```
 
 
CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       11,380
COMMITMENTS
   3,373    3,477      733    7,221    7,150   11,327   11,360       53       20

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        553)
     238      303      -62      377      297      552      538        1       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.6     30.5      6.4     63.5     62.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      11       11       10       13        9       30       24
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,974,638
COMMITMENTS
 1093543  155,409  1845323  3010373  3958433  5949239  5959165   25,399   15,473

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:    134,231)
  17,654   -9,713   59,038   58,328   84,030  135,020  133,355     -789      876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      2.6     30.9     50.4     66.3     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      54       24       65      147      139      222      208
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,913,821
COMMITMENTS
 137,860   66,310  1823637  1951460  2022754  3912958  3912701      863    1,120

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     56,705)
  17,133    5,219   23,902   15,582   27,463   56,617   56,584       89      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.7     46.6     49.9     51.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      29       20       44       64       63      111      109
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,246
COMMITMENTS
  19,963    1,075    7,252  218,369  248,498  245,584  256,825   16,662    5,421

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,498)
   1,981     -444      281     -407    2,518    1,855    2,355     -357     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.4      2.8     83.3     94.8     93.6     97.9      6.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        2        9       37       36       47       45
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,119
COMMITMENTS
   3,470      455    5,038  170,375  172,947  178,883  178,440    3,236    3,679

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,771)
    -305        0      830    3,287    2,699    3,812    3,529      -41      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.2      2.8     93.6     95.0     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        4       36       35       42       39
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,410
COMMITMENTS
  11,348      567    4,626  192,776  204,269  208,750  209,462    6,660    5,948

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,090)
    -430   -1,171      416    3,127    2,299    3,113    1,544      -23    1,546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.3      2.1     89.5     94.8     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        6       34       33       40       39
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      815,770
COMMITMENTS
     434    3,497    5,707  803,281  803,731  809,422  812,935    6,348    2,835

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:    -24,535)
    -122    1,405     -671  -24,176  -25,853  -24,969  -25,119      434      584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.4      0.7     98.5     98.5     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        5        5       59       47       65       53
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,891
COMMITMENTS
   1,832    1,717    2,546  236,316  235,770  240,694  240,033    8,197    8,858

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     10,946)
  -1,755      219     -285   12,681    8,542   10,641    8,476      305    2,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.7      1.0     94.9     94.7     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        2       25       32       29       35
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,891
COMMITMENTS
  26,744      768    4,852  192,586  218,503  224,182  224,123    6,709    6,768

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,515)
     165     -247      412     -550    1,527       27    1,692    1,488     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.3      2.1     83.4     94.6     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        2        3       35       42       38       47
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      100,364
COMMITMENTS
   3,429      998    4,599   87,458   86,940   95,486   92,537    4,878    7,827

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,541)
    -578       60     -625    2,175    1,889      972    1,324      569      217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.0      4.6     87.1     86.6     95.1     92.2      4.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        4       20       22       24       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,267
COMMITMENTS
   9,527    9,763    8,084  145,392  147,165  163,003  165,012    8,264    6,255

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,204)
     284      214      509    2,935    3,888    3,728    4,611     -524   -1,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      5.7      4.7     84.9     85.9     95.2     96.3      4.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        4       29       28       34       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,534
COMMITMENTS
   1,721   13,039      448   64,158   49,700   66,327   63,187    6,207    9,347

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      4,505)
     917    1,206      -52    3,578    2,067    4,443    3,221       62    1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     18.0      0.6     88.5     68.5     91.4     87.1      8.6     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       20       18       22       21
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      159,089
COMMITMENTS
   2,781    1,532    2,070  150,880  150,706  155,731  154,308    3,358    4,781

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      4,641)
      64     -124       57    4,855    4,310    4,976    4,243     -335      398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.0      1.3     94.8     94.7     97.9     97.0      2.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        1        1       30       31       31       33
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,569
COMMITMENTS
       0      648        0   64,798   70,790   64,798   71,438   13,771    7,131

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -203)
       0   -1,388     -186   -1,817   -1,092   -2,003   -2,666    1,800    2,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     82.5     90.1     82.5     90.9     17.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18       15       18       16
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      360,009
COMMITMENTS
  13,433    7,351    3,515  337,817  346,167  354,765  357,033    5,244    2,976

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,284)
     672    2,463     -374    2,194    1,771    2,492    3,860      792     -576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.0      1.0     93.8     96.2     98.5     99.2      1.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        4        2       38       40       41       44
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,383
