```
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    90,627:    14,895     25,567      1,954      1,029      3,125      4,530      6,899      2,070     55,523     43,217      6,993:    1,537     1,727
Old  :    90,627:    14,895     25,567      1,954      1,029      3,125      4,530      6,899      2,070     55,523     43,217      6,993:    1,537     1,727
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,359:       640      2,105       -117       -945        217     -1,908        977     -1,005      3,967        424       -523:       88       109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       28.2        2.2        1.1        3.4        5.0        7.6        2.3       61.3       47.7        7.7:      1.7       1.9
Old  :     100.0:      16.4       28.2        2.2        1.1        3.4        5.0        7.6        2.3       61.3       47.7        7.7:      1.7       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        11         13          .          .          .          .          .          .         19         14         22:
Old  :        53:        11         13          .          .          .          .          .          .         19         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       42.3       66.4       61.4       46.0       41.2       60.3       57.1
Old  :                 47.0       42.3       66.4       61.4       46.0       41.2       60.3       57.1
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    31,497:    10,680      5,445      2,554        390        833        645        115      1,695     11,581     19,535      2,689:      820       795
Old  :    31,497:    10,680      5,445      2,554        390        833        645        115      1,695     11,581     19,535      2,689:      820       795
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -446:     1,515       -375       -635          0         55     -2,745       -880        555        990        322       -211:       30        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       17.3        8.1        1.2        2.6        2.0        0.4        5.4       36.8       62.0        8.5:      2.6       2.5
Old  :     100.0:      33.9       17.3        8.1        1.2        2.6        2.0        0.4        5.4       36.8       62.0        8.5:      2.6       2.5
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  :        41:         9          8          .          .          .          .          .          .         11         12         15:
Old  :        41:         9          8          .          .          .          .          .          .         11         12         15:
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       53.7       69.1       70.3       48.1       50.5       64.1       63.4
Old  :                 50.2       53.7       69.1       70.3       48.1       50.5       64.1       63.4
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   152,355:    91,689     98,774      1,011     14,075     16,417      6,027      3,420      5,147     20,972      3,388     10,366:      726       768
Old  :   152,355:    91,689     98,774      1,011     14,075     16,417      6,027      3,420      5,147     20,972      3,388     10,366:      726       768
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -719:    -2,364       -416        706        320       -259        193       -617        312         66       -727        648:      -21        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.2       64.8        0.7        9.2       10.8        4.0        2.2        3.4       13.8        2.2        6.8:      0.5       0.5
Old  :     100.0:      60.2       64.8        0.7        9.2       10.8        4.0        2.2        3.4       13.8        2.2        6.8:      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  :        78:        42         45          .          6          6          .          4          4          8          5          9:
Old  :        78:        42         45          .          6          6          .          4          4          8          5          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  :                 35.1       29.9       52.7       48.3       20.1       17.7       33.1       29.6
Old  :                 35.1       29.9       52.7       48.3       20.1       17.7       33.1       29.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    50,132:    18,632     44,006     19,320      3,816      1,075      9,826          0      1,001        224        180         54:        0         0
Old  :    50,132:    18,632     44,006     19,320      3,816      1,075      9,826          0      1,001        224        180         54:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -435:       824       -383     -1,127        -52         52       -183          0          0         -1        -52          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.2       87.8       38.5        7.6        2.1       19.6        0.0        2.0        0.4        0.4        0.1:      0.0       0.0
Old  :     100.0:      37.2       87.8       38.5        7.6        2.1       19.6        0.0        2.0        0.4        0.4        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  :        33:        19         20          .          .          .          .          0          .          .          .          .:
Old  :        33:        19         20          .          .          .          .          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  :                 76.7       52.0       89.5       78.2       73.1       49.9       82.1       75.2
Old  :                 76.7       52.0       89.5       78.2       73.1       49.9       82.1       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   396,020:   214,615    332,057    107,889     23,270     14,718     31,839          0     25,975        984          0          0:        0         0
Old  :   396,020:   214,615    332,057    107,889     23,270     14,718     31,839          0     25,975        984          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     4,233:     4,488      5,273     -4,760          0      1,256      5,217       -328     -1,968          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.2       83.8       27.2        5.9        3.7        8.0        0.0        6.6        0.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      54.2       83.8       27.2        5.9        3.7        8.0        0.0        6.6        0.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         17          .          .          .          .          0          .          .          0          0:
Old  :        31:        19         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  :                 56.9       61.3       83.6       86.6       47.0       54.9       69.9       72.4
Old  :                 56.9       61.3       83.6       86.6       47.0       54.9       69.9       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,495,742: 1,085,809  1,272,434    182,810     31,939    103,786          0     21,752      9,485     59,447      1,941     54,405:        0         0
Old  : 1,495,742: 1,085,809  1,272,434    182,810     31,939    103,786          0     21,752      9,485     59,447      1,941     54,405:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    10,184:     8,528     16,032      6,728          0     -4,281          0        750       -391      1,526          0     -1,926:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       85.1       12.2        2.1        6.9        0.0        1.5        0.6        4.0        0.1        3.6:      0.0       0.0
Old  :     100.0:      72.6       85.1       12.2        2.1        6.9        0.0        1.5        0.6        4.0        0.1        3.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        33         37          6          .          5          0          .          .          5          .          4:
Old  :        60:        33         37          6          .          5          0          .          .          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  :                 43.4       36.7       62.6       53.2       33.9       30.5       44.0       38.7
Old  :                 43.4       36.7       62.6       53.2       33.9       30.5       44.0       38.7
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    43,575:    35,718     21,799         23     11,654      1,442        671      2,453      4,642        724      1,230        355:        0         0
Old  :    43,575:    35,718     21,799         23     11,654      1,442        671      2,453      4,642        724      1,230        355:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       767:       719      1,077          0        131       -233         29       -389        181         45        -26         26:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.0       50.0        0.1       26.7        3.3        1.5        5.6       10.7        1.7        2.8        0.8:      0.0       0.0
Old  :     100.0:      82.0       50.0        0.1       26.7        3.3        1.5        5.6       10.7        1.7        2.8        0.8:      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  :        35:        22         17          .          .          .          .          .          .          .          .          .:
Old  :        35:        22         17          .          .          .          .          .          .          .          .          .:
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  :                 48.4       54.1       72.2       77.3       36.7       38.5       51.3       52.5
Old  :                 48.4       54.1       72.2       77.3       36.7       38.5       51.3       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   305,369:   201,584    212,307     84,451     23,170      4,176          0     50,430     13,270        648        776      1,240:        0         0
Old  :   305,369:   201,584    212,307     84,451     23,170      4,176          0     50,430     13,270        648        776      1,240:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     5,904:    11,152      3,608     -5,248          0        328          0      1,640          0       -656          0        328:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       69.5       27.7        7.6        1.4        0.0       16.5        4.3        0.2        0.3        0.4:      0.0       0.0
Old  :     100.0:      66.0       69.5       27.7        7.6        1.4        0.0       16.5        4.3        0.2        0.3        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  :        29:        13         13          .          .          .          0          .          .          .          .          .:
Old  :        29:        13         13          .          .          .          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       61.4       85.5       88.6       56.0       49.4       75.0       73.0
Old  :                 62.4       61.4       85.5       88.6       56.0       49.4       75.0       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-06439A
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   639,437:   516,126    501,556     18,804     75,980     56,440     37,135          0      5,461      5,471          0          0:        0         0
Old  :   639,437:   516,126    501,556     18,804     75,980     56,440     37,135          0      5,461      5,471          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    17,840:    17,840     18,599          0          0          0        759          0       -759          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       78.4        2.9       11.9        8.8        5.8        0.0        0.9        0.9        0.0        0.0:      0.0       0.0
Old  :     100.0:      80.7       78.4        2.9       11.9        8.8        5.8        0.0        0.9        0.9        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  :        38:        20         25          .          4          .          .          0          .          .          0          0:
Old  :        38:        20         25          .          4          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       50.7       67.9       71.1       30.6       35.9       44.5       50.3
Old  :                 44.0       50.7       67.9       71.1       30.6       35.9       44.5       50.3
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    54,387:    39,332     45,557      5,148      1,244        743      3,488          0        823      2,944      3,874      1,166:      743       980
Old  :    54,387:    39,332     45,557      5,148      1,244        743      3,488          0        823      2,944      3,874      1,166:      743       980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       854:     1,100        573       -294          0          0         25          0        -19         21          0          0:       21       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       83.8        9.5        2.3        1.4        6.4        0.0        1.5        5.4        7.1        2.1:      1.4       1.8
Old  :     100.0:      72.3       83.8        9.5        2.3        1.4        6.4        0.0        1.5        5.4        7.1        2.1:      1.4       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  :        40:        25         25          .          .          .          4          0          .          .          .          .:
Old  :        40:        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  :                 46.3       51.5       70.5       70.2       39.9       47.7       54.2       58.2
Old  :                 46.3       51.5       70.5       70.2       39.9       47.7       54.2       58.2
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    42,535:    32,945     42,255      8,950          0        250          0          0          0        150          0          0:      240        30
Old  :    42,535:    32,945     42,255      8,950          0        250          0          0          0        150          0          0:      240        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     3,325:     2,825      3,325        500          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       99.3       21.0        0.0        0.6        0.0        0.0        0.0        0.4        0.0        0.0:      0.6       0.1
Old  :     100.0:      77.5       99.3       21.0        0.0        0.6        0.0        0.0        0.0        0.4        0.0        0.0:      0.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         15          .          0          .          0          0          0          .          0          0:
Old  :        29:        18         15          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       85.5       78.6       95.6       53.6       82.8       72.3       85.9
