```
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-024651
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,550 TONS)                                                                                               :
     :          :    Positions                                                                                                           :
All  :     7,400:     4,260      4,255          0      1,020        405        610          0        155      1,170        510        595:      205       460
Old  :     7,400:     4,260      4,255          0      1,020        405        610          0        155      1,170        510        595:      205       460
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :      -270:        75       -170          0         35        -50       -170          0        -10        -30        -45        -75:      -10        45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       57.5        0.0       13.8        5.5        8.2        0.0        2.1       15.8        6.9        8.0:      2.8       6.2
Old  :     100.0:      57.6       57.5        0.0       13.8        5.5        8.2        0.0        2.1       15.8        6.9        8.0:      2.8       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         11          0          .          .          .          0          .          .          .          .:
Old  :        21:        10         11          0          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       43.4       81.2       69.6       40.5       30.4       49.2       43.0
Old  :                 57.6       43.4       81.2       69.6       40.5       30.4       49.2       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                     Code-024652
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 TONS)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    12,981:     9,248      9,578        747          0        495          0        645      1,200        618        442        544:      130        77
Old  :    12,981:     9,248      9,578        747          0        495          0        645      1,200        618        442        544:      130        77
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :      -147:      -164        -48         10          0          0          0         30        -30         30       -107        113:     -107      -106
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       73.8        5.8        0.0        3.8        0.0        5.0        9.2        4.8        3.4        4.2:      1.0       0.6
Old  :     100.0:      71.2       73.8        5.8        0.0        3.8        0.0        5.0        9.2        4.8        3.4        4.2:      1.0       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        16         16          .          0          .          0          .          .          .          .          .:
Old  :        21:        16         16          .          0          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       54.7       77.9       76.0       18.5       16.9       24.1       25.1
Old  :                 56.4       54.7       77.9       76.0       18.5       16.9       24.1       25.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    70,130:    19,173     23,730      3,900      2,556      3,013        290      7,594      8,130     19,168      8,902     15,364:    1,092       841
Old  :    70,130:    19,173     23,730      3,900      2,556      3,013        290      7,594      8,130     19,168      8,902     15,364:    1,092       841
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     2,001:        94        249       -335        930       -630        290       -375      1,290      1,028        113        294:      -30       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       33.8        5.6        3.6        4.3        0.4       10.8       11.6       27.3       12.7       21.9:      1.6       1.2
Old  :     100.0:      27.3       33.8        5.6        3.6        4.3        0.4       10.8       11.6       27.3       12.7       21.9:      1.6       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        11         12          .          .          4          .          .          4         15         13         27:
Old  :        49:        11         12          .          .          4          .          .          4         15         13         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.2       40.3       56.7       60.8       27.9       25.5       41.3       40.4
Old  :                 38.2       40.3       56.7       60.8       27.9       25.5       41.3       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    23,361:     9,770      4,675        268      1,660      1,077          0      2,040      2,025      6,173      8,564      3,056:      992       264
Old  :    23,361:     9,770      4,675        268      1,660      1,077          0      2,040      2,025      6,173      8,564      3,056:      992       264
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     2,095:     1,030        810        -65         75        135          0        725        315        540         -5         70:       70       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.8       20.0        1.1        7.1        4.6        0.0        8.7        8.7       26.4       36.7       13.1:      4.2       1.1
Old  :     100.0:      41.8       20.0        1.1        7.1        4.6        0.0        8.7        8.7       26.4       36.7       13.1:      4.2       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:         7          7          .          .          .          0          4          4         10         13         18:
Old  :        39:         7          7          .          .          .          0          4          4         10         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       41.9       71.1       64.7       50.8       34.3       60.4       52.5
Old  :                 55.5       41.9       71.1       64.7       50.8       34.3       60.4       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   186,696:   107,423    126,104     13,736     10,079     20,273     16,114      6,112     11,721     10,913      5,865      5,559:      957       982
Old  :   186,696:   107,423    126,104     13,736     10,079     20,273     16,114      6,112     11,721     10,913      5,865      5,559:      957       982
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :      -635:       525       -275     -1,297        212        636       -451        -87       -487        407       -672         -0:       30        38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       67.5        7.4        5.4       10.9        8.6        3.3        6.3        5.8        3.1        3.0:      0.5       0.5
Old  :     100.0:      57.5       67.5        7.4        5.4       10.9        8.6        3.3        6.3        5.8        3.1        3.0:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        44         43          .          7          7          6          4          7          8          6          9:
Old  :        83:        44         43          .          7          7          6          4          7          8          6          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.8       30.2       42.8       50.3       17.6       25.6       29.0       37.6
Old  :                 26.8       30.2       42.8       50.3       17.6       25.6       29.0       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    52,662:    32,650     43,336     11,948      3,514      4,132      2,588          1      1,317         27        362          0:        0         0
Old  :    52,662:    32,650     43,336     11,948      3,514      4,132      2,588          1      1,317         27        362          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :        38:      -172        -21        323        355       -273        180          0        -23         27          0          0:      -24         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       82.3       22.7        6.7        7.8        4.9        0.0        2.5        0.1        0.7        0.0:      0.0       0.0
Old  :     100.0:      62.0       82.3       22.7        6.7        7.8        4.9        0.0        2.5        0.1        0.7        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        25         25          .          .          4          .          .          .          .          .          0:
Old  :        38:        25         25          .          .          4          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       45.9       78.8       67.4       46.9       34.6       59.0       49.3
Old  :                 52.8       45.9       78.8       67.4       46.9       34.6       59.0       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   525,135:   406,353    428,804     61,349     59,178     35,281     19,224          0        936      1,056          0        936:        0         0
Old  :   525,135:   406,353    428,804     61,349     59,178     35,281     19,224          0        936      1,056          0        936:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    20,511:    13,800     21,478      8,237          0     -1,903     -1,279          0          0        720          0        936:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       81.7       11.7       11.3        6.7        3.7        0.0        0.2        0.2        0.0        0.2:      0.0       0.0
Old  :     100.0:      77.4       81.7       11.7       11.3        6.7        3.7        0.0        0.2        0.2        0.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        25         24          .          .          .          .          0          .          .          0          .:
Old  :        37:        25         24          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       54.9       74.1       79.6       42.4       52.5       62.4       67.7
Old  :                 48.2       54.9       74.1       79.6       42.4       52.5       62.4       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                                                                                               Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,720,020: 1,164,902  1,397,972    132,595     80,486    142,077    228,720     15,206     18,695        401     32,954     32,630:       -0        -0
Old  : 1,720,020: 1,164,902  1,397,972    132,595     80,486    142,077    228,720     15,206     18,695        401     32,954     32,630:       -0        -0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    20,747:    14,144     12,136       -104     -5,456     10,998     -7,786     -1,201      3,495          0        775          0:       -0        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       81.3        7.7        4.7        8.3       13.3        0.9        1.1        0.0        1.9        1.9:     -0.0      -0.0
Old  :     100.0:      67.7       81.3        7.7        4.7        8.3       13.3        0.9        1.1        0.0        1.9        1.9:     -0.0      -0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        35         37          4          4          5          4          .          .          .          4          4:
Old  :        64:        35         37          4          4          5          4          .          .          .          4          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       43.7       60.4       59.1       38.0       37.7       50.2       49.2
Old  :                 43.6       43.7       60.4       59.1       38.0       37.7       50.2       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    63,663:    53,672     33,387        231     13,719      5,015         81      5,093      4,202        127      1,912        335:        0        -0
Old  :    63,663:    53,672     33,387        231     13,719      5,015         81      5,093      4,202        127      1,912        335:        0        -0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    -3,812:    -3,533     -3,451        -25         89       -379          0         37        100        127       -156        -52:      -50        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       52.4        0.4       21.5        7.9        0.1        8.0        6.6        0.2        3.0        0.5:      0.0      -0.0
Old  :     100.0:      84.3       52.4        0.4       21.5        7.9        0.1        8.0        6.6        0.2        3.0        0.5:      0.0      -0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        25         26          .          .          .          .          .          .          .          .          .:
Old  :        40:        25         26          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       46.5       68.4       71.1       31.9       33.5       46.0       51.8
