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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       10,194
COMMITMENTS
   3,114    2,728      923    6,083    6,502   10,121   10,154       73       40

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        183)
      75      -27      -38      132      212      169      148       14       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.6     26.8      9.1     59.7     63.8     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12        9       13       10       30       24
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,974,033
COMMITMENTS
 1285977  197,020  1674395  2990516  4085775  5950888  5957190   23,145   16,843

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     -8,286)
 -19,058   43,409  -55,520   67,430    5,201   -7,148   -6,910   -1,138   -1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.5      3.3     28.0     50.1     68.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      46       31       61      150      136      220      204
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,690,332
COMMITMENTS
 119,257   74,283  1686505  1883098  1928211  3688860  3688999    1,472    1,333

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:   -448,408)
   1,971  -17,115 -262,456 -187,626 -168,715 -448,111 -448,286     -297     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      2.0     45.7     51.0     52.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      26       14       37       60       58       99       96
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      276,174
COMMITMENTS
  11,252    1,889    6,630  246,976  264,694  264,858  273,213   11,316    2,961

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     -1,489)
   3,082      176   -2,065   -1,816      700     -799   -1,189     -690     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.7      2.4     89.4     95.8     95.9     98.9      4.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       7        4       10       43       38       54       48
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,355
COMMITMENTS
   6,399        0    3,926  172,079  178,961  182,404  182,887    3,951    3,468

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,393)
     694        0     -726    3,280    4,117    3,248    3,391      145        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      2.1     92.3     96.0     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        4       37       36       42       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,426
COMMITMENTS
  14,093      943    4,821  189,010  204,503  207,924  210,267    7,502    5,159

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,412)
   2,537     -568      -33   -1,245      983    1,259      382      153    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.4      2.2     87.7     94.9     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        4       30       28       36       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      866,705
COMMITMENTS
   2,146    3,154    6,280  842,871  854,492  851,297  863,926   15,408    2,779

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      9,000)
    -640      636     -774    7,953    8,233    6,539    8,095    2,461      905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.4      0.7     97.3     98.6     98.2     99.7      1.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        2        5       55       41       60       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      249,409
COMMITMENTS
   5,208    2,845    1,935  233,915  236,681  241,058  241,461    8,351    7,948

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,056)
     693       48     -252    2,511    5,176    2,952    4,972      104   -1,916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.1      0.8     93.8     94.9     96.7     96.8      3.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        3       22       32       27       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,400
COMMITMENTS
  13,022    1,281    5,438  223,756  234,879  242,216  241,598    5,184    5,802

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      5,671)
    -665     -817      443    5,982    6,000    5,760    5,626      -89       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.5      2.2     90.4     94.9     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        2        4       38       41       42       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      106,125
COMMITMENTS
   4,979        2    5,499   90,321   92,469  100,799   97,970    5,326    8,155

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,746)
  -1,011        2      102    1,761    1,361      852    1,465      894      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      5.2     85.1     87.1     95.0     92.3      5.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        1        3       21       23       24       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      183,165
COMMITMENTS
   7,346   10,959    8,010  159,791  155,728  175,147  174,697    8,018    8,468

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        592)
   1,190      363        3   -1,301     -254     -108      112      700      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      6.0      4.4     87.2     85.0     95.6     95.4      4.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       31       26       36       30
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,948
COMMITMENTS
     502    7,992      807   59,819   53,277   61,128   62,076    6,820    5,872

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        562)
     502     -205      259      227      520      988      574     -426      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     11.8      1.2     88.0     78.4     90.0     91.4     10.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       18       21       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      164,689
COMMITMENTS
   3,708    2,214    2,222  151,036  154,854  156,966  159,290    7,723    5,399

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      7,420)
  -1,558        0      187    8,941    7,569    7,570    7,756     -150     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.3      1.3     91.7     94.0     95.3     96.7      4.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       26       27       27       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,517
COMMITMENTS
       0    3,160        0   73,941   80,582   73,941   83,742   14,576    4,775

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      4,966)
       0    3,160        0    4,904    2,536    4,904    5,696       62     -730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     83.5     91.0     83.5     94.6     16.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       14       21       14       22
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      373,351
COMMITMENTS
  15,215    2,805    3,241  351,719  363,584  370,175  369,630    3,176    3,721

