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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:        6,970
COMMITMENTS
   3,086    2,802      268    3,557    3,895    6,911    6,965       59        5

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        193)
      33     -239       35      125      397      193      193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     40.2      3.8     51.0     55.9     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      11       11        4       12        9       26       21
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,035,395
COMMITMENTS
 1323650  131,913  1777773  2911686  4106004  6013109  6015690   22,286   19,705

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -93,284)
 -96,265   32,383  -75,741   93,067  -34,679  -78,939  -78,037  -14,345  -15,247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      2.2     29.5     48.2     68.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      50       26       62      145      134      219      200
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      879,091
COMMITMENTS
  71,992  133,253  269,876  536,208  474,887  878,076  878,016    1,015    1,075

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      9,136)
  -4,097    2,805   -6,550   20,496   13,178    9,849    9,433     -713     -297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     15.2     30.7     61.0     54.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      20       13       25       40       38       70       66
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,789
COMMITMENTS
   6,483    2,343   10,411  243,592  255,611  260,486  268,365   11,303    3,424

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -9,669)
  -6,107    1,579   -1,487   -2,212  -10,154   -9,806  -10,062      137      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.9      3.8     89.6     94.0     95.8     98.7      4.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        4       10       40       36       51       46
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,904
COMMITMENTS
   6,851        0    4,837  166,192  173,418  177,880  178,255    4,024    3,649

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -4,512)
     -95        0      910   -5,119   -4,854   -4,304   -3,944     -208     -568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      2.7     91.4     95.3     97.8     98.0      2.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        3       37       36       42       39
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,964
COMMITMENTS
  12,269    1,971    4,395  184,233  196,382  200,897  202,748    6,067    4,216

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -10,210)
   4,887   -2,134     -816  -12,689   -5,730   -8,618   -8,680   -1,592   -1,530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      1.0      2.1     89.0     94.9     97.1     98.0      2.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        4       31       31       37       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      851,550
COMMITMENTS
   3,790    1,800    7,126  826,969  840,358  837,885  849,284   13,665    2,266

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      6,515)
     -20      -37     -686    6,417    7,970    5,711    7,247      804     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.2      0.8     97.1     98.7     98.4     99.7      1.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       2        2        4       56       43       61       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      243,002
COMMITMENTS
   5,369    3,571    2,096  229,282  229,067  236,747  234,734    6,255    8,268

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -10,474)
     137   -1,461     -305   -6,913   -4,944   -7,081   -6,710   -3,393   -3,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.5      0.9     94.4     94.3     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       22       29       26       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,478
COMMITMENTS
  13,574    2,123    4,983  215,586  226,898  234,143  234,004    5,335    5,474

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -17,991)
  -1,807   -2,458     -507  -17,074  -16,726  -19,388  -19,691    1,397    1,700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      0.9      2.1     90.0     94.7     97.8     97.7      2.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       34       37       38       42
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,859
COMMITMENTS
   6,348        0    5,281   87,123   88,942   98,752   94,223    4,107    8,636

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -10,339)
    -421        0   -1,042   -7,784   -9,103   -9,247  -10,145   -1,092     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      5.1     84.7     86.5     96.0     91.6      4.0      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        3       20       21       23       24
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      177,777
COMMITMENTS
   6,831   10,368    7,891  156,135  151,466  170,857  169,725    6,920    8,052

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -15,482)
    -712      973      -65   -9,629  -13,094  -10,406  -12,186   -5,076   -3,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      5.8      4.4     87.8     85.2     96.1     95.5      3.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        4       30       26       35       30
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,188
COMMITMENTS
       0    9,224      300   60,858   52,700   61,158   62,224    7,030    5,964

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,274)
       0       35     -151   -6,944   -1,955   -7,095   -2,071      821   -4,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.5      0.4     89.3     77.3     89.7     91.3     10.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       19       20       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,733
COMMITMENTS
   5,186    2,214    2,565  136,656  141,358  144,407  146,137    8,326    6,596

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,126)
   1,566     -240       38   -7,253   -5,028   -5,649   -5,230     -477     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.4      1.7     89.5     92.6     94.5     95.7      5.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       25       25       26       27
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,393
COMMITMENTS
       0        0        0   67,808   76,700   67,808   76,700   15,585    6,693

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,101)
       0        0        0   -5,807   -6,849   -5,807   -6,849   -1,294     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     81.3     92.0     81.3     92.0     18.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       18       12       18
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      360,323
COMMITMENTS
  17,316    2,460    2,448  335,922  353,758  355,686  358,666    4,637    1,657