COMMITMENTS
   6,663        0    2,687   76,628   78,860   85,978   81,547    2,405    6,836

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,260)
   2,734        0   -1,209      735    6,335    2,260    5,126        0   -2,866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      3.0     86.7     89.2     97.3     92.3      2.7      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       19       25       21       27
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,082
COMMITMENTS
     444    6,414    1,874   51,157   48,977   53,475   57,265   12,607    8,817

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,220)
     214    1,455     -425    3,904   -1,279    3,693     -249   -2,473    1,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      9.7      2.8     77.4     74.1     80.9     86.7     19.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       14       19       16       22
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,506
COMMITMENTS
   5,596    5,456    1,324  159,065  156,250  165,985  163,030      521    3,476

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     15,370)
    -604    4,876    1,324   14,890    9,170   15,610   15,370     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.3      0.8     95.5     93.8     99.7     97.9      0.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        1       18       22       22       25
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,095
COMMITMENTS
  17,221   13,392    1,324   96,626  100,393  115,171  115,109      924      986

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     16,728)
    -604    4,876    1,324   16,008   10,528   16,728   16,728        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8     11.5      1.1     83.2     86.5     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        3        1       26       28       32       32
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,374
COMMITMENTS
       0        0        0   45,096   44,754   45,096   44,754      278      620

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,937)
       0        0        0    3,906    3,999    3,906    3,999       31      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     99.4     98.6     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       16       26       16       26
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,903
COMMITMENTS
     787        0      237  129,966  128,307  130,990  128,544    7,913   10,359

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      4,803)
       0        0        0    3,983    5,386    3,983    5,386      820     -583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.2     93.6     92.4     94.3     92.5      5.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        1       26       24       27       25
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,000
COMMITMENTS
       0      465        0   16,333   16,915   16,333   17,380    1,667      620

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,162    1,530    1,162    1,530      368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0     90.7     94.0     90.7     96.6      9.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       12       12       12       14
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,738
COMMITMENTS
   1,114        0    2,342   66,101   64,552   69,557   66,894    3,181    5,844

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        430)
    -733   -1,343      199      274     -568     -260   -1,712      690    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      3.2     90.9     88.7     95.6     92.0      4.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       16       15       17       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,767
COMMITMENTS
       0    3,070    1,483  102,267  104,226  103,750  108,779    8,017    2,988

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     13,408)
       0      519     -361   12,942   13,486   12,581   13,644      827     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      1.3     91.5     93.3     92.8     97.3      7.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        2       26       23       28       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,588
COMMITMENTS
   1,127        0    1,032   92,361   91,332   94,520   92,364    5,068    7,224

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,939)
  -1,886        0      274    4,466    3,563    2,854    3,837    1,085      102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      1.0     92.7     91.7     94.9     92.7      5.1      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       15       18       16       19
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,494
COMMITMENTS
       0    1,213    1,203   59,200   59,799   60,403   62,215    6,091    4,279

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        921)
       0       61      -61      613      889      552      889      369       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      1.8     89.0     89.9     90.8     93.6      9.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       15       14       16       15
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,542
COMMITMENTS
     218      314    2,559  118,432  120,708  121,209  123,581    6,333    3,961

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -1,100)
     218      253      492   -2,507   -1,750   -1,797   -1,005      697      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.2      2.0     92.9     94.6     95.0     96.9      5.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       18       20       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      310,626
COMMITMENTS
  12,326   11,925    2,175  287,401  292,173  301,902  306,273    8,724    4,353

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     10,940)
  -1,585    2,330      275   13,128    7,867   11,818   10,472     -878      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.8      0.7     92.5     94.1     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        3        3       33       33       36       38
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,035
COMMITMENTS
   2,015       31      620   37,045   39,216   39,680   39,867    1,355    1,168

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      8,339)
   1,364     -620      620    6,386    8,029    8,370    8,029      -31      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.1      1.5     90.3     95.6     96.7     97.2      3.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        1       16       19       20       20
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,289
COMMITMENTS
       0      589        0   50,352   50,220   50,352   50,809    1,937    1,480

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        856)
       0        0        0      707      608      707      608      149      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     96.3     96.0     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       13       17       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      215,664
COMMITMENTS
  14,903   30,176    3,494  190,274  178,544  208,671  212,214    6,993    3,450

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,738)
