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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                                                    Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 CALIFORNIA CARBON ALLOWANCES                                          :
     :          :                                                                            :
All  :    12,966:     3,944      3,484        879      8,115      8,583     12,938     12,946:        28         20
Old  :    12,966:     3,944      3,484        879      8,115      8,583     12,938     12,946:        28         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       238:         4        236         34        249        -43        287        228:       -49         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.4       26.9        6.8       62.6       66.2       99.8       99.8:       0.2        0.2
Old  :     100.0:      30.4       26.9        6.8       62.6       66.2       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        11         13         10         14         10         32         26:
Old  :        40:        11         13         10         14         10         32         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       61.2       67.2       80.6       40.7       44.3       55.9       55.9
Old  :                 44.7       61.2       67.2       80.6       40.7       44.3       55.9       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                      Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 MMBtus                                                                :
     :          :                                                                            :
All  : 5,634,657:   854,595    169,761  1,794,521  2,963,311  3,660,695  5,612,427  5,624,977:    22,230      9,680
Old  : 5,634,657:   854,595    169,761  1,794,521  2,963,311  3,660,695  5,612,427  5,624,977:    22,230      9,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :   112,679:     7,991     -4,087    -11,192    112,726    125,144    109,525    109,865:     3,154      2,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.2        3.0       31.8       52.6       65.0       99.6       99.8:       0.4        0.2
Old  :     100.0:      15.2        3.0       31.8       52.6       65.0       99.6       99.8:       0.4        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        44         32         63        141        131        209        202:
Old  :       225:        44         32         63        141        131        209        202:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       22.8       37.4       38.8       11.0       16.5       18.2       24.2
Old  :                 21.4       22.8       37.4       38.8       11.0       16.5       18.2       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                    Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  : 3,132,210:   131,788     51,307  1,373,936  1,625,312  1,705,410  3,131,035  3,130,652:     1,174      1,557
Old  : 3,132,210:   131,788     51,307  1,373,936  1,625,312  1,705,410  3,131,035  3,130,652:     1,174      1,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    44,818:      -989      2,639     36,677      9,085      5,472     44,772     44,787:        46         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2        1.6       43.9       51.9       54.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.2        1.6       43.9       51.9       54.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        27         18         38         57         59         98        101:
Old  :       108:        27         18         38         57         59         98        101:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       37.0       58.1       56.6        3.0        4.3        4.5        5.7
Old  :                 36.8       37.0       58.1       56.6        3.0        4.3        4.5        5.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                         Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   225,795:    12,114      1,199     10,337    187,734    204,978    210,185    216,514:    15,610      9,281
Old  :   225,795:    12,114      1,199     10,337    187,734    204,978    210,185    216,514:    15,610      9,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     3,544:       317        973        647      3,716      1,979      4,680      3,599:    -1,136        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        0.5        4.6       83.1       90.8       93.1       95.9:       6.9        4.1
Old  :     100.0:       5.4        0.5        4.6       83.1       90.8       93.1       95.9:       6.9        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         6          2          7         29         30         37         37:
Old  :        44:         6          2          7         29         30         37         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       63.8       54.9       77.7       28.4       43.0       42.0       53.7
Old  :                 34.4       63.8       54.9       77.7       28.4       43.0       42.0       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                        Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   166,804:     3,890      2,543      4,603    154,137    157,637    162,630    164,783:     4,174      2,021
Old  :   166,804:     3,890      2,543      4,603    154,137    157,637    162,630    164,783:     4,174      2,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     5,387:    -1,650      1,366      1,394      5,995      2,263      5,739      5,023:      -352        364
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        1.5        2.8       92.4       94.5       97.5       98.8:       2.5        1.2
Old  :     100.0:       2.3        1.5        2.8       92.4       94.5       97.5       98.8:       2.5        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         3          3          5         35         37         40         43:
Old  :        47:         3          3          5         35         37         40         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       48.1       72.0       66.4       44.8       38.4       51.7       47.3
Old  :                 61.6       48.1       72.0       66.4       44.8       38.4       51.7       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                          Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   224,414:    12,853     12,178      5,476    196,150    202,390    214,479    220,044:     9,935      4,370
Old  :   224,414:    12,853     12,178      5,476    196,150    202,390    214,479    220,044:     9,935      4,370
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     2,739:     1,999        286        898       -672      2,321      2,225      3,505:       514       -766
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        5.4        2.4       87.4       90.2       95.6       98.1:       4.4        1.9
Old  :     100.0:       5.7        5.4        2.4       87.4       90.2       95.6       98.1:       4.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         6          2          6         28         32         35         39:
Old  :        46:         6          2          6         28         32         35         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       37.1       74.2       58.6       45.4       28.9       54.4       45.0
Old  :                 54.4       37.1       74.2       58.6       45.4       28.9       54.4       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   794,037:     7,923      1,565      5,153    773,351    782,700    786,427    789,418:     7,610      4,619
Old  :   794,037:     7,923      1,565      5,153    773,351    782,700    786,427    789,418:     7,610      4,619
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     8,058:      -452        258       -434      9,135      8,108      8,249      7,932:      -191        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.2        0.6       97.4       98.6       99.0       99.4:       1.0        0.6
Old  :     100.0:       1.0        0.2        0.6       97.4       98.6       99.0       99.4:       1.0        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         6          3          8         47         39         56         47:
Old  :        60:         6          3          8         47         39         56         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       44.8       60.2       63.0       39.2       40.6       57.5       55.9
Old  :                 40.0       44.8       60.2       63.0       39.2       40.6       57.5       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                              Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   236,731:     2,022          0      1,601    225,098    228,566    228,721    230,167:     8,010      6,564
Old  :   236,731:     2,022          0      1,601    225,098    228,566    228,721    230,167:     8,010      6,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :      -756:       -38          0        -24        646        217        584        193:    -1,340       -949
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        0.7       95.1       96.6       96.6       97.2:       3.4        2.8
Old  :     100.0:       0.9        0.0        0.7       95.1       96.6       96.6       97.2:       3.4        2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          0          1         27         31         29         32:
Old  :        43:         2          0          1         27         31         29         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       46.3       72.0       68.3       46.3       43.0       63.1       58.0
Old  :                 51.6       46.3       72.0       68.3       46.3       43.0       63.1       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                  Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   260,269:    10,119      1,269      3,626    238,906    250,887    252,651    255,782:     7,618      4,487
Old  :   260,269:    10,119      1,269      3,626    238,906    250,887    252,651    255,782:     7,618      4,487
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    12,351:      -138       -123       -821     11,308     12,752     10,349     11,808:     2,002        543
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        0.5        1.4       91.8       96.4       97.1       98.3:       2.9        1.7
Old  :     100.0:       3.9        0.5        1.4       91.8       96.4       97.1       98.3:       2.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         3          1          4         32         41         36         45:
Old  :        52:         3          1          4         32         41         36         45:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       36.1       60.9       56.4       43.7       32.9       59.4       52.7
Old  :                 43.7       36.1       60.9       56.4       43.7       32.9       59.4       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                 Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :    69,666:     9,588          0      1,336     52,141     61,062     63,065     62,398:     6,601      7,268
Old  :    69,666:     9,588          0      1,336     52,141     61,062     63,065     62,398:     6,601      7,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :        12:     2,441          0        328     -1,489       -796      1,280       -468:    -1,268        480
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        0.0        1.9       74.8       87.6       90.5       89.6:       9.5       10.4
Old  :     100.0:      13.8        0.0        1.9       74.8       87.6       90.5       89.6:       9.5       10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          0          2         19         17         22         19:
Old  :        29:         3          0          2         19         17         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       57.0       69.2       74.3       42.8       56.0       62.4       67.1