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -23,068)
   3,131    1,377   -1,884  -21,096  -22,462  -19,849  -22,969   -3,219      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.7      0.7     93.2     98.2     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        2       32       38       35       41
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,673
COMMITMENTS
   3,614        0    4,420   75,996   73,761   84,030   78,181    2,643    8,492

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,517)
  -1,122        0     -102   -3,663   -5,191   -4,887   -5,293   -1,630   -1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.0      5.1     87.7     85.1     97.0     90.2      3.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       19       23       21       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,036
COMMITMENTS
       0    6,173    1,054   51,008   47,090   52,062   54,317   11,974    9,719

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -8,445)
  -1,350     -201   -1,125   -9,296   -6,151  -11,771   -7,477    3,326     -968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.6      1.6     79.7     73.5     81.3     84.8     18.7     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       11       15       13       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      151,701
COMMITMENTS
     372      611        0  150,781  146,948  151,153  147,559      548    4,142

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -58,567)
 -19,297   -8,329     -668  -25,042  -47,140  -45,007  -56,137  -13,560   -2,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.4      0.0     99.4     96.9     99.6     97.3      0.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       13       17       14       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,608
COMMITMENTS
  18,372    9,731        0   78,060   86,917   96,432   96,648    1,176      960

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -76,290)
 -14,830  -12,184   -2,201  -50,012  -61,678  -67,043  -76,063   -9,247     -227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     10.0      0.0     80.0     89.0     98.8     99.0      1.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        5        0       20       26       25       31
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,676
COMMITMENTS
     960        0        0   42,445   43,071   43,405   43,071      271      605

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -17,964)
       0        0        0  -17,468  -15,887  -17,468  -15,887     -496   -2,077

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.0      0.0     97.2     98.6     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       15       18       16       18
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,679
COMMITMENTS
     875        0      601  102,276   99,240  103,752   99,841    7,927   11,838

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -8,231)
     -74        0        0   -8,564   -6,918   -8,638   -6,918      407   -1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.5     91.6     88.9     92.9     89.4      7.1     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       25       23       26       24
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       74,418
COMMITMENTS
       2        0    3,343   67,896   66,894   71,241   70,237    3,177    4,181

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,263)
     -36   -2,586     -332   -5,168   -3,440   -5,536   -6,358     -727       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      4.5     91.2     89.9     95.7     94.4      4.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       15       16       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,472
COMMITMENTS
     472    1,854    1,532   80,562   84,433   82,566   87,819    6,906    1,653

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,292)
    -192     -562     -175   -5,905   -3,871   -6,272   -4,608   -1,020   -2,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.1      1.7     90.0     94.4     92.3     98.2      7.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       22       24       24       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,374
COMMITMENTS
   2,567        0      327   77,563   77,963   80,457   78,290    6,917    9,084

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,194)
     340        0     -408   -5,883   -6,851   -5,951   -7,259     -243    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      0.4     88.8     89.2     92.1     89.6      7.9     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       14       16       15       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,919
COMMITMENTS
     800    2,046    1,954  121,714  123,720  124,468  127,720    5,451    2,199

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,413)
    -660    1,049     -538   -4,150   -5,568   -5,348   -5,057      -65     -356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      1.6      1.5     93.7     95.2     95.8     98.3      4.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       17       16       20       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      258,205
COMMITMENTS
  15,947    9,993    1,899  234,245  240,821  252,091  252,713    6,114    5,492

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -11,882)
     213     -992   -1,967   -7,940   -6,755   -9,694   -9,714   -2,188   -2,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.9      0.7     90.7     93.3     97.6     97.9      2.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       31       28       34       32
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       14,564
COMMITMENTS
     600        0        0   13,784   14,384   14,384   14,384      180      180

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -8,742)
    -620        0        0   -6,417   -8,614   -7,037   -8,614   -1,705     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     94.6     98.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       10       13       10
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,306
COMMITMENTS
   3,720        0        0   28,250   32,458   31,970   32,458    1,336      848

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -16,210)
  -6,514        0     -120   -8,236  -15,900  -14,870  -16,020   -1,340     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.0      0.0     84.8     97.5     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       15       18       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,088
COMMITMENTS
       0        0        0   53,438   53,504   53,438   53,504    1,650    1,584

