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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       10,404
COMMITMENTS
   3,005    3,181      805    6,535    6,393   10,345   10,379       59       25

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        210)
    -109      453     -118      452     -109      224      225      -14      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     30.6      7.7     62.8     61.5     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12       11       13        9       30       24
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,698,154
COMMITMENTS
 1140854  146,281  1669464  2865355  3865900  5675673  5681645   22,481   16,509

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:   -275,879)
-145,123  -50,739   -4,931 -125,161 -219,875 -275,215 -275,545     -664     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.0      2.6     29.3     50.3     67.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      50       21       59      146      135      213      198
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,824,995
COMMITMENTS
 120,563   65,329  1771945  1930912  1985970  3823420  3823243    1,575    1,752

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    134,664)
   1,306   -8,954   85,440   47,814   57,758  134,561  134,244      103      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.7     46.3     50.5     51.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       13       37       60       58      100       96
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,015
COMMITMENTS
  14,182    2,749    6,933  247,855  267,434  268,970  277,116   11,045    2,899

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,841)
   2,930      860      303      879    2,740    4,112    3,903     -271      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.0      2.5     88.5     95.5     96.1     99.0      3.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        4        9       43       37       54       46
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,552
COMMITMENTS
   6,452        0    3,185  175,051  180,281  184,688  183,466    3,864    5,086

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,197)
      53        0     -741    2,972    1,320    2,284      579      -87    1,618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.0      1.7     92.8     95.6     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        0        4       36       35       42       39
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,037
COMMITMENTS
  13,120    1,699    5,501  201,791  215,251  220,412  222,451    7,625    5,586

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     12,611)
    -973      756      680   12,781   10,748   12,488   12,184      123      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      0.7      2.4     88.5     94.4     96.7     97.6      3.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        5       30       30       37       35
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      873,409
COMMITMENTS
     443    1,394    7,717  853,620  859,972  861,780  869,083   11,629    4,326

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      6,704)
  -1,703   -1,760    1,437   10,749    5,480   10,483    5,157   -3,779    1,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.2      0.9     97.7     98.5     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        3        6       57       42       64       48
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      253,513
COMMITMENTS
   5,162    2,472    2,033  237,244  241,274  244,439  245,779    9,074    7,734

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      4,104)
     -46     -373       98    3,329    4,593    3,381    4,318      723     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.0      0.8     93.6     95.2     96.4     96.9      3.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        3       23       33       29       37
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,952
COMMITMENTS
  11,005    2,276    5,698  229,878  237,570  246,581  245,544    5,371    6,408

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      4,552)
  -2,017      995      260    6,122    2,691    4,365    3,946      187      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.9      2.3     91.2     94.3     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        4        4       38       42       42       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,034
COMMITMENTS
   5,192      284    6,029   91,836   94,165  103,057  100,478    4,977    7,556

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,909)
     213      282      530    1,515    1,696    2,258    2,508     -349     -599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.3      5.6     85.0     87.2     95.4     93.0      4.6      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        4       22       24       26       28
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,794
COMMITMENTS
   8,134   10,143    7,918  156,563  155,587  172,615  173,648   10,179    9,146

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -371)
     788     -816      -92   -3,228     -141   -2,532   -1,049    2,161      678

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.5      4.3     85.6     85.1     94.4     95.0      5.6      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       31       25       36       29
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,568
COMMITMENTS
     502    8,263      581   63,363   51,673   64,446   60,517    7,122   11,051

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,620)
       0      271     -226    3,544   -1,604    3,318   -1,559      302    5,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     11.5      0.8     88.5     72.2     90.0     84.6     10.0     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       19       17       21       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      161,968
COMMITMENTS
   5,250    2,214    2,035  148,143  152,410  155,428  156,659    6,540    5,309

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -2,721)
   1,542        0     -187   -2,893   -2,444   -1,538   -2,631   -1,183      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      1.4      1.3     91.5     94.1     96.0     96.7      4.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       27       29       28       31
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,544
COMMITMENTS
       0    3,229        0   73,666   80,517   73,666   83,746   14,878    4,798

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:         27)
       0       69        0     -275      -65     -275        4      302       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      0.0     83.2     90.9     83.2     94.6     16.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        0       14       18       14       20
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      384,315
COMMITMENTS
  13,778    2,371    5,206  359,003  373,662  377,987  381,239    6,328    3,076

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     10,964)
  -1,437     -434    1,965    7,284   10,078    7,812   11,609    3,152     -645

