Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   103,488                :
: Positions                                                                                                    :
:   23,899    30,196       802    10,458     3,498     8,079     9,220     4,423    48,509    31,132    13,118 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -134     3,011       142     1,816       -90     1,974      -880       236     1,377      -705       197 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      29.2       0.8      10.1       3.4       7.8       8.9       4.3      46.9      30.1      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       17        15         .         .         .         .         .         .        16        14        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    31,873                :
: Positions                                                                                                    :
:    7,450     8,920     1,446     1,777       444     7,117       150       935    12,087    17,393     1,589 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -380       130       231      -128      -231      -315        30       190     1,415       859      -134 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      28.0       4.5       5.6       1.4      22.3       0.5       2.9      37.9      54.6       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10        11         .         .         .         4         .         .        15         9        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   138,533                :
: Positions                                                                                                    :
:   97,547   113,256     3,332         0     8,880     7,359     3,748     3,056    11,463     3,367     6,052 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,886      -561       120      -965        42      -599      -806      -179       -69        67      -520 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      81.8       2.4       0.0       6.4       5.3       2.7       2.2       8.3       2.4       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       41        45         4         0         4         5         .         6         6         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    40,221                :
: Positions                                                                                                    :
:   28,328    34,700     5,735         0     3,359       677         0     1,810       114       154       198 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      103      -252      -746         0       874       235         0      -132       114       -42       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      86.3      14.3       0.0       8.4       1.7       0.0       4.5       0.3       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        20         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   364,450                :
: Positions                                                                                                    :
:  292,247   319,863    11,809         0    18,152    20,386     3,878    20,221         0       701     1,635 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -4,328    -5,742    -1,070         0        92      -642       327       981         0      -625      -327 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      87.8       3.2       0.0       5.0       5.6       1.1       5.5       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        18         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 1,532,473                :
: Positions                                                                                                    :
:1,223,301 1,368,578   180,701    28,054    64,569     7,863         0    18,201    10,717    25,950    27,121 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,627    31,957    25,816    -2,431   -14,961     3,705      -408    -4,505       823      -401    -1,639 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      89.3      11.8       1.8       4.2       0.5       0.0       1.2       0.7       1.7       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        40         .         .         .         .         0         .         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    49,349                :
: Positions                                                                                                    :
:   39,152    37,765         0     3,070     2,121     2,438       614     4,976       575       692        75 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      358    -2,182         0     1,460       154      -749       152       311      -205       -26        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      76.5       0.0       6.2       4.3       4.9       1.2      10.1       1.2       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        17         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   303,206                :
: Positions                                                                                                    :
:  239,093   237,758     2,128         0    29,912       952    11,471    24,065     7,056         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -6,114   -11,604       181      -984     7,632         0     7,960   -11,568     1,305         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      78.4       0.7       0.0       9.9       0.3       3.8       7.9       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        14         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is   605,601                :
: Positions                                                                                                    :
:  528,731   521,626    14,048    15,108    33,926    11,331         0    14,749     1,760    19,136     1,056 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:  -39,627   -46,805         0     2,282    -1,553    -3,672         0         0      -408       816      -816 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      86.1       2.3       2.5       5.6       1.9       0.0       2.4       0.3       3.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       23        22         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 RT PEAK - ICE FUTURES ENERGY DIV   800MWh                                                   :
CFTC Code #06439B                                                    Open Interest is    50,243                :
: Positions                                                                                                    :
:   42,237    41,243     1,652       872       517     2,066        88     1,442       855     5,017       834 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,423    -2,344      -311       -22       150      -837       -22       238       143         3      -397 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      82.1       3.3       1.7       1.0       4.1       0.2       2.9       1.7      10.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        24         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #06439C                                                    Open Interest is    57,487                :
: Positions                                                                                                    :
:   47,352    56,497     9,080         0        40         0        95       250         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -4,182    -4,907      -655         0         0      -130        95      -120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      98.3      15.8       0.0       0.1       0.0       0.2       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       24        21         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    72,159                :
: Positions                                                                                                    :
:   60,269    71,474    11,085         0        90       305         0       290         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -5,383    -6,713      -860         0         0      -115         0      -100       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      99.1      15.4       0.0       0.1       0.4       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       26        24         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    16,080                :
: Positions                                                                                                    :
:   14,925    13,895         0     1,055     1,050         0        80         0        50         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,765    -1,415         0      -205       185         0      -200         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      86.4       0.0       6.6       6.5       0.0       0.5       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   269,560                :
: Positions                                                                                                    :
:  181,504   267,992    74,496         0         0    11,288         0     1,568       704         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:  -11,272    -9,016    -2,040         0         0     4,296         0      -784         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      99.4      27.6       0.0       0.0       4.2       0.0       0.6       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       21        21         .         0         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 345KV RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                   :
CFTC Code #06439R                                                    Open Interest is     8,602                :
: Positions                                                                                                    :