Old  :                 46.4       46.5       68.4       71.1       31.9       33.5       46.0       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   380,655:   231,598    299,058    126,967     42,576     13,376          0     15,665      8,370          0      1,266        344:        0         0
Old  :   380,655:   231,598    299,058    126,967     42,576     13,376          0     15,665      8,370          0      1,266        344:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :   -12,435:   -11,233    -10,210        358     -2,240     -1,248          0      1,584          0          0         -9       -312:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.8       78.6       33.4       11.2        3.5        0.0        4.1        2.2        0.0        0.3        0.1:      0.0       0.0
Old  :     100.0:      60.8       78.6       33.4       11.2        3.5        0.0        4.1        2.2        0.0        0.3        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         15          .          .          .          0          .          .          0          .          .:
Old  :        28:        16         15          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       60.1       80.6       81.7       51.0       54.6       67.7       70.5
Old  :                 62.4       60.1       80.6       81.7       51.0       54.6       67.7       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                 Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   656,486:   490,797    309,749     64,380    108,007     41,469     40,063      9,360      9,583      9,009    177,133      1,185:        0         0
Old  :   656,486:   490,797    309,749     64,380    108,007     41,469     40,063      9,360      9,583      9,009    177,133      1,185:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     6,110:    15,454      8,478          0      9,328     -9,328        -16          0          0          0     -2,368          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       47.2        9.8       16.5        6.3        6.1        1.4        1.5        1.4       27.0        0.2:      0.0       0.0
Old  :     100.0:      74.8       47.2        9.8       16.5        6.3        6.1        1.4        1.5        1.4       27.0        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         20          .          4          .          .          .          .          .          .          .:
Old  :        39:        20         20          .          4          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       52.3       75.3       71.1       49.3       49.8       65.9       62.9
Old  :                 54.1       52.3       75.3       71.1       49.3       49.8       65.9       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                          Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    52,005:    26,417     25,504     15,786      1,407        383      3,208        635      2,204      3,153     21,191          0:      854       681
Old  :    52,005:    26,417     25,504     15,786      1,407        383      3,208        635      2,204      3,153     21,191          0:      854       681
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     1,642:       749      1,189        721          2          0        425         42       -189          0        554          0:      -64        44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.8       49.0       30.4        2.7        0.7        6.2        1.2        4.2        6.1       40.7        0.0:      1.6       1.3
Old  :     100.0:      50.8       49.0       30.4        2.7        0.7        6.2        1.2        4.2        6.1       40.7        0.0:      1.6       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         22          5          .          .          .          .          .          .          .          0:
Old  :        35:        17         22          5          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       60.1       74.2       75.3       51.9       57.6       69.0       70.1
Old  :                 52.8       60.1       74.2       75.3       51.9       57.6       69.0       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                              Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,835,205: 1,650,765    677,280    180,520          0          0          0          0          0      3,920  1,157,925          0:        0         0
Old  : 1,835,205: 1,650,765    677,280    180,520          0          0          0          0          0      3,920  1,157,925          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    78,930:    78,930     63,250          0          0          0          0          0          0          0     15,680          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       36.9        9.8        0.0        0.0        0.0        0.0        0.0        0.2       63.1        0.0:      0.0       0.0
Old  :     100.0:      89.9       36.9        9.8        0.0        0.0        0.0        0.0        0.0        0.2       63.1        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          7          .          0          0          0          0          0          .          .          0:
Old  :        20:        12          7          .          0          0          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.7       92.5       91.2      100.0       68.1       92.5       88.6       95.1
Old  :                 70.7       92.5       91.2      100.0       68.1       92.5       88.6       95.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   591,500:   497,650    216,630     93,850          0          0          0          0          0          0    374,870          0:        0         0
Old  :   591,500:   497,650    216,630     93,850          0          0          0          0          0          0    374,870          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    20,200:    20,200     20,200          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       36.6       15.9        0.0        0.0        0.0        0.0        0.0        0.0       63.4        0.0:      0.0       0.0
Old  :     100.0:      84.1       36.6       15.9        0.0        0.0        0.0        0.0        0.0        0.0       63.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         11          .          0          0          0          0          0          0          .          0:
Old  :        23:        14         11          .          0          0          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       85.3       90.3       94.7       62.8       85.0       87.2       91.1
Old  :                 62.8       85.3       90.3       94.7       62.8       85.0       87.2       91.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                     Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 1,019,680:   804,560    855,520    215,120    164,160          0          0          0          0          0          0          0:        0         0
Old  : 1,019,680:   804,560    855,520    215,120    164,160          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       83.9       21.1       16.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      78.9       83.9       21.1       16.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          7          .          .          0          0          0          0          0          0          0:
Old  :        20:        12          7          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.5       85.4       92.3       99.6       63.9       85.4       87.7       94.3
Old  :                 68.5       85.4       92.3       99.6       63.9       85.4       87.7       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   297,472:   230,640    251,664     45,760     36,328      1,984     15,976      2,368      2,360          0      2,016        752:        0         0
Old  :   297,472:   230,640    251,664     45,760     36,328      1,984     15,976      2,368      2,360          0      2,016        752:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     6,656:     6,656      5,880      1,184          0          0     -1,960          0        776          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       84.6       15.4       12.2        0.7        5.4        0.8        0.8        0.0        0.7        0.3:      0.0       0.0
Old  :     100.0:      77.5       84.6       15.4       12.2        0.7        5.4        0.8        0.8        0.0        0.7        0.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         16          .          .          .          .          .          .          0          .          .:
Old  :        36:        22         16          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       52.2       62.7       76.3       37.0       49.7       57.1       65.3
Old  :                 41.1       52.2       62.7       76.3       37.0       49.7       57.1       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                                                                                                      Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    11,387:     7,425      7,617      1,056      1,703        743      1,187        284        489         80        506          0:      406        44
Old  :    11,387:     7,425      7,617      1,056      1,703        743      1,187        284        489         80        506          0:      406        44
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       237:       124        321        193        -45        -19         86          0        -86          0        132          0:      -62       -66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       66.9        9.3       15.0        6.5       10.4        2.5        4.3        0.7        4.4        0.0:      3.6       0.4
Old  :     100.0:      65.2       66.9        9.3       15.0        6.5       10.4        2.5        4.3        0.7        4.4        0.0:      3.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         17          .          .          4          .          .          .          .          .          0:
Old  :        34:        20         17          .          .          4          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       44.0       67.3       65.7       42.6       40.1       56.8       58.1
Old  :                 46.5       44.0       67.3       65.7       42.6       40.1       56.8       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                               Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   375,125:   313,640    303,325     61,485     71,800          0          0          0          0          0          0          0:        0         0
Old  :   375,125:   313,640    303,325     61,485     71,800          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0     -1,100          0      1,100          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       80.9       16.4       19.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.6       80.9       16.4       19.1        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         11          .          .          0          0          0          0          0          0          0:
Old  :        25:        15         11          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       83.0       88.1       95.4       60.5       83.0       86.0       93.3
Old  :                 60.5       83.0       88.1       95.4       60.5       83.0       86.0       93.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWH PER LOT                                                                                                          :
     :          :    Positions                                                                                                           :
All  :   212,530:   172,940    150,870          0     20,920     37,990          0      1,150      1,600          0          0          0:        0         0
Old  :   212,530:   172,940    150,870          0     20,920     37,990          0      1,150      1,600          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       71.0        0.0        9.8       17.9        0.0        0.5        0.8        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.4       71.0        0.0        9.8       17.9        0.0        0.5        0.8        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         18          0          .          .          0          .          .          0          0          0:
Old  :        26:        16         18          0          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       47.6       76.9       75.3       44.3       27.8       52.1       40.4