Old  :                 55.5       85.5       78.6       95.6       53.6       82.8       72.3       85.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                                                                                                    Code-06439E
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     5,800:     5,400      3,400          0         50        150        100      1,600          0        100          0          0:       50       600
Old  :     5,800:     5,400      3,400          0         50        150        100      1,600          0        100          0          0:       50       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.1       58.6        0.0        0.9        2.6        1.7       27.6        0.0        1.7        0.0        0.0:      0.9      10.3
Old  :     100.0:      93.1       58.6        0.0        0.9        2.6        1.7       27.6        0.0        1.7        0.0        0.0:      0.9      10.3
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:        11         10          0          .          .          .          .          0          .          0          0:
Old  :        20:        11         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  :                 82.3       62.9       92.7       84.5       78.0       59.5       85.8       78.0
Old  :                 82.3       62.9       92.7       84.5       78.0       59.5       85.8       78.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                           Code-06439F
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,170:    46,535     57,420     10,955          0        250         50        450         50        150          0          0:      180         0
Old  :    58,170:    46,535     57,420     10,955          0        250         50        450         50        150          0          0:      180         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     4,190:     3,630      4,190        500          0          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       98.7       18.8        0.0        0.4        0.1        0.8        0.1        0.3        0.0        0.0:      0.3       0.0
Old  :     100.0:      80.0       98.7       18.8        0.0        0.4        0.1        0.8        0.1        0.3        0.0        0.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        28         17          .          0          .          .          .          .          .          0          0:
Old  :        38:        28         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  :                 54.4       86.0       72.7       93.3       52.0       82.1       65.4       86.6
Old  :                 54.4       86.0       72.7       93.3       52.0       82.1       65.4       86.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     9,670:     7,320      8,520      2,000        100        350          0          0          0          0        700          0:        0         0
Old  :     9,670:     7,320      8,520      2,000        100        350          0          0          0          0        700          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       290:       340        240       -100          0         50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       88.1       20.7        1.0        3.6        0.0        0.0        0.0        0.0        7.2        0.0:      0.0       0.0
Old  :     100.0:      75.7       88.1       20.7        1.0        3.6        0.0        0.0        0.0        0.0        7.2        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  :        31:        16         17          .          .          .          0          0          0          0          .          0:
Old  :        31:        16         17          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       45.6       76.5       69.1       51.7       40.4       66.4       61.6
Old  :                 55.3       45.6       76.5       69.1       51.7       40.4       66.4       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   276,768:   192,024    238,896     40,656          0     30,064     10,440        768      2,768          0      3,456        816:        0         0
Old  :   276,768:   192,024    238,896     40,656          0     30,064     10,440        768      2,768          0      3,456        816:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    11,744:     9,792     11,072        880          0     -1,296      1,168          0        384          0        768        816:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       86.3       14.7        0.0       10.9        3.8        0.3        1.0        0.0        1.2        0.3:      0.0       0.0
Old  :     100.0:      69.4       86.3       14.7        0.0       10.9        3.8        0.3        1.0        0.0        1.2        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  :        35:        19         18          4          0          .          .          .          .          0          .          .:
Old  :        35:        19         18          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  :                 39.7       62.4       62.1       80.7       30.2       48.3       44.9       55.6
Old  :                 39.7       62.4       62.1       80.7       30.2       48.3       44.9       55.6
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,243:     8,171      6,187          0      2,886        657         21         84         86      1,834      1,002        255:      219        86
Old  :    11,243:     8,171      6,187          0      2,886        657         21         84         86      1,834      1,002        255:      219        86
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :        82:       167         82          0          0          0         21         21          0        -44          0         21:      -83       -42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.7       55.0        0.0       25.7        5.8        0.2        0.7        0.8       16.3        8.9        2.3:      1.9       0.8
Old  :     100.0:      72.7       55.0        0.0       25.7        5.8        0.2        0.7        0.8       16.3        8.9        2.3:      1.9       0.8
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  :        29:        15         14          0          4          .          .          .          .          .          .          .:
Old  :        29:        15         14          0          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  :                 46.7       53.1       75.9       78.1       43.3       49.7       67.5       70.8
Old  :                 46.7       53.1       75.9       78.1       43.3       49.7       67.5       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,600:    14,400     12,950          0      4,300        750        500          0        150      2,600        250        200:        0         0
Old  :    18,600:    14,400     12,950          0      4,300        750        500          0        150      2,600        250        200:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :        50:       -50        100          0          0          0          0          0          0        150          0        -50:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       69.6        0.0       23.1        4.0        2.7        0.0        0.8       14.0        1.3        1.1:      0.0       0.0
Old  :     100.0:      77.4       69.6        0.0       23.1        4.0        2.7        0.0        0.8       14.0        1.3        1.1:      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  :        23:        13          8          0          4          .          .          0          .          .          .          .:
Old  :        23:        13          8          0          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  :                 52.7       66.4       78.8       90.9       51.6       62.4       73.4       79.0
Old  :                 52.7       66.4       78.8       90.9       51.6       62.4       73.4       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,220:    14,610     15,165      1,075        200        675        290          0         20        550      1,100          0:        0        60
Old  :    17,220:    14,610     15,165      1,075        200        675        290          0         20        550      1,100          0:        0        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       460:       910        340          0          0          0       -470          0         20          0        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       88.1        6.2        1.2        3.9        1.7        0.0        0.1        3.2        6.4        0.0:      0.0       0.3
Old  :     100.0:      84.8       88.1        6.2        1.2        3.9        1.7        0.0        0.1        3.2        6.4        0.0:      0.0       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  :        35:        16         18          .          .          .          .          0          .          .          .          0:
Old  :        35:        16         18          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       52.2       77.5       69.0       42.4       41.4       58.3       56.7
Old  :                 53.0       52.2       77.5       69.0       42.4       41.4       58.3       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                   Code-0643B1
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,262:    10,897      7,112        600      3,830        150          0        535        375          0          0          0:      240       260
Old  :    12,262:    10,897      7,112        600      3,830        150          0        535        375          0          0          0:      240       260
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       875:       905       -235          0        900        -30          0          0          0          0          0          0:        0       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       58.0        4.9       31.2        1.2        0.0        4.4        3.1        0.0        0.0        0.0:      2.0       2.1
Old  :     100.0:      88.9       58.0        4.9       31.2        1.2        0.0        4.4        3.1        0.0        0.0        0.0:      2.0       2.1
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  :        29:        21         14          .          .          .          0          .          .          0          0          0:
Old  :        29:        21         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  :                 49.1       52.8       68.8       76.9       46.1       47.7       61.0       63.1
Old  :                 49.1       52.8       68.8       76.9       46.1       47.7       61.0       63.1
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    19,904:    14,452     14,696         48        775      2,570      1,142          0        666        387        131          0:      639     1,066
Old  :    19,904:    14,452     14,696         48        775      2,570      1,142          0        666        387        131          0:      639     1,066
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -342:      -115       -303       -105         21          0       -189          0         46          0        -21          0:       21       -85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.6       73.8        0.2        3.9       12.9        5.7        0.0        3.3        1.9        0.7        0.0:      3.2       5.4
Old  :     100.0:      72.6       73.8        0.2        3.9       12.9        5.7        0.0        3.3        1.9        0.7        0.0:      3.2       5.4
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:        24         20          .          .          .          .          0          .          .          .          0:
Old  :        34:        24         20          .          .          .          .          0          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       56.6       54.4       72.5       24.1       41.2       37.5       48.5
Old  :                 33.9       56.6       54.4       72.5       24.1       41.2       37.5       48.5
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,542:    28,495     22,288      1,324      1,240      2,089          0      4,151      1,169          0      2,195        300:      165       110
Old  :    33,542:    28,495     22,288      1,324      1,240      2,089          0      4,151      1,169          0      2,195        300:      165       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       767:       902         62         20          0        -20          0        370         15          0        490       -150:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.0       66.4        3.9        3.7        6.2        0.0       12.4        3.5        0.0        6.5        0.9:      0.5       0.3
Old  :     100.0:      85.0       66.4        3.9        3.7        6.2        0.0       12.4        3.5        0.0        6.5        0.9:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        28         25          4          .          .          0          .          .          0          .          .:
Old  :        41:        28         25          4          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       49.9       55.0       69.6       29.7       38.1       47.2       54.2
Old  :                 33.4       49.9       55.0       69.6       29.7       38.1       47.2       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BA
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    42,090:    35,490     28,068        741      5,383        804        225      3,021      2,375        650        749      1,675:      130        15
Old  :    42,090:    35,490     28,068        741      5,383        804        225      3,021      2,375        650        749      1,675:      130        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,236:     1,196        521          0        -10          0         75        800       -220          0        -40        185:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       66.7        1.8       12.8        1.9        0.5        7.2        5.6        1.5        1.8        4.0:      0.3       0.0
Old  :     100.0:      84.3       66.7        1.8       12.8        1.9        0.5        7.2        5.6        1.5        1.8        4.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        30         30          .          6          5          .          .          .          .          .          .:
Old  :        48:        30         30          .          6          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  :                 37.4       39.3       61.3       60.4       32.0       30.2       52.2       47.4
