Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   109,462                :
: Positions                                                                                                    :
:   28,372    29,448       718    12,692     1,712    13,856     6,043     5,197    43,802    38,110    15,025 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       95    -3,639      -112       409      -232      -444      -130       440    -1,603       884      -251 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.9      26.9       0.7      11.6       1.6      12.7       5.5       4.7      40.0      34.8      13.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       17        15         .         .         .         .         4         .        14        14        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    29,177                :
: Positions                                                                                                    :
:    6,680     8,550     1,005     1,782       375     6,166       310       505    12,475    15,634     1,216 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:     -610    -1,300      -141       -13      -114      -198       100       -75      -611      -502      -153 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.9      29.3       3.4       6.1       1.3      21.1       1.1       1.7      42.8      53.6       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        8        10         .         .         .         .         .         .        12         9         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 TONS)                              :
CFTC Code #02465E                                                    Open Interest is     4,087                :
: Positions                                                                                                    :
:      201       458       649         0       665        81     1,071       646       746       151     1,079 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       21       177        38         0       -24         0        -1         5       116        -1         9 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.9      11.2      15.9       0.0      16.3       2.0      26.2      15.8      18.3       3.7      26.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        6         5         .         0         .         .         .         .        10         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   138,159                :
: Positions                                                                                                    :
:   96,213   104,659     3,279     1,078    10,681     8,159     4,506     3,310     8,220     5,607     7,676 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      726       803       410       644       301      -245         2        87      -258      -847       439 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      75.8       2.4       0.8       7.7       5.9       3.3       2.4       5.9       4.1       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       43        45         .         .         4         5         .         7         5         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    42,422                :
: Positions                                                                                                    :
:   32,862    36,405     3,768         0     3,459       105        52     2,072         0       253       156 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      589       504       151         0      -178       -23        38        -5         0       149       -23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      85.8       8.9       0.0       8.2       0.2       0.1       4.9       0.0       0.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       25        24         .         0         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   404,965                :
: Positions                                                                                                    :
:  336,035   343,573         0    12,668    19,666    24,011     7,400    19,421     5,178     1,256       654 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:   11,167     9,655         0     3,840    -1,928         0    -2,271       728     1,640     1,256         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      84.8       0.0       3.1       4.9       5.9       1.8       4.8       1.3       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        22         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 1,568,246                :
: Positions                                                                                                    :
:1,290,158 1,383,401   121,593    31,387    85,422    14,928     2,376    13,614    15,244    24,759    27,287 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:   27,489    16,179   -13,606        56     3,769     5,488         0         0         0     3,136         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      88.2       7.8       2.0       5.4       1.0       0.2       0.9       1.0       1.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       35        38         .         .         .         .         .         .         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    58,436                :
: Positions                                                                                                    :
:   48,949    42,516         0     6,120     1,540       466       172     7,113        26       632       336 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    3,005     2,813         0       569        52       214       -58       -10      -111      -215        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      72.8       0.0      10.5       2.6       0.8       0.3      12.2       0.0       1.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        21         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   350,426                :
: Positions                                                                                                    :
:  249,357   310,105    59,477         0     2,289     1,990     4,494    30,153     5,639     1,864     1,520 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:   18,333    27,668    10,287         0      -951         0         0         0         0       952         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      88.5      17.0       0.0       0.7       0.6       1.3       8.6       1.6       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        14         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   584,616                :
: Positions                                                                                                    :
:  509,734   491,006    14,048    20,737    35,115    10,475         0    14,485         0    22,514       759 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:   -7,841    -1,946         0    -5,895      -368         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      84.0       2.4       3.5       6.0       1.8       0.0       2.5       0.0       3.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       24        20         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    48,526                :
: Positions                                                                                                    :
:   40,218    40,356     1,370       812       721     2,183       275     1,985        76     2,854     1,265 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      -93      -262        44         0         0         0       -66        22      -301         0       259 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.9      83.2       2.8       1.7       1.5       4.5       0.6       4.1       0.2       5.9       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       25        21         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    59,460                :
: Positions                                                                                                    :
:   49,471    58,670     8,740         0       345         0       245       100         0       100         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    4,955     4,780      -475         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.2      98.7      14.7       0.0       0.6       0.0       0.4       0.2       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        24         .         0         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    73,850                :
: Positions                                                                                                    :
:   62,233    73,446    11,025         0        20        90         0       230         0       150         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    5,680     5,155      -525         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      99.5      14.9       0.0       0.0       0.1       0.0       0.3       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        25         .         0         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    18,640                :
: Positions                                                                                                    :
