```
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    89,284                :
: Positions                                                                                                    :
:   13,467    27,429     1,305     2,450     3,417     6,130     7,361     2,976    51,423    35,181     8,955 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      785    -1,212      -129       911        91        15     1,605       459     2,572     2,056    -1,568 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.1      30.7       1.5       2.7       3.8       6.9       8.2       3.3      57.6      39.4      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       13        15         .         .         .         .         5         4        15        12        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    36,395                :
: Positions                                                                                                    :
:   11,885     4,245     2,252     1,205       990     3,255         0     2,076    11,924    23,946     3,398 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      250       550        60      -150       -60       600         0       151       362       817       503 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      11.7       6.2       3.3       2.7       8.9       0.0       5.7      32.8      65.8       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       10        11         .         .         .         5         0         .        10        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   150,121                :
: Positions                                                                                                    :
:   90,900   102,625     4,454     8,787    13,942     6,749     4,950     4,499    17,946     3,442    10,843 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       28     5,373       656    -4,889      -321       176       752      -317       457       -63        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      68.4       3.0       5.9       9.3       4.5       3.3       3.0      12.0       2.3       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       42        45         4         4         5         .         .         5         7         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    48,654                :
: Positions                                                                                                    :
:   23,079    41,048    17,916     3,723     1,025     4,489         0     1,799         0       713       346 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,437       685       314      -147        54      -752         0       414      -287       174       160 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      84.4      36.8       7.7       2.1       9.2       0.0       3.7       0.0       1.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        18         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   368,215                :
: Positions                                                                                                    :
:  180,529   308,026   115,840    19,990    19,862    31,647         0    20,337         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,255         7       936         0       312    -2,184         0       624         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.0      83.7      31.5       5.4       5.4       8.6       0.0       5.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 1,480,467                :
: Positions                                                                                                    :
:1,131,337 1,240,358   140,180    61,632   106,069       417    17,168    21,806    54,983     7,759    25,675 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   71,499    39,373   -17,295     5,181   -27,666       417    -1,493     4,680    -8,137     3,423      -367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      83.8       9.5       4.2       7.2       0.0       1.2       1.5       3.7       0.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        38         4         4         5         .         .         .         5         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    46,060                :
: Positions                                                                                                    :
:   35,875    24,524       130     8,978     3,435       310     4,018     3,480     2,144       862       686 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    2,506     1,051        27       515      -128         0       665      -523       -53       172        36 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      53.2       0.3      19.5       7.5       0.7       8.7       7.6       4.7       1.9       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 23, 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   287,481                :
: Positions                                                                                                    :
:  199,457   188,490    72,258    21,858     3,848         0    59,032    10,678         8     2,343     1,232 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,384     5,327       943         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      65.6      25.1       7.6       1.3       0.0      20.5       3.7       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 23, 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   639,028                :
: Positions                                                                                                    :
:  494,388   509,436    15,604    40,491    70,488    33,239         0    10,773     6,696         0     7,840 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,972     4,389         0       376         0       401         0      -376       392         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      79.7       2.4       6.3      11.0       5.2       0.0       1.7       1.0       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        28         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    51,969                :
: Positions                                                                                                    :
:   37,890    41,970     5,069     1,194       671     2,310         0     1,380     2,204     4,496     1,598 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      296       -50      -523         0       -41        70         0        44         0       -88        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      80.8       9.8       2.3       1.3       4.4       0.0       2.7       4.2       8.7       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        21         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    45,165                :
: Positions                                                                                                    :
:   36,445    44,630     7,540         0       140         0       300         0       150         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      305       245       120         0         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      98.8      16.7       0.0       0.3       0.0       0.7       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       22        17         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    56,931                :
: Positions                                                                                                    :
:   45,561    56,271    10,860         0         0         0       600         0       150         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      535       375        20         0         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      98.8      19.1       0.0       0.0       0.0       1.1       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 23, 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    12,395                :
: Positions                                                                                                    :
:    7,725     9,735     2,270         0     2,350         0       110         0        50       200         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      125        25       -50         0        50         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      78.5      18.3       0.0      19.0       0.0       0.9       0.0       0.4       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        19         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   268,992                :
: Positions                                                                                                    :
:  178,440   233,808    46,432         0    31,640     8,888         0     2,392        48         0     1,152 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -752    -1,184      -808         0         0         0         0         0        48      -328       -48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      86.9      17.3       0.0      11.8       3.3       0.0       0.9       0.0       0.0       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 23, 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     9,283                :
: Positions                                                                                                    :