Old  :                 37.4       39.3       61.3       60.4       32.0       30.2       52.2       47.4
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    38,035:    35,845     30,685        100      6,100      1,250          0          0          0        600          0          0:      240         0
Old  :    38,035:    35,845     30,685        100      6,100      1,250          0          0          0        600          0          0:      240         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     3,875:     3,875        575          0      3,300          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       80.7        0.3       16.0        3.3        0.0        0.0        0.0        1.6        0.0        0.0:      0.6       0.0
Old  :     100.0:      94.2       80.7        0.3       16.0        3.3        0.0        0.0        0.0        1.6        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  :        27:        21         10          .          .          .          0          0          0          .          0          0:
Old  :        27:        21         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  :                 53.5       92.9       73.3       99.5       51.9       80.8       68.6       83.2
Old  :                 53.5       92.9       73.3       99.5       51.9       80.8       68.6       83.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,554:    44,094     38,894        400      6,110      1,550          0          0          0        450          0          0:       60         0
Old  :    46,554:    44,094     38,894        400      6,110      1,550          0          0          0        450          0          0:       60         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     7,440:     7,440      4,140          0      3,300          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       83.5        0.9       13.1        3.3        0.0        0.0        0.0        1.0        0.0        0.0:      0.1       0.0
Old  :     100.0:      94.7       83.5        0.9       13.1        3.3        0.0        0.0        0.0        1.0        0.0        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        25         14          .          .          .          0          0          0          .          0          0:
Old  :        33:        25         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  :                 54.9       91.4       72.3       96.8       54.9       82.2       69.5       85.6
Old  :                 54.9       91.4       72.3       96.8       54.9       82.2       69.5       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643BF
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   447,479:   272,839    390,387     81,488     20,996      4,737     43,971          0     22,879     17,132      4,047      4,433:        0         0
Old  :   447,479:   272,839    390,387     81,488     20,996      4,737     43,971          0     22,879     17,132      4,047      4,433:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     6,976:     4,993      3,480          0      1,536          0      2,351          0          0     -1,568        760      1,200:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       87.2       18.2        4.7        1.1        9.8        0.0        5.1        3.8        0.9        1.0:      0.0       0.0
Old  :     100.0:      61.0       87.2       18.2        4.7        1.1        9.8        0.0        5.1        3.8        0.9        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  :        41:        24         26          4          .          .          .          0          .          .          .          .:
Old  :        41:        24         26          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  :                 46.6       46.7       68.4       67.2       40.7       43.3       56.8       58.1
Old  :                 46.6       46.7       68.4       67.2       40.7       43.3       56.8       58.1
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    32,109:    19,356     27,715      4,180      1,529        282      4,230        193        956      1,551        961        386:    1,168        87
Old  :    32,109:    19,356     27,715      4,180      1,529        282      4,230        193        956      1,551        961        386:    1,168        87
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       387:       391        271        -22         64        -20        112        -63         55       -166          0         80:      -43         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       86.3       13.0        4.8        0.9       13.2        0.6        3.0        4.8        3.0        1.2:      3.6       0.3
Old  :     100.0:      60.3       86.3       13.0        4.8        0.9       13.2        0.6        3.0        4.8        3.0        1.2:      3.6       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  :        44:        25         29          .          .          .          .          .          .          4          .          .:
Old  :        44:        25         29          .          .          .          .          .          .          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  :                 43.2       35.6       69.2       58.1       38.9       31.8       53.6       49.9
Old  :                 43.2       35.6       69.2       58.1       38.9       31.8       53.6       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    14,801:     9,468     11,842      2,163          0        713        306          0      1,996         25        120        130:        0         0
Old  :    14,801:     9,468     11,842      2,163          0        713        306          0      1,996         25        120        130:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -135:       281       -154        181       -127        127       -724          0        154       -154       -135          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.0       80.0       14.6        0.0        4.8        2.1        0.0       13.5        0.2        0.8        0.9:      0.0       0.0
Old  :     100.0:      64.0       80.0       14.6        0.0        4.8        2.1        0.0       13.5        0.2        0.8        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  :        24:        15          9          .          0          .          .          0          .          .          .          .:
Old  :        24:        15          9          .          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  :                 52.5       88.2       75.8       97.2       44.3       75.1       61.6       76.5
Old  :                 52.5       88.2       75.8       97.2       44.3       75.1       61.6       76.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BR
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   253,583:   108,506    230,351     50,744          0     15,520     68,205          0      7,712      2,896          0          0:        0         0
Old  :   253,583:   108,506    230,351     50,744          0     15,520     68,205          0      7,712      2,896          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     7,711:     7,779      7,711        909          0          0       -943          0          0        -34          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.8       90.8       20.0        0.0        6.1       26.9        0.0        3.0        1.1        0.0        0.0:      0.0       0.0
Old  :     100.0:      42.8       90.8       20.0        0.0        6.1       26.9        0.0        3.0        1.1        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          4          .          0          .          .          0          .          .          0          0:
Old  :        21:        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  :                 75.0       99.0       91.5      100.0       65.9       90.8       82.4       90.8
Old  :                 75.0       99.0       91.5      100.0       65.9       90.8       82.4       90.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BS
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   486,808:   337,880    458,913    131,327          0      2,400          0     10,753     12,832      2,369      1,910          0:        0         0
Old  :   486,808:   337,880    458,913    131,327          0      2,400          0     10,753     12,832      2,369      1,910          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :   -23,056:   -13,688    -23,056     -9,368          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       94.3       27.0        0.0        0.5        0.0        2.2        2.6        0.5        0.4        0.0:      0.0       0.0
Old  :     100.0:      69.4       94.3       27.0        0.0        0.5        0.0        2.2        2.6        0.5        0.4        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         17          4          0          .          0          .          .          .          .          0:
Old  :        32:        19         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  :                 51.0       79.2       73.0       93.4       48.6       66.5       66.5       77.3
Old  :                 51.0       79.2       73.0       93.4       48.6       66.5       66.5       77.3
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,705:    29,646     41,721      4,387      1,324          0      2,527        132      1,060      6,404          0          0:      681       468
Old  :    44,705:    29,646     41,721      4,387      1,324          0      2,527        132      1,060      6,404          0          0:      681       468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       848:       635        785        -42          0          0        -21          0         42        192          0          0:       42        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       93.3        9.8        3.0        0.0        5.7        0.3        2.4       14.3        0.0        0.0:      1.5       1.0
Old  :     100.0:      66.3       93.3        9.8        3.0        0.0        5.7        0.3        2.4       14.3        0.0        0.0:      1.5       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        19         15          .          .          0          .          .          .          .          0          0:
Old  :        29:        19         15          .          .          0          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       85.2       77.3       92.3       48.6       75.1       68.6       79.3
Old  :                 50.8       85.2       77.3       92.3       48.6       75.1       68.6       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                                                                                                          Code-0643BW
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     5,887:     4,482      4,416        732        106        105          0        832          0        123        256          0:      445       172
Old  :     5,887:     4,482      4,416        732        106        105          0        832          0        123        256          0:      445       172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       -66:       -87        -23         22          0        -22          0          0          0          0          0          0:       21       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       75.0       12.4        1.8        1.8        0.0       14.1        0.0        2.1        4.3        0.0:      7.6       2.9
Old  :     100.0:      76.1       75.0       12.4        1.8        1.8        0.0       14.1        0.0        2.1        4.3        0.0:      7.6       2.9
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  :        20:         9          9          4          .          .          0          .          0          .          .          0:
Old  :        20:         9          9          4          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       78.0       77.5       90.2       55.6       76.2       73.6       85.9
Old  :                 57.4       78.0       77.5       90.2       55.6       76.2       73.6       85.9
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    75,754:    73,402     67,218      2,352      4,632          0          0      3,904          0          0          0          0:        0         0
Old  :    75,754:    73,402     67,218      2,352      4,632          0          0      3,904          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 15, 2014                                                                    :
     :         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:      96.9       88.7        3.1        6.1        0.0        0.0        5.2        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      96.9       88.7        3.1        6.1        0.0        0.0        5.2        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          9          .          .          0          0          .          0          0          0          0:
Old  :        21:        11          9          .          .          0          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       74.4       90.2       92.8       59.4       74.3       84.5       87.7
Old  :                 64.5       74.4       90.2       92.8       59.4       74.3       84.5       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                                                           Code-0643BY
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    15,439:    10,282     14,042      1,010          0        261        148          0          0      2,154         62        306:    1,278       768
Old  :    15,439:    10,282     14,042      1,010          0        261        148          0          0      2,154         62        306:    1,278       768
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -107:      -325        129        -63          0         21          0          0          0         69       -317        -23:      214        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       91.0        6.5        0.0        1.7        1.0        0.0        0.0       14.0        0.4        2.0:      8.3       5.0
Old  :     100.0:      66.6       91.0        6.5        0.0        1.7        1.0        0.0        0.0       14.0        0.4        2.0:      8.3       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         16          .          0          .          .          0          0          .          .          .:
Old  :        27:        15         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  :                 38.4       48.8       60.9       73.4       27.2       38.9       45.9       51.3