     507      486     -495    1,079    1,590    1,091    1,581      647      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     14.0      1.6     88.2     82.8     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        5        2       30       32       34       39
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       78,714
COMMITMENTS
   6,793        0    3,311   61,961   71,777   72,065   75,088    6,649    3,626

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        608)
     -89        0       89      608      519      608      608        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      4.2     78.7     91.2     91.6     95.4      8.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       15       12       16       13
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,947
COMMITMENTS
       0        0        0   90,272   89,237   90,272   89,237    2,675    3,710

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0      271     -459      271     -459     -302      428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.1     96.0     97.1     96.0      2.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       21       23       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,364
COMMITMENTS
     915   16,295    1,010   87,169   74,604   89,094   91,909    6,270    3,455

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        665)
       0      393     -126      357       33      231      300      434      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     17.1      1.1     91.4     78.2     93.4     96.4      6.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       22       25       23
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      189,813
COMMITMENTS
  26,930   12,450   17,242  144,977  159,233  189,150  188,926      663      887

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      3,117)
     -97      473      -38    3,546    2,777    3,411    3,212     -294      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      6.6      9.1     76.4     83.9     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      14       10       16       54       54       74       74
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,564
COMMITMENTS
   2,602      336    1,474   47,488   49,754   51,564   51,564        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -1,098)
     -13      -27      157   -1,242   -1,228   -1,098   -1,098        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.7      2.9     92.1     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        3        3       28       29       32       34
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      527,848
COMMITMENTS
  22,608        0    1,872  503,368  525,976  527,848  527,848        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,713)
   2,328        0        0      385    2,713    2,713    2,713        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.4     95.4     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       27       29       30       31
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,740,825
COMMITMENTS
 215,465   34,080   55,245  1470115  1651500  1740825  1740825        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     20,804)
 -13,656  -14,080    3,920   30,540   30,964   20,804   20,804        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.0      3.2     84.4     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        5        8       44       43       54       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,236
COMMITMENTS
     208    6,556    5,124   58,905   52,556   64,236   64,236       -0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        573)
       0     -449      587      -14      435      573      573       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.2      8.0     91.7     81.8    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        4       30       30       35       35
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      376,805
COMMITMENTS
       0   16,931    8,714  368,091  351,160  376,805  376,805        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -3,850)
       0        0        0   -3,850   -3,850   -3,850   -3,850        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      2.3     97.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       19       19       21       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      664,427
COMMITMENTS
  45,168  195,901    9,968  609,291  458,558  664,427  664,427        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      7,941)
  -3,904    9,408     -800   12,645     -667    7,941    7,941        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     29.5      1.5     91.7     69.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       26       25       29       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,272
COMMITMENTS
   5,908   21,804    2,122   43,963   27,665   51,993   51,591      279      681

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        267)
    -453      -22      -82    1,377      371      842      267     -575        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     41.7      4.1     84.1     52.9     99.5     98.7      0.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        2       24       27       27       31
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,920,455
COMMITMENTS
   7,840  1165765        0  1912615  754,690  1920455  1920455        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     85,250)
   3,920    7,840        0   81,330   77,410   85,250   85,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     60.7      0.0     99.6     39.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       14        7       15        8
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      592,600
COMMITMENTS
       0  375,970        0  592,600  216,630  592,600  592,600        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,100)
       0    1,100        0    1,100        0    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     63.4      0.0    100.0     36.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       11       16       12
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,019,680
COMMITMENTS
       0        0        0  1019680  1019680  1019680  1019680        0        0

CHANGES FROM 07/16/13 (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       14        9       14        9
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      296,680
COMMITMENTS
  15,584    4,384    3,112  277,984  289,184  296,680  296,680        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -792)
    -392        0        0     -400     -792     -792     -792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.5      1.0     93.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       19       28       23
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,769
COMMITMENTS
   1,351      748      597    9,395   10,294   11,343   11,639      426      130

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        382)
      84      -42      108      170      230      362      296       20       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      6.4      5.1     79.8     87.5     96.4     98.9      3.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        2       24       20       27       24
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:      968,101
COMMITMENTS
