2      94.0      29.3       0.0       5.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        16         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is   639,380                :
: Positions                                                                                                    :
:  488,220   573,005   141,800    57,015     9,360         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:        0    42,144    42,144         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      89.6      22.2       8.9       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is    68,500                :
: Positions                                                                                                    :
:   47,737    41,686    11,554    20,058     1,854     4,550       420     2,550         0     1,593       255 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    8,999     1,319         0         0         0         0         0         0    -7,680         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      60.9      16.9      29.3       2.7       6.6       0.6       3.7       0.0       2.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        16         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A59                                                    Open Interest is 1,807,669                :
: Positions                                                                                                    :
:1,408,299   951,872   138,026   252,133   254,253         0   293,660         0     1,310    49,970     5,781 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  470,930   118,650      -960    23,520   188,160         0         0         0  -327,800         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      52.7       7.6      13.9      14.1       0.0      16.2       0.0       0.1       2.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        19         .         4         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    20,165                :
: Positions                                                                                                    :
:   12,649    13,857     7,232     1,715       200         0     3,362         0         0       672         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      68.7      35.9       8.5       1.0       0.0      16.7       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    45,449                :
: Positions                                                                                                    :
:   32,067    34,798    10,537         0     2,719         0     7,932         0       126         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      702         0    -2,048         0     1,024         0    -1,346         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      76.6      23.2       0.0       6.0       0.0      17.5       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       11        15         5         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    48,466                :
: Positions                                                                                                    :
:   32,135    31,253       556     7,134     7,624     5,015         0     2,435       681         0        20 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    3,104    10,596         0         0         0         0         0         0         0    -7,492    -2,336 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      64.5       1.1      14.7      15.7      10.3       0.0       5.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        12         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is    37,067                :
: Positions                                                                                                    :
:   27,131    29,180     6,447     3,191     1,373         0         0         0         0     1,717     1,606 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      183       183         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      78.7      17.4       8.6       3.7       0.0       0.0       0.0       0.0       4.6       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    40,780                :
: Positions                                                                                                    :
:   37,276    29,249       678     7,983     2,537         0       291       100         0       515       105 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:      276         0         0         0         0         0       276         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      71.7       1.7      19.6       6.2       0.0       0.7       0.2       0.0       1.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        16         .         5         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   360,341                :
: Positions                                                                                                    :
:  204,566   311,886   101,670    23,775         0    14,035         0    23,480    15,390         0     1,200 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      86.6      28.2       6.6       0.0       3.9       0.0       6.5       4.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        15         .         .         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   858,038                :
: Positions                                                                                                    :
:  668,697   580,718    54,870    93,600   109,975         0    49,249    24,496         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -1,176         0         0         0         0         0    -1,176     1,176         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      67.7       6.4      10.9      12.8       0.0       5.7       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is 1,102,397                :
: Positions                                                                                                    :
:  575,547 1,003,593   155,606    45,215    53,589   263,005         0         0    54,650         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:    3,170   527,760         0         0         0         0         0         0         0  -524,590    -3,170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      91.0      14.1       4.1       4.9      23.9       0.0       0.0       5.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        12         4         .         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   560,509                :
: Positions                                                                                                    :
:  366,417   420,367    10,795    19,185    92,877         0         0         0    90,420    28,080         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:  -14,040       120   -46,103   -13,623    60,295         0         0         0    46,640         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      75.0       1.9       3.4      16.6       0.0       0.0       0.0      16.1       5.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        14         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   473,541                :
: Positions                                                                                                    :
:  358,568   279,271    20,230    71,856    94,743         0         0         0         0    27,671         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      59.0       4.3      15.2      20.0       0.0       0.0       0.0       0.0       5.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         4         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatts Per Hour)            :
CFTC Code #064A87                                                    Open Interest is   420,952                :
: Positions                                                                                                    :
:  152,792   316,816   189,160    15,216    79,000         0     9,920         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:   -3,600    18,800    22,400         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      75.3      44.9       3.6      18.8       0.0       2.4       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 10, 2013         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)               :
CFTC Code #064B47                                                    Open Interest is     4,941                :
: Positions                                                                                                    :
:    1,605     4,084     2,191         0       716       176         0        16       114         0       124 :
:                                                                                                              :
: Changes from:     September 3, 2013                                                                          :
:       -4        15        10         0         6         4         0         0         5         0        -0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.5      82.7      44.3       0.0      14.5       3.6       0.0       0.3       2.3       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        14         6         0         6         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 13, 2013