Old  :                 47.3       57.0       69.2       74.3       42.8       56.0       62.4       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                           Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   163,656:    18,075     19,660      8,298    127,955    129,793    154,328    157,751:     9,328      5,905
Old  :   163,656:    18,075     19,660      8,298    127,955    129,793    154,328    157,751:     9,328      5,905
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     5,167:     1,886          0        565      4,070      5,285      6,521      5,850:    -1,354       -683
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       12.0        5.1       78.2       79.3       94.3       96.4:       5.7        3.6
Old  :     100.0:      11.0       12.0        5.1       78.2       79.3       94.3       96.4:       5.7        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         5          2          6         23         27         29         34:
Old  :        40:         5          2          6         23         27         29         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       42.7       71.9       60.4       52.5       40.8       64.6       56.2
Old  :                 53.1       42.7       71.9       60.4       52.5       40.8       64.6       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                         Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    76,494:         0      6,937      5,598     63,892     53,355     69,490     65,890:     7,004     10,604
Old  :    76,494:         0      6,937      5,598     63,892     53,355     69,490     65,890:     7,004     10,604
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     5,493:         0     -2,910      1,621      3,902      6,052      5,523      4,763:       -30        730
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.1        7.3       83.5       69.8       90.8       86.1:       9.2       13.9
Old  :     100.0:       0.0        9.1        7.3       83.5       69.8       90.8       86.1:       9.2       13.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         0          3          3         17         14         20         17:
Old  :        23:         0          3          3         17         14         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       43.0       75.5       66.7       52.1       40.7       66.6       59.2
Old  :                 57.9       43.0       75.5       66.7       52.1       40.7       66.6       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                               Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   153,597:     1,398          0      2,386    144,589    147,482    148,373    149,868:     5,224      3,729
Old  :   153,597:     1,398          0      2,386    144,589    147,482    148,373    149,868:     5,224      3,729
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,339:       726          0       -540      1,030      1,848      1,216      1,308:       123         31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.0        1.6       94.1       96.0       96.6       97.6:       3.4        2.4
Old  :     100.0:       0.9        0.0        1.6       94.1       96.0       96.6       97.6:       3.4        2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         1          0          1         25         27         26         28:
Old  :        37:         1          0          1         25         27         26         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       47.3       70.7       73.2       47.9       47.3       69.1       73.1
Old  :                 49.2       47.3       70.7       73.2       47.9       47.3       69.1       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    82,372:         0          0          0     65,788     80,336     65,788     80,336:    16,584      2,036
Old  :    82,372:         0          0          0     65,788     80,336     65,788     80,336:    16,584      2,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     6,260:         0          0          0      4,861      6,169      4,861      6,169:     1,399         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       79.9       97.5       79.9       97.5:      20.1        2.5
Old  :     100.0:       0.0        0.0        0.0       79.9       97.5       79.9       97.5:      20.1        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         17         22         17         22:
Old  :        26:         0          0          0         17         22         17         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       50.0       61.4       77.9       31.2       49.8       45.1       68.6
Old  :                 45.2       50.0       61.4       77.9       31.2       49.8       45.1       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                 Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   326,286:     3,113      6,804      3,324    316,896    312,380    323,333    322,508:     2,953      3,778
Old  :   326,286:     3,113      6,804      3,324    316,896    312,380    323,333    322,508:     2,953      3,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :      -926:     2,306      1,859     -1,958     -1,014       -544       -666       -643:      -260       -283
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        2.1        1.0       97.1       95.7       99.1       98.8:       0.9        1.2
Old  :     100.0:       1.0        2.1        1.0       97.1       95.7       99.1       98.8:       0.9        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         2          3          3         44         38         47         43:
Old  :        60:         2          3          3         44         38         47         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       41.9       59.6       61.8       37.8       41.8       53.6       60.7
Old  :                 42.6       41.9       59.6       61.8       37.8       41.8       53.6       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    83,145:     4,775     10,196      3,245     69,115     59,912     77,135     73,353:     6,010      9,792
Old  :    83,145:     4,775     10,196      3,245     69,115     59,912     77,135     73,353:     6,010      9,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     4,699:     1,987      5,119       -524      2,809       -640      4,272      3,955:       427        744
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       12.3        3.9       83.1       72.1       92.8       88.2:       7.2       11.8
Old  :     100.0:       5.7       12.3        3.9       83.1       72.1       92.8       88.2:       7.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          2          3         16         21         19         26:
Old  :        28:         3          2          3         16         21         19         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       42.3       80.8       62.0       50.3       27.7       57.9       43.4
Old  :                 65.3       42.3       80.8       62.0       50.3       27.7       57.9       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                        Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   141,952:    45,526      2,370          0     95,703    136,416    141,229    138,786:       723      3,166
Old  :   141,952:    45,526      2,370          0     95,703    136,416    141,229    138,786:       723      3,166
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     7,059:     5,288      2,370          0      1,621      5,117      6,909      7,487:       150       -428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.1        1.7        0.0       67.4       96.1       99.5       97.8:       0.5        2.2
Old  :     100.0:      32.1        1.7        0.0       67.4       96.1       99.5       97.8:       0.5        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         3          1          0         16         19         19         20:
Old  :        32:         3          1          0         16         19         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       55.7       89.2       81.4       60.9       52.9       73.2       70.5
Old  :                 71.2       55.7       89.2       81.4       60.9       52.9       73.2       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                        Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   139,480:    68,590     10,213          0     69,872    128,027    138,462    138,240:     1,018      1,240
Old  :   139,480:    68,590     10,213          0     69,872    128,027    138,462    138,240:     1,018      1,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     8,900:     5,448      2,370          0      3,582      6,530      9,030      8,900:      -130          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.2        7.3        0.0       50.1       91.8       99.3       99.1:       0.7        0.9
Old  :     100.0:      49.2        7.3        0.0       50.1       91.8       99.3       99.1:       0.7        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:         8          5          0         31         23         39         28:
Old  :        55:         8          5          0         31         23         39         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       60.7       74.1       81.0       56.9       58.3       72.1       74.2
Old  :                 56.9       60.7       74.1       81.0       56.9       58.3       72.1       74.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                   Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    29,918:         0        372          0     29,547     28,687     29,547     29,059:       371        859
Old  :    29,918:         0        372          0     29,547     28,687     29,547     29,059:       371        859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,530:         0          0          0      1,530      1,564      1,530      1,564:         0        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.2        0.0       98.8       95.9       98.8       97.1:       1.2        2.9
Old  :     100.0:       0.0        1.2        0.0       98.8       95.9       98.8       97.1:       1.2        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          1          0         12         20         12         21:
Old  :        28:         0          1          0         12         20         12         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       59.3       93.2       77.8       59.7       42.2       71.8       57.1
Old  :                 72.5       59.3       93.2       77.8       59.7       42.2       71.8       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                               Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   132,536:       291      2,568        441    114,647    118,491    115,379    121,500:    17,157     11,036
Old  :   132,536:       291      2,568        441    114,647    118,491    115,379    121,500:    17,157     11,036
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     3,296:      -422      2,568         30      2,266      2,038      1,874      4,636:     1,422     -1,340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        1.9        0.3       86.5       89.4       87.1       91.7:      12.9        8.3
Old  :     100.0:       0.2        1.9        0.3       86.5       89.4       87.1       91.7:      12.9        8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          1          1         23         22         24         24:
Old  :        30:         1          1          1         23         22         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       47.2       75.7       69.2       44.9       34.8       51.8       49.1
Old  :                 58.1       47.2       75.7       69.2       44.9       34.8       51.8       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV                                        Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    11,549:     1,728          0        186      7,428     11,024      9,342     11,210:     2,207        339