Old  :                 38.4       48.8       60.9       73.4       27.2       38.9       45.9       51.3
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   211,532:   125,954    201,731     43,126      2,753          0          0          0          0     40,850        742      1,602:        0     4,704
Old  :   211,532:   125,954    201,731     43,126      2,753          0          0          0          0     40,850        742      1,602:        0     4,704
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     5,112:     1,185        408         16          0          0          0          0          0      4,328        417       -417:        0     4,704
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       95.4       20.4        1.3        0.0        0.0        0.0        0.0       19.3        0.4        0.8:      0.0       2.2
Old  :     100.0:      59.5       95.4       20.4        1.3        0.0        0.0        0.0        0.0       19.3        0.4        0.8:      0.0       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  :        32:        13         19          4          .          0          0          0          0          .          .          .:
Old  :        32:        13         19          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  :                 62.1       60.8       83.1       78.4       57.3       57.0       72.9       66.6
Old  :                 62.1       60.8       83.1       78.4       57.3       57.0       72.9       66.6
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,999:     7,138      6,874      2,092      3,859        513      1,228          0         42        256         28        533:      197       150
Old  :    11,999:     7,138      6,874      2,092      3,859        513      1,228          0         42        256         28        533:      197       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       413:       365        498        -42         43          0        -21          0         21          0       -195         67:       23       -21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       57.3       17.4       32.2        4.3       10.2        0.0        0.4        2.1        0.2        4.4:      1.6       1.3
Old  :     100.0:      59.5       57.3       17.4       32.2        4.3       10.2        0.0        0.4        2.1        0.2        4.4:      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  :        31:        14         19          .          .          .          .          0          .          .          .          .:
Old  :        31:        14         19          .          .          .          .          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  :                 45.2       53.8       68.2       74.4       39.6       53.0       58.7       70.1
Old  :                 45.2       53.8       68.2       74.4       39.6       53.0       58.7       70.1
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   131,089:    85,113     51,354     31,334     76,599        784      4,280          0          0      7,226          0      2,352:        0         0
Old  :   131,089:    85,113     51,354     31,334     76,599        784      4,280          0          0      7,226          0      2,352:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         0:         0       -417          0        417          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       39.2       23.9       58.4        0.6        3.3        0.0        0.0        5.5        0.0        1.8:      0.0       0.0
Old  :     100.0:      64.9       39.2       23.9       58.4        0.6        3.3        0.0        0.0        5.5        0.0        1.8:      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         14          4          .          .          .          0          0          .          0          .:
Old  :        29:        16         14          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  :                 52.5       70.1       78.0       84.8       50.3       66.6       67.2       76.8
Old  :                 52.5       70.1       78.0       84.8       50.3       66.6       67.2       76.8
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    20,573:    14,097     15,437      4,227        769        385          0      2,170      1,812         52          0          0:        0         0
Old  :    20,573:    14,097     15,437      4,227        769        385          0      2,170      1,812         52          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :        53:      -102        128        155          0          0          0        -75          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       75.0       20.5        3.7        1.9        0.0       10.5        8.8        0.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      68.5       75.0       20.5        3.7        1.9        0.0       10.5        8.8        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  :        25:        16         12          .          .          .          0          .          .          .          0          0:
Old  :        25:        16         12          .          .          .          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  :                 60.4       63.0       82.7       85.0       54.9       45.8       68.6       67.7
Old  :                 60.4       63.0       82.7       85.0       54.9       45.8       68.6       67.7
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   148,596:   120,613     80,866          0     39,091     24,127          0        656      3,856          0          0          0:        0         0
Old  :   148,596:   120,613     80,866          0     39,091     24,127          0        656      3,856          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 15, 2014                                                                    :
     :         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:      81.2       54.4        0.0       26.3       16.2        0.0        0.4        2.6        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      81.2       54.4        0.0       26.3       16.2        0.0        0.4        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  :        24:        14          9          0          .          .          0          .          .          0          0          0:
Old  :        24:        14          9          0          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       65.1       85.2       90.9       39.5       53.1       61.0       68.8
Old  :                 54.6       65.1       85.2       90.9       39.5       53.1       61.0       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643CU
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,170:    15,040     15,365      7,650      6,805         50          0        825         75          0         50          0:      355         0
Old  :    23,170:    15,040     15,365      7,650      6,805         50          0        825         75          0         50          0:      355         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         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:      64.9       66.3       33.0       29.4        0.2        0.0        3.6        0.3        0.0        0.2        0.0:      1.5       0.0
Old  :     100.0:      64.9       66.3       33.0       29.4        0.2        0.0        3.6        0.3        0.0        0.2        0.0:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         10          5          .          .          0          .          .          0          .          0:
Old  :        29:        14         10          5          .          .          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  :                 52.7       73.1       80.4       92.1       52.4       70.9       75.0       83.5
Old  :                 52.7       73.1       80.4       92.1       52.4       70.9       75.0       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643CV
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,265:    14,525     11,560      4,245      6,805          0          0        900          0          0          0          0:      495         0
Old  :    19,265:    14,525     11,560      4,245      6,805          0          0        900          0          0          0          0:      495         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         0:        25          0        -25          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       60.0       22.0       35.3        0.0        0.0        4.7        0.0        0.0        0.0        0.0:      2.6       0.0
Old  :     100.0:      75.4       60.0       22.0       35.3        0.0        0.0        4.7        0.0        0.0        0.0        0.0:      2.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          7          4          .          0          0          .          0          0          0          0:
Old  :        22:        11          7          4          .          0          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       79.0       78.0       96.7       46.3       75.8       69.2       86.4
Old  :                 49.9       79.0       78.0       96.7       46.3       75.8       69.2       86.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,220:     9,315      9,020        580        900        240          0          0          0          0          0          0:       85        60
Old  :    10,220:     9,315      9,020        580        900        240          0          0          0          0          0          0:       85        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       380:       550        560          0       -180          0          0          0          0          0          0          0:     -170         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.1       88.3        5.7        8.8        2.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.8       0.6
Old  :     100.0:      91.1       88.3        5.7        8.8        2.3        0.0        0.0        0.0        0.0        0.0        0.0:      0.8       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  :        27:        18         12          .          .          .          0          0          0          0          0          0:
Old  :        27:        18         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  :                 49.8       76.3       71.3       94.3       47.8       74.0       64.9       84.6
Old  :                 49.8       76.3       71.3       94.3       47.8       74.0       64.9       84.6
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,495:    21,360     20,545        385      1,155        495          0          0          0          0        300          0:      255         0
Old  :    22,495:    21,360     20,545        385      1,155        495          0          0          0          0        300          0:      255         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       560:       560        560          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.0       91.3        1.7        5.1        2.2        0.0        0.0        0.0        0.0        1.3        0.0:      1.1       0.0
Old  :     100.0:      95.0       91.3        1.7        5.1        2.2        0.0        0.0        0.0        0.0        1.3        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  :        21:        12          7          .          .          .          0          0          0          0          .          0:
Old  :        21:        12          7          .          .          .          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  :                 76.5       82.6       90.1       98.7       63.4       77.4       76.5       83.9
Old  :                 76.5       82.6       90.1       98.7       63.4       77.4       76.5       83.9
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,795:    19,715     20,795        485          0          0          0          0          0          0          0          0:      595         0
Old  :    20,795:    19,715     20,795        485          0          0          0          0          0          0          0          0:      595         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       110:         0        110          0          0          0          0          0          0          0          0          0:      110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8      100.0        2.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       0.0
Old  :     100.0:      94.8      100.0        2.3        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       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:        16          8          .          0          0          0          0          0          0          0          0:
Old  :        20:        16          8          .          0          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  :                 75.3       96.1       87.7      100.0       71.7       93.9       84.1       93.9
Old  :                 75.3       96.1       87.7      100.0       71.7       93.9       84.1       93.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,850:    22,220     23,845        960          0          5          0          0          0          0          0          0:      665         0
Old  :    23,850:    22,220     23,845        960          0          5          0          0          0          0          0          0:      665         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       170:        50        170         10          0          0          0          0          0          0          0          0:      110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.2      100.0        4.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.8       0.0
Old  :     100.0:      93.2      100.0        4.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.8       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:        19         11          .          0          .          0          0          0          0          0          0:
Old  :        24:        19         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  :                 71.1       91.2       84.5       99.3       68.0       89.6       81.3       94.2
Old  :                 71.1       91.2       84.5       99.3       68.0       89.6       81.3       94.2
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   123,595:   107,360    112,150      4,690      1,865      9,355      1,510          0          0        500        225          0:      180         0