Old  :                 53.4       47.6       76.9       75.3       44.3       27.8       52.1       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV                                                                                        Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    26,177:    20,181     14,903      2,443      6,278      1,830        873          2        227          0      1,320         20:      603     1,597
Old  :    26,177:    20,181     14,903      2,443      6,278      1,830        873          2        227          0      1,320         20:      603     1,597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       233:     1,189        446        321        -44       -194         -3        -86         67          0         68         20:   -1,167       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       56.9        9.3       24.0        7.0        3.3        0.0        0.9        0.0        5.0        0.1:      2.3       6.1
Old  :     100.0:      77.1       56.9        9.3       24.0        7.0        3.3        0.0        0.9        0.0        5.0        0.1:      2.3       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         18          .          .          .          .          .          .          0          .          .:
Old  :        31:        20         18          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       46.6       63.6       71.6       27.8       44.2       47.2       62.2
Old  :                 38.9       46.6       63.6       71.6       27.8       44.2       47.2       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV                                                                                          Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 5 MWh                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,806,552: 1,426,020  1,314,340    127,621    162,337     49,901     50,083     82,915    152,927          0     44,132          0:        0         0
Old  : 1,806,552: 1,426,020  1,314,340    127,621    162,337     49,901     50,083     82,915    152,927          0     44,132          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    58,560:    31,256     59,304     28,048          0       -744          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       72.8        7.1        9.0        2.8        2.8        4.6        8.5        0.0        2.4        0.0:      0.0       0.0
Old  :     100.0:      78.9       72.8        7.1        9.0        2.8        2.8        4.6        8.5        0.0        2.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        25         21          .          .          .          .          .          .          0          .          0:
Old  :        40:        25         21          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       47.2       70.1       72.1       38.0       40.9       55.8       58.9
Old  :                 44.8       47.2       70.1       72.1       38.0       40.9       55.8       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV                                                                                          Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any multiple of 16 MWh                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   631,605:   476,335    446,215     97,010     31,550     40,045          0     55,080     18,215          0     40,500          0:        0         0
Old  :   631,605:   476,335    446,215     97,010     31,550     40,045          0     55,080     18,215          0     40,500          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     4,615:    -2,830      5,140      7,660       -835       -215          0          0          0          0        525          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       70.6       15.4        5.0        6.3        0.0        8.7        2.9        0.0        6.4        0.0:      0.0       0.0
Old  :     100.0:      75.4       70.6       15.4        5.0        6.3        0.0        8.7        2.9        0.0        6.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         21          .          .          4          0          .          .          0          .          0:
Old  :        40:        26         21          .          .          4          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       41.9       68.2       69.9       43.1       35.8       61.8       54.4
Old  :                 44.1       41.9       68.2       69.9       43.1       35.8       61.8       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                         Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWH                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 1,098,494:   874,604  1,051,694    177,090          0     46,800          0          0          0          0          0          0:        0         0
Old  : 1,098,494:   874,604  1,051,694    177,090          0     46,800          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    11,760:    11,760     11,760          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       95.7       16.1        0.0        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.6       95.7       16.1        0.0        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         11          .          0          .          0          0          0          0          0          0:
Old  :        23:        15         11          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       84.6       75.8       96.6       42.1       60.9       59.1       70.8
Old  :                 48.5       84.6       75.8       96.6       42.1       60.9       59.1       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                             Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   364,845:   276,395    334,915     59,650      7,530     22,400      6,400          0          0          0          0          0:        0         0
Old  :   364,845:   276,395    334,915     59,650      7,530     22,400      6,400          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     5,500:     5,500      5,500          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       91.8       16.3        2.1        6.1        1.8        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      75.8       91.8       16.3        2.1        6.1        1.8        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         14          .          .          .          .          0          0          0          0          0:
Old  :        30:        19         14          .          .          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       74.1       59.8       95.1       31.3       60.2       49.0       71.1
Old  :                 38.8       74.1       59.8       95.1       31.3       60.2       49.0       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   609,589:   391,133    520,511     61,985     10,719     28,093    102,217      8,204     23,417          0     15,901      2,744:        0         0
Old  :   609,589:   391,133    520,511     61,985     10,719     28,093    102,217      8,204     23,417          0     15,901      2,744:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     8,168:     4,272      8,168      3,896          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       85.4       10.2        1.8        4.6       16.8        1.3        3.8        0.0        2.6        0.5:      0.0       0.0
Old  :     100.0:      64.2       85.4       10.2        1.8        4.6       16.8        1.3        3.8        0.0        2.6        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         24          .          .          4          .          .          .          0          .          .:
Old  :        41:        26         24          .          .          4          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       55.8       76.7       70.9       50.2       52.6       65.4       62.5
Old  :                 56.4       55.8       76.7       70.9       50.2       52.6       65.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV                                                                                         Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    43,450:    30,053     31,537      4,808      3,922      1,490      5,461      3,387      1,144          0      1,651        193:      301       126
Old  :    43,450:    30,053     31,537      4,808      3,922      1,490      5,461      3,387      1,144          0      1,651        193:      301       126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       654:       182        443        516          0        -44          0          0          0          0        213          0:       -0        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       72.6       11.1        9.0        3.4       12.6        7.8        2.6        0.0        3.8        0.4:      0.7       0.3
Old  :     100.0:      69.2       72.6       11.1        9.0        3.4       12.6        7.8        2.6        0.0        3.8        0.4:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        28         28          .          .          .          .          .          .          0          .          .:
Old  :        43:        28         28          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       50.0       75.9       73.3       46.5       48.9       66.2       71.1
Old  :                 50.6       50.0       75.9       73.3       46.5       48.9       66.2       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    22,072:    10,893     21,842      8,107          0        104      2,688          0          0        254        100         26:        0         0
Old  :    22,072:    10,893     21,842      8,107          0        104      2,688          0          0        254        100         26:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    -3,558:    -1,738     -3,323     -1,245          0       -183         13          0          0       -154         49       -101:     -150         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.4       99.0       36.7        0.0        0.5       12.2        0.0        0.0        1.2        0.5        0.1:      0.0       0.0
Old  :     100.0:      49.4       99.0       36.7        0.0        0.5       12.2        0.0        0.0        1.2        0.5        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         16          .          0          .          .          0          0          .          .          .:
Old  :        32:        17         16          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       79.7       77.3       91.0       48.9       76.7       69.8       84.0
Old  :                 50.2       79.7       77.3       91.0       48.9       76.7       69.8       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   179,548:    88,244    171,722     66,254          0      5,874     13,988          0      1,952      3,236          0          0:        0         0
Old  :   179,548:    88,244    171,722     66,254          0      5,874     13,988          0      1,952      3,236          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :   -20,481:   -11,191    -20,531     -9,102          0      1,058     -1,280          0          0      1,634     -1,008          0:   -1,600         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.1       95.6       36.9        0.0        3.3        7.8        0.0        1.1        1.8        0.0        0.0:      0.0       0.0
Old  :     100.0:      49.1       95.6       36.9        0.0        3.3        7.8        0.0        1.1        1.8        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         10          .          0          .          .          0          .          .          0          0:
Old  :        24:        12         10          .          0          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       77.0       81.7       94.7       54.1       66.7       70.3       79.0
Old  :                 59.9       77.0       81.7       94.7       54.1       66.7       70.3       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                          Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   563,154:   341,994    470,648    153,659     27,038     15,207     13,834     11,801     38,460          0          0          0:        0         0
Old  :   563,154:   341,994    470,648    153,659     27,038     15,207     13,834     11,801     38,460          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     6,624:     6,624      1,960     -4,664          0      4,664          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       83.6       27.3        4.8        2.7        2.5        2.1        6.8        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      60.7       83.6       27.3        4.8        2.7        2.5        2.1        6.8        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         17          .          .          .          .          .          .          0          0          0:
Old  :        34:        20         17          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       70.3       66.4       85.4       44.7       58.1       55.1       64.0
Old  :                 45.6       70.3       66.4       85.4       44.7       58.1       55.1       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    31,194:    24,175     23,320         19      4,334      2,324      3,247          0      1,046          0          0          0:      383       170
Old  :    31,194:    24,175     23,320         19      4,334      2,324      3,247          0      1,046          0          0          0:      383       170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :      -234:       614        -20         19        806       -784        129          0       -256          0          0          0:       44        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       74.8        0.1       13.9        7.5       10.4        0.0        3.4        0.0        0.0        0.0:      1.2       0.5
Old  :     100.0:      77.5       74.8        0.1       13.9        7.5       10.4        0.0        3.4        0.0        0.0        0.0:      1.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         21          .          5          4          .          0          .          0          0          0:
Old  :        35:        21         21          .          5          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       74.0       66.7       84.3       35.3       55.8       52.1       61.5
Old  :                 41.6       74.0       66.7       84.3       35.3       55.8       52.1       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                              Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    90,572:    58,126     65,691     13,030          0     19,416          0          0          0          0      5,465          0:        0         0
Old  :    90,572:    58,126     65,691     13,030          0     19,416          0          0          0          0      5,465          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       784:       784        784          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       72.5       14.4        0.0       21.4        0.0        0.0        0.0        0.0        6.0        0.0:      0.0       0.0
Old  :     100.0:      64.2       72.5       14.4        0.0       21.4        0.0        0.0        0.0        0.0        6.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         11          5          0          .          0          0          0          0          .          0:
Old  :        21:         8         11          5          0          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       74.5       94.4       93.6       46.4       57.7       59.9       64.2
Old  :                 73.7       74.5       94.4       93.6       46.4       57.7       59.9       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                                                           Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    23,504:    13,066     21,525      5,889          0      1,176        489        508          0      2,455          0          0:      429       295
Old  :    23,504:    13,066     21,525      5,889          0      1,176        489        508          0      2,455          0          0:      429       295
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :        21:       761         25       -656          0         -1          0          0          0        -42          0        -64:       23        61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       91.6       25.1        0.0        5.0        2.1        2.2        0.0       10.4        0.0        0.0:      1.8       1.3
Old  :     100.0:      55.6       91.6       25.1        0.0        5.0        2.1        2.2        0.0       10.4        0.0        0.0:      1.8       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         17          4          0          4          .          .          0          .          0          0:
Old  :        31:        19         17          4          0          4          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       48.1       62.6       71.4       41.1       42.8       54.2       61.2
Old  :                 45.7       48.1       62.6       71.4       41.1       42.8       54.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   342,315:   141,607    329,043    137,319      1,568     10,144      4,704          0          0     46,981          0      1,560:        0         0
Old  :   342,315:   141,607    329,043    137,319      1,568     10,144      4,704          0          0     46,981          0      1,560:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    14,176:     7,264     19,600      7,656     -4,680       -744          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.4       96.1       40.1        0.5        3.0        1.4        0.0        0.0       13.7        0.0        0.5:      0.0       0.0
Old  :     100.0:      41.4       96.1       40.1        0.5        3.0        1.4        0.0        0.0       13.7        0.0        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         17          4          .          .          .          0          0          .          0          .:
Old  :        28:        16         17          4          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       60.3       80.7       81.9       57.7       48.7       72.2       69.6
Old  :                 59.3       60.3       80.7       81.9       57.7       48.7       72.2       69.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                                                                                                           Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,927:     9,737     11,237      5,191      5,243      1,212        214          0         42      1,110          0         40:      381       153
Old  :    17,927:     9,737     11,237      5,191      5,243      1,212        214          0         42      1,110          0         40:      381       153
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :      -106:      -476       -166         97         16         21          0          0          0        126          0          0:      126        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       62.7       29.0       29.2        6.8        1.2        0.0        0.2        6.2        0.0        0.2:      2.1       0.9
Old  :     100.0:      54.3       62.7       29.0       29.2        6.8        1.2        0.0        0.2        6.2        0.0        0.2:      2.1       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         22          .          .          4          .          0          .          .          0          .:
Old  :        31:        18         22          .          .          4          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       52.2       70.0       69.2       41.9       44.7       57.2       56.6
Old  :                 46.4       52.2       70.0       69.2       41.9       44.7       57.2       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                               Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   235,182:    98,028    140,771    129,640     88,122      1,609          0      4,680          0      5,905          0          0:        0         0
Old  :   235,182:    98,028    140,771    129,640     88,122      1,609          0      4,680          0      5,905          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       832:       392        392      1,240      1,240       -800          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.7       59.9       55.1       37.5        0.7        0.0        2.0        0.0        2.5        0.0        0.0:      0.0       0.0
Old  :     100.0:      41.7       59.9       55.1       37.5        0.7        0.0        2.0        0.0        2.5        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         13          4          .          .          0          .          0          .          0          0:
Old  :        28:        15         13          4          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.1       67.9       87.8       90.3       64.9       67.9       77.3       80.8
Old  :                 71.1       67.9       87.8       90.3       64.9       67.9       77.3       80.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE - ICE FUTURES ENERGY DIV                                                                                                              Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    30,952:    21,292     25,860      5,372         77      1,420          0        727      2,868          0          0          0:        0         0
Old  :    30,952:    21,292     25,860      5,372         77      1,420          0        727      2,868          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       127:       210         21        -77          0         50          0        112        -56          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       83.5       17.4        0.2        4.6        0.0        2.3        9.3        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      68.8       83.5       17.4        0.2        4.6        0.0        2.3        9.3        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         20          .          .          .          0          .          .          0          0          0:
Old  :        30:        19         20          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       50.4       75.6       74.3       45.1       40.3       55.5       55.3
Old  :                 52.8       50.4       75.6       74.3       45.1       40.3       55.5       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   222,166:   193,842    130,326      1,937     67,686     23,826      2,233          0        328          0          0          0:        0         0
Old  :   222,166:   193,842    130,326      1,937     67,686     23,826      2,233          0        328          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       312:     4,213        312          0      4,508     -4,508        607          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       58.7        0.9       30.5       10.7        1.0        0.0        0.1        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      87.3       58.7        0.9       30.5       10.7        1.0        0.0        0.1        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         15          .          .          .          .          0          .          0          0          0:
Old  :        27:        14         15          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       64.1       79.7       82.7       46.0       53.3       63.0       64.9
Old  :                 54.8       64.1       79.7       82.7       46.0       53.3       63.0       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   780,180:   696,025    628,353     42,960     24,712     41,195          0     85,920          0          0          0          0:        0         0
Old  :   780,180:   696,025    628,353     42,960     24,712     41,195          0     85,920          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       80.5        5.5        3.2        5.3        0.0       11.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.2       80.5        5.5        3.2        5.3        0.0       11.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13          9          .          .          .          0          .          0          0          0          0:
Old  :        23:        13          9          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       73.7       85.7       94.4       66.8       73.7       80.0       83.9
Old  :                 66.8       73.7       85.7       94.4       66.8       73.7       80.0       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   237,565:   206,685    206,290     19,200      7,820     11,680          0     11,775          0          0          0          0:        0         0
Old  :   237,565:   206,685    206,290     19,200      7,820     11,680          0     11,775          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:      -500          0          0       -500        500          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       86.8        8.1        3.3        4.9        0.0        5.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      87.0       86.8        8.1        3.3        4.9        0.0        5.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         11          .          .          .          0          .          0          0          0          0:
Old  :        28:        16         11          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       67.6       78.5       88.9       60.3       64.6       75.9       79.6
Old  :                 60.3       67.6       78.5       88.9       60.3       64.6       75.9       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                                                                                                        Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Any Multiple of 800 800MWhs                                                                                             :
     :          :    Positions                                                                                                           :
All  :     2,413:       896      1,350        511        521        206          0          6         40        457          6        280:       24         5
Old  :     2,413:       896      1,350        511        521        206          0          6         40        457          6        280:       24         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       115:        44         71         10          1         17          0          1         -1         21          3         18:        5         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.1       56.0       21.2       21.6        8.5        0.0        0.2        1.7       18.9        0.2       11.6:      1.0       0.2
Old  :     100.0:      37.1       56.0       21.2       21.6        8.5        0.0        0.2        1.7       18.9        0.2       11.6:      1.0       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         12          .          .          5          0          .          .          .          .          .:
Old  :        21:        12         12          .          .          5          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       72.4       88.7       87.6       54.9       53.7       58.5       57.6
Old  :                 76.5       72.4       88.7       87.6       54.9       53.7       58.5       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                               Code-0643CR
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   134,840:    97,140    129,100     31,960          0      5,740          0          0          0          0          0          0:        0         0
Old  :   134,840:    97,140    129,100     31,960          0      5,740          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     8,775:     6,125      8,775      2,650          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       95.7       23.7        0.0        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      72.0       95.7       23.7        0.0        4.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         10          .          0          .          0          0          0          0          0          0:
Old  :        20:        12         10          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       78.6       86.3       94.2       58.1       70.3       76.6       80.6
Old  :                 60.8       78.6       86.3       94.2       58.1       70.3       76.6       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                                 Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   245,815:   205,715    106,865     25,725    124,575     14,375          0          0          0          0          0          0:        0         0
Old  :   245,815:   205,715    106,865     25,725    124,575     14,375          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    17,110:    18,110     17,110     -9,875     -8,875      8,875          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       43.5       10.5       50.7        5.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.7       43.5       10.5       50.7        5.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         10          .          .          .          0          0          0          0          0          0:
Old  :        25:        15         10          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       78.6       88.1       98.3       60.7       77.6       84.2       90.1
Old  :                 61.3       78.6       88.1       98.3       60.7       77.6       84.2       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 Mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   856,147:   693,261    344,467    123,966    472,760     38,920          0          0          0          0          0          0:        0         0
Old  :   856,147:   693,261    344,467    123,966    472,760     38,920          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    46,960:    46,960     46,960    -29,080    -29,080     29,080          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       40.2       14.5       55.2        4.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.0       40.2       14.5       55.2        4.5        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          7          .          .          .          0          0          0          0          0          0:
Old  :        22:        12          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       83.1       88.3       99.5       63.9       83.1       86.2       94.3
Old  :                 63.9       83.1       88.3       99.5       63.9       83.1       86.2       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                     Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   153,105:   121,915    125,945     10,190      6,600     20,560          0          0          0        440          0          0:        0         0
Old  :   153,105:   121,915    125,945     10,190      6,600     20,560          0          0          0        440          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     1,470:     1,470      1,470          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       82.3        6.7        4.3       13.4        0.0        0.0        0.0        0.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      79.6       82.3        6.7        4.3       13.4        0.0        0.0        0.0        0.3        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         11          .          .          .          0          0          0          .          0          0:
Old  :        23:        15         11          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       63.7       75.5       85.6       36.7       55.9       54.3       64.2
Old  :                 44.9       63.7       75.5       85.6       36.7       55.9       54.3       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                                     Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   191,725:   165,050    155,000      2,200     16,930     19,795          0          0          0      4,680          0          0:        0         0
Old  :   191,725:   165,050    155,000      2,200     16,930     19,795          0          0          0      4,680          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       80.8        1.1        8.8       10.3        0.0        0.0        0.0        2.4        0.0        0.0:      0.0       0.0
Old  :     100.0:      86.1       80.8        1.1        8.8       10.3        0.0        0.0        0.0        2.4        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         10          .          4          .          0          0          0          .          0          0:
Old  :        29:        19         10          .          4          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       66.1       72.6       87.3       44.7       58.8       66.4       72.8
Old  :                 48.0       66.1       72.6       87.3       44.7       58.8       66.4       72.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   563,660:   484,346    466,330     24,304     42,320     55,010          0          0          0          0          0          0:        0         0
Old  :   563,660:   484,346    466,330     24,304     42,320     55,010          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       82.7        4.3        7.5        9.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      85.9       82.7        4.3        7.5        9.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          7          .          .          .          0          0          0          0          0          0:
Old  :        20:        13          7          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       70.4       76.8       93.6       52.0       60.5       71.4       78.1
Old  :                 52.0       70.4       76.8       93.6       52.0       60.5       71.4       78.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   901,779:   828,015    893,187     73,764      8,592          0          0          0          0          0          0          0:        0         0
Old  :   901,779:   828,015    893,187     73,764      8,592          0          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       99.0        8.2        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      91.8       99.0        8.2        1.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13          6          .          .          0          0          0          0          0          0          0:
Old  :        21:        13          6          .          .          0          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.2       97.3       89.3      100.0       64.2       97.3       88.0       98.7
Old  :                 64.2       97.3       89.3      100.0       64.2       97.3       88.0       98.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   267,750:   251,970    263,320     11,350          0      4,430          0          0          0          0          0          0:        0         0
Old  :   267,750:   251,970    263,320     11,350          0      4,430          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       98.3        4.2        0.0        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      94.1       98.3        4.2        0.0        1.7        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        22          8          .          0          .          0          0          0          0          0          0:
Old  :        31:        22          8          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       91.0       78.4       98.9       59.0       90.6       77.3       96.4
Old  :                 59.0       91.0       78.4       98.9       59.0       90.6       77.3       96.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 6,365,862: 4,737,855  6,035,368  1,112,749    103,552    226,942    155,048          0          0    133,268          0          0:        0         0
Old  : 6,365,862: 4,737,855  6,035,368  1,112,749    103,552    226,942    155,048          0          0    133,268          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    44,846:    33,920     83,840       -960    -50,880     11,886          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       94.8       17.5        1.6        3.6        2.4        0.0        0.0        2.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.4       94.8       17.5        1.6        3.6        2.4        0.0        0.0        2.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        31         27          4          .          4          .          0          0          .          0          0:
Old  :        46:        31         27          4          .          4          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       61.6       62.4       78.7       38.2       54.0       54.6       67.0
Old  :                 41.2       61.6       62.4       78.7       38.2       54.0       54.6       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                                                                                             Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 2,198,040: 1,753,915  2,085,000    293,565     20,990     85,450     33,230          0          0     31,880      6,600          0:        0         0
Old  : 2,198,040: 1,753,915  2,085,000    293,565     20,990     85,450     33,230          0          0     31,880      6,600          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    59,835:    53,095     64,540       -200    -13,845      6,940          0          0          0          0      2,200          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       94.9       13.4        1.0        3.9        1.5        0.0        0.0        1.5        0.3        0.0:      0.0       0.0
Old  :     100.0:      79.8       94.9       13.4        1.0        3.9        1.5        0.0        0.0        1.5        0.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        33         31          5          .          4          .          0          0          .          .          0:
Old  :        53:        33         31          5          .          4          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       55.7       59.7       76.2       35.2       51.6       52.4       64.7
Old  :                 36.9       55.7       59.7       76.2       35.2       51.6       52.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                                                    Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  : 2,546,660: 1,573,578  1,348,837     95,588    322,650    197,267          0    178,996     43,695    560,396    380,475     74,740:    1,395         0
Old  : 2,546,660: 1,573,578  1,348,837     95,588    322,650    197,267          0    178,996     43,695    560,396    380,475     74,740:    1,395         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    45,524:    22,834     43,974      5,574    -10,069      1,088          0     -4,725      6,375      5,520      4,798      4,082:       51         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.8       53.0        3.8       12.7        7.7        0.0        7.0        1.7       22.0       14.9        2.9:      0.1       0.0
Old  :     100.0:      61.8       53.0        3.8       12.7        7.7        0.0        7.0        1.7       22.0       14.9        2.9:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        36         31          5          5          9          0          4          .          5          5          5:
Old  :        64:        36         31          5          5          9          0          4          .          5          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       45.3       60.9       62.4       47.6       42.1       58.2       57.6
Old  :                 47.7       45.3       60.9       62.4       47.6       42.1       58.2       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :MWh (Megawatt Hours)                                                                                                    :
     :          :    Positions                                                                                                           :
All  : 5,171,259: 4,337,667  3,766,084    201,935    507,177    345,351     84,655     82,335     93,479     54,119    322,780     54,053:        0         0
Old  : 5,171,259: 4,337,667  3,766,084    201,935    507,177    345,351     84,655     82,335     93,479     54,119    322,780     54,053:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :   188,232:   164,712    122,472     -4,000    -22,720     27,520          0     46,800          0      9,360     23,520     -9,360:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       72.8        3.9        9.8        6.7        1.6        1.6        1.8        1.0        6.2        1.0:      0.0       0.0
Old  :     100.0:      83.9       72.8        3.9        9.8        6.7        1.6        1.6        1.8        1.0        6.2        1.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        30         24          4          4          5          .          .          .          .          .          4:
Old  :        51:        30         24          4          4          5          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       64.3       61.2       80.4       42.9       58.7       59.9       72.2
Old  :                 43.1       64.3       61.2       80.4       42.9       58.7       59.9       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                                                             Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   646,310:   541,860    528,605     94,880    107,955      8,910          0        180        660          0          0          0:        0         0
Old  :   646,310:   541,860    528,605     94,880    107,955      8,910          0        180        660          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    33,425:    34,070     33,425       -645          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       81.8       14.7       16.7        1.4        0.0        0.0        0.1        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.8       81.8       14.7       16.7        1.4        0.0        0.0        0.1        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        24         10          4          .          .          0          .          .          0          0          0:
Old  :        34:        24         10          4          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       70.6       68.6       93.2       44.3       69.7       65.4       85.8
Old  :                 44.5       70.6       68.6       93.2       44.3       69.7       65.4       85.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                    Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :5 MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  : 2,037,908: 1,795,103  1,639,998    195,713    336,200     47,092          0     14,618          0          0          0          0:        0         0
Old  : 2,037,908: 1,795,103  1,639,998    195,713    336,200     47,092          0     14,618          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :   116,527:   120,447    128,357      7,910          0    -11,830          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       80.5        9.6       16.5        2.3        0.0        0.7        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      88.1       80.5        9.6       16.5        2.3        0.0        0.7        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         10          .          .          .          0          .          0          0          0          0:
Old  :        32:        22         10          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       69.1       75.2       90.1       53.1       68.8       72.2       83.9
Old  :                 53.1       69.1       75.2       90.1       53.1       68.8       72.2       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE                                                                                           Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    78,010:    51,975     30,679        221     21,784     17,189          0      1,201      4,945      1,629          1        485:    1,565     1,727
Old  :    78,010:    51,975     30,679        221     21,784     17,189          0      1,201      4,945      1,629          1        485:    1,565     1,727
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :        54:      -108        432          0       -587        213          0         26        -29          3         -7          4:      -30         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       39.3        0.3       27.9       22.0        0.0        1.5        6.3        2.1        0.0        0.6:      2.0       2.2
Old  :     100.0:      66.6       39.3        0.3       27.9       22.0        0.0        1.5        6.3        2.1        0.0        0.6:      2.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         24          .          5          7          0          .          .          .          .          .:
Old  :        39:        22         24          .          5          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       51.2       68.3       71.0       30.6       30.0       38.2       39.0
Old  :                 45.0       51.2       68.3       71.0       30.6       30.0       38.2       39.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-06465H
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    12,004:     5,774      7,702        430      1,099      1,928      2,057          0        728        190          0          0:      896       546
Old  :    12,004:     5,774      7,702        430      1,099      1,928      2,057          0        728        190          0          0:      896       546
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       -14:        -3         -0          1        -12         -2        -11          0          0          0          0          0:       -0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.1       64.2        3.6        9.2       16.1       17.1        0.0        6.1        1.6        0.0        0.0:      7.5       4.5
Old  :     100.0:      48.1       64.2        3.6        9.2       16.1       17.1        0.0        6.1        1.6        0.0        0.0:      7.5       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          8          .          .          4          .          0          .          .          0          0:
Old  :        20:        13          8          .          .          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.3       63.9       64.0       82.5       34.9       51.9       46.9       55.8
Old  :                 41.3       63.9       64.0       82.5       34.9       51.9       46.9       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTH ILL CAL MONTH LMP OPT - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06465I
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     5,241:     4,619      2,071          0      1,300         11          0        952          0          0          0          0:      611       907
Old  :     5,241:     4,619      2,071          0      1,300         11          0        952          0          0          0          0:      611       907
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :        13:        12       -120          0          0          0          0          0          0          0          0          0:        1       133
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       39.5        0.0       24.8        0.2        0.0       18.2        0.0        0.0        0.0        0.0:     11.7      17.3
Old  :     100.0:      88.1       39.5        0.0       24.8        0.2        0.0       18.2        0.0        0.0        0.0        0.0:     11.7      17.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        16         10          0          .          .          0          .          0          0          0          0:
Old  :        20:        16         10          0          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       47.8       76.0       67.7       42.5       43.0       56.5       54.3
Old  :                 53.9       47.8       76.0       67.7       42.5       43.0       56.5       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON PEAKCAL MONTH LMP 5 - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06465K
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 5 MEGAWATTS PER HOUR)                                                                                     :
     :          :    Positions                                                                                                           :
All  :     9,834:     4,588      6,624      1,278          0      1,008      1,390        240        170          0        642        736:      664       414
Old  :     9,834:     4,588      6,624      1,278          0      1,008      1,390        240        170          0        642        736:      664       414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       312:       312         72       -240          0        240          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       67.4       13.0        0.0       10.3       14.1        2.4        1.7        0.0        6.5        7.5:      6.8       4.2
Old  :     100.0:      46.7       67.4       13.0        0.0       10.3       14.1        2.4        1.7        0.0        6.5        7.5:      6.8       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         15          .          0          .          .          .          .          0          .          .:
Old  :        26:        15         15          .          0          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       43.6       66.6       68.7       35.0       34.3       51.4       54.8
Old  :                 44.6       43.6       66.6       68.7       35.0       34.3       51.4       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2.5 MEGAWATTS PER OFF PEAK HRS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    15,070:     9,016     10,370      1,200        240      1,674          0        558      1,332        180          0          0:    1,668       896
Old  :    15,070:     9,016     10,370      1,200        240      1,674          0        558      1,332        180          0          0:    1,668       896
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.8       68.8        8.0        1.6       11.1        0.0        3.7        8.8        1.2        0.0        0.0:     11.1       5.9
Old  :     100.0:      59.8       68.8        8.0        1.6       11.1        0.0        3.7        8.8        1.2        0.0        0.0:     11.1       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         17          4          .          4          0          .          .          .          0          0:
Old  :        30:        18         17          4          .          4          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.2       46.5       52.1       68.5       22.7       40.1       33.2       47.9
Old  :                 32.2       46.5       52.1       68.5       22.7       40.1       33.2       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                          Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    33,409:    29,578     28,908      2,681      3,351      1,150          0          0          0          0          0          0:        0         0
Old  :    33,409:    29,578     28,908      2,681      3,351      1,150          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       299:       341        110          0        231        -42          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       86.5        8.0       10.0        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      88.5       86.5        8.0       10.0        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         13          .          .          .          0          0          0          0          0          0:
Old  :        29:        16         13          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       74.7       79.1       91.1       54.5       70.3       79.1       86.7
Old  :                 54.5       74.7       79.1       91.1       54.5       70.3       79.1       86.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   645,282:   570,122    591,010     50,375     29,487     24,785          0          0          0          0          0          0:        0         0
Old  :   645,282:   570,122    591,010     50,375     29,487     24,785          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     5,072:     6,128      4,704     -1,056        368          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       91.6        7.8        4.6        3.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      88.4       91.6        7.8        4.6        3.8        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17         12          .          .          .          0          0          0          0          0          0:
Old  :        25:        17         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       85.5       74.4       96.5       47.8       82.2       73.7       91.2
Old  :                 48.6       85.5       74.4       96.5       47.8       82.2       73.7       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-064A38
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    21,151:    17,410      5,720      1,233      1,426        322          0          0          0      2,058     13,299          0:      128       384
Old  :    21,151:    17,410      5,720      1,233      1,426        322          0          0          0      2,058     13,299          0:      128       384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       27.0        5.8        6.7        1.5        0.0        0.0        0.0        9.7       62.9        0.0:      0.6       1.8
Old  :     100.0:      82.3       27.0        5.8        6.7        1.5        0.0        0.0        0.0        9.7       62.9        0.0:      0.6       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          6          .          .          .          0          0          0          .          .          0:
Old  :        20:         9          6          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       87.8       88.6       97.9       64.1       86.6       87.1       95.5
Old  :                 65.3       87.8       88.6       97.9       64.1       86.6       87.1       95.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    46,975:    31,900     44,700     12,290          0      2,275          0          0          0          0          0          0:      510         0
Old  :    46,975:    31,900     44,700     12,290          0      2,275          0          0          0          0          0          0:      510         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     1,253:     1,253      1,253          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       95.2       26.2        0.0        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.0
Old  :     100.0:      67.9       95.2       26.2        0.0        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        10         16          .          0          .          0          0          0          0          0          0:
Old  :        22:        10         16          .          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.4       45.5       93.2       73.2       69.5       45.5       82.7       70.1
Old  :                 74.4       45.5       93.2       73.2       69.5       45.5       82.7       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 MEGAWATT HOURS)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   696,812:   569,764    629,653    117,688     57,799      9,360          0          0          0          0          0          0:        0         0
Old  :   696,812:   569,764    629,653    117,688     57,799      9,360          0          0          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    23,400:    23,400     23,400          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       90.4       16.9        8.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.8       90.4       16.9        8.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         14          .          .          .          0          0          0          0          0          0:
Old  :        25:        13         14          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.3       48.3       92.1       78.7       75.4       42.7       81.4       67.1
Old  :                 79.3       48.3       92.1       78.7       75.4       42.7       81.4       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    67,535:    38,145     41,115     11,422     20,564      3,108      5,650        640      1,275      7,680        705          0:      255       128
Old  :    67,535:    38,145     41,115     11,422     20,564      3,108      5,650        640      1,275      7,680        705          0:      255       128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     5,803:     4,269      2,723      1,024      2,570        510          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       60.9       16.9       30.4        4.6        8.4        0.9        1.9       11.4        1.0        0.0:      0.4       0.2
Old  :     100.0:      56.5       60.9       16.9       30.4        4.6        8.4        0.9        1.9       11.4        1.0        0.0:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         13          4          .          .          .          .          .          .          .          0:
Old  :        34:        17         13          4          .          .          .          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       55.1       69.4       76.3       39.3       51.4       60.0       68.2
Old  :                 43.4       55.1       69.4       76.3       39.3       51.4       60.0       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,509,492:   988,218    818,772    249,967    251,349     74,280          0    309,340          0    191,246     49,970      5,781:        0         0
Old  : 1,509,492:   988,218    818,772    249,967    251,349     74,280          0    309,340          0    191,246     49,970      5,781:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    23,320:    23,320     23,320          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       54.2       16.6       16.7        4.9        0.0       20.5        0.0       12.7        3.3        0.4:      0.0       0.0
Old  :     100.0:      65.5       54.2       16.6       16.7        4.9        0.0       20.5        0.0       12.7        3.3        0.4:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         19          .          4          4          0          .          0          .          .          .:
Old  :        40:        20         19          .          4          4          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       49.5       76.5       70.6       47.1       49.2       69.4       67.4
Old  :                 50.2       49.5       76.5       70.6       47.1       49.2       69.4       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    22,498:    14,961     16,510      7,409      2,355          0          0      2,162          0          0      1,024          0:      128       447
Old  :    22,498:    14,961     16,510      7,409      2,355          0          0      2,162          0          0      1,024          0:      128       447
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.5       73.4       32.9       10.5        0.0        0.0        9.6        0.0        0.0        4.6        0.0:      0.6       2.0
Old  :     100.0:      66.5       73.4       32.9       10.5        0.0        0.0        9.6        0.0        0.0        4.6        0.0:      0.6       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          9          .          .          0          0          .          0          0          .          0:
Old  :        20:        10          9          .          .          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       76.9       90.5       92.8       59.3       66.1       78.1       81.5
Old  :                 63.2       76.9       90.5       92.8       59.3       66.1       78.1       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    40,425:    28,968     29,715     10,392          0        684          0     10,026          0        126          0          0:      255         0
Old  :    40,425:    28,968     29,715     10,392          0        684          0     10,026          0        126          0          0:      255         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     1,805:     3,080      1,705     -1,275          0          0          0        100          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       73.5       25.7        0.0        1.7        0.0       24.8        0.0        0.3        0.0        0.0:      0.6       0.0
Old  :     100.0:      71.7       73.5       25.7        0.0        1.7        0.0       24.8        0.0        0.3        0.0        0.0:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         12          4          0          .          0          .          0          .          0          0:
Old  :        24:        12         12          4          0          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       75.6       83.3       92.3       48.6       54.8       70.1       70.6
Old  :                 53.8       75.6       83.3       92.3       48.6       54.8       70.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    45,701:    28,545     20,279      1,443      6,714      6,337      4,355          0      1,820        697      8,047      2,504:        0         0
Old  :    45,701:    28,545     20,279      1,443      6,714      6,337      4,355          0      1,820        697      8,047      2,504:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     2,299:     2,299          0          0      1,024          0          0          0          0          0      1,275          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       44.4        3.2       14.7       13.9        9.5        0.0        4.0        1.5       17.6        5.5:      0.0       0.0
Old  :     100.0:      62.5       44.4        3.2       14.7       13.9        9.5        0.0        4.0        1.5       17.6        5.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         11          .          4          .          .          0          .          .          .          .:
Old  :        29:        16         11          .          4          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       64.8       69.8       88.8       30.2       50.5       51.2       62.3
Old  :                 47.6       64.8       69.8       88.8       30.2       50.5       51.2       62.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    32,447:    24,798     26,793      5,263      2,028      1,408          0          0          0          0      1,495        424:      554       299
Old  :    32,447:    24,798     26,793      5,263      2,028      1,408          0          0          0          0      1,495        424:      554       299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     7,786:     3,433      7,168      4,610        510         -2          0          0          0          0        110          0:     -255         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       82.6       16.2        6.3        4.3        0.0        0.0        0.0        0.0        4.6        1.3:      1.7       0.9