Old  :    11,549:     1,728          0        186      7,428     11,024      9,342     11,210:     2,207        339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,200:       240          0          0        930      1,202      1,170      1,202:        30         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        0.0        1.6       64.3       95.5       80.9       97.1:      19.1        2.9
Old  :     100.0:      15.0        0.0        1.6       64.3       95.5       80.9       97.1:      19.1        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          0          1         13         11         16         12:
Old  :        23:         3          0          1         13         11         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       76.9       61.7       90.7       34.6       69.5       52.4       80.1
Old  :                 36.8       76.9       61.7       90.7       34.6       69.5       52.4       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   111,381:       988      2,352      2,079    103,994    101,109    107,061    105,540:     4,320      5,841
Old  :   111,381:       988      2,352      2,079    103,994    101,109    107,061    105,540:     4,320      5,841
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    -1,816:        58       -491        361     -2,235     -2,718     -1,816     -2,848:         0      1,032
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        2.1        1.9       93.4       90.8       96.1       94.8:       3.9        5.2
Old  :     100.0:       0.9        2.1        1.9       93.4       90.8       96.1       94.8:       3.9        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         1          2          2         26         23         28         26:
Old  :        34:         1          2          2         26         23         28         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       48.1       76.5       64.9       54.2       41.1       71.4       56.8
Old  :                 56.9       48.1       76.5       64.9       54.2       41.1       71.4       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                         Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   100,224:     4,082          0      1,801     92,971     91,531     98,854     93,332:     1,370      6,892
Old  :   100,224:     4,082          0      1,801     92,971     91,531     98,854     93,332:     1,370      6,892
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,325:      -306          0        428        961        715      1,083      1,143:       242        182
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.1        0.0        1.8       92.8       91.3       98.6       93.1:       1.4        6.9
Old  :     100.0:       4.1        0.0        1.8       92.8       91.3       98.6       93.1:       1.4        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          2         18         15         20         17:
Old  :        25:         2          0          2         18         15         20         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       63.2       74.6       81.4       42.7       57.8       66.4       71.5
Old  :                 50.0       63.2       74.6       81.4       42.7       57.8       66.4       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                     Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    16,850:     1,483        279          0     15,212     16,292     16,695     16,571:       155        279
Old  :    16,850:     1,483        279          0     15,212     16,292     16,695     16,571:       155        279
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,200:       573          0          0        720      1,200      1,293      1,200:       -93          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        1.7        0.0       90.3       96.7       99.1       98.3:       0.9        1.7
Old  :     100.0:       8.8        1.7        0.0       90.3       96.7       99.1       98.3:       0.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          0          9         13         11         14:
Old  :        21:         2          1          0          9         13         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       59.3       93.8       84.6       65.0       59.0       87.9       82.8
Old  :                 70.8       59.3       93.8       84.6       65.0       59.0       87.9       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                       Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   105,933:         0      3,955        644    100,819     98,060    101,463    102,659:     4,470      3,274
Old  :   105,933:         0      3,955        644    100,819     98,060    101,463    102,659:     4,470      3,274
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,402:         0      2,107     -1,050      3,008        806      1,958      1,863:      -556       -461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.7        0.6       95.2       92.6       95.8       96.9:       4.2        3.1
Old  :     100.0:       0.0        3.7        0.6       95.2       92.6       95.8       96.9:       4.2        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          4          2         17         17         19         21:
Old  :        25:         0          4          2         17         17         19         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       63.5       77.6       83.0       38.1       42.4       49.3       51.1
Old  :                 49.3       63.5       77.6       83.0       38.1       42.4       49.3       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                            Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :   302,256:     5,773      7,593      8,214    276,486    278,923    290,473    294,730:    11,783      7,526
Old  :   302,256:     5,773      7,593      8,214    276,486    278,923    290,473    294,730:    11,783      7,526
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     8,461:     5,584      1,123      1,229      1,065      9,465      7,878     11,817:       583     -3,356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        2.5        2.7       91.5       92.3       96.1       97.5:       3.9        2.5
Old  :     100.0:       1.9        2.5        2.7       91.5       92.3       96.1       97.5:       3.9        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          2          3         29         30         33         34:
Old  :        45:         3          2          3         29         30         33         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       50.1       69.5       71.8       49.7       43.3       61.3       61.9
Old  :                 51.9       50.1       69.5       71.8       49.7       43.3       61.3       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                  Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    30,148:     1,313          0          0     27,815     29,838     29,128     29,838:     1,020        310
Old  :    30,148:     1,313          0          0     27,815     29,838     29,128     29,838:     1,020        310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     5,172:         0          0          0      5,082      5,172      5,082      5,172:        90          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        0.0        0.0       92.3       99.0       96.6       99.0:       3.4        1.0
Old  :     100.0:       4.4        0.0        0.0       92.3       99.0       96.6       99.0:       3.4        1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          0          0         12         14         14         14:
Old  :        25:         2          0          0         12         14         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       70.8       84.1       87.6       47.3       70.4       76.0       84.3
Old  :                 55.4       70.8       84.1       87.6       47.3       70.4       76.0       84.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                             Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mmbtu                                                                 :
     :          :                                                                            :
All  :    41,558:       372        372          0     40,202     40,566     40,574     40,938:       984        620
Old  :    41,558:       372        372          0     40,202     40,566     40,574     40,938:       984        620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,620:         0          0          0      1,560      1,681      1,560      1,681:        60        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.9        0.0       96.7       97.6       97.6       98.5:       2.4        1.5
Old  :     100.0:       0.9        0.9        0.0       96.7       97.6       97.6       98.5:       2.4        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          1          0         18         16         19         17:
Old  :        29:         1          1          0         18         16         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.2       69.4       87.5       87.1       68.6       67.0       73.9       75.3
Old  :                 75.2       69.4       87.5       87.1       68.6       67.0       73.9       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :   228,614:     4,915     29,622      6,930    205,823    187,689    217,668    224,241:    10,946      4,373
Old  :   228,614:     4,915     29,622      6,930    205,823    187,689    217,668    224,241:    10,946      4,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     4,846:    -1,481       -406      1,078      4,918      3,962      4,515      4,634:       331        212
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1       13.0        3.0       90.0       82.1       95.2       98.1:       4.8        1.9
Old  :     100.0:       2.1       13.0        3.0       90.0       82.1       95.2       98.1:       4.8        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4          3          3         33         31         38         36:
Old  :        47:         4          3          3         33         31         38         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       54.0       64.8       70.8       42.4       53.8       57.8       68.7
Old  :                 45.8       54.0       64.8       70.8       42.4       53.8       57.8       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                           Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mmbtu                                                                      :
     :          :                                                                            :
All  :    66,259:    11,660          0      2,471     48,266     60,986     62,397     63,457:     3,862      2,802
Old  :    66,259:    11,660          0      2,471     48,266     60,986     62,397     63,457:     3,862      2,802
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,891:      -121          0        121      2,826      1,892      2,826      2,013:      -935       -122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.6        0.0        3.7       72.8       92.0       94.2       95.8:       5.8        4.2
Old  :     100.0:      17.6        0.0        3.7       72.8       92.0       94.2       95.8:       5.8        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          0          1         17         12         20         13:
Old  :        25:         3          0          1         17         12         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.5       80.4       60.9       92.0       34.4       80.4       54.9       85.2
Old  :                 39.5       80.4       60.9       92.0       34.4       80.4       54.9       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                      Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    78,767:         0          0          0     73,813     74,026     73,813     74,026:     4,954      4,741
Old  :    78,767:         0          0          0     73,813     74,026     73,813     74,026:     4,954      4,741