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.6      1.4     93.4     97.2     98.4     99.2      1.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        3        3       39       40       43       44
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,962
COMMITMENTS
   3,907        0    3,864   78,588   76,583   86,359   80,447    2,603    8,515

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,495)
       8        0       31      927     -143      966     -112      529    1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      4.3     88.3     86.1     97.1     90.4      2.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       22       24       24       26
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,124
COMMITMENTS
       0    8,916    1,244   57,670   49,028   58,914   59,188    9,210    8,936

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,576)
       0   -1,304      578    1,744    3,427    2,322    2,701     -746   -1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.1      1.8     84.7     72.0     86.5     86.9     13.5     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        3       14       16       17       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      200,249
COMMITMENTS
  16,585    8,516        0  178,272  186,599  194,857  195,115    5,392    5,134

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      8,680)
   7,006      465     -279   -3,007    7,936    3,720    8,122    4,960      558

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      4.3      0.0     89.0     93.2     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        3        0       26       31       31       34
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      149,905
COMMITMENTS
  27,145   10,196    7,440  101,292  129,995  135,877  147,631   14,028    2,274

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     11,563)
   7,006      465     -279   -8,100   10,007   -1,373   10,193   12,936    1,370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      6.8      5.0     67.6     86.7     90.6     98.5      9.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        5        1       32       35       38       41
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,239
COMMITMENTS
     960        0        0   52,886   54,143   53,846   54,143    1,393    1,096

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -372)
       0        0        0   -1,308     -426   -1,308     -426      936       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      0.0     95.7     98.0     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       19       26       20       26
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,530
COMMITMENTS
     282        0      675  122,609  118,184  123,566  118,859    6,964   11,671

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      7,504)
    -895        0      229    8,336    7,051    7,670    7,280     -166      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.5     93.9     90.5     94.7     91.1      5.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        1       27       26       28       27
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       19,032
COMMITMENTS
     353      248      217   16,893   16,477   17,463   16,942    1,569    2,090

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        279)
     -31      248       31     -124   -1,144     -124     -865      403    1,144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.3      1.1     88.8     86.6     91.8     89.0      8.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       13       12       14       14
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,287
COMMITMENTS
   1,914    1,115    2,380   70,007   69,423   74,301   72,918    2,986    4,369

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        996)
     715    1,115     -607      640      209      748      717      248      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      1.4      3.1     90.6     89.8     96.1     94.3      3.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       15       15       17       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,347
COMMITMENTS
       0    1,029    1,856   82,806   85,337   84,662   88,222    6,685    3,125

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -713)
  -1,087     -206      513      237   -1,970     -337   -1,663     -376      950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      2.0     90.6     93.4     92.7     96.6      7.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        2       26       22       28       24
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,454
COMMITMENTS
   2,199        0      327   83,688   83,664   86,214   83,991    6,240    8,463

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,942)
    -306        0        0    3,936    3,641    3,630    3,641     -688     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.4     90.5     90.5     93.3     90.8      6.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       17       17       18
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,206
COMMITMENTS
     495    1,400    1,016   60,732   60,408   62,243   62,824    5,963    5,382

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,018)
      62     -278      278      585    1,103      925    1,103       93      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.1      1.5     89.0     88.6     91.3     92.1      8.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       13       18       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,389
COMMITMENTS
       0    1,447       31   16,814   17,699   16,845   19,177    2,544      212

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0   -1,470        0   -1,470        0    1,470        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.5      0.2     86.7     91.3     86.9     98.9     13.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        3        1       10       13       11       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,170
COMMITMENTS
     800      167    1,995  125,316  125,501  128,111  127,663    3,059    3,507

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        634)
       0   -1,079      276      193      772      469      -31      165      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.1      1.5     95.5     95.7     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       19       18       21       19
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      296,599
COMMITMENTS
  10,959   12,894    5,682  270,737  274,276  287,378  292,852    9,221    3,747

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     12,450)
   2,360    1,306       66    8,435   13,549   10,861   14,921    1,589   -2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      4.3      1.9     91.3     92.5     96.9     98.7      3.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        3        3       34       33       38       38
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,067
COMMITMENTS
     600        0        0   15,687   16,793   16,287   16,793    1,780    1,274

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        -31)
       0        0        0   -1,352   -1,063   -1,352   -1,063    1,321    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      0.0     86.8     92.9     90.1     92.9      9.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       15       11       16       11
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,879
COMMITMENTS
   4,432        0        0   33,984   38,956   38,416   38,956    2,463    1,923

