```
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                :
CFTC Code #024656                                                    Open Interest is    86,891                :
: Positions                                                                                                    :
:   12,682    28,641     1,434     1,539     3,326     6,115     5,756     2,517    48,851    33,125    10,523 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      147    -1,317    -1,415        93       314      -120     1,354      -481     1,345       -18       324 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.6      33.0       1.7       1.8       3.8       7.0       6.6       2.9      56.2      38.1      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       13        14         .         .         .         .         5         4        16        12        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 4) FOB  RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)               :
CFTC Code #024658                                                    Open Interest is    34,619                :
: Positions                                                                                                    :
:   11,635     3,695     2,192     1,355     1,050     2,655         0     1,925    11,562    23,129     2,895 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      300        40        90       425       265       -25         0       375       685       640      -292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      10.7       6.3       3.9       3.0       7.7       0.0       5.6      33.4      66.8       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        9         9         .         .         .         5         0         .        11        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is   149,583                :
: Positions                                                                                                    :
:   90,872    97,252     3,798    13,676    14,263     6,573     4,198     4,816    17,489     3,505    10,795 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    2,476     1,409    -1,145       242       711      -197      -386       285      -197       -28       292 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      65.0       2.5       9.1       9.5       4.4       2.8       3.2      11.7       2.3       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    76                     :
:       42        45         .         6         6         .         4         5         7         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    47,314                :
: Positions                                                                                                    :
:   21,642    40,363    17,602     3,870       971     5,241         0     1,385       287       539       186 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      571        17      -245       -69        52      -252         0         0      -126         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      85.3      37.2       8.2       2.1      11.1       0.0       2.9       0.6       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        19         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is   367,272                :
: Positions                                                                                                    :
:  179,274   308,019   114,904    19,990    19,550    33,831         0    19,713         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    5,384     6,322       954         0     2,496      -344         0      -608         0      -328         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      83.9      31.3       5.4       5.3       9.2       0.0       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is 1,457,336                :
: Positions                                                                                                    :
:1,059,838 1,200,985   157,475    56,451   133,735         0    18,661    17,126    63,120     4,336    26,042 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:   26,858    16,261   -11,262      -343     5,686         0    -2,962     5,881    -2,640         0    -3,920 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      82.4      10.8       3.9       9.2       0.0       1.3       1.2       4.3       0.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       36        38         5         .         6         0         .         .         6         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    44,195                :
: Positions                                                                                                    :
:   33,369    23,473       103     8,463     3,563       310     3,353     4,003     2,197       690       650 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:   -3,445    -2,000        27      -892       110      -390      -148        99       181      -379       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      53.1       0.2      19.1       8.1       0.7       7.6       9.1       5.0       1.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        18         .         .         .         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is   282,154                :
: Positions                                                                                                    :
:  195,073   183,163    71,315    21,858     3,848         0    59,032    10,678         8     2,343     1,232 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:  -20,792   -19,120       640      -656      -328         0    -1,000    -1,952         0       624      -624 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      64.9      25.3       7.7       1.4       0.0      20.9       3.8       0.0       0.8       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                   :
CFTC Code #06439A                                                    Open Interest is   634,639                :
: Positions                                                                                                    :
:  490,416   505,047    15,604    40,115    70,488    32,838         0    11,149     6,304         0     7,840 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    3,908    10,188         0    -6,208     4,688    -1,777         0     4,696     1,849         0     3,136 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      79.6       2.5       6.3      11.1       5.2       0.0       1.8       1.0       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        27         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800MWh                                               :
CFTC Code #06439B                                                    Open Interest is    51,784                :
: Positions                                                                                                    :
:   37,594    42,020     5,592     1,194       712     2,240         0     1,336     2,204     4,584     1,554 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      256     1,414       602        41       -82      -152         0       344         0      -255         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      81.1      10.8       2.3       1.4       4.3       0.0       2.6       4.3       8.9       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        24         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                     :
CFTC Code #06439C                                                    Open Interest is    44,620                :
: Positions                                                                                                    :
:   36,140    44,385     7,420         0       140         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      750       750         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      99.5      16.6       0.0       0.3       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        17         .         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439F                                                    Open Interest is    56,256                :
: Positions                                                                                                    :
:   45,026    55,896    10,840         0         0         0       300         0       150         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      910       850         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      99.4      19.3       0.0       0.0       0.0       0.5       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       30        18         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    12,270                :
: Positions                                                                                                    :
:    7,600     9,710     2,320         0     2,300         0       110         0        50       150         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      650       400      -150         0         0         0       110         0       -50       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      79.1      18.9       0.0      18.7       0.0       0.9       0.0       0.4       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        18         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is   270,552                :
: Positions                                                                                                    :