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     2,357:         0          0          0      2,297      2,417      2,297      2,417:        60        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0       93.7       94.0       93.7       94.0:       6.3        6.0
Old  :     100.0:       0.0        0.0        0.0       93.7       94.0       93.7       94.0:       6.3        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          0          0         19         15         19         15:
Old  :        26:         0          0          0         19         15         19         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       61.5       59.7       82.7       35.5       51.4       55.9       68.8
Old  :                 37.5       61.5       59.7       82.7       35.5       51.4       55.9       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                     Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 2500 mm btu                                                                :
     :          :                                                                            :
All  :    88,579:         0     17,788        674     80,296     66,913     80,970     85,375:     7,609      3,204
Old  :    88,579:         0     17,788        674     80,296     66,913     80,970     85,375:     7,609      3,204
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,102:         0      1,201        -26        547        720        521      1,895:       581       -793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       20.1        0.8       90.6       75.5       91.4       96.4:       8.6        3.6
Old  :     100.0:       0.0       20.1        0.8       90.6       75.5       91.4       96.4:       8.6        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          3          1         24         18         25         21:
Old  :        29:         0          3          1         24         18         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       54.1       61.6       75.6       41.7       46.2       55.3       62.4
Old  :                 43.6       54.1       61.6       75.6       41.7       46.2       55.3       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                          Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 800 MWh)                                                     :
     :          :                                                                            :
All  :   177,540:    20,613      6,189     14,471    141,632    156,256    176,715    176,916:       825        624
Old  :   177,540:    20,613      6,189     14,471    141,632    156,256    176,715    176,916:       825        624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       488:    -1,490     -1,475         63      1,741      1,934        314        522:       173        -34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        3.5        8.2       79.8       88.0       99.5       99.6:       0.5        0.4
Old  :     100.0:      11.6        3.5        8.2       79.8       88.0       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        81:        14          8         13         56         51         74         68:
Old  :        81:        14          8         13         56         51         74         68:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       28.7       45.5       49.2       16.5       24.7       26.5       35.4
Old  :                 28.9       28.7       45.5       49.2       16.5       24.7       26.5       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                                                           Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 MWh)                                                     :
     :          :                                                                            :
All  :    53,092:     1,365        201      2,567     49,160     50,324     53,092     53,092:         0          0
Old  :    53,092:     1,365        201      2,567     49,160     50,324     53,092     53,092:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       261:       330          0          1        -70        260        261        261:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        0.4        4.8       92.6       94.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.6        0.4        4.8       92.6       94.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         1          4          3         27         24         30         29:
Old  :        36:         1          4          3         27         24         30         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       48.9       81.1       76.7       55.4       43.0       70.0       64.7
Old  :                 57.9       48.9       81.1       76.7       55.4       43.0       70.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 MWh)                                                      :
     :          :                                                                            :
All  :   467,312:     8,802        622     21,198    437,312    445,492    467,312    467,312:         0          0
Old  :   467,312:     8,802        622     21,198    437,312    445,492    467,312    467,312:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     8,415:       888        622      1,200      6,327      6,593      8,415      8,415:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.1        4.5       93.6       95.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9        0.1        4.5       93.6       95.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         1          1          2         20         24         22         26:
Old  :        32:         1          1          2         20         24         22         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.6       55.3       87.4       79.1       61.7       52.3       73.1       72.9
Old  :                 67.6       55.3       87.4       79.1       61.7       52.3       73.1       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                                                      Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 50 Megawatt Hours)                                           :
     :          :                                                                            :
All  : 1,617,752:    79,566     14,516     30,676  1,507,510  1,572,560  1,617,752  1,617,752:         0          0
Old  : 1,617,752:    79,566     14,516     30,676  1,507,510  1,572,560  1,617,752  1,617,752:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     5,511:    -4,358      5,053     -3,901     13,770      4,359      5,511      5,511:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        0.9        1.9       93.2       97.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.9        0.9        1.9       93.2       97.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        65:         6          5          6         43         44         53         51:
Old  :        65:         6          5          6         43         44         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       40.3       66.1       58.8       44.1       34.6       56.8       49.9
Old  :                 51.9       40.3       66.1       58.8       44.1       34.6       56.8       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                         Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 400 Megawatt Hours)                                          :
     :          :                                                                            :
All  :    55,073:       329     10,425      4,567     50,177     40,080     55,073     55,073:         0          0
Old  :    55,073:       329     10,425      4,567     50,177     40,080     55,073     55,073:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    -1,918:      -239        863       -164     -1,515     -2,616     -1,918     -1,918:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       18.9        8.3       91.1       72.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.6       18.9        8.3       91.1       72.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         3          6          3         26         25         32         31:
Old  :        40:         3          6          3         26         25         32         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       51.2       70.9       73.2       37.3       37.3       50.4       53.1
Old  :                 50.0       51.2       70.9       73.2       37.3       37.3       50.4       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                                                       Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 25 Megawatt Hours)                                           :
     :          :                                                                            :
All  :   315,238:         0     47,414     14,434    300,804    253,390    315,238    315,238:         0          0
Old  :   315,238:         0     47,414     14,434    300,804    253,390    315,238    315,238:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :   -28,422:         0     -6,065      1,592    -30,014    -23,949    -28,422    -28,422:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       15.0        4.6       95.4       80.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0       15.0        4.6       95.4       80.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          3          2         16         18         18         21:
Old  :        28:         0          3          2         16         18         18         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       68.9       78.1       87.6       49.4       58.5       69.5       73.8
Old  :                 54.9       68.9       78.1       87.6       49.4       58.5       69.5       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                        Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   568,006:    26,094          0     10,092    531,820    557,914    568,006    568,006:         0          0
Old  :   568,006:    26,094          0     10,092    531,820    557,914    568,006    568,006:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       742:     1,611          0     -1,611        742      2,353        742        742:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6        0.0        1.8       93.6       98.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.6        0.0        1.8       93.6       98.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          0          2         23         29         27         31:
Old  :        38:         4          0          2         23         29         27         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       52.6       71.3       70.2       47.8       48.9       61.6       61.2
Old  :                 54.4       52.6       71.3       70.2       47.8       48.9       61.6       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                                 Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    50,316:     5,055        202      1,697     43,180     48,096     49,932     49,995:       384        321
Old  :    50,316:     5,055        202      1,697     43,180     48,096     49,932     49,995:       384        321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       468:      -507          0        253        508        257        254        510:       214        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        0.4        3.4       85.8       95.6       99.2       99.4:       0.8        0.6
Old  :     100.0:      10.0        0.4        3.4       85.8       95.6       99.2       99.4:       0.8        0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:         4          1          2         25         30         29         33:
Old  :        38:         4          1          2         25         30         29         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       52.9       74.3       69.9       53.1       50.9       68.7       65.9