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,859)
    -249        0      -30   -5,169   -5,541   -5,448   -5,571     -411     -288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.0     97.1     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       14       16       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      210,072
COMMITMENTS
  13,694   26,374    4,475  185,756  175,751  203,925  206,600    6,147    3,472

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -9,065)
   6,659   -1,080     -857  -14,781   -7,711   -8,979   -9,648      -86      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     12.6      2.1     88.4     83.7     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        1       30       27       32       31
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       80,249
COMMITMENTS
   2,117        0    2,876   67,240   74,871   72,233   77,747    8,016    2,502

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,881)
  -2,506        0       31   -5,333   -8,288   -7,808   -8,257      -73      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      3.6     83.8     93.3     90.0     96.9     10.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       12       12       13       13
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,383
COMMITMENTS
       0        0        0   78,686   80,582   78,686   80,582    3,697    1,801

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,606)
       0        0        0   -1,720   -3,454   -1,720   -3,454   -3,886   -2,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.5     97.8     95.5     97.8      4.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       22       19       22
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,809
COMMITMENTS
   1,535   15,628    1,115   82,732   72,716   85,382   89,459    8,427    4,350

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -2,269)
    -300   -1,732      360   -1,084    1,410   -1,024       38   -1,245   -2,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     16.7      1.2     88.2     77.5     91.0     95.4      9.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       22       24       23
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       16,692
COMMITMENTS
       0    1,380        0   16,482   14,262   16,482   15,642      210    1,050

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,657)
       0   -1,488        0   -6,724   -5,476   -6,724   -6,964     -933     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.3      0.0     98.7     85.4     98.7     93.7      1.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       10       15       10       17
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      172,932
COMMITMENTS
  30,860    5,673   19,474  121,794  146,744  172,128  171,891      804    1,041

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,231)
    -965      577     -876   -3,283   -4,779   -5,124   -5,078     -107     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      3.3     11.3     70.4     84.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      16        6       18       50       49       71       68
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,157
COMMITMENTS
   1,314      311    1,437   50,406   51,409   53,157   53,157        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        -93)
      75      -26      102     -270     -169      -93      -93        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.6      2.7     94.8     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        4       26       29       31       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      548,548
COMMITMENTS
  19,766        0    2,872  525,910  545,676  548,548  548,548        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     12,676)
    -314        0     -640   13,630   13,316   12,676   12,676        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.5     95.9     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        2       26       30       30       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,663,645
COMMITMENTS
 225,391   36,569   62,406  1375496  1564670  1663293  1663645      352        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -33,003)
  -8,739    6,418    3,299  -27,915  -42,720  -33,355  -33,003      352        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.2      3.8     82.7     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        6        7       43       44       53       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,781
COMMITMENTS
      79    5,429    3,594   56,108   50,758   59,781   59,781        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -4,403)
      26    2,023     -514   -3,915   -5,912   -4,403   -4,403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      9.1      6.0     93.9     84.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       32       26       37       30
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      390,264
COMMITMENTS
       0   10,147    9,026  381,238  371,091  390,264  390,264        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -22,348)
     -37    4,547   -4,227  -18,084  -22,668  -22,348  -22,348        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      2.3     97.7     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       19       19       21       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      591,984
COMMITMENTS
  45,349  160,083    9,995  536,640  421,906  591,984  591,984        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -16,790)
  -5,938      712    3,618  -14,470  -21,120  -16,790  -16,790        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     27.0      1.7     90.7     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       25       24       28       28
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       48,352
COMMITMENTS
   6,170   18,925    3,130   38,840   25,702   48,140   47,757      212      595

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,067)
     592     -310       26   -1,619     -739   -1,001   -1,023      -66      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     39.1      6.5     80.3     53.2     99.6     98.8      0.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        3       24       26       28       30
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,738,045
COMMITMENTS
   4,000  1193205        0  1734045  544,840  1738045  1738045        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:   -158,760)
       0  -76,440        0 -158,760  -82,320 -158,760 -158,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     68.7      0.0     99.8     31.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11        9       12       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      600,000
COMMITMENTS
       0  403,800        0  600,000  196,200  600,000  600,000        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -51,150)
       0  -25,850        0  -51,150  -25,300  -51,150  -51,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     67.3      0.0    100.0     32.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       10       13       11
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,067,280
COMMITMENTS
   4,000        0        0  1063280  1067280  1067280  1067280        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:   -101,920)
       0        0        0 -101,920 -101,920 -101,920 -101,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       10       14       10
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      287,808
COMMITMENTS
  19,120    3,984    3,136  265,552  280,688  287,808  287,808        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -15,680)
    -744      824      352  -15,288  -16,856  -15,680  -15,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.4      1.1     92.3     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       19       28       23
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,177
COMMITMENTS
   1,291      166      507    7,635    9,036    9,433    9,709      744      468