:  179,192   234,992    47,240         0    31,640     8,888         0     2,392         0       328     1,200 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    9,680     3,888    -6,184         0       368      -392         0         0         0      -784       392 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      86.9      17.5       0.0      11.7       3.3       0.0       0.9       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        16         4         0         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439R                                                    Open Interest is     9,260                :
: Positions                                                                                                    :
:    5,413     5,873         0     2,343       808        42       106        44     2,843        42         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      111       111         0         0         0         0        23         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      63.4       0.0      25.3       8.7       0.5       1.1       0.5      30.7       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    17,800                :
: Positions                                                                                                    :
:   12,800    12,750         0     3,850       750       650         0         0     3,400       250       200 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      71.6       0.0      21.6       4.2       3.7       0.0       0.0      19.1       1.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         8         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    17,960                :
: Positions                                                                                                    :
:   12,925    15,155     2,100       530     1,945       120         0       130       500       200         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      495       345         0         0         0      -100         0       100       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      84.4      11.7       3.0      10.8       0.7       0.0       0.7       2.8       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        22         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643B1                                                    Open Interest is    13,568                :
: Positions                                                                                                    :
:   12,178     7,913       300     3,745       460         0       635       375         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -160      -200      -300         0         0         0      -240         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.8      58.3       2.2      27.6       3.4       0.0       4.7       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        16         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV   800 Mwh                                            :
CFTC Code #0643B3                                                    Open Interest is    17,387                :
: Positions                                                                                                    :
:   12,576    12,252         0     1,597     2,000     1,446         0       515        41         0        23 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      744       107         0       512         0        44         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      70.5       0.0       9.2      11.5       8.3       0.0       3.0       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        23         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643B9                                                    Open Interest is    35,458                :
: Positions                                                                                                    :
:   30,468    22,644     1,304     1,202     1,712         0     4,492     1,433         0     3,723       192 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,037       -21        75         0         0         0       491      -126         0       936      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      63.9       3.7       3.4       4.8       0.0      12.7       4.0       0.0      10.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        27         .         .         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BA                                                    Open Interest is    43,419                :
: Positions                                                                                                    :
:   37,905    29,140       711     3,642     1,108       200     2,924     2,530       200     3,439       635 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,320       546        50       -95        80        50        50         0       -90       869      -160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      67.1       1.6       8.4       2.6       0.5       6.7       5.8       0.5       7.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        31         .         4         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                :
CFTC Code #0643BC                                                    Open Interest is    33,395                :
: Positions                                                                                                    :
:   30,035    24,450     2,300     6,710       700         0         0         0         0     1,535         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,300       900         0         0         0         0         0         0      -400         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.9      73.2       6.9      20.1       2.1       0.0       0.0       0.0       0.0       4.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       24        13         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    43,390                :
: Positions                                                                                                    :
:   40,785    35,280     1,450     5,785       735         0         0         0         0     1,545         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,000     1,300         0    -1,300       100         0         0         0    -1,000         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      81.3       3.3      13.3       1.7       0.0       0.0       0.0       0.0       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       24        14         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                :
CFTC Code #0643BF                                                    Open Interest is   426,087                :
: Positions                                                                                                    :
:  262,278   367,737    60,063    18,645     3,455    43,630         0    28,957    26,903     6,492       801 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:   11,132     3,729    -3,537    -1,937     1,159    -5,424         0     1,552    -1,462    -1,083    -1,251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      86.3      14.1       4.4       0.8      10.2       0.0       6.8       6.3       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        27         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV   800MWh                                              :
CFTC Code #0643BG                                                    Open Interest is    29,461                :
: Positions                                                                                                    :
:   17,637    25,511     3,208     1,352       324     4,553         0       588     1,380       253     1,049 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      419       252      -346        63        66      -456         0       -42       119      -534      -294 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      86.6      10.9       4.6       1.1      15.5       0.0       2.0       4.7       0.9       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        29         .         .         .         .         0         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    16,758                :
: Positions                                                                                                    :
:   11,098    14,150     2,379         0     1,017         0       115     1,476       788         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -382      -719      -854         0       180         0      -467       -64        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      84.4      14.2       0.0       6.1       0.0       0.7       8.8       4.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        11         .         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is   221,923                :
: Positions                                                                                                    :
:   94,264   204,899    55,312         0     9,312    54,060         0     7,712     1,263         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:   -7,568    -8,928     6,184         0    -2,624    -7,544         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      92.3      24.9       0.0       4.2      24.4       0.0       3.5       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         .         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BS                                                    Open Interest is   473,068                :