:    4,935     6,778         0       672       178         0       108         0     3,104       454       110 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -443       -76         0         0       -21         0       -21         0       114        22       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      78.8       0.0       7.8       2.1       0.0       1.3       0.0      36.1       5.3       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        14         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    14,450                :
: Positions                                                                                                    :
:    8,900    11,900         0     2,250         0         0         0         0     5,550       300         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -700       250         0      -150         0         0         0         0       750       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      82.4       0.0      15.6       0.0       0.0       0.0       0.0      38.4       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         0         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    16,860                :
: Positions                                                                                                    :
:   15,605    14,485         0       970     1,255         0       150         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -2,035    -1,365         0      -360       170         0      -260         0         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      85.9       0.0       5.8       7.4       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        19         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #0643B1                                                    Open Interest is    14,260                :
: Positions                                                                                                    :
:   12,370    10,900        50     1,110     1,225         0       670       355         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -725      -545         0       -30         0         0      -165       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      76.4       0.4       7.8       8.6       0.0       4.7       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        20         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    17,622                :
: Positions                                                                                                    :
:   13,193    12,919         0       973     1,980     1,551        44       281         0        60        22 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -660      -810         0      -111       -63      -260        44       -84         0        -1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      73.3       0.0       5.5      11.2       8.8       0.2       1.6       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       23        21         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA OFF-PK MINI - ICE FUTURES ENERGY DIV   1 MW                                                     :
CFTC Code #0643B9                                                    Open Interest is    47,530                :
: Positions                                                                                                    :
:   43,938    32,426       615     2,105     1,836         0     5,798     1,040         0     4,325         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      939       538         0       953      -477         0      -632       -40         0        64         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      68.2       1.3       4.4       3.9       0.0      12.2       2.2       0.0       9.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       29        29         .         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BA                                                    Open Interest is    54,125                :
: Positions                                                                                                    :
:   50,848    35,244       679     6,391       866        41     6,648     1,322         0     3,510       107 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -2,868    -1,629        -3        19       -12       -41      -619         0         0      -685         7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.9      65.1       1.3      11.8       1.6       0.1      12.3       2.4       0.0       6.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       30        32         .         .         4         .         .         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643BC                                                    Open Interest is    40,350                :
: Positions                                                                                                    :
:   37,685    37,455     1,750     2,760       100       600         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -3,300    -2,655      -550    -1,250      -150       -50         0         0         0       -80         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      92.8       4.3       6.8       0.2       1.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       25        14         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    43,425                :
: Positions                                                                                                    :
:   42,255    40,180       950     3,185         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -4,885    -3,730      -300    -1,455         0         0         0         0         0       -80         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.3      92.5       2.2       7.3       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       27        15         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is   385,202                :
: Positions                                                                                                    :
:  259,026   346,503    17,710     8,297     8,446    33,660         0    21,956    44,404         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:  -11,617   -21,450    -1,222    -1,112       -80    -5,297         0      -408    -4,426         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      90.0       4.6       2.2       2.2       8.7       0.0       5.7      11.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       25        29         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is    23,563                :
: Positions                                                                                                    :
:   14,426    20,990     2,249       126       640     3,356       168       682     1,937         0        84 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,066    -1,419      -319         1        24      -252         0       -21       111         0       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      89.1       9.5       0.5       2.7      14.2       0.7       2.9       8.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        27         .         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    11,841                :
: Positions                                                                                                    :
:    9,098     9,555       430         0       770       163        78     1,078       278       360         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,018    -1,461       -27         0       -77      -338         0         0       -78         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      80.7       3.6       0.0       6.5       1.4       0.7       9.1       2.3       3.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         8         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is   547,834                :
: Positions                                                                                                    :
:  465,481   505,611    49,611     3,588    17,188         0     5,893    15,554         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:  -23,249   -32,093   -12,516    -4,488     7,796         0       816    -1,224         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      92.3       9.1       0.7       3.1       0.0       1.1       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        20         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    47,911                :
: Positions                                                                                                    :
:   34,406    43,818     2,537       876       379     3,332         0     1,569     4,136         0       848 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,328    -1,657      -562      -168       257       -24         0      -167       -39         0      -231 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      91.5       5.3       1.8       0.8       7.0       0.0       3.3       8.6       0.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        17         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    16,738                :
: Positions                                                                                                    :
:    9,604    13,615       147       521     1,175     1,204         0         0     3,525         0       402 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -253      -703      -154       -42       176      -107         0         0       -83         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      81.3       0.9       3.1       7.0       7.2       0.0       0.0      21.1       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is   229,704                :
: Positions                                                                                                    :