Old  :     100.0:      76.4       82.6       16.2        6.3        4.3        0.0        0.0        0.0        0.0        4.6        1.3:      1.7       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         14          .          .          .          0          0          0          0          .          .:
Old  :        24:        15         14          .          .          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       63.0       80.4       83.6       47.5       58.9       65.9       74.4
Old  :                 54.6       63.0       80.4       83.6       47.5       58.9       65.9       74.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    39,440:    36,061     28,507        766      7,493      2,380          0          0          0          0        955        105:      128         0
Old  :    39,440:    36,061     28,507        766      7,493      2,380          0          0          0          0        955        105:      128         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     4,168:     3,551      3,262        -36        358        548          0          0          0          0       -105        105:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.4       72.3        1.9       19.0        6.0        0.0        0.0        0.0        0.0        2.4        0.3:      0.3       0.0
Old  :     100.0:      91.4       72.3        1.9       19.0        6.0        0.0        0.0        0.0        0.0        2.4        0.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         15          .          5          4          0          0          0          0          .          .:
Old  :        29:        16         15          .          5          4          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       53.2       73.4       74.9       42.0       46.3       62.9       61.8
Old  :                 46.8       53.2       73.4       74.9       42.0       46.3       62.9       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   403,085:   233,982    340,518    112,646     35,535          0     16,387          0     23,480     13,038          0      3,552:        0         0
Old  :   403,085:   233,982    340,518    112,646     35,535          0     16,387          0     23,480     13,038          0      3,552:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       84.5       27.9        8.8        0.0        4.1        0.0        5.8        3.2        0.0        0.9:      0.0       0.0
Old  :     100.0:      58.0       84.5       27.9        8.8        0.0        4.1        0.0        5.8        3.2        0.0        0.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         14          .          .          0          .          0          .          .          0          .:
Old  :        26:        13         14          .          .          0          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       63.6       79.6       84.7       41.8       48.3       55.0       60.5
Old  :                 60.0       63.6       79.6       84.7       41.8       48.3       55.0       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   907,977:   716,057    627,790     69,086     93,600     99,514          0     63,753     23,320          0          0          0:        0         0
Old  :   907,977:   716,057    627,790     69,086     93,600     99,514          0     63,753     23,320          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     6,352:     6,352      6,352          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       69.1        7.6       10.3       11.0        0.0        7.0        2.6        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      78.9       69.1        7.6       10.3       11.0        0.0        7.0        2.6        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         19          .          .          .          0          .          .          0          0          0:
Old  :        27:        14         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       51.6       77.1       75.0       29.5       26.2       41.5       39.3
Old  :                 54.4       51.6       77.1       75.0       29.5       26.2       41.5       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,100,218:   584,801    549,529     79,924     51,141    110,748    263,005          0          0     54,258    381,318      7,482:        0         0
Old  : 1,100,218:   584,801    549,529     79,924     51,141    110,748    263,005          0          0     54,258    381,318      7,482:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :     2,352:         0      2,352          0          0          0          0          0          0          0     -2,352      2,352:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       49.9        7.3        4.6       10.1       23.9        0.0        0.0        4.9       34.7        0.7:      0.0       0.0
Old  :     100.0:      53.2       49.9        7.3        4.6       10.1       23.9        0.0        0.0        4.9       34.7        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         11          .          .          4          .          0          0          .          .          .:
Old  :        28:        12         11          .          .          4          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       65.9       78.8       87.2       56.4       63.6       71.3       78.2
Old  :                 56.4       65.9       78.8       87.2       56.4       63.6       71.3       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   380,622:   293,825    339,937     25,889     26,693     13,992          0          0          0     46,916          0          0:        0         0
Old  :   380,622:   293,825    339,937     25,889     26,693     13,992          0          0          0     46,916          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    79,320:    79,320     69,960          0      9,360          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       89.3        6.8        7.0        3.7        0.0        0.0        0.0       12.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      77.2       89.3        6.8        7.0        3.7        0.0        0.0        0.0       12.3        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        14         12          .          .          .          0          0          0          .          0          0:
Old  :        22:        14         12          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       75.7       78.5       93.4       41.4       67.3       66.9       75.1
Old  :                 50.7       75.7       78.5       93.4       41.4       67.3       66.9       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   501,588:   382,858    289,286     11,845     65,202    106,885          0          0          0          0     40,215          0:        0         0
Old  :   501,588:   382,858    289,286     11,845     65,202    106,885          0          0          0          0     40,215          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    60,712:    51,384     51,304          0         80      9,328          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       57.7        2.4       13.0       21.3        0.0        0.0        0.0        0.0        8.0        0.0:      0.0       0.0
Old  :     100.0:      76.3       57.7        2.4       13.0       21.3        0.0        0.0        0.0        0.0        8.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         15          .          5          .          0          0          0          0          .          0:
Old  :        30:        14         15          .          5          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.9       53.4       77.8       78.1       33.3       31.2       49.2       46.0
Old  :                 50.9       53.4       77.8       78.1       33.3       31.2       49.2       46.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A85
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatt Hours)                                                                                         :
     :          :    Positions                                                                                                           :
All  :   272,090:   231,534    166,990      7,516     60,699     33,040          0      2,703          0          0      8,658          0:        0         0
Old  :   272,090:   231,534    166,990      7,516     60,699     33,040          0      2,703          0          0      8,658          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :    23,320:    24,888     22,928     -1,960          0        392          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       61.4        2.8       22.3       12.1        0.0        1.0        0.0        0.0        3.2        0.0:      0.0       0.0
Old  :     100.0:      85.1       61.4        2.8       22.3       12.1        0.0        1.0        0.0        0.0        3.2        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        13          9          .          .          .          0          .          0          0          .          0:
Old  :        21:        13          9          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       85.0       92.2       94.8       43.9       37.2       48.9       45.8
Old  :                 67.0       85.0       92.2       94.8       43.9       37.2       48.9       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064A87
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 5 Megawatts Per Hour)                                                                                     :
     :          :    Positions                                                                                                           :
All  :   385,904:   192,472    275,496    114,432     17,568     79,000          0     13,840          0          0          0          0:        0         0
Old  :   385,904:   192,472    275,496    114,432     17,568     79,000          0     13,840          0          0          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       71.4       29.7        4.6       20.5        0.0        3.6        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      49.9       71.4       29.7        4.6       20.5        0.0        3.6        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          .          .          .          0          .          0          0          0          0:
Old  :        22:        13         10          .          .          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.9       66.2       89.4       87.1       45.2       50.9       63.8       64.7
Old  :                 68.9       66.2       89.4       87.1       45.2       50.9       63.8       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM ELEC OPT ON CALENDAR STRIP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-064B47
Disaggregated Commitments of Traders - Options and Futures Combined, July 16, 2013                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(40 MEGAWATT HOURS PER PEAK DAY)                                                                                        :
     :          :    Positions                                                                                                           :
All  :     4,871:     1,589      4,009      2,168          0        704        159          0         18         88          0        133:       13         7
Old  :     4,871:     1,589      4,009      2,168          0        704        159          0         18         88          0        133:       13         7
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 9, 2013                                                                     :
     :       -40:        -0        -30        -26          0         -5         -3          0         -1         -1          0         -4:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       82.3       44.5        0.0       14.4        3.3        0.0        0.4        1.8        0.0        2.7:      0.3       0.1
Old  :     100.0:      32.6       82.3       44.5        0.0       14.4        3.3        0.0        0.4        1.8        0.0        2.7:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         13          6          0          6          .          0          .          .          0          .:
Old  :        23:        12         13          6          0          6          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       55.6       76.5       77.3       41.8       47.8       53.6       56.6
Old  :                 55.8       55.6       76.5       77.3       41.8       47.8       53.6       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 19, 2013