:   16,635    15,940         0     1,810       755     1,190         0        10         0       125         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      650       200         0       400      -295         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.2      85.5       0.0       9.7       4.1       6.4       0.0       0.1       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        16         0         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   273,888                :
: Positions                                                                                                    :
:  186,008   262,976    77,672         0         0         0     3,096     7,080     3,128       736         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    5,440     8,584     3,144         0         0         0         0         0       368       368         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      96.0      28.4       0.0       0.0       0.0       1.1       2.6       1.1       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        21         .         0         0         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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     9,099                :
: Positions                                                                                                    :
:    5,705     7,659        20       419       222       222        22        88     2,628       256       110 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      474       650        20       -44        44       182         0         0        44        88       -88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      84.2       0.2       4.6       2.4       2.4       0.2       1.0      28.9       2.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        17         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    21,775                :
: Positions                                                                                                    :
:   18,715    18,430         0       720     1,860       960         0       240         0       525         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      710       810         0      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      84.6       0.0       3.3       8.5       4.4       0.0       1.1       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        21         0         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    14,270                :
: Positions                                                                                                    :
:   12,740    10,825        50     1,355     1,020         0       840       230         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      255       255         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      75.9       0.4       9.5       7.1       0.0       5.9       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       22        19         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    16,986                :
: Positions                                                                                                    :
:   13,890    11,625         0     2,220     1,404       636         0       307         0        18        22 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      241        10         0       299         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      68.4       0.0      13.1       8.3       3.7       0.0       1.8       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       26        23         0         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    55,143                :
: Positions                                                                                                    :
:   50,640    38,950       688     1,480     1,986         0     5,603     1,065       275     5,834        25 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    2,386     2,052         0       165      -112         0         0         0       275       444        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.8      70.6       1.2       2.7       3.6       0.0      10.2       1.9       0.5      10.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        32         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    59,802                :
: Positions                                                                                                    :
:   56,138    41,175       676     5,141     1,089         0     6,406     1,232       220     4,584       170 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:     -376       237         0      -272       102         0        25         0       220      -131        65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.9      68.9       1.1       8.6       1.8       0.0      10.7       2.1       0.4       7.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       31        35         .         .         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    49,120                :
: Positions                                                                                                    :
:   45,730    46,945     1,670     1,010     1,075       500         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    1,830     1,540         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      95.6       3.4       2.1       2.2       1.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       27        13         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    49,230                :
: Positions                                                                                                    :
:   47,440    46,455       710     1,755       980         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    1,320     1,280         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     96.4      94.4       1.4       3.6       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       29        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   397,984                :
: Positions                                                                                                    :
:  293,620   349,049    10,076    18,411     5,832    29,326         0    22,340    36,422     1,984       368 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    5,377     5,031         0    -3,903       784         0         0         0    -2,265     1,984       368 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      87.7       2.5       4.6       1.5       7.4       0.0       5.6       9.2       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       27        29         .         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    24,969                :
: Positions                                                                                                    :
:   16,646    21,988     1,589       374       706     3,082       190       708     1,911       296       110 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      176       303       171       -45      -151         0         0         0        40       173        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      88.1       6.4       1.5       2.8      12.3       0.8       2.8       7.7       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        30         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    13,884                :
: Positions                                                                                                    :
:   10,081    11,879     1,866         0       130       128       358       772       905       743         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       78        78         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      85.6      13.4       0.0       0.9       0.9       2.6       5.6       6.5       5.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         0         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   545,656                :
: Positions                                                                                                    :
:  461,029   506,945    51,297         0    16,880         0     7,333    14,498     1,952         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    3,464     5,416         0         0         0         0         0         0     1,952         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      92.9       9.4       0.0       3.1       0.0       1.3       2.7       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        20         .         0         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    45,910                :
: Positions                                                                                                    :
:   32,976    41,606     2,776       716       171     3,694         0     1,824     2,764         0     1,274 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        4        66       132         0       -22         0         0         0       -48         0       284 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      90.6       6.0       1.6       0.4       8.0       0.0       4.0       6.0       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        21         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    17,551                :
: Positions                                                                                                    :