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        341)
      93        0        0     -627       97     -534       97      875      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      0.0     83.1     95.3     94.0     95.3      6.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        0       16       18       20       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,033
COMMITMENTS
       0      589        0   56,069   54,952   56,069   55,541    1,964    2,492

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        310)
       0      217        0      -62     -629      -62     -412      372      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0     96.6     94.7     96.6     95.7      3.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       17       15       17       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      222,325
COMMITMENTS
  14,944   30,706    4,250  195,863  183,288  215,057  218,244    7,268    4,081

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      4,634)
     896    1,124       68    2,247    3,255    3,211    4,447    1,423      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     13.8      1.9     88.1     82.4     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        5        1       33       30       37       36
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       83,427
COMMITMENTS
   3,607        0    2,859   67,187   75,985   73,653   78,844    9,774    4,583

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,262)
   1,158        0     -180   -1,180     -979     -202   -1,159    1,464    2,421

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      3.4     80.5     91.1     88.3     94.5     11.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       11       14       12
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       98,723
COMMITMENTS
       0        0        0   94,599   94,204   94,599   94,204    4,124    4,519

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      8,133)
       0        0        0   11,174    6,138   11,174    6,138   -3,041    1,995

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.8     95.4     95.8     95.4      4.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       25       22       25       22
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      100,200
COMMITMENTS
   1,535   16,464    1,343   89,013   78,034   91,891   95,841    8,309    4,359

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,813)
       0     -843      610    2,448    3,163    3,058    2,930     -245     -117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     16.4      1.3     88.8     77.9     91.7     95.6      8.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       23       25       24
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       23,229
COMMITMENTS
       0    1,287       93   22,892   18,558   22,985   19,938      244    3,291

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        186)
       0      -93       93       93   -1,767      186   -1,767        0    1,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.4     98.5     79.9     98.9     85.8      1.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       13       18       14       20
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      190,118
COMMITMENTS
  27,111   11,789   18,237  143,726  158,997  189,075  189,023    1,043    1,095

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,965)
  -1,271    1,723     -366   -2,844   -5,528   -4,481   -4,171      517      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      6.2      9.6     75.6     83.6     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      18        8       18       51       50       74       71
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,813
COMMITMENTS
   2,179      363    1,366   49,268   51,084   52,813   52,813        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,160)
     160      -54      -48   -1,272   -1,058   -1,160   -1,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.7      2.6     93.3     96.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        2       27       29       30       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      496,336
COMMITMENTS
  21,511        0      936  473,889  495,400  496,336  496,336        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -60,306)
  -2,856        0     -656  -56,794  -59,650  -60,306  -60,306        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.2     95.5     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        1       27       28       30       29
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,724,298
COMMITMENTS
 243,710   51,028   45,494  1435094  1627776  1724298  1724298        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     24,175)
  -9,134   -6,600    5,320   27,989   25,455   24,175   24,175       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      3.0      2.6     83.2     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        6        7       44       43       54       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       67,352
COMMITMENTS
     108    7,113    4,265   62,979   55,974   67,352   67,352       -0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -707)
       3      128      276     -985   -1,111     -707     -707       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     10.6      6.3     93.5     83.1    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        5       33       29       39       35
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      399,442
COMMITMENTS
       0   15,356    9,026  390,416  375,060  399,442  399,442        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,255)
       0        0        0   -1,255   -1,255   -1,255   -1,255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      2.3     97.7     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       19       20       21       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      639,071
COMMITMENTS
  59,027  184,996    9,189  570,855  444,886  639,071  639,071        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     24,512)
   4,288   17,578        0   20,224    6,934   24,512   24,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2     28.9      1.4     89.3     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       25       24       28       28
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,558
COMMITMENTS
   6,735   21,068    2,584   41,940   27,355   51,259   51,007      299      551

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,098)
     209    1,596     -232    2,078      734    2,055    2,098       43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     40.9      5.0     81.3     53.1     99.4     98.9      0.6      1.1

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 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,974,275
COMMITMENTS
   7,920  1240245        0  1966355  734,030  1974275  1974275        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     47,280)
   3,920   11,760        0   43,360   35,520   47,280   47,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     62.8      0.0     99.6     37.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       10       15       11
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      640,300
COMMITMENTS
       0  407,870        0  640,300  232,430  640,300  640,300        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      7,700)
       0      770        0    7,700    6,930    7,700    7,700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     63.7      0.0    100.0     36.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       12       16       13
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,145,680
COMMITMENTS
   4,000        0        0  1141680  1145680  1145680  1145680        0        0