Old  :                 53.7       52.9       74.3       69.9       53.1       50.9       68.7       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                     Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 mwh                                                                      :
     :          :                                                                            :
All  : 1,660,815:         0          0          0  1,660,815  1,660,815  1,660,815  1,660,815:         0          0
Old  : 1,660,815:         0          0          0  1,660,815  1,660,815  1,660,815  1,660,815:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          0          0         15         10         15         10:
Old  :        22:         0          0          0         15         10         15         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.0       89.5       94.1       98.6       72.4       89.4       91.5       93.6
Old  :                 75.0       89.5       94.1       98.6       72.4       89.4       91.5       93.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                         Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 mwh                                                                     :
     :          :                                                                            :
All  :   758,800:         0      9,600          0    758,800    749,200    758,800    758,800:         0          0
Old  :   758,800:         0      9,600          0    758,800    749,200    758,800    758,800:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        1.3        0.0      100.0       98.7      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        1.3        0.0      100.0       98.7      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          0         16         13         16         14:
Old  :        24:         0          1          0         16         13         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       87.2       86.2       94.1       63.4       86.7       83.0       91.0
Old  :                 65.2       87.2       86.2       94.1       63.4       86.7       83.0       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                            Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :   904,320:         0      3,760          0    904,320    900,560    904,320    904,320:         0          0
Old  :   904,320:         0      3,760          0    904,320    900,560    904,320    904,320:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    46,800:         0          0          0     46,800     46,800     46,800     46,800:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.4        0.0      100.0       99.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.4        0.0      100.0       99.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         14         10         14         11:
Old  :        21:         0          1          0         14         10         14         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       78.5       87.3       97.5       57.6       78.5       79.6       87.3
Old  :                 59.8       78.5       87.3       97.5       57.6       78.5       79.6       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                     Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   273,480:    12,256      1,184      1,576    259,648    270,720    273,480    273,480:         0          0
Old  :   273,480:    12,256      1,184      1,576    259,648    270,720    273,480    273,480:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     2,328:     1,128          0        800        400      1,528      2,328      2,328:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.4        0.6       94.9       99.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.5        0.4        0.6       94.9       99.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          1          1         23         19         26         21:
Old  :        34:         3          1          1         23         19         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       57.5       67.2       79.1       34.8       49.7       55.3       63.9
Old  :                 42.2       57.5       67.2       79.1       34.8       49.7       55.3       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                                                             Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    14,039:     1,385        685        230     12,210     12,670     13,825     13,585:       214        454
Old  :    14,039:     1,385        685        230     12,210     12,670     13,825     13,585:       214        454
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       838:       -20        120         20        817        698        817        838:        21          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9        4.9        1.6       87.0       90.2       98.5       96.8:       1.5        3.2
Old  :     100.0:       9.9        4.9        1.6       87.0       90.2       98.5       96.8:       1.5        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          2          2         19         18         22         22:
Old  :        29:         3          2          2         19         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       53.6       67.4       78.2       39.0       50.0       58.3       65.2
Old  :                 42.5       53.6       67.4       78.2       39.0       50.0       58.3       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5MWh                                                                       :
     :          :                                                                            :
All  : 1,025,155:    27,460          0          0    997,695  1,025,155  1,025,155  1,025,155:         0          0
Old  : 1,025,155:    27,460          0          0    997,695  1,025,155  1,025,155  1,025,155:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    70,820:         0          0          0     70,820     70,820     70,820     70,820:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        0.0        0.0       97.3      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.7        0.0        0.0       97.3      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         15         15         16         15:
Old  :        22:         1          0          0         15         15         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       51.8       72.4       81.3       37.5       43.4       59.0       64.7
Old  :                 50.2       51.8       72.4       81.3       37.5       43.4       59.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                      Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   331,145:     4,150          0          0    326,995    331,145    331,145    331,145:         0          0
Old  :   331,145:     4,150          0          0    326,995    331,145    331,145    331,145:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    53,100:         0          0          0     53,100     53,100     53,100     53,100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.3        0.0        0.0       98.7      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.3        0.0        0.0       98.7      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          0          0         16         13         18         13:
Old  :        26:         2          0          0         16         13         18         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       79.9       89.0       95.4       62.0       79.9       84.3       92.3
Old  :                 66.2       79.9       89.0       95.4       62.0       79.9       84.3       92.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV                                               Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWH PER LOT                                                             :
     :          :                                                                            :
All  :   208,425:     4,225          0          0    204,200    208,425    208,425    208,425:         0          0
Old  :   208,425:     4,225          0          0    204,200    208,425    208,425    208,425:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     6,350:         0          0          0      6,350      6,350      6,350      6,350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        0.0       98.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0        0.0        0.0       98.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          0          0         24         22         25         22:
Old  :        29:         1          0          0         24         22         25         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.6       52.3       72.7       79.1       45.3       29.8       54.4       47.5
Old  :                 54.6       52.3       72.7       79.1       45.3       29.8       54.4       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV                                               Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 Mwh                                                                    :
     :          :                                                                            :
All  :    23,629:     1,005        940        168     20,556     21,369     21,729     22,477:     1,900      1,152
Old  :    23,629:     1,005        940        168     20,556     21,369     21,729     22,477:     1,900      1,152
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       676:       299          0          0        316        653        615        653:        62         23
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        4.0        0.7       87.0       90.4       92.0       95.1:       8.0        4.9
Old  :     100.0:       4.3        4.0        0.7       87.0       90.4       92.0       95.1:       8.0        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          1          1         21         20         23         22:
Old  :        27:         2          1          1         21         20         23         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.1       47.7       58.1       70.4       25.3       42.7       40.9       59.4
Old  :                 38.1       47.7       58.1       70.4       25.3       42.7       40.9       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV                                                 Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Any multiple of 5 MWh                                                      :
     :          :                                                                            :
All  : 2,368,134:   113,373    140,629    161,238  2,093,523  2,066,267  2,368,134  2,368,134:         0          0
Old  : 2,368,134:   113,373    140,629    161,238  2,093,523  2,066,267  2,368,134  2,368,134:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    10,782:    -4,096        744          0     14,878     10,038     10,782     10,782:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.8        5.9        6.8       88.4       87.3      100.0      100.0:       0.0        0.0
Old  :     100.0:       4.8        5.9        6.8       88.4       87.3      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         1          2          1         28         28         29         31:
Old  :        39:         1          2          1         28         28         29         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.1       51.3       65.7       70.9       37.0       44.5       52.4       57.3
Old  :                 43.1       51.3       65.7       70.9       37.0       44.5       52.4       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV                                                 Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Any multiple of 16 MWh                                                     :
     :          :                                                                            :
All  :   781,343:     1,450     79,904     43,835    736,058    657,604    781,343    781,343:         0          0