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     10,596)
  -2,925      345    1,215   13,891    7,486   12,181    9,046   -1,585    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.8      0.9     94.2     97.4     99.1     99.0      0.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        1        2       37       41       40       44
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,467
COMMITMENTS
   3,899        0    3,833   77,661   76,726   85,393   80,559    2,074    6,908

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     -1,928)
   1,756        0   -1,857   -1,342    1,031   -1,443     -826     -485   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      4.4     88.8     87.7     97.6     92.1      2.4      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        2       23       24       25       26
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,548
COMMITMENTS
       0   10,220      666   55,926   45,601   56,592   56,487    9,956   10,061

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,850)
       0    4,160     -324    5,068   -1,052    4,744    2,784   -1,894       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.4      1.0     84.0     68.5     85.0     84.9     15.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       12       16       15       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      191,569
COMMITMENTS
   9,579    8,051      279  181,279  178,663  191,137  186,993      432    4,576

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     24,708)
     155     -124      279   24,452   24,119   24,886   24,274     -178      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      4.2      0.1     94.6     93.3     99.8     97.6      0.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        1       26       29       30       32
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,342
COMMITMENTS
  20,139    9,731    7,719  109,392  119,988  137,250  137,438    1,092      904

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     25,730)
     155     -124      279   25,442   25,631   25,876   25,786     -146      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      7.0      5.6     79.1     86.7     99.2     99.3      0.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        5        2       29       34       36       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,611
COMMITMENTS
     960        0        0   54,194   54,569   55,154   54,569      457    1,042

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      9,672)
       0        0        0    9,486    9,359    9,486    9,359      186      313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     97.5     98.1     99.2     98.1      0.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       18       25       19       25
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,026
COMMITMENTS
   1,177        0      446  114,273  111,133  115,896  111,579    7,130   11,447

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      4,781)
     149        0     -185    5,459    4,877    5,423    4,692     -642       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.4     92.9     90.3     94.2     90.7      5.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       25       25       26       26
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,753
COMMITMENTS
     384        0      186   17,017   17,621   17,587   17,807    1,166      946

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      1.0     90.7     94.0     93.8     95.0      6.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       12       14       13
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,291
COMMITMENTS
   1,199        0    2,987   69,367   69,214   73,553   72,201    2,738    4,090

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:       -244)
     474        0     -279     -439        4     -244     -275        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      3.9     90.9     90.7     96.4     94.6      3.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       15       15       17       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,060
COMMITMENTS
   1,087    1,235    1,343   82,569   87,307   84,999   89,885    7,061    2,175

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,216)
     615     -372     -189    1,635    2,440    2,061    1,879      155      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.3      1.5     89.7     94.8     92.3     97.6      7.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       24       24       26       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,512
COMMITMENTS
   2,505        0      327   79,752   80,023   82,584   80,350    6,928    9,162

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,800)
     124        0        0    1,111      630    1,235      630      565    1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.4     89.1     89.4     92.3     89.8      7.7     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       16       16       17
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,188
COMMITMENTS
     433    1,678      738   60,147   59,305   61,318   61,721    5,870    5,467

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      2.5      1.1     89.5     88.3     91.3     91.9      8.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       16       11       18       12
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,389
COMMITMENTS
       0    1,447       31   18,284   17,699   18,315   19,177    1,074      212

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.2     94.3     91.3     94.5     98.9      5.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       10       13       11       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,536
COMMITMENTS
     800    1,246    1,719  125,123  124,729  127,642  127,694    2,894    2,842

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,081)
       0      241     -671    4,677    1,419    4,006      989   -2,925       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.0      1.3     95.9     95.6     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       19       18       21       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      284,149
COMMITMENTS
   8,599   11,588    5,616  262,302  260,727  276,517  277,931    7,632    6,218

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      9,513)
  -4,303     -302    2,897   10,826    6,035    9,420    8,630       93      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      4.1      2.0     92.3     91.8     97.3     97.8      2.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        4        3       33       31       37       36
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,098
COMMITMENTS
     600        0        0   17,039   17,856   17,639   17,856      459      242

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,883)
       0        0        0    2,604    2,821    2,604    2,821      279       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     94.1     98.7     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       15       12       16       12
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       11,834
COMMITMENTS
     713        0        0   10,439   11,282   11,152   11,282      682      552