:   11,289    13,459       233       707     1,227     1,061         0        41     2,306         0       814 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      534       641        66      -129        66        44         0         0      -132         0       132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      76.7       1.3       4.0       7.0       6.0       0.0       0.2      13.1       0.0       4.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        18         .         .         .         .         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   227,148                :
: Positions                                                                                                    :
:  150,370   220,918    20,330         0     5,494       368         0         0    49,804       736         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      368       736         0         0         0         0         0         0     1,104       736         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      97.3       9.0       0.0       2.4       0.2       0.0       0.0      21.9       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        16         .         0         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    13,741                :
: Positions                                                                                                    :
:    8,559    11,026     2,405       165     1,004     1,161         0       308        44       167         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      129        66       -19        44       -44       -44         0        44        44         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      80.2      17.5       1.2       7.3       8.4       0.0       2.2       0.3       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   120,455                :
: Positions                                                                                                    :
:   92,075   108,424    11,736     5,787     5,069    10,448         0       391         0        48       736 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    4,704     7,000     2,025      -319      -457         0         0         0         0        48       736 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      90.0       9.7       4.8       4.2       8.7       0.0       0.3       0.0       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        19         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    23,846                :
: Positions                                                                                                    :
:   12,848    18,127     4,721         0     4,406       558         0     1,313         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      232       283        51         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      76.0      19.8       0.0      18.5       2.3       0.0       5.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       17        13         .         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV   Any Multiple of 800 800MWhs                                      :
CFTC Code #0643CL                                                    Open Interest is    19,019                :
: Positions                                                                                                    :
:    9,719    13,717     4,656         0     1,375       189         0       350       652     1,453     2,078 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      372       298       597         0      -483         6         0       -17         1       631        87 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      72.1      24.5       0.0       7.2       1.0       0.0       1.8       3.4       7.6      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        11         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    30,465                :
: Positions                                                                                                    :
:   27,885    14,310     2,095    15,105        30         0       850        50         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      130       140      -100         0        30         0       -50        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      47.0       6.9      49.6       0.1       0.0       2.8       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       20        13         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    26,985                :
: Positions                                                                                                    :
:   25,140    10,570     1,500    15,155         0         0       900         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      -50       -50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      39.2       5.6      56.2       0.0       0.0       3.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        11         .         .         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    26,541                :
: Positions                                                                                                    :
:   26,331    20,771         0     5,720         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.2      78.3       0.0      21.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       23         9         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    19,529                :
: Positions                                                                                                    :
:   19,319    15,509         0     4,020         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      550       550         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     98.9      79.4       0.0      20.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       20         8         0         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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                                                                                                    :
:   15,545    15,240         0     1,115       315         0        50         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    1,730     1,730         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      90.8       0.0       6.6       1.9       0.0       0.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         0         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    13,965                :
: Positions                                                                                                    :
:   13,005    13,905       225         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       50        50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      99.6       1.6       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       18         6         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    14,747                :
: Positions                                                                                                    :
:   13,855    14,747       285         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0     100.0       1.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       21         8         .         0         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   115,079                :
: Positions                                                                                                    :
:   97,882   113,396    13,614         0     1,238     1,215        55       340       600         0        50 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    1,940     2,080       140         0         0         0         0         0         0         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      98.5      11.8       0.0       1.1       1.1       0.0       0.3       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       33        35         4         0         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   140,881                :
: Positions                                                                                                    :
:  121,490   139,286    15,011         0     1,125     2,120         0       470       650         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      835     1,135       350         0         0       -50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      98.9      10.7       0.0       0.8       1.5       0.0       0.3       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       35        37         4         0         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   155,139                :
: Positions                                                                                                    :
:  123,741   116,572       746    20,247     5,410     3,650       891     1,460    14,980     5,571     4,783 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    2,338      -284       746     2,982      -784       -25       110        25      -635      -430         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      75.1       0.5      13.1       3.5       2.4       0.6       0.9       9.7       3.6       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       42        36         .         .         4         .         .         .         6         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   103,946                :
: Positions                                                                                                    :