CHANGES FROM 06/25/13 (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
     0.3      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       14       11       15       11
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      309,216
COMMITMENTS
  17,936    3,984    3,136  288,144  302,096  309,216  309,216        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      5,448)
       0        0        0    5,448    5,448    5,448    5,448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.3      1.0     93.2     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       20       28       24
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,713
COMMITMENTS
   1,181      734      595    9,170   10,195   10,946   11,524      767      189

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        219)
       0      198        0      -80       21      -80      219      300       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      6.3      5.1     78.3     87.0     93.5     98.4      6.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        2       22       21       25       25
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,024,025
COMMITMENTS
       0   73,740   31,700  992,325  918,585  1024025  1024025        0        0

CHANGES FROM 06/25/13 (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      7.2      3.1     96.9     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       12       12       13       13
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      430,625
COMMITMENTS
   1,000        0        0  429,625  430,625  430,625  430,625        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:          0)
  -2,200        0        0    2,200        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       19       13       20       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      221,530
COMMITMENTS
       0      550    1,600  219,930  219,380  221,530  221,530        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -4,650)
       0        0        0   -4,650   -4,650   -4,650   -4,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.7     99.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       22       20       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       27,635
COMMITMENTS
     785    1,422      271   24,789   24,261   25,845   25,954    1,790    1,681

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        -62)
    -128       44       -3       47     -103      -84      -62       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      5.1      1.0     89.7     87.8     93.5     93.9      6.5      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       23       23       25       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,801,328
COMMITMENTS
  46,763  135,047  164,127  1590438  1502154  1801328  1801328        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    101,829)
       0    2,000        0  101,829   99,829  101,829  101,829        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      7.5      9.1     88.3     83.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        2       29       27       31       30
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      638,320
COMMITMENTS
       0  102,740   18,215  620,105  517,365  638,320  638,320        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     31,690)
       0    7,795   -4,250   35,940   28,145   31,690   31,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.1      2.9     97.1     81.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        1       31       27       32       30
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,208,734
COMMITMENTS
       0        0        0  1208734  1208734  1208734  1208734        0        0

CHANGES FROM 06/25/13 (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 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      401,445
COMMITMENTS
   7,400        0        0  394,045  401,445  401,445  401,445        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,300)
       0        0        0    3,300    3,300    3,300    3,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       23       16       24       16
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      630,221
COMMITMENTS
 101,938   24,577   26,561  501,722  579,083  630,221  630,221        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,392)
     800    1,144     -392    1,984    1,640    2,392    2,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      3.9      4.2     79.6     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       31       30       35       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       44,552
COMMITMENTS
   5,441    5,011    1,477   37,335   37,940   44,253   44,428      299      124

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        130)
     -22      256       44      130     -170      152      130      -22       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2     11.2      3.3     83.8     85.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       34       35       38       39
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,557
COMMITMENTS
   3,132        1      102   22,323   25,454   25,557   25,557        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        589)
      90        1       25      474      563      589      589        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      0.0      0.4     87.3     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       27       16       31       19
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      199,645
COMMITMENTS
  16,870      336    1,952  180,823  197,357  199,645  199,645        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      8,656)
  -1,584      336        0   10,240    8,320    8,656    8,656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.2      1.0     90.6     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       11       19       13
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      589,745
COMMITMENTS
  11,834   12,986   41,660  536,251  535,099  589,745  589,745        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     18,720)
       0    9,360        0   18,720    9,360   18,720   18,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      2.2      7.1     90.9     90.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       25       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       33,046
COMMITMENTS
   3,561        0    1,296   27,830   31,602   32,687   32,898      359      148

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:         68)
     494        0      -64     -362      387       68      323        0     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      0.0      3.9     84.2     95.6     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        0        1       26       28       28       29
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       97,388
COMMITMENTS
       0    5,865        0   97,388   91,523   97,388   97,388        0        0

CHANGES FROM 06/25/13 (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      6.0      0.0    100.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       13       14       14
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,684
COMMITMENTS
   3,552      648      126   20,562   23,698   24,240   24,472      444      212

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:       -393)
     -26        0        0      -48     -201      -74     -201     -319     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      2.6      0.5     83.3     96.0     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       22       21       27       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      348,947
COMMITMENTS
  55,285        0    1,560  292,102  347,387  348,947  348,947        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,652)
       0        0        0    3,652    3,652    3,652    3,652        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      0.0      0.4     83.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       21       22       24       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,419
COMMITMENTS
   1,300        4      122   17,742   19,187   19,164   19,313      255      106