Old  :   123,595:   107,360    112,150      4,690      1,865      9,355      1,510          0          0        500        225          0:      180         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,560:     1,510      1,545        -50         15          0          0          0          0        100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.9       90.7        3.8        1.5        7.6        1.2        0.0        0.0        0.4        0.2        0.0:      0.1       0.0
Old  :     100.0:      86.9       90.7        3.8        1.5        7.6        1.2        0.0        0.0        0.4        0.2        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         25          4          .          5          .          0          0          .          .          0:
Old  :        45:        28         25          4          .          5          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.8       64.0       62.5       80.2       36.4       63.6       52.6       72.7
Old  :                 42.8       64.0       62.5       80.2       36.4       63.6       52.6       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   156,546:   140,600    147,906      5,756      1,405      7,185      2,520         50          0        425          0          0:       60         0
Old  :   156,546:   140,600    147,906      5,756      1,405      7,185      2,520         50          0        425          0          0:       60         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -455:       655       -695     -1,235        265        -25        150          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       94.5        3.7        0.9        4.6        1.6        0.0        0.0        0.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      89.8       94.5        3.7        0.9        4.6        1.6        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  :        53:        34         28          4          .          5          4          .          0          .          0          0:
Old  :        53:        34         28          4          .          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  :                 41.5       64.1       61.1       83.4       35.4       62.5       54.0       76.4
Old  :                 41.5       64.1       61.1       83.4       35.4       62.5       54.0       76.4
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   151,406:   107,921    121,693     11,302     15,072      3,080        374        131      3,576     19,009      1,550      5,959:      185       345
Old  :   151,406:   107,921    121,693     11,302     15,072      3,080        374        131      3,576     19,009      1,550      5,959:      185       345
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       891:       607      1,596        250       -705       -105        -30         31        -20       -170       -305        624:     -265      -225
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       80.4        7.5       10.0        2.0        0.2        0.1        2.4       12.6        1.0        3.9:      0.1       0.2
Old  :     100.0:      71.3       80.4        7.5       10.0        2.0        0.2        0.1        2.4       12.6        1.0        3.9:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        36         31          5          4          6          .          .          .          4          4          7:
Old  :        63:        36         31          5          4          6          .          .          .          4          4          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       63.3       64.9       74.6       45.8       60.7       63.1       69.5
Old  :                 46.5       63.3       64.9       74.6       45.8       60.7       63.1       69.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    96,581:    78,356     81,230      8,295      5,796      5,575      1,050          0      1,000      1,245      1,870        930:      130       180
Old  :    96,581:    78,356     81,230      8,295      5,796      5,575      1,050          0      1,000      1,245      1,870        930:      130       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,481:       526      1,555        965       -119         45        300          0          0       -355          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.1       84.1        8.6        6.0        5.8        1.1        0.0        1.0        1.3        1.9        1.0:      0.1       0.2
Old  :     100.0:      81.1       84.1        8.6        6.0        5.8        1.1        0.0        1.0        1.3        1.9        1.0:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        28         26          .          4          5          .          0          .          4          .          .:
Old  :        47:        28         26          .          4          5          .          0          .          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  :                 50.9       71.4       67.3       80.8       46.2       69.8       60.7       77.0
Old  :                 50.9       71.4       67.3       80.8       46.2       69.8       60.7       77.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    23,630:    21,290     18,685      1,165      3,760        535          0        525          0          0        125          0:      640         0
Old  :    23,630:    21,290     18,685      1,165      3,760        535          0        525          0          0        125          0:      640         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       110:        60        110         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.1       79.1        4.9       15.9        2.3        0.0        2.2        0.0        0.0        0.5        0.0:      2.7       0.0
Old  :     100.0:      90.1       79.1        4.9       15.9        2.3        0.0        2.2        0.0        0.0        0.5        0.0:      2.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        17          9          4          .          .          0          .          0          0          .          0:
Old  :        29:        17          9          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  :                 58.3       74.2       77.1       94.8       58.3       71.5       76.8       89.8
Old  :                 58.3       74.2       77.1       94.8       58.3       71.5       76.8       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,145:    18,080     17,755      1,480      1,825      1,260          0        300          0          0          0          0:      325         5
Old  :    21,145:    18,080     17,755      1,480      1,825      1,260          0        300          0          0          0          0:      325         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       100:        50        100         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       84.0        7.0        8.6        6.0        0.0        1.4        0.0        0.0        0.0        0.0:      1.5       0.0
Old  :     100.0:      85.5       84.0        7.0        8.6        6.0        0.0        1.4        0.0        0.0        0.0        0.0:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17          8          .          .          .          0          .          0          0          0          0:
Old  :        28:        17          8          .          .          .          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  :                 52.7       82.7       74.3       97.7       52.7       76.7       72.9       90.4
Old  :                 52.7       82.7       74.3       97.7       52.7       76.7       72.9       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064657
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    19,629:    14,292     16,104      1,972        422      1,491          0         76        280        220         64        374:    1,000       818
Old  :    19,629:    14,292     16,104      1,972        422      1,491          0         76        280        220         64        374:    1,000       818
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -271:       259       -301       -582        202       -188          0          0          0          0          0          0:      240        16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       82.0       10.0        2.1        7.6        0.0        0.4        1.4        1.1        0.3        1.9:      5.1       4.2
Old  :     100.0:      72.8       82.0       10.0        2.1        7.6        0.0        0.4        1.4        1.1        0.3        1.9:      5.1       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  :        31:        19         17          .          4          6          0          .          .          .          .          .:
Old  :        31:        19         17          .          4          6          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       56.9       70.1       75.8       34.8       44.0       43.8       48.6
Old  :                 55.5       56.9       70.1       75.8       34.8       44.0       43.8       48.6
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    17,895:    10,755     15,058      6,052        640          0          0      1,600          0        576          0          0:      512       597
Old  :    17,895:    10,755     15,058      6,052        640          0          0      1,600          0        576          0          0:      512       597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -238:      -238        321          0       -581          0          0          0          0          0          0          0:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       84.1       33.8        3.6        0.0        0.0        8.9        0.0        3.2        0.0        0.0:      2.9       3.3
Old  :     100.0:      60.1       84.1       33.8        3.6        0.0        0.0        8.9        0.0        3.2        0.0        0.0:      2.9       3.3
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:         9          8          .          .          0          0          .          0          .          0          0:
Old  :        20:         9          8          .          .          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  :                 61.4       81.0       86.1       93.8       61.4       81.0       85.6       89.9
Old  :                 61.4       81.0       86.1       93.8       61.4       81.0       85.6       89.9
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   366,608:   243,999    336,965    116,286          0          0          0     29,643          0      6,323          0          0:        0         0
Old  :   366,608:   243,999    336,965    116,286          0          0          0     29,643          0      6,323          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -8,969:    -2,694     -4,763     -2,069          0     -4,206          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       91.9       31.7        0.0        0.0        0.0        8.1        0.0        1.7        0.0        0.0:      0.0       0.0
Old  :     100.0:      66.6       91.9       31.7        0.0        0.0        0.0        8.1        0.0        1.7        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          .          0          0          0          .          0          .          0          0:
Old  :        23:        11         11          .          0          0          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       89.0       84.7       96.5       59.5       89.0       82.4       96.5
Old  :                 60.8       89.0       84.7       96.5       59.5       89.0       82.4       96.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-064A39
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   328,335:    87,692    325,614    207,347          0      2,721          0          0          0     30,575          0          0:        0         0
Old  :   328,335:    87,692    325,614    207,347          0      2,721          0          0          0     30,575          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -3,954:     9,328     -3,954    -13,282          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       99.2       63.2        0.0        0.8        0.0        0.0        0.0        9.3        0.0        0.0:      0.0       0.0
Old  :     100.0:      26.7       99.2       63.2        0.0        0.8        0.0        0.0        0.0        9.3        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  :        20:         8          9          .          0          .          0          0          0          .          0          0:
Old  :        20:         8          9          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.0       91.9       97.1       98.4       84.0       91.9       95.3       98.2
Old  :                 84.0       91.9       97.1       98.4       84.0       91.9       95.3       98.2
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    42,029:    32,911     39,521      6,460          0      2,275          0          0          0          0          0          0:      383       233
Old  :    42,029:    32,911     39,521      6,460          0      2,275          0          0          0          0          0          0:      383       233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,086:       765     -1,086     -1,851          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       94.0       15.4        0.0        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       0.6
Old  :     100.0:      78.3       94.0       15.4        0.0        5.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.9       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  :        20:         9         13          .          0          .          0          0          0          0          0          0:
Old  :        20:         9         13          .          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  :                 72.7       63.4       96.2       85.0       62.7       53.1       70.8       68.3
Old  :                 72.7       63.4       96.2       85.0       62.7       53.1       70.8       68.3
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   686,742:   570,214    645,077     74,863          0     41,665          0          0          0          0          0          0:        0         0
Old  :   686,742:   570,214    645,077     74,863          0     41,665          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 15, 2014                                                                    :
     :   -19,923:    14,112    -19,923    -34,035          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       93.9       10.9        0.0        6.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.0       93.9       10.9        0.0        6.1        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         14          4          0          .          0          0          0          0          0          0:
Old  :        23:        11         14          4          0          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       61.6       94.5       83.8       56.7       52.9       70.1       67.4
Old  :                 67.2       61.6       94.5       83.8       56.7       52.9       70.1       67.4
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   149,180:   101,918     97,093      9,613      9,815     28,962      3,950      7,680      4,355          0      1,147        128:      254         0
Old  :   149,180:   101,918     97,093      9,613      9,815     28,962      3,950      7,680      4,355          0      1,147        128:      254         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -3,920:    -3,920      2,260          0     -6,180          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       65.1        6.4        6.6       19.4        2.6        5.1        2.9        0.0        0.8        0.1:      0.2       0.0
Old  :     100.0:      68.3       65.1        6.4        6.6       19.4        2.6        5.1        2.9        0.0        0.8        0.1:      0.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         22          4          4          .          .          .          .          0          .          .:
Old  :        37:        19         22          4          4          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       56.7       71.8       75.1       26.3       26.4       38.1       37.6
Old  :                 49.9       56.7       71.8       75.1       26.3       26.4       38.1       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-064A59
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,919,447: 2,179,281  1,610,269     47,136    312,166    688,292          0    308,720          0      4,738          0          0:        0         0
Old  : 2,919,447: 2,179,281  1,610,269     47,136    312,166    688,292          0    308,720          0      4,738          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :   134,560:    -5,840    191,285          0   -197,125    140,400          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       55.2        1.6       10.7       23.6        0.0       10.6        0.0        0.2        0.0        0.0:      0.0       0.0
Old  :     100.0:      74.6       55.2        1.6       10.7       23.6        0.0       10.6        0.0        0.2        0.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        21         19          .          5          .          0          .          0          .          0          0:
Old  :        36:        21         19          .          5          .          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.6       72.5       88.2       88.4       29.1       30.5       40.9       40.5
Old  :                 68.6       72.5       88.2       88.4       29.1       30.5       40.9       40.5
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    20,206:    16,543     12,287      1,085        640      1,275          0        629      1,280          0      3,840          0:       23       255
Old  :    20,206:    16,543     12,287      1,085        640      1,275          0        629      1,280          0      3,840          0:       23       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         0:     3,400          0     -3,400          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       60.8        5.4        3.2        6.3        0.0        3.1        6.3        0.0       19.0        0.0:      0.1       1.3
Old  :     100.0:      81.9       60.8        5.4        3.2        6.3        0.0        3.1        6.3        0.0       19.0        0.0:      0.1       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  :        21:        11         10          .          .          .          0          .          .          0          .          0:
Old  :        21:        11         10          .          .          .          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  :                 65.6       67.6       87.2       88.8       59.7       60.7       73.1       72.4
Old  :                 65.6       67.6       87.2       88.8       59.7       60.7       73.1       72.4
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 80 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    49,283:    37,321     42,952      7,101          0      3,581          0      1,470      1,280          0          0          0:        0         0
Old  :    49,283:    37,321     42,952      7,101          0      3,581          0      1,470      1,280          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 15, 2014                                                                    :
     :      -425:         0        850          0       -850       -425          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       87.2       14.4        0.0        7.3        0.0        3.0        2.6        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      75.7       87.2       14.4        0.0        7.3        0.0        3.0        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  :        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  :                 46.8       66.9       73.9       89.8       41.3       50.3       58.9       65.0
Old  :                 46.8       66.9       73.9       89.8       41.3       50.3       58.9       65.0
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    74,799:    59,703     49,579          0     13,638      8,382      1,905          0      3,200      1,353          0          0:      256         0
Old  :    74,799:    59,703     49,579          0     13,638      8,382      1,905          0      3,200      1,353          0          0:      256         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       -63:       447      1,277          0       -830       -510          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       66.3        0.0       18.2       11.2        2.5        0.0        4.3        1.8        0.0        0.0:      0.3       0.0
Old  :     100.0:      79.8       66.3        0.0       18.2       11.2        2.5        0.0        4.3        1.8        0.0        0.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         15          0          4          .          .          0          .          .          0          0:
Old  :        32:        22         15          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  :                 46.7       65.4       72.7       86.8       33.9       43.7       45.3       52.5
Old  :                 46.7       65.4       72.7       86.8       33.9       43.7       45.3       52.5
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    39,954:    31,209     33,229      3,073      3,755        574          0          0          0      2,702          0      2,268:      128       128
Old  :    39,954:    31,209     33,229      3,073      3,755        574          0          0          0      2,702          0      2,268:      128       128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,666:     5,762       -944     -7,682         44       -766          0          0          0      1,020          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       83.2        7.7        9.4        1.4        0.0        0.0        0.0        6.8        0.0        5.7:      0.3       0.3
Old  :     100.0:      78.1       83.2        7.7        9.4        1.4        0.0        0.0        0.0        6.8        0.0        5.7:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         14          .          4          .          0          0          0          .          0          .:
Old  :        24:        14         14          .          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  :                 59.7       53.1       82.5       77.9       49.6       49.2       68.4       69.3
Old  :                 59.7       53.1       82.5       77.9       49.6       49.2       68.4       69.3
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    36,979:    33,042     26,188      2,450      8,379      1,382          0          0          0        105        880          0:        0       150
Old  :    36,979:    33,042     26,188      2,450      8,379      1,382          0          0          0        105        880          0:        0       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,557:      -282      5,364          0     -5,668     -1,275          0          0          0          0          0          0:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       70.8        6.6       22.7        3.7        0.0        0.0        0.0        0.3        2.4        0.0:      0.0       0.4
Old  :     100.0:      89.4       70.8        6.6       22.7        3.7        0.0        0.0        0.0        0.3        2.4        0.0:      0.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         11          .          .          .          0          0          0          .          .          0:
Old  :        28:        17         11          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       60.4       69.8       87.6       46.0       51.8       65.6       74.9
Old  :                 47.4       60.4       69.8       87.6       46.0       51.8       65.6       74.9
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   321,571:   269,045    286,241      6,698          0          0     22,348          0     23,480          0     11,850          0:        0         0
Old  :   321,571:   269,045    286,241      6,698          0          0     22,348          0     23,480          0     11,850          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         0:    28,541          0    -28,541          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       89.0        2.1        0.0        0.0        6.9        0.0        7.3        0.0        3.7        0.0:      0.0       0.0
Old  :     100.0:      83.7       89.0        2.1        0.0        0.0        6.9        0.0        7.3        0.0        3.7        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  :        23:        12         13          .          0          0          .          0          .          0          .          0:
Old  :        23:        12         13          .          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  :                 67.7       65.3       91.3       82.9       57.8       61.0       71.7       74.6
Old  :                 67.7       65.3       91.3       82.9       57.8       61.0       71.7       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064A79
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   917,663:   564,955    642,600    121,385    138,426    112,947     94,686          0     23,690          0          0          0:        0         0
Old  :   917,663:   564,955    642,600    121,385    138,426    112,947     94,686          0     23,690          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 15, 2014                                                                    :
     :    -3,954:    -3,954      5,931          0     -9,885          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.6       70.0       13.2       15.1       12.3       10.3        0.0        2.6        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      61.6       70.0       13.2       15.1       12.3       10.3        0.0        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  :        24:        14         14          .          .          .          .          0          .          0          0          0:
Old  :        24:        14         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  :                 63.2       56.5       85.0       75.2       38.5       32.2       46.6       47.1
Old  :                 63.2       56.5       85.0       75.2       38.5       32.2       46.6       47.1
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,719,361: 1,024,920  1,164,472    134,120    241,419    289,950    229,730          0     23,520     17,121          0          0:        0         0
Old  : 1,719,361: 1,024,920  1,164,472    134,120    241,419    289,950    229,730          0     23,520     17,121          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :   -25,058:     7,590    -26,558     -9,060      1,568    -23,588    -23,520          0     23,520          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       67.7        7.8       14.0       16.9       13.4        0.0        1.4        1.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      59.6       67.7        7.8       14.0       16.9       13.4        0.0        1.4        1.0        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:        15         12          .          .          4          .          0          .          .          0          0:
Old  :        29:        15         12          .          .          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  :                 53.7       78.6       79.8       92.3       42.1       61.7       56.7       66.5
Old  :                 53.7       78.6       79.8       92.3       42.1       61.7       56.7       66.5
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   625,842:   365,391    557,900      2,369     44,542     23,400          0          0          0    234,682          0          0:        0         0
Old  :   625,842:   365,391    557,900      2,369     44,542     23,400          0          0          0    234,682          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :   -20,532:    49,988     60,632          0    -10,644    -70,520          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       89.1        0.4        7.1        3.7        0.0        0.0        0.0       37.5        0.0        0.0:      0.0       0.0
Old  :     100.0:      58.4       89.1        0.4        7.1        3.7        0.0        0.0        0.0       37.5        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  :        22:        12         12          .          4          .          0          0          0          .          0          0:
Old  :        22:        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  :                 75.4       57.6       91.0       82.2       65.7       52.3       73.7       67.2
Old  :                 75.4       57.6       91.0       82.2       65.7       52.3       73.7       67.2
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 - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   452,736:   377,310    342,588     60,030     94,752     15,396          0          0          0          0          0          0:        0         0
Old  :   452,736:   377,310    342,588     60,030     94,752     15,396          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 15, 2014                                                                    :