: Positions                                                                                                    :
:  318,948   427,984   110,666         0    21,244         0       929    20,641     1,569     2,270         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      567     7,216     4,624         0         0         0    -3,145     3,145    -1,120         0      -384 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      90.5      23.4       0.0       4.5       0.0       0.2       4.4       0.3       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV   800 MWh                                       :
CFTC Code #0643BT                                                    Open Interest is    48,801                :
: Positions                                                                                                    :
:   30,855    45,064     4,084     1,554         0     4,579         0       953     7,490         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      744         0      -558         0         0      -122         0       255         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      92.3       8.4       3.2       0.0       9.4       0.0       2.0      15.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        15         .         .         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO  ZONE  J - ICE FUTURES ENERGY DIV   800MWh                                                               :
CFTC Code #0643BW                                                    Open Interest is     6,581                :
: Positions                                                                                                    :
:    5,215     3,733       573       595       105         0     1,508         0       287       170         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -546      -528       -62         0         0         0       101         0       164       -42         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      56.7       8.7       9.0       1.6       0.0      22.9       0.0       4.4       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                    :
CFTC Code #0643BX                                                    Open Interest is    66,627                :
: Positions                                                                                                    :
:   66,627    58,499         0     4,224         0         0     3,904         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      809       809         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:    100.0      87.8       0.0       6.3       0.0       0.0       5.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         0         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643BY                                                    Open Interest is    15,659                :
: Positions                                                                                                    :
:    9,693    13,826       491         0       448       805         0        41     2,659       248       457 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      391       877       306       -18       -50       -64         0         0       320        92        69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      88.3       3.1       0.0       2.9       5.1       0.0       0.3      17.0       1.6       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        19         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50 Mwh                                                    :
CFTC Code #0643BZ                                                    Open Interest is   198,654                :
: Positions                                                                                                    :
:  121,583   189,275    32,413     1,953     1,536       392         0         0    37,305       465     5,425 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    3,195     6,247      -392         0         0         0         0         0     3,909       465     1,137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      95.3      16.3       1.0       0.8       0.2       0.0       0.0      18.8       0.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        18         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G - ICE FUTURES ENERGY DIV   800MWh                                                                :
CFTC Code #0643C3                                                    Open Interest is    12,297                :
: Positions                                                                                                    :
:    7,227     7,440     2,384     3,256       554       977         0       145       170       218       558 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -321       -51       211       -86        45       165         0       -64       -97       118        11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      60.5      19.4      26.5       4.5       7.9       0.0       1.2       1.4       1.8       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        18         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643C4                                                    Open Interest is   131,526                :
: Positions                                                                                                    :
:   94,676    62,090    19,854    63,480     1,936     3,888         0       392     7,152         0     3,628 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    3,416     3,808    -1,185      -392       392         0         0         0     1,185         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      47.2      15.1      48.3       1.5       3.0       0.0       0.3       5.4       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        13         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE - ICE FUTURES ENERGY DIV   400MWh                                                                   :
CFTC Code #0643CB                                                    Open Interest is    22,365                :
: Positions                                                                                                    :
:   17,324    12,602       307     3,453     2,873         0     1,576     1,861         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      -78       -52         0      -107       107         0        81       -27         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      56.3       1.4      15.4      12.8       0.0       7.0       8.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV   25 MWh                                                        :
CFTC Code #0643CC                                                    Open Interest is   217,730                :
: Positions                                                                                                    :
:  185,045    87,178         0   101,723    24,661     3,856         0     4,168         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      312         0         0         0         0      -312         0       312         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      40.0       0.0      46.7      11.3       1.8       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17         7         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643CU                                                    Open Interest is    21,425                :
: Positions                                                                                                    :
:   13,915    14,290     6,820     6,135        50         0       825        75         0        50         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:       60        60         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      66.7      31.8      28.6       0.2       0.0       3.9       0.4       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         4         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643CV                                                    Open Interest is    17,960                :
: Positions                                                                                                    :
:   13,370    10,775     3,785     6,285         0         0       900         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:       60        60         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      60.0      21.1      35.0       0.0       0.0       5.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         4         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #0643CZ                                                    Open Interest is    16,240                :
: Positions                                                                                                    :
:   15,470    15,055       470       840       300         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,190     1,125         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.3      92.7       2.9       5.2       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       21         9         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    11,645                :
: Positions                                                                                                    :