       0   77,740   23,700  944,401  866,661  968,101  968,101        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      2.4     97.6     89.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       11       12       12       13
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      374,575
COMMITMENTS
       0        0        0  374,575  374,575  374,575  374,575        0        0

CHANGES FROM 07/16/13 (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:       25)
       0        0        0       17       13       17       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      212,530
COMMITMENTS
       0    1,150    1,600  210,930  209,780  212,530  212,530        0        0

CHANGES FROM 07/16/13 (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      0.5      0.8     99.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       21       20       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,195
COMMITMENTS
     914    1,322      206   24,472   23,070   25,592   24,598      602    1,597

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         18)
      41        0      -41       19       59       19       18       -1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.0      0.8     93.4     88.1     97.7     93.9      2.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        3       22       22       25       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,834,504
COMMITMENTS
  50,083  127,047  152,927  1631494  1554530  1834504  1834504        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     27,952)
       0        0        0   27,952   27,952   27,952   27,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.9      8.3     88.9     84.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       25       30       28
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      641,665
COMMITMENTS
       0   96,680   18,215  623,450  526,770  641,665  641,665        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     10,060)
       0    1,100        0   10,060    8,960   10,060   10,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.1      2.8     97.2     82.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        1       32       25       33       28
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,102,414
COMMITMENTS
       0        0        0  1102414  1102414  1102414  1102414        0        0

CHANGES FROM 07/16/13 (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      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       12       18       12
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      367,045
COMMITMENTS
   6,400        0        0  360,645  367,045  367,045  367,045        0        0

CHANGES FROM 07/16/13 (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
     1.7      0.0      0.0     98.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       15       23       15
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      619,325
COMMITMENTS
 106,897   24,105   26,161  486,267  569,059  619,325  619,325        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      9,736)
   4,680        0        0    5,056    9,736    9,736    9,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      3.9      4.2     78.5     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       30       28       34       31
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,738
COMMITMENTS
   5,461    5,004    1,256   36,720   37,352   43,437   43,612      301      126

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        288)
       0      -34      -81      369      403      288      288       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     11.4      2.9     84.0     85.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        4       31       33       35       37
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,657
COMMITMENTS
   2,925      100      151   19,581   22,406   22,657   22,657        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        585)
     -17        0      125      477      460      585      585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      0.4      0.7     86.4     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       20       17       23       21
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      175,650
COMMITMENTS
  15,270      336    1,952  158,428  173,362  175,650  175,650        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -3,898)
  -1,954      336        0   -1,944   -4,234   -3,898   -3,898        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      0.2      1.1     90.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       11       17       13
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      569,360
COMMITMENTS
  13,834   12,193   38,460  517,066  518,707  569,360  569,360        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      6,206)
       0      392        0    6,206    5,814    6,206    6,206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.1      6.8     90.8     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       25       21       28       23
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,661
COMMITMENTS
   3,507        0      318   26,453   29,918   30,278   30,236      383      425

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -533)
     260        0     -728      -65      -60     -533     -788        0      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      1.0     86.3     97.6     98.8     98.6      1.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       26       27       27
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       90,188
COMMITMENTS
       0    5,465        0   90,188   84,723   90,188   90,188        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -384)
       0        0        0     -384     -384     -384     -384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       23,248
COMMITMENTS
   2,941      380       44   19,813   22,567   22,798   22,991      450      257

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:       -256)
      -3     -128       44     -318     -134     -277     -218       21      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      1.6      0.2     85.2     97.1     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       22       20       26       22
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      343,843
COMMITMENTS
  51,685        0    1,560  290,598  342,283  343,843  343,843        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,528)
       0        0        0    1,528    1,528    1,528    1,528        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      0.5     84.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       21       21       24       22
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,019
COMMITMENTS
   1,324        0       82   16,273   17,764   17,679   17,846      340      173

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:         92)
       0        0        0      133       72      133       72      -41       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.5     90.3     98.6     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       23       25       26       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      236,366
COMMITMENTS
   5,905    4,680        0  230,461  231,686  236,366  236,366        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      1,184)