     :    -2,719:    31,169    109,217      5,096    -72,952    -38,984          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       75.7       13.3       20.9        3.4        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      83.3       75.7       13.3       20.9        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  :        25:        12         11          .          4          .          0          0          0          0          0          0:
Old  :        25:        12         11          .          4          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       62.5       86.3       86.4       42.8       48.8       68.9       67.0
Old  :                 55.0       62.5       86.3       86.4       42.8       48.8       68.9       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,309:    10,014     19,422      5,550          0          0          0          0          0      3,785          0          0:      960       887
Old  :    20,309:    10,014     19,422      5,550          0          0          0          0          0      3,785          0          0:      960       887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       240:     1,260      1,114       -900       -776       -120          0          0          0          0          0          0:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       95.6       27.3        0.0        0.0        0.0        0.0        0.0       18.6        0.0        0.0:      4.7       4.4
Old  :     100.0:      49.3       95.6       27.3        0.0        0.0        0.0        0.0        0.0       18.6        0.0        0.0:      4.7       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         16          .          0          0          0          0          0          .          0          0:
Old  :        24:        11         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  :                 72.4       50.7       90.0       81.4       71.1       50.7       88.2       81.1
Old  :                 72.4       50.7       90.0       81.4       71.1       50.7       88.2       81.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                                                                  Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,685:     9,895     17,740      4,440          0        300          0          0          0      3,351          0          0:      699       645
Old  :    18,685:     9,895     17,740      4,440          0        300          0          0          0      3,351          0          0:      699       645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :        60:     1,080        660       -900       -480       -120          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       94.9       23.8        0.0        1.6        0.0        0.0        0.0       17.9        0.0        0.0:      3.7       3.5
Old  :     100.0:      53.0       94.9       23.8        0.0        1.6        0.0        0.0        0.0       17.9        0.0        0.0:      3.7       3.5
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  :        24:         8         16          .          0          .          0          0          0          .          0          0:
Old  :        24:         8         16          .          0          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       52.5       94.6       78.5       76.0       52.5       87.4       75.3
Old  :                 80.0       52.5       94.6       78.5       76.0       52.5       87.4       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C74
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,188:    10,624     10,879         95      2,314        220        125        300          0      2,348          0        415:      361        60
Old  :    14,188:    10,624     10,879         95      2,314        220        125        300          0      2,348          0        415:      361        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -105:      -790       -115          0         60        -50          0          0          0        735          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.9       76.7        0.7       16.3        1.6        0.9        2.1        0.0       16.5        0.0        2.9:      2.5       0.4
Old  :     100.0:      74.9       76.7        0.7       16.3        1.6        0.9        2.1        0.0       16.5        0.0        2.9:      2.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         18          .          .          4          .          .          0          .          0          .:
Old  :        32:        19         18          .          .          4          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       57.4       76.1       74.2       49.4       50.5       60.2       63.6
Old  :                 58.5       57.4       76.1       74.2       49.4       50.5       60.2       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C75
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,453:     7,559      8,536      1,060      3,570         50          0          0          0      2,615          0        225:      944        72
Old  :    12,453:     7,559      8,536      1,060      3,570         50          0          0          0      2,615          0        225:      944        72
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       375:       -10         75       -225        300          0          0          0          0        600          0          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       68.5        8.5       28.7        0.4        0.0        0.0        0.0       21.0        0.0        1.8:      7.6       0.6
Old  :     100.0:      60.7       68.5        8.5       28.7        0.4        0.0        0.0        0.0       21.0        0.0        1.8:      7.6       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  :        22:        12         14          .          .          .          0          0          0          .          0          .:
Old  :        22:        12         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  :                 60.7       57.7       81.2       78.3       45.4       40.4       59.7       59.4
Old  :                 60.7       57.7       81.2       78.3       45.4       40.4       59.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV                                                                                          Code-064C76
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,572:    12,623      6,834        559      5,434        294          0        350          0          0        970        600:      496        90
Old  :    14,572:    12,623      6,834        559      5,434        294          0        350          0          0        970        600:      496        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,575:     1,440      1,025         40        265        -25          0          0          0          0        250          0:      120        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       46.9        3.8       37.3        2.0        0.0        2.4        0.0        0.0        6.7        4.1:      3.4       0.6
Old  :     100.0:      86.6       46.9        3.8       37.3        2.0        0.0        2.4        0.0        0.0        6.7        4.1:      3.4       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  :        30:        18         14          .          .          .          0          .          0          0          .          .:
Old  :        30:        18         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  :                 49.0       56.1       69.9       83.8       39.4       52.4       54.8       68.8
Old  :                 49.0       56.1       69.9       83.8       39.4       52.4       54.8       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV                                                                                          Code-064C77
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,510:     8,991      6,876        260      2,999        295          0          0          0        465          0         75:      424       265
Old  :    10,510:     8,991      6,876        260      2,999        295          0          0          0        465          0         75:      424       265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :     1,131:       691        786          0        275         10          0          0          0        300          0          0:      130        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       65.4        2.5       28.5        2.8        0.0        0.0        0.0        4.4        0.0        0.7:      4.0       2.5
Old  :     100.0:      85.5       65.4        2.5       28.5        2.8        0.0        0.0        0.0        4.4        0.0        0.7:      4.0       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         16          .          4          .          0          0          0          .          0          .:
Old  :        27:        15         16          .          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  :                 56.1       64.0       79.8       84.3       49.9       57.1       68.2       73.4
Old  :                 56.1       64.0       79.8       84.3       49.9       57.1       68.2       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV                                                                                           Code-064C86
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     4,740:     3,785      3,010        275        490        135        285          0        100          0          0          0:      160     1,005
Old  :     4,740:     3,785      3,010        275        490        135        285          0        100          0          0          0:      160     1,005
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       225:       225         40          0        100        -60        -25          0         25          0          0          0:       60       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       63.5        5.8       10.3        2.8        6.0        0.0        2.1        0.0        0.0        0.0:      3.4      21.2
Old  :     100.0:      79.9       63.5        5.8       10.3        2.8        6.0        0.0        2.1        0.0        0.0        0.0:      3.4      21.2
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  :        20:        13         14          .          .          .          .          0          .          0          0          0:
Old  :        20:        13         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  :                 53.7       46.2       79.5       65.8       47.6       35.4       61.3       45.3
Old  :                 53.7       46.2       79.5       65.8       47.6       35.4       61.3       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    58,435:    54,876     55,926      1,640         40        285          0          0          0        525      1,050          0:    1,109     1,134
Old  :    58,435:    54,876     55,926      1,640         40        285          0          0          0        525      1,050          0:    1,109     1,134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,200:    -1,130       -290        475       -575       -490          0          0          0          0          0          0:      -55       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       95.7        2.8        0.1        0.5        0.0        0.0        0.0        0.9        1.8        0.0:      1.9       1.9
Old  :     100.0:      93.9       95.7        2.8        0.1        0.5        0.0        0.0        0.0        0.9        1.8        0.0:      1.9       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         15          .          .          .          0          0          0          .          .          0:
Old  :        26:        15         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  :                 82.2       82.9       92.1       93.7       82.2       80.9       91.0       89.5
Old  :                 82.2       82.9       92.1       93.7       82.2       80.9       91.0       89.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    54,277:    51,932     51,652      1,365         25        395          0          0          0         25        950          0:      560     1,255
Old  :    54,277:    51,932     51,652      1,365         25        395          0          0          0         25        950          0:      560     1,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,275:    -1,150       -460        475       -425       -545          0          0          0          0          0          0:      -55       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.7       95.2        2.5        0.0        0.7        0.0        0.0        0.0        0.0        1.8        0.0:      1.0       2.3
Old  :     100.0:      95.7       95.2        2.5        0.0        0.7        0.0        0.0        0.0        0.0        1.8        0.0:      1.0       2.3
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  :        25:        15         15          .          .          .          0          0          0          .          .          0:
Old  :        25:        15         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  :                 86.4       85.0       94.2       94.4       85.6       83.1       92.6       90.3
Old  :                 86.4       85.0       94.2       94.4       85.6       83.1       92.6       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EJI
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,740:    10,405      7,980          0      1,760          0          0        500          0          0        250          0:      335       250
Old  :    10,740:    10,405      7,980          0      1,760          0          0        500          0          0        250          0:      335       250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -450:        55       -415       -440         30        -65          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9       74.3        0.0       16.4        0.0        0.0        4.7        0.0        0.0        2.3        0.0:      3.1       2.3
Old  :     100.0:      96.9       74.3        0.0       16.4        0.0        0.0        4.7        0.0        0.0        2.3        0.0:      3.1       2.3
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  :        22:        11          9          0          .          0          0          .          0          0          .          0:
Old  :        22:        11          9          0          .          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       55.0       92.9       85.1       51.1       44.0       62.2       59.2