:   10,715    10,285       470     1,160       160         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    3,115     3,050         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      88.3       4.0      10.0       1.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV   1 MW                                                            :
CFTC Code #0643D4                                                    Open Interest is    19,280                :
: Positions                                                                                                    :
:   17,975    17,260       245     1,255       715         0        50         0        50         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      325       295         0         0         0         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      89.5       1.3       6.5       3.7       0.0       0.3       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643D8                                                    Open Interest is    20,995                :
: Positions                                                                                                    :
:   19,460    20,990       580         0         5         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    2,730     2,850         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7     100.0       2.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       17         9         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643DB                                                    Open Interest is   115,075                :
: Positions                                                                                                    :
:  101,195   104,960     2,745       790     8,555     1,365        85       215     1,000       470         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      910     1,830       840      -330      -220      -215        85       215        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      91.2       2.4       0.7       7.4       1.2       0.1       0.2       0.9       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       34        29         5         .         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DC                                                    Open Interest is   139,076                :
: Positions                                                                                                    :
:  122,565   131,131     5,790       720     6,495     3,675         0       200       300       480        50 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -770       486       480      -675       235       100         0       200         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      94.3       4.2       0.5       4.7       2.6       0.0       0.1       0.2       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       36        30         .         .         5         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643DF                                                    Open Interest is   155,660                :
: Positions                                                                                                    :
:  108,765   122,967     8,267     9,656     7,769     5,055        25     2,848    17,333     6,438     5,394 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    2,625     1,193      -725       260      -124       218         0       600      -235       180        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      79.0       5.3       6.2       5.0       3.2       0.0       1.8      11.1       4.1       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       34        29         5         .         6         .         .         .         5         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643DK                                                    Open Interest is    96,035                :
: Positions                                                                                                    :
:   75,245    80,565    10,980     6,320     4,960     1,410         0     1,005     1,295     2,270       915 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -250       -75       185       120       -65         0         0         0       -25         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      83.9      11.4       6.6       5.2       1.5       0.0       1.0       1.3       2.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       28        30         .         .         5         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    23,330                :
: Positions                                                                                                    :
:   21,125    16,500        50     4,195     1,045       400     1,590         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,105       195      -740       640       640       400        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      70.7       0.2      18.0       4.5       1.7       6.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19         7         .         4         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    21,325                :
: Positions                                                                                                    :
:   18,410    16,405       270     2,585     1,820       300       465         0         0        50         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,340       230      -810       670       710       300         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      76.9       1.3      12.1       8.5       1.4       2.2       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18         9         .         .         4         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV   1 mwh                                                :
CFTC Code #0643EA                                                    Open Interest is     6,425                :
: Positions                                                                                                    :
:    4,945     5,210       415         0       565         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      695       640       -95         0        60         0       -30       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      81.1       6.5       0.0       8.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        14         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE   (40 MEGAWATT HOURS PER PEAK DAY)                :
CFTC Code #064657                                                    Open Interest is    18,982                :
: Positions                                                                                                    :
:   13,096    16,226     2,078       198     1,448        84         0       236       986         0       292 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      628       620       -20      -120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      85.5      10.9       1.0       7.6       0.4       0.0       1.2       5.2       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        18         .         .         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                     :
CFTC Code #064A34                                                    Open Interest is    15,155                :
: Positions                                                                                                    :
:    8,773    12,215     5,083       425         0         0     1,983         0       873         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      80.6      33.5       2.8       0.0       0.0      13.1       0.0       5.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A35                                                    Open Interest is   300,373                :
: Positions                                                                                                    :
:  194,244   268,466    97,542         0         0         0    31,907         0     8,587         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      782       782         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      89.4      32.5       0.0       0.0       0.0      10.6       0.0       2.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         0         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A56                                                    Open Interest is    89,529                :
: Positions                                                                                                    :
:   32,959    87,849    54,740         0     1,490         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.8      98.1      61.1       0.0       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 MEGAWATT HOURS)                :
CFTC Code #064A57                                                    Open Interest is 1,520,484                :
: Positions                                                                                                    :
:  511,271 1,493,278   982,007         0    27,206         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.6      98.2      64.6       0.0       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        15         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                   :
CFTC Code #064A58                                                    Open Interest is   158,241                :
: Positions                                                                                                    :