Old  :   781,343:     1,450     79,904     43,835    736,058    657,604    781,343    781,343:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    15,367:         0       -525          0     15,367     15,892     15,367     15,367:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2       10.2        5.6       94.2       84.2      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.2       10.2        5.6       94.2       84.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         1          2          2         33         29         35         32:
Old  :        42:         1          2          2         33         29         35         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       48.6       63.4       73.0       39.5       41.9       60.5       61.2
Old  :                 41.6       48.6       63.4       73.0       39.5       41.9       60.5       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWH                                                                      :
     :          :                                                                            :
All  : 1,044,751:         0          0          0  1,044,751  1,044,751  1,044,751  1,044,751:         0          0
Old  : 1,044,751:         0          0          0  1,044,751  1,044,751  1,044,751  1,044,751:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    14,436:         0          0          0     14,436     14,436     14,436     14,436:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          0          0         21         11         21         11:
Old  :        27:         0          0          0         21         11         21         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       87.9       78.4       98.0       47.7       66.9       63.0       73.6
Old  :                 56.3       87.9       78.4       98.0       47.7       66.9       63.0       73.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                    Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 mwh                                                                     :
     :          :                                                                            :
All  :   336,705:     2,200          0          0    334,505    336,705    336,705    336,705:         0          0
Old  :   336,705:     2,200          0          0    334,505    336,705    336,705    336,705:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     1,000:         0          0          0      1,000      1,000      1,000      1,000:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       99.3      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.7        0.0        0.0       99.3      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         1          0          0         25         12         26         12:
Old  :        30:         1          0          0         25         12         26         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       79.8       58.7       95.9       34.0       65.7       52.5       77.2
Old  :                 39.8       79.8       58.7       95.9       34.0       65.7       52.5       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                       Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   611,210:   134,901      1,140     22,809    453,500    587,261    611,210    611,210:         0          0
Old  :   611,210:   134,901      1,140     22,809    453,500    587,261    611,210    611,210:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :      -541:     6,256          0     -5,440     -1,357      4,899       -541       -541:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1        0.2        3.7       74.2       96.1      100.0      100.0:       0.0        0.0
Old  :     100.0:      22.1        0.2        3.7       74.2       96.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         2          1          3         28         31         31         34:
Old  :        42:         2          1          3         28         31         31         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       56.8       75.3       73.1       51.9       54.8       63.0       65.7
Old  :                 57.7       56.8       75.3       73.1       51.9       54.8       63.0       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV                                                Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    41,720:     8,722      2,812        830     31,696     37,927     41,248     41,569:       472        151
Old  :    41,720:     8,722      2,812        830     31,696     37,927     41,248     41,569:       472        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       232:       212         21         21        -22        190        211        232:        21          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9        6.7        2.0       76.0       90.9       98.9       99.6:       1.1        0.4
Old  :     100.0:      20.9        6.7        2.0       76.0       90.9       98.9       99.6:       1.1        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         4          3          3         30         31         35         36:
Old  :        43:         4          3          3         30         31         35         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.3       50.9       74.0       73.3       44.5       50.5       63.6       72.4
Old  :                 48.3       50.9       74.0       73.3       44.5       50.5       63.6       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                   Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    25,307:     4,569        204        768     19,970     24,335     25,307     25,307:         0          0
Old  :    25,307:     4,569        204        768     19,970     24,335     25,307     25,307:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    -1,569:       554         52       -153     -1,970     -1,468     -1,569     -1,569:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        0.8        3.0       78.9       96.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.1        0.8        3.0       78.9       96.2      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         1          1          1         23         13         24         15:
Old  :        28:         1          1          1         23         13         24         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       83.3       82.7       94.9       55.2       80.7       71.8       84.0
Old  :                 62.8       83.3       82.7       94.9       55.2       80.7       71.8       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV                                                 Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25MWh                                                                      :
     :          :                                                                            :
All  :   247,733:   102,568      2,293        665    144,500    244,775    247,733    247,733:         0          0
Old  :   247,733:   102,568      2,293        665    144,500    244,775    247,733    247,733:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :   -27,177:    -7,507      2,293          0    -19,670    -29,470    -27,177    -27,177:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.4        0.9        0.3       58.3       98.8      100.0      100.0:       0.0        0.0
Old  :     100.0:      41.4        0.9        0.3       58.3       98.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          1         14          9         16         11:
Old  :        24:         2          1          1         14          9         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       92.3       86.8       98.7       72.1       88.1       84.8       93.0
Old  :                 72.4       92.3       86.8       98.7       72.1       88.1       84.8       93.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV                                 Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   613,131:    11,562      1,179     33,125    568,444    578,827    613,131    613,131:         0          0
Old  :   613,131:    11,562      1,179     33,125    568,444    578,827    613,131    613,131:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     6,661:         0     -3,902          0      6,661     10,563      6,661      6,661:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        0.2        5.4       92.7       94.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.9        0.2        5.4       92.7       94.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         1          1          2         27         20         29         22:
Old  :        33:         1          1          2         27         20         29         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.7       83.6       70.8       93.8       50.5       71.8       63.7       75.2
Old  :                 50.7       83.6       70.8       93.8       50.5       71.8       63.7       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                          Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800 MWh                                                                    :
     :          :                                                                            :
All  :    35,031:     3,596          0         20     30,330     34,355     33,946     34,375:     1,085        656
Old  :    35,031:     3,596          0         20     30,330     34,355     33,946     34,375:     1,085        656
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       734:       520          0          0        -41        479        479        479:       255        255
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.3        0.0        0.1       86.6       98.1       96.9       98.1:       3.1        1.9
Old  :     100.0:      10.3        0.0        0.1       86.6       98.1       96.9       98.1:       3.1        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          1         23         19         25         20:
Old  :        28:         2          0          1         23         19         25         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       85.3       71.1       92.8       46.4       68.5       61.8       72.6
Old  :                 47.3       85.3       71.1       92.8       46.4       68.5       61.8       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                                                                 Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :     6,642:         0        576         21      5,434      5,578      5,455      6,175:     1,187        467
Old  :     6,642:         0        576         21      5,434      5,578      5,455      6,175:     1,187        467
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :        21:         0          0          0        -22        -21        -22        -21:        43         42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.7        0.3       81.8       84.0       82.1       93.0:      17.9        7.0
Old  :     100.0:       0.0        8.7        0.3       81.8       84.0       82.1       93.0:      17.9        7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          1         11         16         12         18:
Old  :        21:         0          2          1         11         16         12         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.0       52.5       78.7       78.0       48.6       49.5       57.4       64.7
Old  :                 66.0       52.5       78.7       78.0       48.6       49.5       57.4       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                                                                  Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    21,275:     4,064          0         46     17,035     21,078     21,145     21,124:       130        151
Old  :    21,275:     4,064          0         46     17,035     21,078     21,145     21,124:       130        151