:    5,436     5,896         0     2,343       808        42       106        44     2,843        42         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       23        23         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      63.5       0.0      25.2       8.7       0.5       1.1       0.5      30.6       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        13         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    17,750                :
: Positions                                                                                                    :
:   12,650    12,750         0     3,850       750       650         0         0     3,550       250       150 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -150         0         0         0         0         0         0         0       150         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      71.8       0.0      21.7       4.2       3.7       0.0       0.0      20.0       1.4       0.8 :
:                                                                                                              :
: 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 23, 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    18,530                :
: Positions                                                                                                    :
:   13,595    15,575     2,100       530     1,945         0        80       150       500       250         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      670       420         0         0         0      -120        80        20         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      84.1      11.3       2.9      10.5       0.0       0.4       0.8       2.7       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        23         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    13,838                :
: Positions                                                                                                    :
:   12,753     8,043         0     4,045       460         0       635       375         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      575       130      -300       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      58.1       0.0      29.2       3.3       0.0       4.6       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        16         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    17,684                :
: Positions                                                                                                    :
:   12,851    12,509         0     1,594     2,003     1,443         0       537        64         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      275       257         0        -3         3        -3         0        22        23         0       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      70.7       0.0       9.0      11.3       8.2       0.0       3.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        23         0         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    38,095                :
: Positions                                                                                                    :
:   34,400    25,515       739     1,487     1,024         0     5,061     1,378         0     3,390       195 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,932     2,871      -565       285      -688         0       569       -55         0      -333         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      67.0       1.9       3.9       2.7       0.0      13.3       3.6       0.0       8.9       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        26         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    46,971                :
: Positions                                                                                                    :
:   41,582    32,350       711     3,697     1,103       200     3,208     2,380       200     3,567       665 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,677     3,210         0        55        -5         0       284      -150         0       128        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      68.9       1.5       7.9       2.3       0.4       6.8       5.1       0.4       7.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       29        31         .         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    32,675                :
: Positions                                                                                                    :
:   29,555    24,270     2,300     6,110       700         0         0         0         0     1,535         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -480      -180         0      -600         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      74.3       7.0      18.7       2.1       0.0       0.0       0.0       0.0       4.7       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 23, 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    46,450                :
: Positions                                                                                                    :
:   44,175    38,925     1,300     5,245       735         0         0         0         0     1,545         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    3,390     3,645      -150      -540         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.1      83.8       2.8      11.3       1.6       0.0       0.0       0.0       0.0       3.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       27        14         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   425,986                :
: Positions                                                                                                    :
:  261,778   381,325    60,063     6,185     3,455    40,271         0    30,820    27,983     2,585     1,616 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -500    13,588         0   -12,460         0    -3,359         0     1,863     1,080    -3,907       815 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      89.5      14.1       1.5       0.8       9.5       0.0       7.2       6.6       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        27         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    29,717                :
: Positions                                                                                                    :
:   17,771    27,086     3,104       318       300     4,650         0       569     1,839       276       784 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      134     1,575      -104    -1,034       -24        97         0       -19       459        23      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      91.1      10.4       1.1       1.0      15.6       0.0       1.9       6.2       0.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        30         .         .         .         .         0         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    17,873                :
: Positions                                                                                                    :
:   11,656    15,282     2,525         0       947       265         0     1,515       836         0       129 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      558     1,132       146         0       -70       265      -115        39        48         0       129 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      85.5      14.1       0.0       5.3       1.5       0.0       8.5       4.7       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   222,866                :
: Positions                                                                                                    :
:   94,264   204,899    56,255         0     9,312    53,117         0     8,655     1,263         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        0         0       943         0         0      -943         0       943         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.3      91.9      25.2       0.0       4.2      23.8       0.0       3.9       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 23, 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   469,838                :
: Positions                                                                                                    :
:  333,807   424,754    92,577         0    21,244         0       929    20,641     1,569     2,270         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   14,859    -3,230   -18,089         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      90.4      19.7       0.0       4.5       0.0       0.2       4.4       0.3       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        15         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    48,329                :
: Positions                                                                                                    :
:   30,700    44,955     3,724     1,170         0     4,557         0       930     7,534         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -155      -109      -360      -384         0       -22         0       -23        44         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      93.0       7.7       2.4       0.0       9.4       0.0       1.9      15.6       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 23, 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     6,577                :
: Positions                                                                                                    :