:  138,819    84,643     8,581    59,545     2,412     4,380     6,656     3,710         0     1,190        85 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:   -2,816    -1,792         0         0         0         0    -1,024         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      53.5       5.4      37.6       1.5       2.8       4.2       2.3       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        21         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                   :
CFTC Code #064A59                                                    Open Interest is 3,321,264                :
: Positions                                                                                                    :
:2,869,101 1,490,534   180,736 1,253,721   268,289         0   308,720         0     3,138         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0       805         0      -805    10,741         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      44.9       5.4      37.7       8.1       0.0       9.3       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        18         .         4         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                :
CFTC Code #064A60                                                    Open Interest is    19,373                :
: Positions                                                                                                    :
:   16,795    12,572       425       850       850         0       586     1,280         0     2,980         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      64.9       2.2       4.4       4.4       0.0       3.0       6.6       0.0      15.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                 :
CFTC Code #064A63                                                    Open Interest is    44,308                :
: Positions                                                                                                    :
:   31,559    39,009     5,424         0     3,495     2,026         0     1,804         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      88.0      12.2       0.0       7.9       4.6       0.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)               :
CFTC Code #064A64                                                    Open Interest is    72,342                :
: Positions                                                                                                    :
:   60,108    42,286         0    16,879     6,362         0     1,317     4,433     1,351         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      132         0         0         0         0         0         0         0      -132         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      58.5       0.0      23.3       8.8       0.0       1.8       6.1       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       21        15         0         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A66                                                    Open Interest is    42,292                :
: Positions                                                                                                    :
:   31,566    36,213     3,055       895     2,831         0         0         0     2,487         0     2,268 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    2,550     2,550         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      85.6       7.2       2.1       6.7       0.0       0.0       0.0       5.9       0.0       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        14         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 80 Megawatt Hours)                  :
CFTC Code #064A68                                                    Open Interest is    30,625                :
: Positions                                                                                                    :
:   26,774    21,639     2,536     7,691     1,210         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      70.7       8.3      25.1       4.0       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A78                                                    Open Interest is   317,747                :
: Positions                                                                                                    :
:  274,381   282,417     3,138         0         0    16,748         0    23,480         0    11,850         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      88.9       1.0       0.0       0.0       5.3       0.0       7.4       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        13         .         0         0         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                 :
CFTC Code #064A79                                                    Open Interest is   812,079                :
: Positions                                                                                                    :
:  468,171   574,976   132,585   128,466    92,947   102,686         0    15,690         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      70.8      16.3      15.8      11.4      12.6       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        14         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                  :
CFTC Code #064A80                                                    Open Interest is 1,705,713                :
: Positions                                                                                                    :
:1,071,483 1,083,368   134,120   316,115   234,910   176,730         0    70,560    17,150         0       760 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      63.5       7.9      18.5      13.8      10.4       0.0       4.1       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         .         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A82                                                    Open Interest is   614,530                :
: Positions                                                                                                    :
:  369,279   564,532     3,009    28,038    21,960         0         0         0   220,282         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      91.9       0.5       4.6       3.6       0.0       0.0       0.0      35.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 5 Megawatt Hours)                :
CFTC Code #064A84                                                    Open Interest is   443,464                :
: Positions                                                                                                    :
:  381,134   354,116    54,134    81,152     8,196         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      79.9      12.2      18.3       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    21,597                :
: Positions                                                                                                    :
:   13,023    19,122     2,680         0     1,800       220         0         0     3,224         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      88.5      12.4       0.0       8.3       1.0       0.0       0.0      14.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        17         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    19,201                :
: Positions                                                                                                    :
:   11,655    17,026     2,440         0     1,700       220         0         0     2,767         0         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      88.7      12.7       0.0       8.9       1.1       0.0       0.0      14.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        17         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C74                                                    Open Interest is    19,937                :
: Positions                                                                                                    :
:   13,049    15,898        55     2,332     1,099     1,175       200         0     3,788         0       305 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,339     1,369         0       580         0      -100         0         0       640         0        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      79.7       0.3      11.7       5.5       5.9       1.0       0.0      19.0       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        18         .         .         4         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C75                                                    Open Interest is    13,103                :
: Positions                                                                                                    :
:    6,914     9,451       745     3,315        85       205         0         0     4,030         0       180 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:     -185       335         0      -120         0         0         0         0       360         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      72.1       5.7      25.3       0.6       1.6       0.0       0.0      30.8       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C76                                                    Open Interest is    17,977                :
: Positions                                                                                                    :