:  160,771   228,497    20,976         0     1,207       704         0         0    46,046         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:  -11,887   -11,919    -1,256         0         0         0         0         0     1,224         0    -1,224 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      99.5       9.1       0.0       0.5       0.3       0.0       0.0      20.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        16         .         0         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    12,658                :
: Positions                                                                                                    :
:    8,004    10,255     1,647         0     1,143     1,211         0       352         0       501         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -429      -377      -164      -152       130      -317         0        44         0       -85         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      81.0      13.0       0.0       9.0       9.6       0.0       2.8       0.0       4.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is   103,626                :
: Positions                                                                                                    :
:   79,429    91,219    10,415     9,402     2,614    10,425         0       391       352         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -9,132   -11,956      -408       784      -816    -1,224         0      -408      -408         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      88.0      10.1       9.1       2.5      10.1       0.0       0.4       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        16         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    21,116                :
: Positions                                                                                                    :
:   12,922    12,750     1,605         0     5,228         0     1,777     1,361         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      -51       179       280         0       104         0        26         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      60.4       7.6       0.0      24.8       0.0       8.4       6.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       16        14         .         0         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    30,680                :
: Positions                                                                                                    :
:   27,960    14,515     2,350    15,265         0         0       900         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   11,080     1,010      -125     9,920         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.1      47.3       7.7      49.8       0.0       0.0       2.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20        12         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    27,685                :
: Positions                                                                                                    :
:   25,720    11,345     1,600    15,440         0         0       900         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   11,650     1,785      -100     9,745         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      41.0       5.8      55.8       0.0       0.0       3.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        10         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    23,555                :
: Positions                                                                                                    :
:   23,475    17,630         0     5,870         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -875      -770         0         0         0         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.7      74.8       0.0      24.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       20         9         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    15,795                :
: Positions                                                                                                    :
:   15,555    11,875         0     3,920         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -650      -650         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.5      75.2       0.0      24.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       18         6         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                              :
CFTC Code #0643D4                                                    Open Interest is    16,780                :
: Positions                                                                                                    :
:   15,435    15,125         0     1,115       380        25        50         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,070    -1,165         0         0       -65       -25         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.0      90.1       0.0       6.6       2.3       0.1       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         7         0         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    15,645                :
: Positions                                                                                                    :
:   14,520    15,620       275         0         0       100        25         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,870    -1,935         0         0         0      -100       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.8      99.8       1.8       0.0       0.0       0.6       0.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       21         9         .         0         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    16,600                :
: Positions                                                                                                    :
:   15,390    16,600       330         0         0       125         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -2,075    -2,130         5         0        -5       -75         0       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7     100.0       2.0       0.0       0.0       0.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       23         9         .         0         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   111,886                :
: Positions                                                                                                    :
:   95,745   109,645    12,750         0     1,246     1,115       465       380       400        50       100 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -2,188     8,414     9,314    -1,150    -2,855       100      -123      -227      -100       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      98.0      11.4       0.0       1.1       1.0       0.4       0.3       0.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       31        30         4         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   142,021                :
: Positions                                                                                                    :
:  123,054   140,644    14,230         0     1,132     2,835         0       245       525         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,181     9,094    10,654      -225    -3,839      -509       -50      -100      -100       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.6      99.0      10.0       0.0       0.8       2.0       0.0       0.2       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       35        36         4         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   155,000                :
: Positions                                                                                                    :
:  120,206   118,057       918    16,185     6,422     3,313     1,667     1,960    17,794     6,353     4,157 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -4,537    -6,563       218      -563     1,243        44       185      -150    -3,749    -1,065       520 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      76.2       0.6      10.4       4.1       2.1       1.1       1.3      11.5       4.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       37        34         .         .         4         .         .         4         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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-PK MINI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643DK                                                    Open Interest is    97,648                :
: Positions                                                                                                    :
:   80,618    86,910     9,169     2,258     4,136     1,371        25       549     1,070     3,205       555 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -546    -1,194      -437      -415       220      -181       -25       -39       -45       415       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      89.0       9.4       2.3       4.2       1.4       0.0       0.6       1.1       3.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       32        26         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    26,830                :
: Positions                                                                                                    :
:   25,340    23,575       395     1,825       385       200       865        25         0        25         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:    9,710     8,220       -35     1,305      -105      -175       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      87.9       1.5       6.8       1.4       0.7       3.2       0.1       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       21        10         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    25,130                :
: Positions                                                                                                    :