:   89,007    88,874     2,716     2,106     7,774       413         0     1,422       765     2,100     1,655 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    2,988     1,578    -1,385        25     1,400         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.6      85.5       2.6       2.0       7.5       0.4       0.0       1.4       0.7       2.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       36        29         .         .         4         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    26,050                :
: Positions                                                                                                    :
:   24,755    22,895       360     1,930       280       295       815         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      685       685         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.0      87.9       1.4       7.4       1.1       1.1       3.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       22        11         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    24,325                :
: Positions                                                                                                    :
:   22,711    21,775       330     1,880       235       684       315         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      645       675         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      89.5       1.4       7.7       1.0       2.8       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       20         9         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    21,780                :
: Positions                                                                                                    :
:   18,960    16,215       440     1,720     1,835         0       925       300         0        25         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      920       860         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      74.4       2.0       7.9       8.4       0.0       4.2       1.4       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        19         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    19,006                :
: Positions                                                                                                    :
:   13,979    15,629       859       171       957       116         0       132       846         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:   -1,157    -1,176       -86         7       -26       -24         0         0       116         0       -86 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      82.2       4.5       0.9       5.0       0.6       0.0       0.7       4.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       16        13         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 1,326,001                :
: Positions                                                                                                    :
:  391,580 1,304,115   912,535         0    21,886         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.5      98.3      68.8       0.0       1.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        14         .         0         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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   134,984                :
: Positions                                                                                                    :
:  124,708    72,103       750    54,440     3,551     3,435         0     2,540         0     2,350         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      53.4       0.6      40.3       2.6       2.5       0.0       1.9       0.0       1.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        17         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 2,882,023                :
: Positions                                                                                                    :
:2,503,334 1,149,020   144,624 1,220,591   234,065         0   278,320         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.9      39.9       5.0      42.4       8.1       0.0       9.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       18        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    51,604                :
: Positions                                                                                                    :
:   40,993    42,549     1,523       640     4,839        58         0     3,425       766         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      82.5       3.0       1.2       9.4       0.1       0.0       6.6       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        10         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 1,388,995                :
: Positions                                                                                                    :
:  820,821   879,394   140,341   215,271   216,180   132,560         0    70,560     8,533     7,590         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      63.3      10.1      15.5      15.6       9.5       0.0       5.1       0.6       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         8         .         .         .         .         0         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    20,964                :
: Positions                                                                                                    :
:   12,640    18,294     4,750         0     1,350         0       600         0     1,549         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      87.3      22.7       0.0       6.4       0.0       2.9       0.0       7.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        13         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    18,140                :
: Positions                                                                                                    :
:   10,501    15,815     4,520         0     1,125         0       600         0     1,520         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      87.2      24.9       0.0       6.2       0.0       3.3       0.0       8.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        15         .         0         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    33,524                :
: Positions                                                                                                    :
:   29,618    27,051         0     2,850       150     1,350         0         0     1,203     2,770       703 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    1,155       635         0       520      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      80.7       0.0       8.5       0.4       4.0       0.0       0.0       3.6       8.3       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        20         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    21,000                :
: Positions                                                                                                    :
:   14,512    17,268     1,300     3,135       325       700         0         0     3,215         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      120       105         0        45       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      82.2       6.2      14.9       1.5       3.3       0.0       0.0      15.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        17         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    26,229                :
: Positions                                                                                                    :
:   24,100    18,681       813     6,943         0        56       310       230       340         0        30 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      -56       295        -1      -322         0         0         0         0        30         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.9      71.2       3.1      26.5       0.0       0.2       1.2       0.9       1.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       26        22         .         .         0         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    23,976                :
: Positions                                                                                                    :
:   22,380    16,580         0     5,748       745       567       700       143        25        50         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      235       860         0      -650       600         0         0         0        25        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      69.2       0.0      24.0       3.1       2.4       2.9       0.6       0.1       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        22         0         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    15,743                :
: Positions                                                                                                    :
:   13,139    13,440     1,790       803       430         0     1,070         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      274       266         0         8         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      85.4      11.4       5.1       2.7       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- Options and Futures Combined Positions as of March 31, 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    26,515                :
: Positions                                                                                                    :