:    5,295     3,793       424       595       105         0     1,508         0       287       170         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       80        60      -149         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      57.7       6.4       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                     :
:        9         7         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 2014                                                                         :
:        0         0         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 23, 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    16,018                :
: Positions                                                                                                    :
:   10,044    12,402       341        85       532       607         0        87     3,168     1,863       453 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      351    -1,424      -150        85        84      -198         0        46       509     1,615        -4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      77.4       2.1       0.5       3.3       3.8       0.0       0.5      19.8      11.6       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        18         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   198,223                :
: Positions                                                                                                    :
:  121,960   189,275    30,837     1,953     1,536       392         0         0    38,039         0     5,459 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      377         0    -1,576         0         0         0         0         0       734      -465        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      95.5      15.6       1.0       0.8       0.2       0.0       0.0      19.2       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        18         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    12,543                :
: Positions                                                                                                    :
:    6,872    10,643     2,486       423       445     1,685         0        61       285       284       538 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -355     3,203       102    -2,833      -109       708         0       -84       115        66       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      84.9      19.8       3.4       3.5      13.4       0.0       0.5       2.3       2.3       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        20         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   129,581                :
: Positions                                                                                                    :
:   92,731   115,089    19,854     8,536     1,936     3,888         0       392     7,152         0     3,628 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   -1,945    52,999         0   -54,944         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      88.8      15.3       6.6       1.5       3.0       0.0       0.3       5.5       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    22,830                :
: Positions                                                                                                    :
:   17,221    12,985       307     2,859     3,441         0     1,684     1,861         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -103       383         0      -594       568         0       108         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      56.9       1.3      12.5      15.1       0.0       7.4       8.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        12         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   217,106                :
: Positions                                                                                                    :
:  185,045    86,554         0   102,347    24,037     3,856         0     4,168         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        0      -624         0       624      -624         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      39.9       0.0      47.1      11.1       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 23, 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    21,725                :
: Positions                                                                                                    :
:   14,240    14,465     6,820     6,185        50         0       925        50         0        50         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      325       175         0        50         0         0       100       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      66.6      31.4      28.5       0.2       0.0       4.3       0.2       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        11         4         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    18,335                :
: Positions                                                                                                    :
:   13,935    10,950     3,595     6,385         0         0     1,000         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      565       175      -190       100         0         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      59.7      19.6      34.8       0.0       0.0       5.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         9         4         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    16,500                :
: Positions                                                                                                    :
:   15,955    16,455       545         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      485     1,400        75      -840      -300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.7      99.7       3.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       21        10         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    11,945                :
: Positions                                                                                                    :
:   11,135    11,905       510         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      420     1,620        40    -1,160      -160         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      99.7       4.3       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                     :
:       15         9         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    19,380                :
: Positions                                                                                                    :
:   18,135    17,510       245     1,185       635         0        50         0        50         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      160       250         0       -70       -80         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      90.4       1.3       6.1       3.3       0.0       0.3       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         9         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    19,895                :
: Positions                                                                                                    :
:   18,630    19,895       385         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6     100.0       1.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       17         7         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    21,883                :
: Positions                                                                                                    :
:   20,108    21,878       580         0         5         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      648       888         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9     100.0       2.7       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       18         9         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   115,130                :
: Positions                                                                                                    :
:  103,165   106,955     2,485     1,055     6,550     1,730         0       100     1,100       470         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,970     1,995      -260       265    -2,005       365       -85      -115       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      92.9       2.2       0.9       5.7       1.5       0.0       0.1       1.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       34        29         4         .         4         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   140,886                :
: Positions                                                                                                    :
:  127,200   132,956     2,945       635     6,315     3,700         0       275       400       655        50 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    4,635     1,825    -2,845       -85      -180        25         0        75       100       175         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      94.4       2.1       0.5       4.5       2.6       0.0       0.2       0.3       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       37        31         .         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   156,812                :
: Positions                                                                                                    :