:   23,080    22,580       390     1,790       325       975       315         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:    8,985     7,345       -35     1,290       -90      -300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      89.9       1.6       7.1       1.3       3.9       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        10         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    18,160                :
: Positions                                                                                                    :
:   14,205    13,295         0       110     2,885         0       620       325         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      180      -380      -250       110       190         0       -45         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      73.2       0.0       0.6      15.9       0.0       3.4       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        21         0         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    17,940                :
: Positions                                                                                                    :
:   14,559    16,307       824       173       869       164         0       132       774         0        86 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      90.9       4.6       1.0       4.8       0.9       0.0       0.7       4.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 1,349,585                :
: Positions                                                                                                    :
:  415,164 1,325,235   910,071         0    24,350         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      98.2      67.4       0.0       1.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        15         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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   138,704                :
: Positions                                                                                                    :
:  128,188    74,503       790    55,660     3,551     3,635         0     2,540         0     2,450         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      53.7       0.6      40.1       2.6       2.6       0.0       1.8       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 2,939,372                :
: Positions                                                                                                    :
:2,543,787 1,192,316   155,536 1,214,607   240,049         0   292,400         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      40.6       5.3      41.3       8.2       0.0       9.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       19        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    54,004                :
: Positions                                                                                                    :
:   43,293    43,229     1,063       740     5,299         0        42     3,583       746         0        20 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      80.0       2.0       1.4       9.8       0.0       0.1       6.6       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 1,452,355                :
: Positions                                                                                                    :
:  870,101   909,864   138,933   253,991   217,588   146,640         0    70,560     8,181         0       352 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      62.6       9.6      17.5      15.0      10.1       0.0       4.9       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    22,092                :
: Positions                                                                                                    :
:   13,850    19,072     4,170         0     1,650         0       590        10     1,677         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -935      -933       150         0      -150         0        10       -10      -128         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      86.3      18.9       0.0       7.5       0.0       2.7       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         .         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    18,957                :
: Positions                                                                                                    :
:   11,421    16,302     3,965         0     1,375         0       570        30     1,647         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -760      -757       125         0      -125         0        10       -10      -127         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      86.0      20.9       0.0       7.3       0.0       3.0       0.2       8.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        14         .         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    31,528                :
: Positions                                                                                                    :
:   26,147    25,101         0     1,311     1,140     1,400         0         0     1,768     3,270       685 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -777    -1,073         0         5       -30       -25         0         0      -105         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      79.6       0.0       4.2       3.6       4.4       0.0       0.0       5.6      10.4       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        20         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    20,428                :
: Positions                                                                                                    :
:   12,505    17,396     1,508     2,010       750       715         0         0     4,160         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -515      -600      -213      -230      -175       -65         0         0       -15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      85.2       7.4       9.8       3.7       3.5       0.0       0.0      20.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    25,287                :
: Positions                                                                                                    :
:   24,001    17,108       627     7,338        77         0       584       130       250         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -905       326       515      -378      -192         0       -60       -10       244         0      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      67.7       2.5      29.0       0.3       0.0       2.3       0.5       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        22         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    22,811                :
: Positions                                                                                                    :
:   21,544    14,814       290     7,014        90       622       715       128         0        50         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      182       585         0      -409       -73      -220       -65       -30         0       -50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      64.9       1.3      30.7       0.4       2.7       3.1       0.6       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        18         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C78                                                    Open Interest is    15,105                :
: Positions                                                                                                    :
:   13,262    12,810     1,185       785       490         0     1,020         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -265       -50      -220      -350        95         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.8      84.8       7.8       5.2       3.2       0.0       6.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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 DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #064C79                                                    Open Interest is    10,370                :
: Positions                                                                                                    :
:    8,685     9,645     1,315       495        65         0       110         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:       70       215       -30       -70       -45         0      -100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      93.0      12.7       4.8       0.6       0.0       1.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    25,095                :
: Positions                                                                                                    :
:   21,170    17,360     1,055     1,705     2,295         0     2,355       415        25       875         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -900      -675        25       -35       -25         0        50       -50       -25      -225         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      69.2       4.2       6.8       9.1       0.0       9.4       1.7       0.1       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV   50MWh                                                :
CFTC Code #064C87                                                    Open Interest is     7,195                :
: Positions                                                                                                    :
:    6,215     5,960       480     1,225         0       375         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      255       290         0       -25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.4      82.8       6.7      17.0       0.0       5.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       17        13         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV   50MWh                                                 :
CFTC Code #064C88                                                    Open Interest is    10,670                :
: Positions                                                                                                    :