:   15,783     9,226       714     5,184       243       125     1,350         0         0     1,344       575 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      547        17      -220      -461        64        50      -100         0         0       734         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      51.3       4.0      28.8       1.4       0.7       7.5       0.0       0.0       7.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        15         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C77                                                    Open Interest is    13,200                :
: Positions                                                                                                    :
:   11,284     9,008        85     3,595       337       125       205         0       845         0        55 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      305      -270         0       740       -41       125         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      68.2       0.6      27.2       2.6       0.9       1.6       0.0       6.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        17         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #064C86                                                    Open Interest is     8,870                :
: Positions                                                                                                    :
:    6,455     5,540       900       205       810         0     1,335       290       300        75         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,090     1,415       600       -50        20         0       325      -300         0        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      62.5      10.1       2.3       9.1       0.0      15.1       3.3       3.4       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        16         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV   50MWh                                                 :
CFTC Code #064C88                                                    Open Interest is     8,348                :
: Positions                                                                                                    :
:    6,318     7,275         0       380         0       580         0       370       600       200         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      440       280         0         0         0         0         0         0         0       100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      87.1       0.0       4.6       0.0       6.9       0.0       4.4       7.2       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       16        10         0         .         0         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    63,326                :
: Positions                                                                                                    :
:   60,131    54,641         0     4,375     1,835         0         0         0       425     1,600         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      86.3       0.0       6.9       2.9       0.0       0.0       0.0       0.7       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        18         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    60,097                :
: Positions                                                                                                    :
:   57,922    51,288         0     4,650     1,710         0         0         0        25     1,550         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      85.3       0.0       7.7       2.8       0.0       0.0       0.0       0.0       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        17         0         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    15,920                :
: Positions                                                                                                    :
:   15,015    11,435         0        50       600         0     1,100         0         0     2,545       100 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      300       300         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      71.8       0.0       0.3       3.8       0.0       6.9       0.0       0.0      16.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         0         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    23,488                :
: Positions                                                                                                    :
:   22,628    19,913         0         0         0       200     3,420         0         0        50         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    2,150       800         0         0         0       200     1,500         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.3      84.8       0.0       0.0       0.0       0.9      14.6       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         0         0         0         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is    58,562                :
: Positions                                                                                                    :
:   42,810    52,769     2,130        65     1,475     5,170       200         0     2,879         0       858 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,245     2,645         0         0         0     1,500       200         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      90.1       3.6       0.1       2.5       8.8       0.3       0.0       4.9       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        20         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is    49,821                :
: Positions                                                                                                    :
:   35,722    45,582     2,280        30     1,220     4,570         0         0     3,195       150       368 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      425     1,875         0         0         0     1,500         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      91.5       4.6       0.1       2.4       9.2       0.0       0.0       6.4       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        20         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    36,165                :
: Positions                                                                                                    :
:   28,505    26,200       300       680       890         0     5,250         0     3,625     1,300       130 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      300       600         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      72.4       0.8       1.9       2.5       0.0      14.5       0.0      10.0       3.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        19         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    33,180                :
: Positions                                                                                                    :
:   27,795    30,675     1,680         0       520       100         0     1,050       700       400       300 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:    1,000       700         0         0         0         0         0         0      -200       400       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      92.5       5.1       0.0       1.6       0.3       0.0       3.2       2.1       1.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        17         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    25,435                :
: Positions                                                                                                    :
:    8,785    20,115     1,200       600       600         0     2,265     1,035    13,500       800         0 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      250       850         0         0         0         0         0         0       600         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.5      79.1       4.7       2.4       2.4       0.0       8.9       4.1      53.1       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        14         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is    32,483                :
: Positions                                                                                                    :
:   21,420    20,480         0     2,495     2,765     2,525         0       450     3,835     4,925        23 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      600         0         0         0         0         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      63.0       0.0       7.7       8.5       7.8       0.0       1.4      11.8      15.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        19         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    25,325                :
: Positions                                                                                                    :
:   20,745    17,970       525     2,900       790         0         0       825         0       624       436 :
:                                                                                                              :
: Changes from:     September 9, 2014                                                                          :
:      565       -35         0         0         0         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      71.0       2.1      11.5       3.1       0.0       0.0       3.3       0.0       2.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        17         .         .         .         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated September 19, 2014