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       350:       410          0          0        238        414        648        414:      -298        -64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        0.0        0.2       80.1       99.1       99.4       99.3:       0.6        0.7
Old  :     100.0:      19.1        0.0        0.2       80.1       99.1       99.4       99.3:       0.6        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         6          0          1         25         22         31         23:
Old  :        34:         6          0          1         25         22         31         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.8       47.6       69.2       73.5       41.2       41.4       60.8       58.6
Old  :                 47.8       47.6       69.2       73.5       41.2       41.4       60.8       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                      Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Mwh                                                                     :
     :          :                                                                            :
All  :   306,239:    57,443          0        376    248,420    305,863    306,239    306,239:         0          0
Old  :   306,239:    57,443          0        376    248,420    305,863    306,239    306,239:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        0.0        0.1       81.1       99.9      100.0      100.0:       0.0        0.0
Old  :     100.0:      18.8        0.0        0.1       81.1       99.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          0          1         22         19         26         20:
Old  :        30:         4          0          1         22         19         26         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.7       64.1       82.9       87.4       64.0       58.4       75.2       75.1
Old  :                 65.7       64.1       82.9       87.4       64.0       58.4       75.2       75.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                                                                  Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 800MWh                                                                     :
     :          :                                                                            :
All  :    15,216:       808        128        233     14,132     14,724     15,173     15,085:        43        131
Old  :    15,216:       808        128        233     14,132     14,724     15,173     15,085:        43        131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :        -1:         0        -42         42        -43        -44         -1        -44:         0         43
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3        0.8        1.5       92.9       96.8       99.7       99.1:       0.3        0.9
Old  :     100.0:       5.3        0.8        1.5       92.9       96.8       99.7       99.1:       0.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         2          2          2         22         22         25         25:
Old  :        32:         2          2          2         22         22         25         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       45.7       68.2       66.6       39.4       41.7       53.1       56.1
Old  :                 44.0       45.7       68.2       66.6       39.4       41.7       53.1       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                      Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50MWh                                                                      :
     :          :                                                                            :
All  :   196,599:     2,033          0          0    194,566    196,599    196,599    196,599:         0          0
Old  :   196,599:     2,033          0          0    194,566    196,599    196,599    196,599:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        0.0        0.0       99.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.0        0.0        0.0       99.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          0          0         18         14         20         14:
Old  :        28:         2          0          0         18         14         20         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.4       68.2       90.6       87.6       66.0       68.2       78.3       81.6
Old  :                 72.4       68.2       90.6       87.6       66.0       68.2       78.3       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE - ICE FUTURES ENERGY DIV                                                                     Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 400MWh                                                                     :
     :          :                                                                            :
All  :    25,364:         0      1,206      2,763     22,601     21,395     25,364     25,364:         0          0
Old  :    25,364:         0      1,206      2,763     22,601     21,395     25,364     25,364:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :       128:         0       -228         26        102        330        128        128:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.8       10.9       89.1       84.4      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        4.8       10.9       89.1       84.4      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         0          1          1         20         18         21         19:
Old  :        28:         0          1          1         20         18         21         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       60.9       85.7       82.9       48.7       50.0       62.1       63.7
Old  :                 57.1       60.9       85.7       82.9       48.7       50.0       62.1       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                                                          Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 25 MWh                                                                     :
     :          :                                                                            :
All  :   144,505:         0          0          0    144,505    144,505    144,505    144,505:         0          0
Old  :   144,505:         0          0          0    144,505    144,505    144,505    144,505:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          0          0         17         17         17         17:
Old  :        25:         0          0          0         17         17         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.2       59.2       85.2       80.0       52.6       46.0       63.4       60.6
Old  :                 63.2       59.2       85.2       80.0       52.6       46.0       63.4       60.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                        Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWh                                                                      :
     :          :                                                                            :
All  :   702,000:         0     62,240          0    702,000    639,760    702,000    702,000:         0          0
Old  :   702,000:         0     62,240          0    702,000    639,760    702,000    702,000:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    14,088:         0          0          0     14,088     14,088     14,088     14,088:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        8.9        0.0      100.0       91.1      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        8.9        0.0      100.0       91.1      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          1          0         17         11         17         12:
Old  :        24:         0          1          0         17         11         17         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       67.3       79.2       93.7       60.2       66.2       74.6       83.9
Old  :                 61.6       67.3       79.2       93.7       60.2       66.2       74.6       83.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   213,215:         0      5,350          0    213,215    207,865    213,215    213,215:         0          0
Old  :   213,215:         0      5,350          0    213,215    207,865    213,215    213,215:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     3,810:         0          0          0      3,810      3,810      3,810      3,810:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        2.5        0.0      100.0       97.5      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        2.5        0.0      100.0       97.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          1          0         20         12         20         13:
Old  :        26:         0          1          0         20         12         20         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       69.9       77.1       91.5       58.6       65.9       74.9       81.2
Old  :                 59.1       69.9       77.1       91.5       58.6       65.9       74.9       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                        Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 Mwh                                                                     :
     :          :                                                                            :
All  :   221,965:         0          0          0    221,965    221,965    221,965    221,965:         0          0
Old  :   221,965:         0          0          0    221,965    221,965    221,965    221,965:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         18         11         18         11:
Old  :        24:         0          0          0         18         11         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.1       89.1       83.9       97.8       54.4       89.1       81.3       94.2
Old  :                 55.1       89.1       83.9       97.8       54.4       89.1       81.3       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                               Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 Mwh                                                                      :
     :          :                                                                            :
All  :   754,363:         0          0          0    754,363    754,363    754,363    754,363:         0          0
Old  :   754,363:         0          0          0    754,363    754,363    754,363    754,363:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         15          6         15          6:
Old  :        21:         0          0          0         15          6         15          6:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       94.8       86.3      100.0       61.0       94.8       86.3      100.0
Old  :                 61.0       94.8       86.3      100.0       61.0       94.8       86.3      100.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV                                            Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   139,035:         0          0          0    139,035    139,035    139,035    139,035:         0          0
Old  :   139,035:         0          0          0    139,035    139,035    139,035    139,035:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         16         14         16         14:
Old  :        24:         0          0          0         16         14         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       67.7       80.2       89.8       43.9       61.6       63.1       71.7
Old  :                 46.3       67.7       80.2       89.8       43.9       61.6       63.1       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                 Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : mwh                                                                        :
     :          :                                                                            :
All  :   502,733:         0          0          0    502,733    502,733    502,733    502,733:         0          0
Old  :   502,733:         0          0          0    502,733    502,733    502,733    502,733:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          0          0         15         12         15         12:
Old  :        20:         0          0          0         15         12         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       74.8       81.5       93.8       43.6       65.9       62.9       71.2
Old  :                 49.9       74.8       81.5       93.8       43.6       65.9       62.9       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                                                            Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   188,975:     3,400          0          0    185,575    188,975    188,975    188,975:         0          0
Old  :   188,975:     3,400          0          0    185,575    188,975    188,975    188,975:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     3,430:         0          0          0      3,430      3,430      3,430      3,430:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        0.0        0.0       98.2      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       1.8        0.0        0.0       98.2      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          0          0         20         14         21         14:
Old  :        26:         1          0          0         20         14         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.1       76.8       75.2       90.7       52.7       68.9       70.5       81.6
Old  :                 54.1       76.8       75.2       90.7       52.7       68.9       70.5       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                   Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWh                                                                      :
     :          :                                                                            :
All  :   627,223:         0          0          0    627,223    627,223    627,223    627,223:         0          0
Old  :   627,223:         0          0          0    627,223    627,223    627,223    627,223:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    11,136:         0          0          0     11,136     11,136     11,136     11,136:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          0          0         18         11         18         11:
Old  :        21:         0          0          0         18         11         18         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       81.6       78.9       96.1       58.2       72.9       73.1       81.4
Old  :                 59.7       81.6       78.9       96.1       58.2       72.9       73.1       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                       Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWh                                                                      :
     :          :                                                                            :
All  :   950,672:         0          0          0    950,672    950,672    950,672    950,672:         0          0
Old  :   950,672:         0          0          0    950,672    950,672    950,672    950,672:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          0          0         19          9         19          9:
Old  :        24:         0          0          0         19          9         19          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       88.5       86.3       99.7       69.3       86.7       84.0       94.8
Old  :                 69.3       88.5       86.3       99.7       69.3       86.7       84.0       94.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                           Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   243,830:         0          0          0    243,830    243,830    243,830    243,830:         0          0
Old  :   243,830:         0          0          0    243,830    243,830    243,830    243,830:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.0        0.0      100.0      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         0          0          0         23          9         23          9:
Old  :        29:         0          0          0         23          9         23          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       88.4       80.9       99.7       63.7       86.6       80.9       94.3
Old  :                 63.7       88.4       80.9       99.7       63.7       86.6       80.9       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV                                           Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWh                                                                      :
     :          :                                                                            :
All  : 6,677,033:   189,532          0          0  6,487,501  6,677,033  6,677,033  6,677,033:         0          0
Old  : 6,677,033:   189,532          0          0  6,487,501  6,677,033  6,677,033  6,677,033:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :   169,667:         0          0          0    169,667    169,667    169,667    169,667:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        0.0        0.0       97.2      100.0      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.8        0.0        0.0       97.2      100.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3          0          0         38         31         41         31:
Old  :        44:         3          0          0         38         31         41         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       59.0       62.0       81.3       32.0       51.0       50.6       63.9
Old  :                 39.4       59.0       62.0       81.3       32.0       51.0       50.6       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                                                    Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  : 2,182,940:    44,085      4,600          0  2,138,855  2,178,340  2,182,940  2,182,940:         0          0
Old  : 2,182,940:    44,085      4,600          0  2,138,855  2,178,340  2,182,940  2,182,940:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    45,320:         0          0          0     45,320     45,320     45,320     45,320:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.2        0.0       98.0       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.0        0.2        0.0       98.0       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:         4          1          0         37         36         41         37:
Old  :        50:         4          1          0         37         36         41         37:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       58.2       53.8       79.0       27.9       56.1       47.9       68.0
Old  :                 30.1       58.2       53.8       79.0       27.9       56.1       47.9       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV                                           Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  : 2,888,900:   570,110    342,088    104,633  2,214,158  2,442,179  2,888,900  2,888,900:         0          0
Old  : 2,888,900:   570,110    342,088    104,633  2,214,158  2,442,179  2,888,900  2,888,900:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    56,851:     1,365     19,504        -49     55,535     37,396     56,851     56,851:         0         -0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       11.8        3.6       76.6       84.5      100.0      100.0:       0.0        0.0
Old  :     100.0:      19.7       11.8        3.6       76.6       84.5      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:         6          7          6         43         42         53         51:
Old  :        61:         6          7          6         43         42         53         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       52.1       63.6       68.4       46.7       47.9       61.8       62.9
Old  :                 46.8       52.1       63.6       68.4       46.7       47.9       61.8       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV                                                 Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : MWh (Megawatt Hours)                                                       :
     :          :                                                                            :
All  : 6,378,442:   174,139    134,615    147,756  6,056,547  6,096,071  6,378,442  6,378,442:         0          0
Old  : 6,378,442:   174,139    134,615    147,756  6,056,547  6,096,071  6,378,442  6,378,442:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :   118,253:         0          0          0    118,253    118,253    118,253    118,253:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        2.1        2.3       95.0       95.6      100.0      100.0:       0.0        0.0
Old  :     100.0:       2.7        2.1        2.3       95.0       95.6      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         4          2          3         35         30         39         35:
Old  :        48:         4          2          3         35         30         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       72.6       65.0       83.9       49.4       68.4       64.2       77.7
Old  :                 49.5       72.6       65.0       83.9       49.4       68.4       64.2       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                                                    Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 16 MWh                                                                     :
     :          :                                                                            :
All  :   594,285:         0        640          0    594,285    593,645    594,285    594,285:         0          0
Old  :   594,285:         0        640          0    594,285    593,645    594,285    594,285:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :    10,425:         0          0          0     10,425     10,425     10,425     10,425:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.1        0.0      100.0       99.9      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.1        0.0      100.0       99.9      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         0          1          0         27         13         27         14:
Old  :        31:         0          1          0         27         13         27         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       78.2       64.6       96.2       42.6       75.6       61.3       84.4
Old  :                 42.6       78.2       64.6       96.2       42.6       75.6       61.3       84.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                           Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 2013                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 5 MWh                                                                      :
     :          :                                                                            :
All  : 2,123,462:         0      4,410          0  2,123,462  2,119,052  2,123,462  2,123,462:         0          0
Old  : 2,123,462:         0      4,410          0  2,123,462  2,119,052  2,123,462  2,123,462:         0          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2013                      :
     :     9,715:         0          0          0      9,715      9,715      9,715      9,715:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        0.2        0.0      100.0       99.8      100.0      100.0:       0.0        0.0
Old  :     100.0:       0.0        0.2        0.0      100.0       99.8      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         0          1          0         29         15         29         16:
Old  :        32:         0          1          0         29         15         29         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       71.7       68.8       90.7       45.6       68.5       66.7       77.5
Old  :                 47.7       71.7       68.8       90.7       45.6       68.5       66.7       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 30, 2013