       0        0        0    1,184    1,184    1,184    1,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.0      0.0     97.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       19       16       20       17
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,093
COMMITMENTS
       0      643    2,922   28,171   27,528   31,093   31,093        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        141)
       0      -84       54       87      171      141      141        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      9.4     90.6     88.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       22       24       23       25
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      220,918
COMMITMENTS
   2,233        0      328  218,357  220,590  220,918  220,918        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -1,248)
       0        0        0   -1,248   -1,248   -1,248   -1,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.1     98.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       19       18       20
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      780,180
COMMITMENTS
       0   85,920        0  780,180  694,260  780,180  780,180        0        0

CHANGES FROM 07/16/13 (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     11.0      0.0    100.0     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       11       15       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      250,365
COMMITMENTS
       0   11,775        0  250,365  238,590  250,365  250,365        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     12,800)
       0        0        0   12,800   12,800   12,800   12,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0    100.0     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       13       22       14
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,367
COMMITMENTS
     448        9      311    1,589    2,047    2,348    2,367       19        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:        -46)
      -8       -2       -9      -24      -30      -41      -41       -4       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.9      0.4     13.1     67.1     86.5     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       18       20       21
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      136,840
COMMITMENTS
       0        0        0  136,840  136,840  136,840  136,840        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,000)
       0        0        0    2,000    2,000    2,000    2,000        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       13       15       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      241,615
COMMITMENTS
       0        0        0  241,615  241,615  241,615  241,615        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     -4,200)
       0        0        0   -4,200   -4,200   -4,200   -4,200        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:       25)
       0        0        0       18       14       18       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      824,827
COMMITMENTS
       0        0        0  824,827  824,827  824,827  824,827        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:    -31,320)
       0        0        0  -31,320  -31,320  -31,320  -31,320        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 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      153,105
COMMITMENTS
     440        0        0  152,665  153,105  153,105  153,105        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       14       18       14
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      191,725
COMMITMENTS
   4,680        0        0  187,045  191,725  191,725  191,725        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     97.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       14       24       14
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      563,660
COMMITMENTS
       0        0        0  563,660  563,660  563,660  563,660        0        0

CHANGES FROM 07/16/13 (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       16       10       16       10
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      901,779
COMMITMENTS
       0        0        0  901,779  901,779  901,779  901,779        0        0

CHANGES FROM 07/16/13 (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 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      269,750
COMMITMENTS
       0        0        0  269,750  269,750  269,750  269,750        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:      2,000)
       0        0        0    2,000    2,000    2,000    2,000        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:       31)
       0        0        0       25       10       25       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,391,903
COMMITMENTS
 288,316        0        0  6103587  6391903  6391903  6391903        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     26,041)
       0        0        0   26,041   26,041   26,041   26,041        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.0     95.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        0        0       36       33       41       33
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,266,240
COMMITMENTS
  67,530    8,800        0  2198710  2257440  2266240  2266240        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     68,200)
   2,420    2,200        0   65,780   66,000   68,200   68,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.4      0.0     97.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        0       40       36       44       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,615,696
COMMITMENTS
 553,751  552,903  133,273  1926988  1929520  2614013  2615696    1,683        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     69,036)
  -6,645   -6,568   14,838   60,555   60,766   68,748   69,036      288        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.2     21.1      5.1     73.7     73.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        9        7       45       43       54       55
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,336,159
COMMITMENTS
 129,414  381,715  147,532  5059213  4806912  5336159  5336159        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:    164,900)
  -9,360  -23,400        0  174,260  188,300  164,900  164,900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      7.2      2.8     94.8     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       36       31       41       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      660,920
COMMITMENTS
       0      180      660  660,260  660,080  660,920  660,920        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     14,610)
       0        0        0   14,610   14,610   14,610   14,610        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       30       14       31       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,121,294
COMMITMENTS
       0   14,618        0  2121294  2106676  2121294  2121294        0        0

CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST:     83,386)
       0        0        0   83,386   83,386   83,386   83,386        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0    100.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       27       14       27       15
```

----

Updated July 26, 2013