:   22,980    19,000     1,335     2,670     1,760         0     1,910       290        25       675         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      370       345         0       -50         0         0         0         0         0        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      71.7       5.0      10.1       6.6       0.0       7.2       1.1       0.1       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        22         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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     9,795                :
: Positions                                                                                                    :
:    7,375     7,295       175     2,400        65       975         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      145       810         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      74.5       1.8      24.5       0.7      10.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        17         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    11,430                :
: Positions                                                                                                    :
:    7,830     8,665       710     2,240         0       430         0       300         0       125         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:     -345       735         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      75.8       6.2      19.6       0.0       3.8       0.0       2.6       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         .         .         0         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    63,476                :
: Positions                                                                                                    :
:   57,661    55,657         0     2,310     3,095       370         0       155         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    2,400     2,400         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      87.7       0.0       3.6       4.9       0.6       0.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        21         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    58,522                :
: Positions                                                                                                    :
:   54,257    48,666         0     5,110     1,770       370         0       155         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:    2,850     2,400         0       450      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.7      83.2       0.0       8.7       3.0       0.6       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        17         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    12,465                :
: Positions                                                                                                    :
:    9,660    12,345     1,130         0         0       600         0         0       600         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      99.0       9.1       0.0       0.0       4.8       0.0       0.0       4.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         8         .         0         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    11,958                :
: Positions                                                                                                    :
:   10,640    10,085       300         0       300         0       525         0         0       485       323 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      84.3       2.5       0.0       2.5       0.0       4.4       0.0       0.0       4.1       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13        10         .         0         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    11,715                :
: Positions                                                                                                    :
:   10,720     8,160       525         0        75         0     1,275         0         0     1,995         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.5      69.7       4.5       0.0       0.6       0.0      10.9       0.0       0.0      17.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       13         8         .         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    28,626                :
: Positions                                                                                                    :
:   27,911    21,636         0     1,200         0       350     5,475       190         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0        25         0         0         0         0       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.5      75.6       0.0       4.2       0.0       1.2      19.1       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       18        13         0         .         0         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    27,155                :
: Positions                                                                                                    :
:   26,940    20,730         0     1,200         0        50     5,100         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       70        70         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     99.2      76.3       0.0       4.4       0.0       0.2      18.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       17         9         0         .         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    71,959                :
: Positions                                                                                                    :
:   51,458    66,115     4,715       615       380    11,130       580       290        17         0       784 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       25         0         0         0         0       -25         0        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      91.9       6.6       0.9       0.5      15.5       0.8       0.4       0.0       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       23        22         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    66,223                :
: Positions                                                                                                    :
:   43,648    63,468     4,715       565       290    11,550       230         0     4,341         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      100       100         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      95.8       7.1       0.9       0.4      17.4       0.3       0.0       6.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        23         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    29,155                :
: Positions                                                                                                    :
:   23,680    21,350         0     1,480       420       500     4,625       100     2,650         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:        0      -100         0         0         0      -100         0       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      73.2       0.0       5.1       1.4       1.7      15.9       0.3       9.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        16         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    25,010                :
: Positions                                                                                                    :
:   22,705    23,525         0       500       135       200        50       600       800         0         0 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:       50       450         0      -450       135         0        50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      94.1       0.0       2.0       0.5       0.8       0.2       2.4       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       19        14         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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    27,669                :
: Positions                                                                                                    :
:   18,685    16,840         0     2,065     3,185     2,700     1,700       100     1,610     2,750         9 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      850       650         0       300      -300         0      -100       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      60.9       0.0       7.5      11.5       9.8       6.1       0.4       5.8       9.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        17         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is    21,515                :
: Positions                                                                                                    :
:   17,505    14,730       400     2,300     1,425       100     1,150       550         0       250       210 :
:                                                                                                              :
: Changes from:     March 24, 2015                                                                             :
:      600       400         0       300      -300         0       -50        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      68.5       1.9      10.7       6.6       0.5       5.3       2.6       0.0       1.2       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         .         .         .         0         .         . :
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Updated April 3, 2015