:    7,915     8,850       730     1,215         0     1,275         0       380         0       225         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -475      -275         0       -50         0        55         0       -80         0      -125         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      82.9       6.8      11.4       0.0      11.9       0.0       3.6       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        13         .         .         0         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    62,502                :
: Positions                                                                                                    :
:   56,521    54,648         0     1,710     3,695       245         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -2,620    -3,261         0       550      -550       -45         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.4      87.4       0.0       2.7       5.9       0.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        21         0         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    57,122                :
: Positions                                                                                                    :
:   52,722    47,412         0     4,135     2,395         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -3,025    -3,586         0       525      -525         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      83.0       0.0       7.2       4.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        16         0         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    13,208                :
: Positions                                                                                                    :
:   10,395    13,060     1,280         0         0       575         0        25       600         0         3 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -540      -820      -150         0         0        25         0       -25         0         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      98.9       9.7       0.0       0.0       4.4       0.0       0.2       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         8         .         0         0         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is     9,240                :
: Positions                                                                                                    :
:    9,060     6,795         0     2,255         0         0        90       100         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:       35      -920         0       850         0       -10        90       -90         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.1      73.5       0.0      24.4       0.0       0.0       1.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         9         0         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    12,715                :
: Positions                                                                                                    :
:   11,450    10,460       225         0       375        75       855         0         0       535       325 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:   -1,565    -1,165        75         0       -75       -75      -355         0         0       -50        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.1      82.3       1.8       0.0       2.9       0.6       6.7       0.0       0.0       4.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        12         .         0         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    12,200                :
: Positions                                                                                                    :
:   10,670     8,555       500         0       100       100     1,400         0         0     2,020         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -835      -790        25         0       -25      -100      -125         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      70.1       4.1       0.0       0.8       0.8      11.5       0.0       0.0      16.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         8         .         0         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    25,496                :
: Positions                                                                                                    :
:   24,406    20,056         0     1,200         0       700     3,760       165         0       185         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:    4,195     3,285         0     1,200         0      -375      -485        50         0      -185         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.7      78.7       0.0       4.7       0.0       2.7      14.7       0.6       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        11         0         .         0         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    23,875                :
: Positions                                                                                                    :
:   23,595    19,415         0     1,200         0       100     3,185         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.8      81.3       0.0       5.0       0.0       0.4      13.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       15         8         0         .         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    62,597                :
: Positions                                                                                                    :
:   48,404    56,557     4,715       565       430     4,330       750       195       413         0       784 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:    1,946     3,660     2,100         0      -370      -415      -425        50      -396         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      90.4       7.5       0.9       0.7       6.9       1.2       0.3       0.7       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        23         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    55,839                :
: Positions                                                                                                    :
:   39,613    52,983     4,690       495       385     5,120       200         0     4,423         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:    3,228     4,988     2,125        20      -415      -410      -150         0       -82         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      94.9       8.4       0.9       0.7       9.2       0.4       0.0       7.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        21         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    28,795                :
: Positions                                                                                                    :
:   23,240    20,750         0     1,615       420       600     4,725         0     2,875         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -470      -465         0      -135         0         0      -100         0      -225         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      72.1       0.0       5.6       1.5       2.1      16.4       0.0      10.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        20         0         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    23,980                :
: Positions                                                                                                    :
:   21,690    22,180         0       985         0       300         0       600       800         0         0 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -725      -795         0       -35         0      -100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.5      92.5       0.0       4.1       0.0       1.3       0.0       2.5       3.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        14         0         .         0         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             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    27,006                :
: Positions                                                                                                    :
:   17,485    16,225         0     1,330     3,740     2,825     1,800         0     1,695     3,025        16 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:     -475    -1,040         0        75       -75      -125       600         0       -25      -275        -7 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      60.1       0.0       4.9      13.8      10.5       6.7       0.0       6.3      11.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        16         0         .         .         .         .         0         .         .         . :
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Disaggregated Commitments of Traders-All Futures Combined Positions as of February 10, 2015          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
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PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    20,130                :
: Positions                                                                                                    :
:   15,120    13,180       500     1,420     1,820        25     1,200       575         0       250       210 :
:                                                                                                              :
: Changes from:     February 3, 2015                                                                           :
:      225      -450      -100        20       -20        25       550       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      65.5       2.5       7.1       9.0       0.1       6.0       2.9       0.0       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        16         .         .         .         .         .         .         0         .         . :
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Updated February 13, 2015