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -616)
    -286        0        0       10     -552     -276     -552     -340      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      1.6      5.0     75.0     88.8     92.7     95.4      7.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       17       19       20       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,020,105
COMMITMENTS
       0   73,740   31,700  988,405  914,665  1020105  1020105        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      3.1     96.9     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       11       13       12
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      424,025
COMMITMENTS
   3,200        0        0  420,825  424,025  424,025  424,025        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -37,950)
       0        0        0  -37,950  -37,950  -37,950  -37,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     99.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       19       11       21       11
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      222,600
COMMITMENTS
       0      550    1,600  221,000  220,450  222,600  222,600        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -12,385)
       0        0        0  -12,385  -12,385  -12,385  -12,385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.7     99.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       20       20       21
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       27,559
COMMITMENTS
     919    1,334      264   24,613   24,236   25,796   25,834    1,763    1,725

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,364)
     -68     -290     -107   -1,101     -857   -1,276   -1,254      -88     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      4.8      1.0     89.3     87.9     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       21       22       23       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,615,873
COMMITMENTS
  56,203  119,253  131,367  1428303  1365253  1615873  1615873        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -95,708)
  -2,352  -18,424    2,352  -95,708  -79,636  -95,708  -95,708        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      7.4      8.1     88.4     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       26       24       28       27
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      570,670
COMMITMENTS
       0   84,970   22,465  548,205  463,235  570,670  570,670        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -6,320)
       0  -16,435        0   -6,320   10,115   -6,320   -6,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      3.9     96.1     81.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        1       30       26       31       29
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,189,134
COMMITMENTS
       0        0        0  1189134  1189134  1189134  1189134        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -93,296)
       0        0        0  -93,296  -93,296  -93,296  -93,296        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      370,520
COMMITMENTS
   7,400        0        0  363,120  370,520  370,520  370,520        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -33,000)
       0        0        0  -33,000  -33,000  -33,000  -33,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       14       24       14
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      628,930
COMMITMENTS
 102,707   18,158   33,608  492,615  577,164  628,930  628,930        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -32,042)
  -5,409  -17,212    2,752  -29,385  -17,582  -32,042  -32,042        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      2.9      5.3     78.3     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       29       30       33       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,001
COMMITMENTS
   5,548    4,299    1,559   35,595   37,019   42,702   42,877      299      124

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,558)
     280      103     -254   -1,584   -1,511   -1,558   -1,662        0      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     10.0      3.6     82.8     86.1     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        4       33       32       37       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,025
COMMITMENTS
   2,724        0       78   21,223   23,947   24,025   24,025        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,661)
      24        0        0   -1,503   -1,661   -1,479   -1,661     -182        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.0      0.3     88.3     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        0        1       25       16       29       17
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      190,005
COMMITMENTS
  16,542        0    1,952  171,511  188,053  190,005  190,005        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -16,400)
  -2,296        0     -656  -13,448  -15,744  -16,400  -16,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      0.0      1.0     90.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       17       11       19       12
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      560,028
COMMITMENTS
  11,834    2,060   42,052  506,142  515,916  560,028  560,028        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -32,928)
   2,074   -3,454   -2,058  -32,944  -27,416  -32,928  -32,928        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.4      7.5     90.4     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       25       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       32,143
COMMITMENTS
   3,320      510    1,382   27,146   30,040   31,848   31,932      295      211

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,435)
    -585        0       22     -850   -1,457   -1,413   -1,435      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      1.6      4.3     84.5     93.5     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       25       28       27       30
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       97,388
COMMITMENTS
       0    6,649        0   97,388   90,739   97,388   97,388        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,488)
       0   -2,352        0   -5,488   -3,136   -5,488   -5,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0    100.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,015
COMMITMENTS
   3,560      608      144   19,439   22,924   23,143   23,676      872      339

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        118)
     -31      -22     -132     -148      167     -311       13      429      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      2.5      0.6     80.9     95.5     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       22       23       26       26
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      336,655
COMMITMENTS
  54,493        0    1,960  280,202  334,695  336,655  336,655        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,435)
  -2,352        0        0      917   -1,435   -1,435   -1,435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.0      0.6     83.2     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       20       21       23       22
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,755
COMMITMENTS
   1,086        4       80   17,121   18,523   18,287   18,607      468      148