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        992)
       0        0        0      465      620      465      620      527      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      0.0     88.2     95.3     94.2     95.3      5.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        8       11       10       11
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,538
COMMITMENTS
   4,339        0        0   34,611   38,859   38,950   38,859    1,588    1,679

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,162)
     619        0        0    2,080    2,641    2,699    2,641      463      521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.0     85.4     95.9     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        0       17       19       21       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,723
COMMITMENTS
       0      372        0   56,131   55,581   56,131   55,953    1,592    1,770

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,635)
       0      372        0    2,693    2,077    2,693    2,449      -58      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     97.2     96.3     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       18       15       18       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      217,691
COMMITMENTS
  14,048   29,582    4,182  193,616  180,033  211,846  213,797    5,845    3,894

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      9,515)
    -359    2,482      654    9,522    6,813    9,817    9,949     -302     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5     13.6      1.9     88.9     82.7     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        1       30       27       33       33
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       82,165
COMMITMENTS
   2,449        0    3,039   68,367   76,964   73,855   80,003    8,310    2,162

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,704)
   1,126        0     -207      793    2,251    1,712    2,044       -8     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      3.7     83.2     93.7     89.9     97.4     10.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       13       12       14       13
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       90,590
COMMITMENTS
       0        0        0   83,425   88,066   83,425   88,066    7,165    2,524

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,545)
       0        0        0    1,355    2,822    1,355    2,822    2,190      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.1     97.2     92.1     97.2      7.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       23       23       23
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       97,387
COMMITMENTS
   1,535   17,307      733   86,565   74,871   88,833   92,911    8,554    4,476

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,902)
       0    2,868     -537    2,617      825    2,080    3,156     -178   -1,254

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     17.8      0.8     88.9     76.9     91.2     95.4      8.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       22       23       24       24
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       23,043
COMMITMENTS
       0    1,380        0   22,799   20,325   22,799   21,705      244    1,338

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,530)
       0        0        0    3,620    3,304    3,620    3,304      -90      226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.0      0.0     98.9     88.2     98.9     94.2      1.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       13       18       13       20
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      194,083
COMMITMENTS
  28,383   10,066   18,603  146,571  164,525  193,556  193,194      526      889

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        482)
  -1,535    2,948   -1,859    4,047     -967      653      122     -172      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      5.2      9.6     75.5     84.8     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      15       10       18       53       53       75       74
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,973
COMMITMENTS
   2,019      417    1,414   50,540   52,142   53,973   53,973        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:       -102)
     467       79      -25     -544     -156     -102     -102        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.8      2.6     93.6     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        3       28       29       32       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      556,642
COMMITMENTS
  24,367        0    1,592  530,683  555,050  556,642  556,642        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,896)
     633        0     -296    1,559    2,192    1,896    1,896        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      0.3     95.3     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        0        2       27       30       32       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,700,123
COMMITMENTS
 252,844   57,628   40,174  1407105  1602321  1700123  1700123        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     36,249)
  23,596   19,489  -14,873   27,878   31,633   36,601   36,249     -352        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      3.4      2.4     82.8     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        6        7       43       43       53       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,059
COMMITMENTS
     105    6,985    3,989   63,965   57,085   68,059   68,059        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:       -411)
      52      316      167     -630     -894     -411     -411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     10.3      5.9     94.0     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        5        4       32       27       37       32
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      400,697
COMMITMENTS
       0   15,356    9,026  391,671  376,315  400,697  400,697        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      6,457)
       0    3,257        0    6,457    3,200    6,457    6,457        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      2.3     97.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       19       20       21       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      614,559
COMMITMENTS
  54,739  167,418    9,189  550,631  437,952  614,559  614,559        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     -2,329)
   5,080   -2,777     -400   -7,009      848   -2,329   -2,329        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.9     27.2      1.5     89.6     71.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       25       25       28       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,460
COMMITMENTS
   6,526   19,472    2,816   39,862   26,621   49,204   48,909      256      551