:  110,364   126,229     8,155     8,329     6,516     4,764        25     3,173    17,945     6,276     5,392 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,599     3,262      -112    -1,327    -1,253      -291         0       325       612      -162        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      80.5       5.2       5.3       4.2       3.0       0.0       2.0      11.4       4.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       35        28         5         .         5         .         .         .         6         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    96,450                :
: Positions                                                                                                    :
:   75,235    81,855    10,905     4,660     5,495     1,460         0     1,005     1,260     2,270       925 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      -10     1,290       -75    -1,660       535        50         0         0       -35         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      84.9      11.3       4.8       5.7       1.5       0.0       1.0       1.3       2.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       29        30         .         .         5         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    22,800                :
: Positions                                                                                                    :
:   20,720    19,245        50     1,070       845       475     1,590         0         0        50         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -405     2,745         0    -3,125      -200        75         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      84.4       0.2       4.7       3.7       2.1       7.0       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19         8         .         4         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    20,725                :
: Positions                                                                                                    :
:   18,710    18,620       320       720       870       300       465         0         0        50         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      300     2,215        50    -1,865      -950         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      89.8       1.5       3.5       4.2       1.4       2.2       0.0       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18         9         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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     6,490                :
: Positions                                                                                                    :
:    5,030     5,210       330         0       630         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       85         0       -85         0        65         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      80.3       5.1       0.0       9.7       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 23, 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    18,954                :
: Positions                                                                                                    :
:   13,848    16,481     1,654       271     1,092        84         0       236       986         0       292 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      752       255      -424        73      -356         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      87.0       8.7       1.4       5.8       0.4       0.0       1.2       5.2       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        19         .         .         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    15,176                :
: Positions                                                                                                    :
:    8,794    13,067     5,083       105         0         0     1,983         0       873         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       21       852         0      -320         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      86.1      33.5       0.7       0.0       0.0      13.1       0.0       5.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        10         .         .         0         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   302,333                :
: Positions                                                                                                    :
:  196,204   268,834    95,950         0     1,592         0    31,907         0     8,587         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,960       368    -1,592         0     1,592         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      88.9      31.7       0.0       0.5       0.0      10.6       0.0       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        12         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    89,783                :
: Positions                                                                                                    :
:   34,142    88,103    53,557         0     1,490         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,183       254    -1,183         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      98.1      59.7       0.0       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        14         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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                                                                                                    :
:  533,167 1,493,278   960,111         0    27,206         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   21,896         0   -21,896         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.1      98.2      63.1       0.0       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        15         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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   156,732                :
: Positions                                                                                                    :
:  144,210    83,134     1,935    59,545     2,412     4,380     6,656     3,710         0     1,190        85 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    5,391    -1,509    -6,646         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      53.0       1.2      38.0       1.5       2.8       4.2       2.4       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        21         4         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 3,219,744                :
: Positions                                                                                                    :
:2,767,581 1,424,384   180,736 1,218,351   268,289         0   308,720         0     3,138         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
: -101,520   -66,150         0   -35,370         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      44.2       5.6      37.8       8.3       0.0       9.6       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        19         .         4         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    12,892       425       530       850         0       586     1,280         0     2,980         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        0       320         0      -320         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      66.5       2.2       2.7       4.4       0.0       3.0       6.6       0.0      15.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    43,584                :
: Positions                                                                                                    :
:   32,690    38,285     3,569         0     3,495     2,026         0     1,804         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:    1,131      -724    -1,855         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      87.8       8.2       0.0       8.0       4.6       0.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    72,086                :
: Positions                                                                                                    :
:   59,852    49,636         0     9,273     6,362         0     1,317     4,433     1,351         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -256     7,350         0    -7,606         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      68.9       0.0      12.9       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 23, 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 16, 2014                                                                         :
:        0         0         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 23, 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    28,897                :
: Positions                                                                                                    :
:   25,046    24,967     2,536     2,635     1,210         0         0         0       105         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   -1,728     3,328         0    -5,056         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      86.4       8.8       9.1       4.2       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        11         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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   797,995                :
: Positions                                                                                                    :