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        259)
     214        0       42      365      301      621      343     -362      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.0      0.6     91.4     98.8     98.7     99.5      1.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        3       26       27       30       30
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      253,550
COMMITMENTS
   6,705    4,680        0  246,845  248,870  253,550  253,550        0        0

CHANGES FROM 06/25/13 (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
     2.6      1.8      0.0     97.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       18       22       19
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,340
COMMITMENTS
       0      615    2,924   27,416   26,801   30,340   30,340        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -1,837)
     -26      205     -127   -1,684   -1,915   -1,837   -1,837        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      9.6     90.4     88.3    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 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      221,854
COMMITMENTS
   1,626        0      328  219,900  221,526  221,854  221,854        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,128)
       0        0        0   -3,128   -3,128   -3,128   -3,128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.1     99.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       20       18       21
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      832,180
COMMITMENTS
       0   97,920        0  832,180  734,260  832,180  832,180        0        0

CHANGES FROM 06/25/13 (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     11.8      0.0    100.0     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       11       17       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      254,965
COMMITMENTS
       0   15,275        0  254,965  239,690  254,965  254,965        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      4,995)
       0   -1,025        0    4,995    6,020    4,995    4,995        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.0      0.0    100.0     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       15       22       16
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,499
COMMITMENTS
     510        7      314    1,656    2,178    2,480    2,499       19       -0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:        102)
      34       -1       22       54       85      110      106       -8       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      0.3     12.6     66.3     87.2     99.2    100.0      0.8     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      135,065
COMMITMENTS
       0        0        0  135,065  135,065  135,065  135,065        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -3,300)
       0        0        0   -3,300   -3,300   -3,300   -3,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      241,105
COMMITMENTS
       0        0        0  241,105  241,105  241,105  241,105        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      3,080)
       0        0        0    3,080    3,080    3,080    3,080        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
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      841,187
COMMITMENTS
       0        0        0  841,187  841,187  841,187  841,187        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      2,352)
       0        0        0    2,352    2,352    2,352    2,352        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       16        9       16        9
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      161,635
COMMITMENTS
     440        0        0  161,195  161,635  161,635  161,635        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      6,600)
       0        0        0    6,600    6,600    6,600    6,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       16       18       16
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      212,025
COMMITMENTS
   5,080    1,000        0  206,945  211,025  212,025  212,025        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     -5,080)
       0        0        0   -5,080   -5,080   -5,080   -5,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.5      0.0     97.6     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       24       15       25       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      600,460
COMMITMENTS
       0        0        0  600,460  600,460  600,460  600,460        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:    -18,784)
       0        0        0  -18,784  -18,784  -18,784  -18,784        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17       11       17       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      992,179
COMMITMENTS
       0        0        0  992,179  992,179  992,179  992,179        0        0

CHANGES FROM 06/25/13 (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 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      297,450
COMMITMENTS
       0        0        0  297,450  297,450  297,450  297,450        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,100    1,100    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       26       11       26       11
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,737,016
COMMITMENTS
 314,316        0    4,000  6418700  6733016  6737016  6737016        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     14,034)
   5,880   -4,000    4,000    4,154   14,034   14,034   14,034        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      0.1     95.3     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        1       36       35       41       36
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,286,255
COMMITMENTS
  75,710    6,400        0  2210545  2279855  2286255  2286255        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     11,805)
  -1,025    2,200        0   12,830    9,605   11,805   11,805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.3      0.0     96.7     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        0       40       37       44       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,522,016
COMMITMENTS
 533,381  573,042   99,889  1887949  1849085  2521219  2522016      798       -0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     45,291)
  31,825   17,946    3,659   10,784   23,686   46,268   45,291     -978       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.1     22.7      4.0     74.9     73.3    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        9        6       45       41       55       52
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,009,007
COMMITMENTS
 104,199  354,980  161,107  4743701  4492920  5009007  5009007        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     78,241)
       0    9,344   -3,537   81,778   72,434   78,241   78,241        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.1      3.2     94.7     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        5        5       37       31       42       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      648,370
COMMITMENTS
       0    1,380      660  647,710  646,330  648,370  648,370        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:     15,300)
       0        0        0   15,300   15,300   15,300   15,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.1     99.9     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       28       15       29       16
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,004,466
COMMITMENTS
       0   19,418        0  2004466  1985048  2004466  2004466        0        0

CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST:      5,640)
       0    2,040        0    5,640    3,600    5,640    5,640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0    100.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       24       14       24       15
```

----

Updated July 8, 2013