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        639)
     121      185      -60      578      558      639      683        0      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.2     39.4      5.7     80.6     53.8     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       24       27       28       31
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,926,995
COMMITMENTS
   4,000  1228485        0  1922995  698,510  1926995  1926995        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:    188,950)
       0   35,280        0  188,950  153,670  188,950  188,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     63.8      0.0     99.8     36.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       10       14       11
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      632,600
COMMITMENTS
       0  407,100        0  632,600  225,500  632,600  632,600        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     32,600)
       0    3,300        0   32,600   29,300   32,600   32,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     64.4      0.0    100.0     35.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       11       15       12
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,141,760
COMMITMENTS
   4,000        0        0  1137760  1141760  1141760  1141760        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     54,880)
       0        0        0   54,880   54,880   54,880   54,880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       14       11       15       11
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      303,768
COMMITMENTS
  17,936    3,984    3,136  282,696  296,648  303,768  303,768        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     17,144)
  -1,184        0        0   18,328   17,144   17,144   17,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.3      1.0     93.1     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       20       28       24
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,493
COMMITMENTS
   1,181      536      595    9,250   10,173   11,026   11,304      467      189

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        525)
     -22      238       22      778      541      778      801     -253     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      4.7      5.2     80.5     88.5     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       21       21       24       25
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,024,025
COMMITMENTS
       0   73,740   31,700  992,325  918,585  1024025  1024025        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      3.1     96.9     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       12       13       13
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      430,625
COMMITMENTS
   3,200        0        0  427,425  430,625  430,625  430,625        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     99.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       19       12       21       12
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      226,180
COMMITMENTS
       0      550    1,600  224,580  224,030  226,180  226,180        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.7     99.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       22       20       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       27,697
COMMITMENTS
     914    1,378      273   24,742   24,365   25,929   26,016    1,768    1,681

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:         73)
     -20       88       -0       98      -14       78       73       -4        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.0      1.0     89.3     88.0     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       23       23       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,699,499
COMMITMENTS
  46,763  133,047  164,127  1488609  1402325  1699499  1699499        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     49,380)
  -9,360    5,954    9,360   49,380   34,066   49,380   49,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      7.8      9.7     87.6     82.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       29       27       31       30
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      606,630
COMMITMENTS
       0   94,945   22,465  584,165  489,220  606,630  606,630        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     32,030)
       0   10,155        0   32,030   21,875   32,030   32,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.7      3.7     96.3     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        1       31       27       32       30
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,204,814
COMMITMENTS
       0        0        0  1204814  1204814  1204814  1204814        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     15,680)
       0        0        0   15,680   15,680   15,680   15,680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      398,145
COMMITMENTS
   7,400        0        0  390,745  398,145  398,145  398,145        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     23,225)
       0        0        0   23,225   23,225   23,225   23,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       15       24       15
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      627,829
COMMITMENTS
 101,138   23,433   26,953  499,738  577,443  627,829  627,829        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        481)
     800    2,889   -1,192      873   -1,216      481      481        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      3.7      4.3     79.6     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       30       30       34       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       44,422
COMMITMENTS
   5,463    4,755    1,433   37,205   38,110   44,101   44,298      321      124

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        794)
     -41      233      -42      855      603      772      794       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3     10.7      3.2     83.8     85.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        4       33       34       37       38
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,968
COMMITMENTS
   3,042        0       77   21,849   24,891   24,968   24,968        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        414)
     187        0      -50      277      464      414      414        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      0.0      0.3     87.5     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        2       26       16       30       18
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      190,989
COMMITMENTS
  18,454        0    1,952  170,583  189,037  190,989  190,989        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        952)
     280        0        0      672      952      952      952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      1.0     89.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       17       11       20       12
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      571,025
COMMITMENTS
  11,834    3,626   41,660  517,531  525,739  571,025  571,025        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        784)
       0      392        0      784      392      784      784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.6      7.3     90.6     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       25       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       32,978
COMMITMENTS
   3,067        0    1,360   28,192   31,215   32,619   32,575      359      403

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:       -418)
     -20     -510        0     -398     -163     -418     -673        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      0.0      4.1     85.5     94.7     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       26       29       28       30
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       97,388
COMMITMENTS
       0    5,865        0   97,388   91,523   97,388   97,388        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0     -784        0        0      784        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.0      0.0    100.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       25,077
COMMITMENTS
   3,578      648      126   20,610   23,899   24,314   24,673      763      404