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:       -780)
    -238        4       -4     -473     -736     -715     -736      -65      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      0.4     91.3     98.8     97.5     99.2      2.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       25       25       28       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      249,662
COMMITMENTS
   7,489    4,680        0  242,173  244,982  249,662  249,662        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -15,695)
  -1,176        0        0  -14,519  -15,695  -15,695  -15,695        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.9      0.0     97.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       19       22       20
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,786
COMMITMENTS
     826        0    2,844   28,116   28,942   31,786   31,786        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:        105)
     305        0        2     -202      103      105      105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      8.9     88.5     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       22       23       24       24
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      226,494
COMMITMENTS
   1,954        0        0  224,540  226,494  226,494  226,494        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     12,302)
     977        0        0   11,325   12,302   12,302   12,302        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      818,625
COMMITMENTS
       0   97,920        0  818,625  720,705  818,625  818,625        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,488)
       0        0        0   -5,488   -5,488   -5,488   -5,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.0      0.0    100.0     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       11       15       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      247,320
COMMITMENTS
       0   16,300        0  247,320  231,020  247,320  247,320        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,260)
       0        0        0   -7,260   -7,260   -7,260   -7,260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       15       20       16
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      132,965
COMMITMENTS
       0        0        0  132,965  132,965  132,965  132,965        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -3,380)
       0        0        0   -3,380   -3,380   -3,380   -3,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      235,605
COMMITMENTS
       0        0        0  235,605  235,605  235,605  235,605        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -1,420)
       0        0        0   -1,420   -1,420   -1,420   -1,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       10       17       10
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      834,915
COMMITMENTS
       0        0        0  834,915  834,915  834,915  834,915        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -19,123)
       0        0        0  -19,123  -19,123  -19,123  -19,123        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15        9       15        9
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      114,065
COMMITMENTS
       0        0        0  114,065  114,065  114,065  114,065        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -5,610)
       0        0        0   -5,610   -5,610   -5,610   -5,610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       15       15       15
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      205,890
COMMITMENTS
   5,080    1,000        0  200,810  204,890  205,890  205,890        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      4,585)
       0        0        0    4,585    4,585    4,585    4,585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.5      0.0     97.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       22       16       23       17
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      591,162
COMMITMENTS
       0        0        0  591,162  591,162  591,162  591,162        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     38,608)
       0        0        0   38,608   38,608   38,608   38,608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       11       16       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      992,179
COMMITMENTS
       0        0        0  992,179  992,179  992,179  992,179        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -7,920)
       0        0        0   -7,920   -7,920   -7,920   -7,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        7       15        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      295,800
COMMITMENTS
       0        0        0  295,800  295,800  295,800  295,800        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -3,170)
       0        0        0   -3,170   -3,170   -3,170   -3,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       11       25       11
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,623,506
COMMITMENTS
 305,300    4,000        0  6318206  6619506  6623506  6623506        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:    -43,061)
  -5,880        0        0  -37,181  -43,061  -43,061  -43,061        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.1      0.0     95.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        0       35       33       39       34
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,209,460
COMMITMENTS
  76,845    2,000        0  2132615  2207460  2209460  2209460        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     -9,170)
  -7,590        0        0   -1,580   -9,170   -9,170   -9,170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.1      0.0     96.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        0       40       36       44       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,294,408
COMMITMENTS
 388,946  458,836  134,365  1771097  1701207  2294408  2294408        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      8,242)
  48,579   22,210   -2,445  -37,892  -11,523    8,242    8,242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     20.0      5.9     77.2     74.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        9        8       44       36       54       49
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    4,477,233
COMMITMENTS
 112,073  322,236  156,770  4208390  3998227  4477233  4477233        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     13,147)
  -2,935  -15,087   -2,945   19,027   31,179   13,147   13,147        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      7.2      3.5     94.0     89.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        5       35       31       40       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      606,015
COMMITMENTS
       0    2,480        0  606,015  603,535  606,015  606,015        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:     10,350)
       0        0        0   10,350   10,350   10,350   10,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       23       15       23       16
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
FUTURES ONLY POSITIONS AS OF 06/11/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,983,807
COMMITMENTS
       0   17,378        0  1983807  1966429  1983807  1983807        0        0

CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST:      4,022)
       0        0        0    4,022    4,022    4,022    4,022        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       15       22       16
```

----

Updated June 14, 2013