:  458,791   560,892   127,881   128,466    92,947   102,686         0    15,690         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   -9,380   -14,084    -4,704         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      70.3      16.0      16.1      11.6      12.9       0.0       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        14         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 1,691,721                :
: Positions                                                                                                    :
:1,063,416 1,092,896   136,040   300,440   227,065   176,730         0    70,560    17,150         0       760 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:   -8,067     9,528     1,920   -15,675    -7,845         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      64.6       8.0      17.8      13.4      10.4       0.0       4.2       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        12         4         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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   417,774                :
: Positions                                                                                                    :
:  355,444   343,679    54,134    65,899     8,196         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:  -25,690   -10,437         0   -15,253         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      82.3      13.0      15.8       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 16, 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 23, 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    20,630                :
: Positions                                                                                                    :
:   13,992    16,401         0     1,277     1,089     1,175       180        20     2,978       600       960 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      943       503       -55    -1,055       -10         0       -20        20      -810       600       655 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      79.5       0.0       6.2       5.3       5.7       0.9       0.1      14.4       2.9       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        19         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    13,165                :
: Positions                                                                                                    :
:    6,989     9,463       717     3,295        85       205         0         0     3,920        70       180 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       75        12       -28       -20         0         0         0         0      -110        70         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      71.9       5.4      25.0       0.6       1.6       0.0       0.0      29.8       0.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    17,769                :
: Positions                                                                                                    :
:   15,834     9,863     1,021     4,214        77       100     1,370        25         0     1,645       575 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:       51       637       307      -970      -166       -25        20        25         0       301         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      55.5       5.7      23.7       0.4       0.6       7.7       0.1       0.0       9.3       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    13,015                :
: Positions                                                                                                    :
:   11,937     9,786         0     2,163       259       125       205         0         0       502       100 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      653       778       -85    -1,432       -78         0         0         0      -845       502        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.7      75.2       0.0      16.6       2.0       1.0       1.6       0.0       0.0       3.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        17         0         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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     9,025                :
: Positions                                                                                                    :
:    6,325     5,755       995         0       960         0     1,285       340       350       150         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:     -130       215        95      -205       150         0       -50        50        50        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      63.8      11.0       0.0      10.6       0.0      14.2       3.8       3.9       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       18        17         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 16, 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 23, 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 16, 2014                                                                         :
:        0         0         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                     :
:       15        10         0         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 2014                                                                         :
:        0         0         0         0         0         0         0         0         0         0         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 23, 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    59,237                :
: Positions                                                                                                    :
:   43,325    52,734     2,130        65     1,475     5,170       200         0     2,679       350     1,008 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      515       -35         0         0         0         0         0         0      -200       350       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      89.0       3.6       0.1       2.5       8.7       0.3       0.0       4.5       0.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        20         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    50,296                :
: Positions                                                                                                    :
:   35,852    45,212     2,280        30     1,220     4,670         0         0     3,195       750       368 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      130      -370         0         0         0       100         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      89.9       4.5       0.1       2.4       9.3       0.0       0.0       6.4       1.5       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        20         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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                                                                                                    :
:   28,805    26,200       300       680       890         0     5,250         0     3,625     1,300       130 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      300         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      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                     :
:       17        19         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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                                                                                                    :
:   28,095    30,675     1,680         0       520       100         0     1,050       700       400       300 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      300         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      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                     :
:       19        17         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    25,855                :
: Positions                                                                                                    :
:    9,205    19,935     1,200       600       600         0     2,865     1,035    13,500       800         0 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:      420      -180         0         0         0         0       600         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      77.1       4.6       2.3       2.3       0.0      11.1       4.0      52.2       3.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        13         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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    32,658                :
: Positions                                                                                                    :
:   21,420    20,480         0     2,495     2,765     2,525         0       450     3,835     4,925        23 :
:                                                                                                              :
: Changes from:     September 16, 2014                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      62.7       0.0       7.6       8.5       7.7       0.0       1.4      11.7      15.1       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 23, 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 16, 2014                                                                         :
:        0         0         0         0         0         0         0         0         0         0         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 26, 2014