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        937)
       0        0        0      958      892      958      892      -21       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      2.6      0.5     82.2     95.3     97.0     98.4      3.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       22       21       26       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      345,295
COMMITMENTS
  55,285        0    1,560  288,450  343,735  345,295  345,295        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      7,072)
     392        0        0    6,680    7,072    7,072    7,072        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.0      0.5     83.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       21       22       24       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,160
COMMITMENTS
   1,086        4       80   17,377   18,886   18,543   18,970      617      190

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        -18)
       0        0        0      -38      -60      -38      -60       20       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.4     90.7     98.6     96.8     99.0      3.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       25       27       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      252,022
COMMITMENTS
   6,705    4,680        0  245,317  247,342  252,022  252,022        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      1,968)
    -784        0        0    2,752    1,968    1,968    1,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.9      0.0     97.3     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       18       22       19
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       32,177
COMMITMENTS
      26      410    3,051   29,100   28,716   32,177   32,177        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        670)
    -284      410      -51    1,005      311      670      670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      1.3      9.5     90.4     89.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       24       25       25
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      224,982
COMMITMENTS
   1,626        0      328  223,028  224,654  224,982  224,982        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        672)
    -328        0      328      672      344      672      672        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.1     99.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       19       19       20
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      832,180
COMMITMENTS
       0   97,920        0  832,180  734,260  832,180  832,180        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     13,555)
       0        0        0   13,555   13,555   13,555   13,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.8      0.0    100.0     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       11       17       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      249,970
COMMITMENTS
       0   16,300        0  249,970  233,670  249,970  249,970        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,650)
       0        0        0    2,650    2,650    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      0.0    100.0     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       15       21       16
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,397
COMMITMENTS
     476        8      291    1,603    2,093    2,370    2,392       27        5

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:         52)
      39        1       -7       15       57       48       52        5        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      0.3     12.2     66.9     87.3     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      138,365
COMMITMENTS
       0        0        0  138,365  138,365  138,365  138,365        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      238,025
COMMITMENTS
       0        0        0  238,025  238,025  238,025  238,025        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       11       17       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      838,835
COMMITMENTS
       0        0        0  838,835  838,835  838,835  838,835        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15        9       15        9
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      155,035
COMMITMENTS
     440        0        0  154,595  155,035  155,035  155,035        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      6,400)
       0        0        0    6,400    6,400    6,400    6,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       16       18       16
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      217,105
COMMITMENTS
   5,080    1,000        0  212,025  216,105  217,105  217,105        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:      2,200)
       0        0        0    2,200    2,200    2,200    2,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.5      0.0     97.7     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       23       15       24       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      619,244
COMMITMENTS
       0        0        0  619,244  619,244  619,244  619,244        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       11       17       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      992,179
COMMITMENTS
       0        0        0  992,179  992,179  992,179  992,179        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        7       15        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      296,350
COMMITMENTS
       0        0        0  296,350  296,350  296,350  296,350        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      550      550      550      550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       11       25       11
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,722,982
COMMITMENTS
 308,436    4,000        0  6414546  6718982  6722982  6722982        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     69,416)
   3,136        0        0   66,280   69,416   69,416   69,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.1      0.0     95.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        0       35       36       39       37
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,274,450
COMMITMENTS
  76,735    4,200        0  2197715  2270250  2274450  2274450        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     30,010)
     330        0        0   29,680   30,010   30,010   30,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.2      0.0     96.6     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        0       40       36       44       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,476,726
COMMITMENTS
 501,556  555,096   96,230  1877165  1825400  2474950  2476726    1,775        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:    119,627)
 116,276   92,284  -51,259   53,793   78,602  118,810  119,627      817        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     22.4      3.9     75.8     73.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5       10        7       45       38       55       50
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    4,930,766
COMMITMENTS
 104,199  345,636  164,644  4661923  4420486  4930766  4930766        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:    143,345)
  -3,136   46,800    3,136  143,345   93,409  143,345  143,345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.0      3.3     94.5     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        5       36       31       41       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      633,070
COMMITMENTS
       0    1,380      660  632,410  631,030  633,070  633,070        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     17,655)
       0   -1,100      660   16,995   18,095   17,655   17,655        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.1     99.9     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       27       15       28       16
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,998,826
COMMITMENTS
       0   17,378        0  1998826  1981448  1998826  1998826        0        0

CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST:     27,286)
       0        0        0   27,286   27,286   27,286   27,286        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       23       14       23       15
```

----

Updated June 28, 2013