Old  :                 71.3       55.0       92.9       85.1       51.1       44.0       62.2       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,870:    16,915     12,465         50          0        650          0      1,700          0          0      2,945          0:      255       110
Old  :    17,870:    16,915     12,465         50          0        650          0      1,700          0          0      2,945          0:      255       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       -80:       140        -30        -50          0         50          0          0          0          0       -100          0:     -220         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       69.8        0.3        0.0        3.6        0.0        9.5        0.0        0.0       16.5        0.0:      1.4       0.6
Old  :     100.0:      94.7       69.8        0.3        0.0        3.6        0.0        9.5        0.0        0.0       16.5        0.0:      1.4       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  :        22:        13         11          .          0          .          0          .          0          0          .          0:
Old  :        22:        13         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  :                 67.6       55.9       86.1       87.5       62.3       53.4       71.8       74.2
Old  :                 67.6       55.9       86.1       87.5       62.3       53.4       71.8       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,597:    21,907     21,192         30          0          0          0      1,000          0          0        300          0:      660       105
Old  :    22,597:    21,907     21,192         30          0          0          0      1,000          0          0        300          0:      660       105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       -68:       262        117       -145          0       -185          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9       93.8        0.1        0.0        0.0        0.0        4.4        0.0        0.0        1.3        0.0:      2.9       0.5
Old  :     100.0:      96.9       93.8        0.1        0.0        0.0        0.0        4.4        0.0        0.0        1.3        0.0:      2.9       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  :        21:        13         10          .          0          0          0          .          0          0          .          0:
Old  :        21:        13         10          .          0          0          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       89.2       88.7       98.2       69.2       80.9       83.8       89.3
Old  :                 70.4       89.2       88.7       98.2       69.2       80.9       83.8       89.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    57,683:    42,392     51,114        435        215      1,270      3,650          0          0      4,807          0        736:    4,393     4,348
Old  :    57,683:    42,392     51,114        435        215      1,270      3,650          0          0      4,807          0        736:    4,393     4,348
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,710:    -1,635        400         50     -2,085        -25          0          0          0       -100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       88.6        0.8        0.4        2.2        6.3        0.0        0.0        8.3        0.0        1.3:      7.6       7.5
Old  :     100.0:      73.5       88.6        0.8        0.4        2.2        6.3        0.0        0.0        8.3        0.0        1.3:      7.6       7.5
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  :        33:        20         21          .          .          .          .          0          0          .          0          .:
Old  :        33:        20         21          .          .          .          .          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  :                 50.8       49.6       72.7       71.3       47.3       49.6       64.8       66.8
Old  :                 50.8       49.6       72.7       71.3       47.3       49.6       64.8       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,195:    40,385     46,150        415        250      1,130      2,550          0          0      3,315        250        454:    3,946     3,961
Old  :    52,195:    40,385     46,150        415        250      1,130      2,550          0          0      3,315        250        454:    3,946     3,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,305:    -1,600      1,160        350     -2,460         -5          0          0          0        -50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       88.4        0.8        0.5        2.2        4.9        0.0        0.0        6.4        0.5        0.9:      7.6       7.6
Old  :     100.0:      77.4       88.4        0.8        0.5        2.2        4.9        0.0        0.0        6.4        0.5        0.9:      7.6       7.6
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  :        32:        18         19          .          .          .          .          0          0          .          .          .:
Old  :        32:        18         19          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.5       47.6       76.0       70.0       44.0       47.6       63.0       65.9
Old  :                 53.5       47.6       76.0       70.0       44.0       47.6       63.0       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                                                                                                   Code-064FJY
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,242:     8,427      8,742         25        500        400      1,095          0          0          0          0          0:      295       600
Old  :    10,242:     8,427      8,742         25        500        400      1,095          0          0          0          0          0:      295       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       85.4        0.2        4.9        3.9       10.7        0.0        0.0        0.0        0.0        0.0:      2.9       5.9
Old  :     100.0:      82.3       85.4        0.2        4.9        3.9       10.7        0.0        0.0        0.0        0.0        0.0:      2.9       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  :        20:        13         14          .          .          .          .          0          0          0          0          0:
Old  :        20:        13         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  :                 49.9       52.9       79.9       77.2       36.8       30.7       47.6       44.6
Old  :                 49.9       52.9       79.9       77.2       36.8       30.7       47.6       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,775:    31,870     29,001        235        770      1,090          0      4,700        250      4,125      1,950        130:    2,075     1,884
Old  :    39,775:    31,870     29,001        235        770      1,090          0      4,700        250      4,125      1,950        130:    2,075     1,884
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       115:     2,355        130     -2,150          0          0          0        -25          0          0        100        -90:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       72.9        0.6        1.9        2.7        0.0       11.8        0.6       10.4        4.9        0.3:      5.2       4.7
Old  :     100.0:      80.1       72.9        0.6        1.9        2.7        0.0       11.8        0.6       10.4        4.9        0.3:      5.2       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         19          .          .          .          0          .          .          .          .          .:
Old  :        30:        19         19          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       50.3       79.9       71.8       55.0       39.5       62.6       57.9
Old  :                 58.0       50.3       79.9       71.8       55.0       39.5       62.6       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,730:    29,680     32,915      2,450        170        600          0        200      1,150      1,200          0        330:      320       365
Old  :    35,730:    29,680     32,915      2,450        170        600          0        200      1,150      1,200          0        330:      320       365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       270:     2,640        270     -2,370          0          0          0       -100        100       -100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       92.1        6.9        0.5        1.7        0.0        0.6        3.2        3.4        0.0        0.9:      0.9       1.0
Old  :     100.0:      83.1       92.1        6.9        0.5        1.7        0.0        0.6        3.2        3.4        0.0        0.9:      0.9       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         16          .          .          .          0          .          .          .          0          .:
Old  :        29:        18         16          .          .          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       62.0       70.9       78.6       44.1       58.3       61.2       68.9
Old  :                 51.5       62.0       70.9       78.6       44.1       58.3       61.2       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,255:    10,505     21,205      1,200        700        600          0      2,585        735     13,700      1,200          0:      515       230
Old  :    27,255:    10,505     21,205      1,200        700        600          0      2,585        735     13,700      1,200          0:      515       230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -300:         0        300          0       -300       -300          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.5       77.8        4.4        2.6        2.2        0.0        9.5        2.7       50.3        4.4        0.0:      1.9       0.8
Old  :     100.0:      38.5       77.8        4.4        2.6        2.2        0.0        9.5        2.7       50.3        4.4        0.0:      1.9       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         12          .          .          .          0          .          .          .          .          0:
Old  :        23:        14         12          .          .          .          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  :                 69.3       60.1       83.9       89.3       64.8       48.9       72.3       70.1
Old  :                 69.3       60.1       83.9       89.3       64.8       48.9       72.3       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    19,635:    17,625     16,055        300      2,150        300          0          0        300          0        200          0:    1,110       630
Old  :    19,635:    17,625     16,055        300      2,150        300          0          0        300          0        200          0:    1,110       630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :    -1,300:    -1,300        150          0     -1,450          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       81.8        1.5       10.9        1.5        0.0        0.0        1.5        0.0        1.0        0.0:      5.7       3.2
Old  :     100.0:      89.8       81.8        1.5       10.9        1.5        0.0        0.0        1.5        0.0        1.0        0.0:      5.7       3.2
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  :        20:        12         10          .          .          .          0          0          .          0          .          0:
Old  :        20:        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  :                 78.5       71.6       87.5       88.7       76.0       69.7       83.0       82.9
Old  :                 78.5       71.6       87.5       88.7       76.0       69.7       83.0       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    31,948:    21,585     22,915        180        735        880      1,725          0        675      4,835      5,125         23:    2,045     1,595
Old  :    31,948:    21,585     22,915        180        735        880      1,725          0        675      4,835      5,125         23:    2,045     1,595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :      -672:      -375        630          0       -975       -175        -25          0          0         55          0        -32:     -120      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       71.7        0.6        2.3        2.8        5.4        0.0        2.1       15.1       16.0        0.1:      6.4       5.0
Old  :     100.0:      67.6       71.7        0.6        2.3        2.8        5.4        0.0        2.1       15.1       16.0        0.1:      6.4       5.0
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:        18         17          .          .          .          .          0          .          .          .          .:
Old  :        31:        18         17          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       46.3       70.8       65.7       42.8       41.2       59.8       58.1
Old  :                 49.9       46.3       70.8       65.7       42.8       41.2       59.8       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, July 22, 2014                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    25,660:    22,125     21,600          0        775        275        150          0        825          0         10        995:    1,290     1,180
Old  :    25,660:    22,125     21,600          0        775        275        150          0        825          0         10        995:    1,290     1,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 15, 2014                                                                    :
     :       345:       335        630          0       -490         40       -100          0        100        -85         10         55:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       84.2        0.0        3.0        1.1        0.6        0.0        3.2        0.0        0.0        3.9:      5.0       4.6
Old  :     100.0:      86.2       84.2        0.0        3.0        1.1        0.6        0.0        3.2        0.0        0.0        3.9:      5.0       4.6
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  :        25:        19         17          0          .          .          .          0          .          0          .          .:
Old  :        25:        19         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  :                 43.2       46.7       66.1       68.9       32.4       32.7       47.3       45.2
Old  :                 43.2       46.7       66.1       68.9       32.4       32.7       47.3       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 25, 2014